PREVIEW / futures_5min / 2021-05-04

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-05-04.parquet
  size:    337 KB
  rows:    18,715

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
2021-05-04 00:00:00	ES	Futures	4692.19	4692.47	4691.91	4692.47	243.0
2021-05-04 00:05:00	ES	Futures	4692.19	4692.19	4690.78	4691.91	412.0
2021-05-04 00:10:00	ES	Futures	4691.63	4692.19	4691.06	4691.34	154.0
2021-05-04 00:15:00	ES	Futures	4691.06	4691.34	4690.78	4690.78	98.0
2021-05-04 00:20:00	ES	Futures	4691.06	4691.34	4690.78	4691.34	42.0
2021-05-04 00:25:00	ES	Futures	4691.63	4691.63	4690.5	4691.06	204.0
2021-05-04 00:30:00	ES	Futures	4691.06	4692.75	4690.78	4692.19	635.0
2021-05-04 00:35:00	ES	Futures	4692.47	4692.75	4691.63	4691.91	315.0
2021-05-04 00:40:00	ES	Futures	4691.63	4692.19	4691.63	4691.91	218.0
2021-05-04 00:45:00	ES	Futures	4691.91	4692.47	4691.63	4692.47	208.0
2021-05-04 00:50:00	ES	Futures	4692.47	4692.75	4691.91	4692.19	172.0
2021-05-04 00:55:00	ES	Futures	4692.19	4692.75	4691.91	4692.19	258.0
2021-05-04 01:00:00	ES	Futures	4692.47	4693.31	4692.19	4692.75	482.0
2021-05-04 01:05:00	ES	Futures	4692.75	4693.87	4692.75	4693.31	577.0
2021-05-04 01:10:00	ES	Futures	4693.31	4693.59	4691.91	4692.47	381.0
2021-05-04 01:15:00	ES	Futures	4692.19	4693.59	4692.19	4693.31	419.0
2021-05-04 01:20:00	ES	Futures	4693.03	4693.59	4692.75	4693.03	210.0
2021-05-04 01:25:00	ES	Futures	4693.03	4693.59	4692.19	4693.59	259.0
2021-05-04 01:30:00	ES	Futures	4693.59	4693.87	4692.47	4692.47	278.0
2021-05-04 01:35:00	ES	Futures	4692.75	4693.59	4692.47	4693.31	193.0
2021-05-04 01:40:00	ES	Futures	4693.31	4695.84	4693.31	4695.56	886.0
2021-05-04 01:45:00	ES	Futures	4695.28	4695.84	4694.72	4695.84	469.0
2021-05-04 01:50:00	ES	Futures	4695.84	4695.84	4695.0	4695.28	202.0
2021-05-04 01:55:00	ES	Futures	4695.28	4695.84	4695.0	4695.0	266.0
2021-05-04 02:00:00	ES	Futures	4695.28	4696.68	4694.44	4696.4	678.0
2021-05-04 02:05:00	ES	Futures	4696.4	4698.37	4696.4	4697.53	895.0
2021-05-04 02:10:00	ES	Futures	4697.53	4697.81	4696.68	4697.25	365.0
2021-05-04 02:15:00	ES	Futures	4696.96	4696.96	4695.84	4696.12	405.0
2021-05-04 02:20:00	ES	Futures	4696.12	4696.12	4695.28	4695.56	362.0
2021-05-04 02:25:00	ES	Futures	4695.84	4696.68	4695.56	4695.84	373.0
2021-05-04 02:30:00	ES	Futures	4696.12	4696.4	4695.0	4696.12	571.0
2021-05-04 02:35:00	ES	Futures	4695.84	4696.68	4695.84	4696.12	261.0
2021-05-04 02:40:00	ES	Futures	4696.12	4696.68	4695.28	4696.68	334.0
2021-05-04 02:45:00	ES	Futures	4696.68	4697.53	4695.84	4696.12	650.0
2021-05-04 02:50:00	ES	Futures	4696.12	4696.96	4695.84	4696.12	243.0
2021-05-04 02:55:00	ES	Futures	4696.12	4697.25	4695.84	4697.25	415.0
2021-05-04 03:00:00	ES	Futures	4697.25	4700.9	4696.96	4699.21	4642.0
2021-05-04 03:05:00	ES	Futures	4699.21	4701.18	4697.81	4700.9	2284.0
2021-05-04 03:10:00	ES	Futures	4700.9	4702.86	4700.34	4702.58	2763.0
2021-05-04 03:15:00	ES	Futures	4702.58	4702.86	4701.18	4701.74	1851.0
2021-05-04 03:20:00	ES	Futures	4701.74	4702.02	4698.09	4698.09	1923.0
2021-05-04 03:25:00	ES	Futures	4698.09	4698.65	4694.44	4697.53	2460.0
2021-05-04 03:30:00	ES	Futures	4697.25	4697.25	4693.87	4693.87	1516.0
2021-05-04 03:35:00	ES	Futures	4693.87	4694.72	4692.19	4692.75	2549.0
2021-05-04 03:40:00	ES	Futures	4692.75	4692.75	4690.22	4692.47	2290.0
2021-05-04 03:45:00	ES	Futures	4692.47	4692.75	4690.5	4692.75	1534.0
2021-05-04 03:50:00	ES	Futures	4692.47	4694.15	4691.91	4693.87	1176.0
2021-05-04 03:55:00	ES	Futures	4693.87	4694.44	4692.75	4693.87	880.0
2021-05-04 04:00:00	ES	Futures	4693.87	4695.0	4690.78	4694.15	1918.0
2021-05-04 04:05:00	ES	Futures	4694.15	4695.84	4693.31	4694.72	1699.0

> showing 50 of 18,715 rows — these rows as CSV

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