PREVIEW / futures_5min / 2021-01-05

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-05.parquet
  size:    340 KB
  rows:    19,203

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
2021-01-05 00:00:00	ES	Futures	4143.48	4144.88	4142.64	4144.04	683.0
2021-01-05 00:05:00	ES	Futures	4144.04	4149.09	4143.76	4147.13	1330.0
2021-01-05 00:10:00	ES	Futures	4147.13	4148.25	4146.0	4146.85	507.0
2021-01-05 00:15:00	ES	Futures	4147.13	4147.13	4145.16	4146.57	381.0
2021-01-05 00:20:00	ES	Futures	4146.57	4146.57	4145.44	4145.72	215.0
2021-01-05 00:25:00	ES	Futures	4145.72	4146.0	4142.64	4143.48	697.0
2021-01-05 00:30:00	ES	Futures	4143.2	4144.04	4140.95	4143.48	626.0
2021-01-05 00:35:00	ES	Futures	4143.48	4145.72	4143.48	4143.48	576.0
2021-01-05 00:40:00	ES	Futures	4143.2	4145.16	4141.79	4143.76	734.0
2021-01-05 00:45:00	ES	Futures	4143.76	4145.72	4143.2	4144.88	368.0
2021-01-05 00:50:00	ES	Futures	4144.88	4147.69	4144.04	4145.16	879.0
2021-01-05 00:55:00	ES	Futures	4145.44	4147.41	4144.6	4146.85	659.0
2021-01-05 01:00:00	ES	Futures	4146.85	4151.9	4146.28	4150.49	1186.0
2021-01-05 01:05:00	ES	Futures	4150.49	4150.78	4147.41	4147.69	660.0
2021-01-05 01:10:00	ES	Futures	4147.69	4148.25	4146.0	4146.85	489.0
2021-01-05 01:15:00	ES	Futures	4146.57	4149.37	4145.72	4149.09	499.0
2021-01-05 01:20:00	ES	Futures	4149.09	4153.58	4148.81	4151.06	1306.0
2021-01-05 01:25:00	ES	Futures	4151.06	4151.06	4148.81	4149.65	445.0
2021-01-05 01:30:00	ES	Futures	4149.93	4152.46	4149.37	4150.21	538.0
2021-01-05 01:35:00	ES	Futures	4149.93	4151.34	4147.97	4150.21	531.0
2021-01-05 01:40:00	ES	Futures	4150.21	4153.86	4149.93	4153.02	891.0
2021-01-05 01:45:00	ES	Futures	4153.02	4153.86	4151.34	4152.46	581.0
2021-01-05 01:50:00	ES	Futures	4152.18	4153.86	4151.06	4153.3	500.0
2021-01-05 01:55:00	ES	Futures	4153.3	4154.99	4151.62	4154.14	511.0
2021-01-05 02:00:00	ES	Futures	4154.42	4154.99	4151.06	4151.62	1179.0
2021-01-05 02:05:00	ES	Futures	4151.9	4152.46	4150.49	4151.34	531.0
2021-01-05 02:10:00	ES	Futures	4151.62	4152.74	4147.41	4148.25	1577.0
2021-01-05 02:15:00	ES	Futures	4148.81	4153.3	4148.81	4153.02	930.0
2021-01-05 02:20:00	ES	Futures	4153.02	4153.3	4151.62	4152.46	437.0
2021-01-05 02:25:00	ES	Futures	4152.46	4153.3	4151.62	4151.9	371.0
2021-01-05 02:30:00	ES	Futures	4152.18	4153.02	4149.65	4150.21	570.0
2021-01-05 02:35:00	ES	Futures	4150.21	4151.34	4149.65	4149.93	399.0
2021-01-05 02:40:00	ES	Futures	4149.93	4151.06	4146.28	4147.41	838.0
2021-01-05 02:45:00	ES	Futures	4147.41	4147.41	4136.46	4137.02	3372.0
2021-01-05 02:50:00	ES	Futures	4136.74	4137.58	4131.97	4133.09	2867.0
2021-01-05 02:55:00	ES	Futures	4133.09	4133.37	4128.88	4130.85	3144.0
2021-01-05 03:00:00	ES	Futures	4130.57	4140.95	4130.57	4140.11	5879.0
2021-01-05 03:05:00	ES	Futures	4140.11	4148.81	4139.83	4147.69	4119.0
2021-01-05 03:10:00	ES	Futures	4147.97	4150.78	4147.69	4149.65	3149.0
2021-01-05 03:15:00	ES	Futures	4149.93	4155.27	4149.09	4153.58	4132.0
2021-01-05 03:20:00	ES	Futures	4153.58	4154.14	4150.21	4151.34	2019.0
2021-01-05 03:25:00	ES	Futures	4151.06	4155.27	4150.78	4154.42	2629.0
2021-01-05 03:30:00	ES	Futures	4154.42	4157.79	4154.42	4157.23	2668.0
2021-01-05 03:35:00	ES	Futures	4156.95	4157.23	4153.58	4153.86	1052.0
2021-01-05 03:40:00	ES	Futures	4153.58	4155.83	4151.06	4151.9	1745.0
2021-01-05 03:45:00	ES	Futures	4151.9	4151.9	4148.81	4148.81	1491.0
2021-01-05 03:50:00	ES	Futures	4149.09	4150.49	4144.32	4150.21	2018.0
2021-01-05 03:55:00	ES	Futures	4149.93	4151.9	4149.37	4150.21	936.0
2021-01-05 04:00:00	ES	Futures	4149.93	4151.62	4146.85	4151.34	1424.0
2021-01-05 04:05:00	ES	Futures	4151.62	4152.46	4149.37	4150.21	970.0

> showing 50 of 19,203 rows — these rows as CSV

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