PREVIEW / futures_5min / 2021-01-08

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-08.parquet
  size:    275 KB
  rows:    15,192

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
2021-01-08 00:00:00	ES	Futures	4278.2	4279.04	4277.92	4278.48	409.0
2021-01-08 00:05:00	ES	Futures	4278.48	4281.0	4278.2	4280.44	567.0
2021-01-08 00:10:00	ES	Futures	4280.44	4282.97	4280.16	4280.44	1209.0
2021-01-08 00:15:00	ES	Futures	4280.72	4281.57	4279.88	4281.0	385.0
2021-01-08 00:20:00	ES	Futures	4281.0	4282.41	4281.0	4282.13	397.0
2021-01-08 00:25:00	ES	Futures	4282.13	4282.69	4281.29	4282.41	463.0
2021-01-08 00:30:00	ES	Futures	4282.13	4283.81	4281.0	4282.69	1668.0
2021-01-08 00:35:00	ES	Futures	4282.41	4282.41	4279.88	4280.72	799.0
2021-01-08 00:40:00	ES	Futures	4280.44	4281.57	4279.6	4279.88	321.0
2021-01-08 00:45:00	ES	Futures	4280.16	4281.0	4279.32	4280.44	402.0
2021-01-08 00:50:00	ES	Futures	4280.16	4280.72	4279.6	4280.44	417.0
2021-01-08 00:55:00	ES	Futures	4280.44	4280.72	4278.76	4280.16	725.0
2021-01-08 01:00:00	ES	Futures	4280.44	4282.41	4279.88	4281.29	1247.0
2021-01-08 01:05:00	ES	Futures	4281.29	4283.53	4281.29	4282.97	1315.0
2021-01-08 01:10:00	ES	Futures	4282.97	4284.37	4282.41	4282.97	1169.0
2021-01-08 01:15:00	ES	Futures	4282.97	4284.09	4282.41	4283.25	611.0
2021-01-08 01:20:00	ES	Futures	4283.53	4283.53	4282.13	4282.69	315.0
2021-01-08 01:25:00	ES	Futures	4282.41	4282.69	4281.85	4282.13	387.0
2021-01-08 01:30:00	ES	Futures	4282.13	4282.41	4279.32	4280.16	972.0
2021-01-08 01:35:00	ES	Futures	4280.16	4281.57	4280.16	4280.16	358.0
2021-01-08 01:40:00	ES	Futures	4280.44	4280.72	4278.76	4279.6	735.0
2021-01-08 01:45:00	ES	Futures	4279.88	4281.0	4279.04	4281.0	514.0
2021-01-08 01:50:00	ES	Futures	4281.0	4281.0	4278.76	4279.88	523.0
2021-01-08 01:55:00	ES	Futures	4280.16	4280.72	4278.76	4279.6	498.0
2021-01-08 02:00:00	ES	Futures	4279.88	4282.13	4279.04	4280.16	886.0
2021-01-08 02:05:00	ES	Futures	4280.16	4286.06	4280.16	4283.53	2371.0
2021-01-08 02:10:00	ES	Futures	4283.81	4284.65	4282.41	4284.37	1112.0
2021-01-08 02:15:00	ES	Futures	4284.37	4284.65	4281.85	4282.13	875.0
2021-01-08 02:20:00	ES	Futures	4281.85	4281.85	4279.32	4279.88	925.0
2021-01-08 02:25:00	ES	Futures	4279.88	4281.85	4279.6	4281.57	717.0
2021-01-08 02:30:00	ES	Futures	4281.85	4282.41	4280.16	4282.13	514.0
2021-01-08 02:35:00	ES	Futures	4282.13	4282.13	4279.6	4280.72	554.0
2021-01-08 02:40:00	ES	Futures	4280.44	4281.0	4279.32	4280.72	557.0
2021-01-08 02:45:00	ES	Futures	4280.72	4282.97	4280.44	4282.97	521.0
2021-01-08 02:50:00	ES	Futures	4282.69	4283.25	4281.29	4282.69	598.0
2021-01-08 02:55:00	ES	Futures	4282.41	4282.97	4281.0	4281.85	663.0
2021-01-08 03:00:00	ES	Futures	4281.57	4284.37	4277.92	4280.16	3555.0
2021-01-08 03:05:00	ES	Futures	4280.16	4280.72	4275.67	4275.67	3436.0
2021-01-08 03:10:00	ES	Futures	4275.67	4276.51	4273.43	4274.55	2662.0
2021-01-08 03:15:00	ES	Futures	4274.55	4277.08	4273.15	4276.51	2644.0
2021-01-08 03:20:00	ES	Futures	4276.51	4276.51	4273.99	4274.83	1450.0
2021-01-08 03:25:00	ES	Futures	4274.83	4277.36	4274.27	4276.23	1395.0
2021-01-08 03:30:00	ES	Futures	4275.95	4275.95	4272.87	4274.27	1588.0
2021-01-08 03:35:00	ES	Futures	4274.27	4277.92	4274.27	4276.79	1134.0
2021-01-08 03:40:00	ES	Futures	4276.51	4279.04	4275.39	4278.76	1001.0
2021-01-08 03:45:00	ES	Futures	4278.76	4278.76	4275.39	4276.51	1142.0
2021-01-08 03:50:00	ES	Futures	4276.23	4277.92	4271.74	4274.27	1724.0
2021-01-08 03:55:00	ES	Futures	4274.55	4275.67	4272.58	4273.71	1082.0
2021-01-08 04:00:00	ES	Futures	4273.71	4274.27	4269.5	4270.34	1668.0
2021-01-08 04:05:00	ES	Futures	4270.62	4272.02	4269.78	4270.9	1263.0

> showing 50 of 15,192 rows — these rows as CSV

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