PREVIEW / futures_5min / 2021-01-07

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-07.parquet
  size:    323 KB
  rows:    18,886

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
2021-01-07 00:00:00	ES	Futures	4219.26	4221.5	4218.14	4218.98	701.0
2021-01-07 00:05:00	ES	Futures	4219.26	4220.1	4218.42	4219.82	574.0
2021-01-07 00:10:00	ES	Futures	4219.82	4219.82	4217.29	4217.29	571.0
2021-01-07 00:15:00	ES	Futures	4217.01	4219.26	4215.61	4217.85	965.0
2021-01-07 00:20:00	ES	Futures	4217.85	4220.66	4217.85	4220.38	618.0
2021-01-07 00:25:00	ES	Futures	4220.1	4220.1	4217.85	4219.54	511.0
2021-01-07 00:30:00	ES	Futures	4219.26	4220.38	4217.57	4219.82	584.0
2021-01-07 00:35:00	ES	Futures	4219.82	4221.5	4219.54	4219.82	552.0
2021-01-07 00:40:00	ES	Futures	4219.82	4221.78	4219.54	4221.5	445.0
2021-01-07 00:45:00	ES	Futures	4221.5	4223.47	4221.22	4222.63	590.0
2021-01-07 00:50:00	ES	Futures	4222.63	4222.91	4220.38	4220.94	531.0
2021-01-07 00:55:00	ES	Futures	4220.94	4222.63	4220.66	4222.63	416.0
2021-01-07 01:00:00	ES	Futures	4222.63	4226.84	4222.35	4226.84	913.0
2021-01-07 01:05:00	ES	Futures	4227.12	4227.12	4225.71	4225.99	568.0
2021-01-07 01:10:00	ES	Futures	4225.71	4225.99	4223.47	4225.15	546.0
2021-01-07 01:15:00	ES	Futures	4225.15	4226.84	4224.87	4225.43	402.0
2021-01-07 01:20:00	ES	Futures	4225.71	4226.56	4225.15	4226.56	283.0
2021-01-07 01:25:00	ES	Futures	4226.84	4227.12	4224.03	4224.87	445.0
2021-01-07 01:30:00	ES	Futures	4224.87	4225.99	4223.75	4225.43	603.0
2021-01-07 01:35:00	ES	Futures	4225.43	4227.12	4225.43	4226.84	570.0
2021-01-07 01:40:00	ES	Futures	4226.84	4226.84	4225.99	4225.99	277.0
2021-01-07 01:45:00	ES	Futures	4226.27	4229.92	4225.71	4229.08	1158.0
2021-01-07 01:50:00	ES	Futures	4229.08	4231.33	4228.52	4230.2	736.0
2021-01-07 01:55:00	ES	Futures	4230.2	4231.33	4229.08	4231.05	530.0
2021-01-07 02:00:00	ES	Futures	4231.05	4236.1	4231.05	4235.26	3119.0
2021-01-07 02:05:00	ES	Futures	4234.98	4236.1	4231.89	4232.17	1687.0
2021-01-07 02:10:00	ES	Futures	4231.89	4233.85	4231.05	4233.29	816.0
2021-01-07 02:15:00	ES	Futures	4233.29	4233.85	4231.05	4232.17	842.0
2021-01-07 02:20:00	ES	Futures	4232.45	4233.85	4231.61	4232.17	625.0
2021-01-07 02:25:00	ES	Futures	4231.89	4233.01	4228.52	4231.33	1435.0
2021-01-07 02:30:00	ES	Futures	4231.33	4231.61	4229.64	4231.33	483.0
2021-01-07 02:35:00	ES	Futures	4231.61	4234.69	4231.61	4233.57	1717.0
2021-01-07 02:40:00	ES	Futures	4233.29	4234.41	4229.36	4230.48	2111.0
2021-01-07 02:45:00	ES	Futures	4230.77	4230.77	4228.24	4229.64	766.0
2021-01-07 02:50:00	ES	Futures	4229.64	4230.77	4229.36	4230.48	496.0
2021-01-07 02:55:00	ES	Futures	4230.2	4232.17	4228.8	4230.2	1840.0
2021-01-07 03:00:00	ES	Futures	4229.92	4231.33	4228.24	4228.52	3060.0
2021-01-07 03:05:00	ES	Futures	4228.8	4228.8	4217.85	4218.98	5711.0
2021-01-07 03:10:00	ES	Futures	4218.7	4221.78	4217.85	4218.7	2018.0
2021-01-07 03:15:00	ES	Futures	4218.98	4224.87	4218.98	4222.91	2380.0
2021-01-07 03:20:00	ES	Futures	4222.91	4227.68	4222.63	4227.12	1480.0
2021-01-07 03:25:00	ES	Futures	4227.4	4228.8	4225.71	4227.12	1350.0
2021-01-07 03:30:00	ES	Futures	4227.12	4227.12	4218.7	4221.5	3228.0
2021-01-07 03:35:00	ES	Futures	4221.5	4223.19	4220.94	4221.78	1700.0
2021-01-07 03:40:00	ES	Futures	4222.06	4225.71	4220.66	4225.15	1223.0
2021-01-07 03:45:00	ES	Futures	4224.87	4225.43	4223.19	4223.19	979.0
2021-01-07 03:50:00	ES	Futures	4222.91	4225.15	4220.38	4223.47	1600.0
2021-01-07 03:55:00	ES	Futures	4223.19	4225.15	4222.63	4224.31	1199.0
2021-01-07 04:00:00	ES	Futures	4224.31	4224.87	4218.98	4222.35	1946.0
2021-01-07 04:05:00	ES	Futures	4222.35	4227.4	4222.06	4225.99	1368.0

> showing 50 of 18,886 rows — these rows as CSV

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