PREVIEW / futures_5min / 2021-04-29

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-04-29.parquet
  size:    316 KB
  rows:    18,425

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2021-04-29 00:00:00	ES	Futures	4718.88	4719.72	4718.6	4719.44	239.0
2021-04-29 00:05:00	ES	Futures	4719.16	4720.28	4719.16	4720.28	277.0
2021-04-29 00:10:00	ES	Futures	4720.0	4721.41	4720.0	4721.41	399.0
2021-04-29 00:15:00	ES	Futures	4721.13	4722.25	4721.13	4721.69	359.0
2021-04-29 00:20:00	ES	Futures	4721.69	4721.69	4720.28	4720.57	301.0
2021-04-29 00:25:00	ES	Futures	4720.85	4721.13	4720.57	4721.13	143.0
2021-04-29 00:30:00	ES	Futures	4721.13	4721.13	4719.44	4719.44	466.0
2021-04-29 00:35:00	ES	Futures	4719.44	4719.72	4718.88	4718.88	444.0
2021-04-29 00:40:00	ES	Futures	4719.16	4719.44	4718.6	4719.44	162.0
2021-04-29 00:45:00	ES	Futures	4719.44	4719.72	4719.16	4719.16	113.0
2021-04-29 00:50:00	ES	Futures	4719.44	4719.72	4718.88	4719.72	145.0
2021-04-29 00:55:00	ES	Futures	4719.72	4719.72	4718.6	4718.6	216.0
2021-04-29 01:00:00	ES	Futures	4718.88	4719.16	4718.32	4719.16	562.0
2021-04-29 01:05:00	ES	Futures	4718.88	4719.72	4718.6	4719.16	458.0
2021-04-29 01:10:00	ES	Futures	4719.16	4719.72	4718.6	4718.88	233.0
2021-04-29 01:15:00	ES	Futures	4718.88	4719.16	4718.04	4718.32	215.0
2021-04-29 01:20:00	ES	Futures	4718.32	4718.6	4718.04	4718.32	208.0
2021-04-29 01:25:00	ES	Futures	4718.6	4719.16	4718.04	4718.32	270.0
2021-04-29 01:30:00	ES	Futures	4718.6	4719.16	4718.32	4718.6	260.0
2021-04-29 01:35:00	ES	Futures	4718.88	4719.16	4718.32	4718.32	275.0
2021-04-29 01:40:00	ES	Futures	4718.32	4718.6	4718.04	4718.04	241.0
2021-04-29 01:45:00	ES	Futures	4718.32	4720.28	4718.32	4720.28	500.0
2021-04-29 01:50:00	ES	Futures	4720.0	4721.13	4719.44	4721.13	723.0
2021-04-29 01:55:00	ES	Futures	4721.13	4721.13	4719.72	4720.0	333.0
2021-04-29 02:00:00	ES	Futures	4720.0	4720.85	4719.16	4719.72	604.0
2021-04-29 02:05:00	ES	Futures	4720.0	4720.0	4718.32	4718.32	593.0
2021-04-29 02:10:00	ES	Futures	4718.6	4719.72	4718.04	4719.72	565.0
2021-04-29 02:15:00	ES	Futures	4719.72	4720.28	4718.88	4720.0	446.0
2021-04-29 02:20:00	ES	Futures	4720.28	4720.28	4718.88	4719.16	453.0
2021-04-29 02:25:00	ES	Futures	4719.16	4719.16	4718.32	4719.16	541.0
2021-04-29 02:30:00	ES	Futures	4719.16	4719.44	4718.6	4719.44	451.0
2021-04-29 02:35:00	ES	Futures	4719.72	4720.0	4719.16	4719.72	497.0
2021-04-29 02:40:00	ES	Futures	4719.44	4719.44	4718.32	4719.44	551.0
2021-04-29 02:45:00	ES	Futures	4719.44	4720.28	4718.88	4720.0	536.0
2021-04-29 02:50:00	ES	Futures	4720.0	4720.85	4719.72	4720.0	465.0
2021-04-29 02:55:00	ES	Futures	4720.0	4721.69	4720.0	4721.69	603.0
2021-04-29 03:00:00	ES	Futures	4721.69	4723.38	4721.41	4722.25	2979.0
2021-04-29 03:05:00	ES	Futures	4722.25	4723.38	4721.13	4721.13	2068.0
2021-04-29 03:10:00	ES	Futures	4721.41	4721.97	4719.16	4719.44	1787.0
2021-04-29 03:15:00	ES	Futures	4719.72	4720.57	4718.88	4719.72	1476.0
2021-04-29 03:20:00	ES	Futures	4719.44	4721.13	4719.44	4721.13	1091.0
2021-04-29 03:25:00	ES	Futures	4720.85	4720.85	4719.72	4720.0	876.0
2021-04-29 03:30:00	ES	Futures	4720.0	4720.85	4719.16	4720.28	1092.0
2021-04-29 03:35:00	ES	Futures	4720.57	4722.53	4720.28	4720.85	1519.0
2021-04-29 03:40:00	ES	Futures	4720.85	4721.13	4719.16	4720.57	1282.0
2021-04-29 03:45:00	ES	Futures	4720.28	4721.69	4720.0	4721.13	805.0
2021-04-29 03:50:00	ES	Futures	4721.41	4722.81	4721.13	4722.53	798.0
2021-04-29 03:55:00	ES	Futures	4722.25	4723.38	4722.25	4722.53	1039.0
2021-04-29 04:00:00	ES	Futures	4722.53	4728.15	4722.53	4726.19	4047.0
2021-04-29 04:05:00	ES	Futures	4726.19	4727.31	4725.06	4725.06	1766.0

> showing 50 of 18,425 rows — these rows as CSV

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