PREVIEW / futures_5min / 2021-01-06

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-06.parquet
  size:    351 KB
  rows:    19,279

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
2021-01-06 00:00:00	ES	Futures	4146.85	4148.81	4144.6	4148.81	803.0
2021-01-06 00:05:00	ES	Futures	4148.53	4152.46	4147.41	4151.9	1244.0
2021-01-06 00:10:00	ES	Futures	4152.18	4156.95	4151.34	4155.27	1246.0
2021-01-06 00:15:00	ES	Futures	4155.55	4159.76	4153.86	4156.67	1502.0
2021-01-06 00:20:00	ES	Futures	4156.95	4159.76	4155.83	4158.07	1158.0
2021-01-06 00:25:00	ES	Futures	4158.07	4158.91	4154.99	4156.67	941.0
2021-01-06 00:30:00	ES	Futures	4156.67	4158.07	4155.83	4156.95	677.0
2021-01-06 00:35:00	ES	Futures	4156.95	4157.79	4155.55	4156.11	991.0
2021-01-06 00:40:00	ES	Futures	4156.11	4157.51	4154.99	4156.95	1413.0
2021-01-06 00:45:00	ES	Futures	4156.95	4158.07	4153.86	4153.86	562.0
2021-01-06 00:50:00	ES	Futures	4153.86	4154.7	4147.41	4149.37	1492.0
2021-01-06 00:55:00	ES	Futures	4149.37	4151.06	4148.25	4150.21	869.0
2021-01-06 01:00:00	ES	Futures	4150.21	4155.27	4149.65	4154.99	1624.0
2021-01-06 01:05:00	ES	Futures	4154.99	4155.83	4151.06	4155.55	766.0
2021-01-06 01:10:00	ES	Futures	4156.11	4156.11	4152.74	4154.7	852.0
2021-01-06 01:15:00	ES	Futures	4155.27	4160.88	4154.99	4160.88	923.0
2021-01-06 01:20:00	ES	Futures	4160.88	4162.28	4159.48	4159.48	716.0
2021-01-06 01:25:00	ES	Futures	4159.2	4160.32	4157.23	4158.35	385.0
2021-01-06 01:30:00	ES	Futures	4158.63	4161.44	4156.11	4160.32	593.0
2021-01-06 01:35:00	ES	Futures	4160.04	4160.88	4159.2	4159.48	300.0
2021-01-06 01:40:00	ES	Futures	4159.48	4162.56	4159.48	4161.16	371.0
2021-01-06 01:45:00	ES	Futures	4160.88	4160.88	4156.39	4159.48	611.0
2021-01-06 01:50:00	ES	Futures	4159.48	4161.44	4157.79	4160.88	493.0
2021-01-06 01:55:00	ES	Futures	4160.88	4162.56	4160.6	4160.88	307.0
2021-01-06 02:00:00	ES	Futures	4161.16	4169.58	4158.07	4168.74	1536.0
2021-01-06 02:05:00	ES	Futures	4168.74	4172.39	4167.9	4169.58	950.0
2021-01-06 02:10:00	ES	Futures	4169.58	4170.98	4166.21	4170.42	952.0
2021-01-06 02:15:00	ES	Futures	4170.14	4174.35	4169.3	4171.54	1177.0
2021-01-06 02:20:00	ES	Futures	4171.54	4171.83	4167.05	4167.9	1001.0
2021-01-06 02:25:00	ES	Futures	4167.62	4170.14	4165.65	4168.18	1210.0
2021-01-06 02:30:00	ES	Futures	4168.18	4174.35	4167.62	4173.79	1425.0
2021-01-06 02:35:00	ES	Futures	4173.79	4175.47	4171.83	4173.79	813.0
2021-01-06 02:40:00	ES	Futures	4173.79	4175.19	4171.26	4172.39	1818.0
2021-01-06 02:45:00	ES	Futures	4172.39	4173.23	4167.05	4169.02	1484.0
2021-01-06 02:50:00	ES	Futures	4169.02	4173.23	4163.41	4165.37	1101.0
2021-01-06 02:55:00	ES	Futures	4165.37	4167.33	4164.25	4166.77	1053.0
2021-01-06 03:00:00	ES	Futures	4166.77	4166.77	4159.2	4164.53	4713.0
2021-01-06 03:05:00	ES	Futures	4164.25	4164.81	4156.11	4156.11	3806.0
2021-01-06 03:10:00	ES	Futures	4155.83	4157.51	4152.18	4154.42	2814.0
2021-01-06 03:15:00	ES	Futures	4154.14	4154.14	4141.79	4142.64	4969.0
2021-01-06 03:20:00	ES	Futures	4142.64	4147.41	4139.55	4146.0	4502.0
2021-01-06 03:25:00	ES	Futures	4146.0	4148.53	4143.48	4147.69	2622.0
2021-01-06 03:30:00	ES	Futures	4147.69	4151.62	4144.6	4150.49	2318.0
2021-01-06 03:35:00	ES	Futures	4150.49	4151.62	4148.25	4150.49	1834.0
2021-01-06 03:40:00	ES	Futures	4150.49	4150.78	4142.64	4145.16	2553.0
2021-01-06 03:45:00	ES	Futures	4145.44	4151.06	4143.48	4147.13	2391.0
2021-01-06 03:50:00	ES	Futures	4146.85	4148.81	4142.36	4144.6	1544.0
2021-01-06 03:55:00	ES	Futures	4144.6	4146.57	4142.64	4143.2	2113.0
2021-01-06 04:00:00	ES	Futures	4143.2	4146.0	4137.58	4145.16	4060.0
2021-01-06 04:05:00	ES	Futures	4145.44	4148.53	4143.2	4145.44	2224.0

> showing 50 of 19,279 rows — these rows as CSV

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