PREVIEW / futures_5min / 2021-01-04

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-04.parquet
  size:    348 KB
  rows:    19,186

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
2021-01-04 00:00:00	ES	Futures	4208.31	4208.59	4206.91	4207.75	355.0
2021-01-04 00:05:00	ES	Futures	4207.75	4208.31	4207.19	4208.31	164.0
2021-01-04 00:10:00	ES	Futures	4208.03	4209.15	4208.03	4209.15	448.0
2021-01-04 00:15:00	ES	Futures	4208.87	4209.15	4207.75	4208.03	473.0
2021-01-04 00:20:00	ES	Futures	4208.03	4208.03	4204.94	4204.94	793.0
2021-01-04 00:25:00	ES	Futures	4204.94	4206.91	4204.94	4206.63	392.0
2021-01-04 00:30:00	ES	Futures	4206.63	4206.63	4205.22	4205.79	313.0
2021-01-04 00:35:00	ES	Futures	4205.79	4206.07	4204.66	4206.07	230.0
2021-01-04 00:40:00	ES	Futures	4206.35	4206.63	4205.79	4206.07	174.0
2021-01-04 00:45:00	ES	Futures	4205.79	4205.79	4204.66	4205.22	242.0
2021-01-04 00:50:00	ES	Futures	4205.22	4206.91	4204.94	4206.63	211.0
2021-01-04 00:55:00	ES	Futures	4206.63	4209.43	4206.63	4209.15	1126.0
2021-01-04 01:00:00	ES	Futures	4209.15	4212.52	4208.87	4210.0	1588.0
2021-01-04 01:05:00	ES	Futures	4210.0	4210.56	4208.31	4210.56	458.0
2021-01-04 01:10:00	ES	Futures	4210.56	4211.68	4210.0	4210.0	644.0
2021-01-04 01:15:00	ES	Futures	4210.0	4211.12	4210.0	4211.12	435.0
2021-01-04 01:20:00	ES	Futures	4211.4	4211.96	4211.12	4211.68	265.0
2021-01-04 01:25:00	ES	Futures	4211.4	4211.68	4208.03	4208.87	796.0
2021-01-04 01:30:00	ES	Futures	4208.59	4209.72	4208.59	4209.43	483.0
2021-01-04 01:35:00	ES	Futures	4209.72	4211.12	4209.72	4211.12	483.0
2021-01-04 01:40:00	ES	Futures	4211.4	4212.24	4211.12	4211.96	314.0
2021-01-04 01:45:00	ES	Futures	4211.96	4212.8	4211.68	4212.52	555.0
2021-01-04 01:50:00	ES	Futures	4212.52	4212.8	4211.12	4211.68	548.0
2021-01-04 01:55:00	ES	Futures	4211.68	4212.52	4211.4	4211.96	388.0
2021-01-04 02:00:00	ES	Futures	4211.96	4219.82	4211.96	4217.57	3129.0
2021-01-04 02:05:00	ES	Futures	4217.85	4219.54	4216.45	4218.7	1898.0
2021-01-04 02:10:00	ES	Futures	4218.7	4220.94	4218.42	4220.94	1426.0
2021-01-04 02:15:00	ES	Futures	4220.94	4225.15	4220.94	4224.31	2062.0
2021-01-04 02:20:00	ES	Futures	4224.03	4224.31	4221.78	4222.63	798.0
2021-01-04 02:25:00	ES	Futures	4222.35	4223.75	4222.06	4223.19	682.0
2021-01-04 02:30:00	ES	Futures	4223.47	4224.31	4221.78	4221.78	918.0
2021-01-04 02:35:00	ES	Futures	4222.06	4224.31	4220.94	4223.47	1021.0
2021-01-04 02:40:00	ES	Futures	4223.47	4224.59	4222.35	4224.59	518.0
2021-01-04 02:45:00	ES	Futures	4224.59	4224.87	4222.63	4222.63	847.0
2021-01-04 02:50:00	ES	Futures	4222.35	4223.75	4221.22	4222.91	870.0
2021-01-04 02:55:00	ES	Futures	4222.91	4227.4	4222.91	4226.56	2139.0
2021-01-04 03:00:00	ES	Futures	4226.56	4227.68	4224.03	4224.87	4877.0
2021-01-04 03:05:00	ES	Futures	4224.87	4227.96	4222.63	4225.43	3237.0
2021-01-04 03:10:00	ES	Futures	4225.43	4227.4	4225.43	4227.4	3051.0
2021-01-04 03:15:00	ES	Futures	4227.4	4227.68	4225.71	4227.12	2268.0
2021-01-04 03:20:00	ES	Futures	4227.12	4228.52	4225.43	4226.27	2575.0
2021-01-04 03:25:00	ES	Futures	4225.99	4225.99	4223.47	4223.75	1407.0
2021-01-04 03:30:00	ES	Futures	4223.47	4223.47	4220.94	4221.78	2317.0
2021-01-04 03:35:00	ES	Futures	4221.5	4224.87	4220.66	4224.31	2857.0
2021-01-04 03:40:00	ES	Futures	4224.59	4225.43	4222.06	4222.63	1715.0
2021-01-04 03:45:00	ES	Futures	4222.63	4224.03	4221.78	4222.63	1308.0
2021-01-04 03:50:00	ES	Futures	4222.63	4224.59	4221.78	4224.03	1391.0
2021-01-04 03:55:00	ES	Futures	4224.03	4225.15	4223.75	4224.59	945.0
2021-01-04 04:00:00	ES	Futures	4224.31	4228.24	4224.03	4226.84	2332.0
2021-01-04 04:05:00	ES	Futures	4226.84	4228.24	4225.71	4226.84	1772.0

> showing 50 of 19,186 rows — these rows as CSV

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