PREVIEW / futures_5min / 2021-01-12

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-12.parquet
  size:    324 KB
  rows:    18,708

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
2021-01-12 00:00:00	ES	Futures	4255.46	4256.59	4253.78	4254.34	615.0
2021-01-12 00:05:00	ES	Futures	4254.34	4256.03	4254.06	4255.46	533.0
2021-01-12 00:10:00	ES	Futures	4255.46	4257.71	4255.18	4257.15	463.0
2021-01-12 00:15:00	ES	Futures	4257.43	4257.71	4256.31	4256.87	399.0
2021-01-12 00:20:00	ES	Futures	4256.31	4257.15	4256.03	4256.59	190.0
2021-01-12 00:25:00	ES	Futures	4256.87	4257.71	4256.31	4257.15	382.0
2021-01-12 00:30:00	ES	Futures	4257.15	4258.27	4255.74	4257.71	628.0
2021-01-12 00:35:00	ES	Futures	4257.71	4260.52	4257.43	4260.24	605.0
2021-01-12 00:40:00	ES	Futures	4260.52	4261.08	4259.39	4260.8	861.0
2021-01-12 00:45:00	ES	Futures	4261.08	4262.76	4260.8	4262.48	787.0
2021-01-12 00:50:00	ES	Futures	4262.48	4262.76	4261.36	4262.2	332.0
2021-01-12 00:55:00	ES	Futures	4262.2	4262.48	4260.52	4261.64	530.0
2021-01-12 01:00:00	ES	Futures	4261.36	4261.92	4259.39	4259.67	533.0
2021-01-12 01:05:00	ES	Futures	4259.67	4262.2	4259.39	4260.8	453.0
2021-01-12 01:10:00	ES	Futures	4260.8	4261.64	4260.52	4261.36	320.0
2021-01-12 01:15:00	ES	Futures	4261.64	4261.64	4259.11	4260.52	492.0
2021-01-12 01:20:00	ES	Futures	4260.24	4261.08	4260.24	4260.8	117.0
2021-01-12 01:25:00	ES	Futures	4261.08	4261.92	4260.8	4261.36	250.0
2021-01-12 01:30:00	ES	Futures	4261.36	4263.6	4261.36	4263.32	473.0
2021-01-12 01:35:00	ES	Futures	4263.32	4263.6	4262.48	4263.32	233.0
2021-01-12 01:40:00	ES	Futures	4263.6	4263.6	4261.92	4262.48	266.0
2021-01-12 01:45:00	ES	Futures	4262.76	4263.6	4262.48	4263.6	238.0
2021-01-12 01:50:00	ES	Futures	4263.88	4265.01	4263.32	4263.6	441.0
2021-01-12 01:55:00	ES	Futures	4263.6	4264.16	4262.76	4263.04	486.0
2021-01-12 02:00:00	ES	Futures	4263.04	4263.88	4259.67	4261.08	879.0
2021-01-12 02:05:00	ES	Futures	4261.36	4261.92	4260.24	4261.36	287.0
2021-01-12 02:10:00	ES	Futures	4261.64	4263.04	4261.64	4262.2	409.0
2021-01-12 02:15:00	ES	Futures	4262.2	4263.6	4261.92	4262.48	362.0
2021-01-12 02:20:00	ES	Futures	4262.48	4265.85	4262.48	4265.57	681.0
2021-01-12 02:25:00	ES	Futures	4265.57	4268.37	4265.29	4268.09	1027.0
2021-01-12 02:30:00	ES	Futures	4268.37	4270.62	4268.09	4269.22	1164.0
2021-01-12 02:35:00	ES	Futures	4269.22	4269.78	4266.13	4266.13	969.0
2021-01-12 02:40:00	ES	Futures	4265.85	4267.25	4265.85	4266.97	535.0
2021-01-12 02:45:00	ES	Futures	4266.97	4266.97	4262.76	4263.6	668.0
2021-01-12 02:50:00	ES	Futures	4263.6	4265.01	4262.76	4263.6	461.0
2021-01-12 02:55:00	ES	Futures	4263.6	4267.25	4263.6	4265.57	743.0
2021-01-12 03:00:00	ES	Futures	4265.57	4267.25	4264.16	4266.41	1745.0
2021-01-12 03:05:00	ES	Futures	4266.41	4267.53	4264.73	4265.57	1101.0
2021-01-12 03:10:00	ES	Futures	4265.57	4269.5	4265.57	4268.66	1700.0
2021-01-12 03:15:00	ES	Futures	4268.37	4268.94	4263.88	4263.88	1457.0
2021-01-12 03:20:00	ES	Futures	4263.88	4265.29	4262.76	4263.6	922.0
2021-01-12 03:25:00	ES	Futures	4263.32	4263.6	4261.08	4261.36	1099.0
2021-01-12 03:30:00	ES	Futures	4261.64	4264.16	4261.08	4263.88	866.0
2021-01-12 03:35:00	ES	Futures	4263.88	4266.13	4262.2	4262.48	1059.0
2021-01-12 03:40:00	ES	Futures	4262.2	4264.45	4261.92	4264.45	806.0
2021-01-12 03:45:00	ES	Futures	4264.73	4264.73	4261.36	4262.2	667.0
2021-01-12 03:50:00	ES	Futures	4262.2	4262.48	4259.39	4261.08	1375.0
2021-01-12 03:55:00	ES	Futures	4260.8	4263.6	4260.24	4263.04	752.0
2021-01-12 04:00:00	ES	Futures	4263.04	4264.16	4261.92	4263.32	829.0
2021-01-12 04:05:00	ES	Futures	4263.04	4265.01	4263.04	4263.88	1448.0

> showing 50 of 18,708 rows — these rows as CSV

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