PREVIEW / futures_5min / 2021-01-13

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-13.parquet
  size:    308 KB
  rows:    18,503

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
2021-01-13 00:00:00	ES	Futures	4268.09	4268.66	4266.69	4267.25	455.0
2021-01-13 00:05:00	ES	Futures	4267.25	4268.37	4266.97	4268.09	376.0
2021-01-13 00:10:00	ES	Futures	4268.37	4268.66	4267.81	4268.09	275.0
2021-01-13 00:15:00	ES	Futures	4268.09	4268.37	4266.97	4267.25	274.0
2021-01-13 00:20:00	ES	Futures	4267.25	4267.25	4266.13	4266.69	276.0
2021-01-13 00:25:00	ES	Futures	4266.69	4266.69	4264.73	4265.01	624.0
2021-01-13 00:30:00	ES	Futures	4264.73	4265.29	4263.6	4264.16	821.0
2021-01-13 00:35:00	ES	Futures	4264.16	4265.29	4264.16	4264.45	499.0
2021-01-13 00:40:00	ES	Futures	4264.45	4265.01	4263.04	4263.32	851.0
2021-01-13 00:45:00	ES	Futures	4263.32	4264.73	4262.76	4264.16	670.0
2021-01-13 00:50:00	ES	Futures	4263.88	4266.13	4263.88	4265.01	798.0
2021-01-13 00:55:00	ES	Futures	4264.73	4265.57	4264.45	4264.73	580.0
2021-01-13 01:00:00	ES	Futures	4264.73	4266.69	4264.73	4266.41	861.0
2021-01-13 01:05:00	ES	Futures	4266.41	4266.69	4265.57	4265.85	558.0
2021-01-13 01:10:00	ES	Futures	4265.85	4266.13	4264.45	4265.29	736.0
2021-01-13 01:15:00	ES	Futures	4265.29	4266.41	4265.01	4265.57	479.0
2021-01-13 01:20:00	ES	Futures	4265.57	4265.85	4264.45	4265.57	415.0
2021-01-13 01:25:00	ES	Futures	4265.85	4266.69	4263.88	4265.01	995.0
2021-01-13 01:30:00	ES	Futures	4265.01	4265.29	4263.32	4263.6	279.0
2021-01-13 01:35:00	ES	Futures	4263.6	4264.45	4263.32	4263.88	284.0
2021-01-13 01:40:00	ES	Futures	4263.88	4264.16	4263.32	4263.88	214.0
2021-01-13 01:45:00	ES	Futures	4264.16	4266.97	4263.88	4266.41	910.0
2021-01-13 01:50:00	ES	Futures	4266.13	4266.97	4265.29	4265.57	502.0
2021-01-13 01:55:00	ES	Futures	4265.57	4266.97	4265.57	4266.69	637.0
2021-01-13 02:00:00	ES	Futures	4266.97	4266.97	4265.85	4266.13	719.0
2021-01-13 02:05:00	ES	Futures	4266.13	4266.13	4264.73	4264.73	455.0
2021-01-13 02:10:00	ES	Futures	4264.73	4266.41	4264.16	4265.85	737.0
2021-01-13 02:15:00	ES	Futures	4265.85	4266.97	4265.29	4266.13	663.0
2021-01-13 02:20:00	ES	Futures	4266.13	4266.13	4264.73	4264.73	438.0
2021-01-13 02:25:00	ES	Futures	4264.73	4266.13	4264.45	4265.85	572.0
2021-01-13 02:30:00	ES	Futures	4265.57	4267.53	4265.57	4267.53	1097.0
2021-01-13 02:35:00	ES	Futures	4267.25	4268.09	4266.69	4266.69	560.0
2021-01-13 02:40:00	ES	Futures	4266.69	4267.53	4264.45	4266.13	1146.0
2021-01-13 02:45:00	ES	Futures	4266.13	4266.41	4264.73	4266.41	274.0
2021-01-13 02:50:00	ES	Futures	4266.41	4267.53	4265.85	4266.97	493.0
2021-01-13 02:55:00	ES	Futures	4266.69	4266.69	4265.29	4266.41	455.0
2021-01-13 03:00:00	ES	Futures	4266.13	4267.81	4263.04	4264.16	1872.0
2021-01-13 03:05:00	ES	Futures	4264.45	4266.13	4262.48	4265.01	1455.0
2021-01-13 03:10:00	ES	Futures	4265.01	4267.53	4264.73	4266.97	1110.0
2021-01-13 03:15:00	ES	Futures	4266.97	4266.97	4265.29	4266.41	868.0
2021-01-13 03:20:00	ES	Futures	4266.41	4267.53	4265.57	4266.41	690.0
2021-01-13 03:25:00	ES	Futures	4266.41	4267.25	4264.45	4265.29	700.0
2021-01-13 03:30:00	ES	Futures	4265.29	4265.57	4262.48	4263.04	1029.0
2021-01-13 03:35:00	ES	Futures	4263.04	4265.01	4262.76	4264.73	768.0
2021-01-13 03:40:00	ES	Futures	4264.45	4264.45	4263.32	4263.6	529.0
2021-01-13 03:45:00	ES	Futures	4263.6	4264.16	4262.2	4263.04	526.0
2021-01-13 03:50:00	ES	Futures	4262.76	4264.73	4262.2	4264.45	748.0
2021-01-13 03:55:00	ES	Futures	4264.45	4265.85	4263.6	4263.6	818.0
2021-01-13 04:00:00	ES	Futures	4263.6	4263.88	4262.2	4263.6	1719.0
2021-01-13 04:05:00	ES	Futures	4263.6	4264.45	4263.32	4264.16	547.0

> showing 50 of 18,503 rows — these rows as CSV

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