PREVIEW / futures_5min / 2021-01-14

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-14.parquet
  size:    308 KB
  rows:    18,388

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
2021-01-14 00:00:00	ES	Futures	4281.29	4281.29	4277.92	4278.76	844.0
2021-01-14 00:05:00	ES	Futures	4279.04	4281.0	4278.76	4279.6	715.0
2021-01-14 00:10:00	ES	Futures	4279.6	4279.6	4277.08	4278.2	937.0
2021-01-14 00:15:00	ES	Futures	4278.2	4278.48	4273.15	4273.43	1969.0
2021-01-14 00:20:00	ES	Futures	4273.43	4274.83	4272.87	4273.43	1229.0
2021-01-14 00:25:00	ES	Futures	4273.15	4275.39	4272.87	4274.83	871.0
2021-01-14 00:30:00	ES	Futures	4274.83	4275.39	4273.71	4275.11	683.0
2021-01-14 00:35:00	ES	Futures	4275.11	4277.36	4275.11	4277.36	680.0
2021-01-14 00:40:00	ES	Futures	4277.64	4277.64	4276.23	4277.08	471.0
2021-01-14 00:45:00	ES	Futures	4277.36	4281.0	4277.08	4281.0	1053.0
2021-01-14 00:50:00	ES	Futures	4280.72	4280.72	4278.76	4278.76	523.0
2021-01-14 00:55:00	ES	Futures	4278.76	4279.88	4277.92	4278.2	673.0
2021-01-14 01:00:00	ES	Futures	4278.48	4280.16	4278.2	4278.76	529.0
2021-01-14 01:05:00	ES	Futures	4278.76	4280.72	4278.76	4280.16	431.0
2021-01-14 01:10:00	ES	Futures	4280.16	4281.57	4280.16	4281.29	591.0
2021-01-14 01:15:00	ES	Futures	4281.29	4281.85	4280.44	4281.29	552.0
2021-01-14 01:20:00	ES	Futures	4281.57	4281.85	4279.6	4280.44	271.0
2021-01-14 01:25:00	ES	Futures	4280.16	4280.72	4277.92	4278.48	601.0
2021-01-14 01:30:00	ES	Futures	4278.76	4280.16	4277.92	4278.76	409.0
2021-01-14 01:35:00	ES	Futures	4278.76	4280.16	4278.76	4279.88	364.0
2021-01-14 01:40:00	ES	Futures	4280.16	4280.72	4279.6	4279.6	174.0
2021-01-14 01:45:00	ES	Futures	4279.6	4280.16	4278.76	4278.76	229.0
2021-01-14 01:50:00	ES	Futures	4279.04	4279.32	4278.2	4278.2	240.0
2021-01-14 01:55:00	ES	Futures	4278.2	4279.04	4277.92	4278.2	263.0
2021-01-14 02:00:00	ES	Futures	4278.2	4279.32	4276.51	4276.51	844.0
2021-01-14 02:05:00	ES	Futures	4276.79	4277.64	4275.39	4276.79	476.0
2021-01-14 02:10:00	ES	Futures	4276.79	4277.36	4275.67	4277.36	383.0
2021-01-14 02:15:00	ES	Futures	4277.36	4277.64	4274.83	4275.11	400.0
2021-01-14 02:20:00	ES	Futures	4275.11	4275.95	4273.71	4275.39	740.0
2021-01-14 02:25:00	ES	Futures	4275.39	4277.64	4275.39	4277.64	490.0
2021-01-14 02:30:00	ES	Futures	4277.64	4277.64	4275.11	4276.51	532.0
2021-01-14 02:35:00	ES	Futures	4276.51	4278.2	4275.39	4277.64	479.0
2021-01-14 02:40:00	ES	Futures	4277.92	4278.48	4277.08	4277.36	342.0
2021-01-14 02:45:00	ES	Futures	4277.36	4278.76	4277.36	4278.48	255.0
2021-01-14 02:50:00	ES	Futures	4278.48	4278.48	4277.08	4277.36	315.0
2021-01-14 02:55:00	ES	Futures	4277.36	4279.6	4277.08	4278.48	524.0
2021-01-14 03:00:00	ES	Futures	4278.48	4278.48	4274.83	4275.67	1858.0
2021-01-14 03:05:00	ES	Futures	4275.67	4276.79	4274.55	4276.51	1037.0
2021-01-14 03:10:00	ES	Futures	4276.79	4278.76	4276.51	4277.08	1151.0
2021-01-14 03:15:00	ES	Futures	4277.08	4281.0	4276.79	4280.16	1201.0
2021-01-14 03:20:00	ES	Futures	4280.16	4281.57	4279.6	4280.72	1023.0
2021-01-14 03:25:00	ES	Futures	4281.0	4282.13	4279.6	4279.6	981.0
2021-01-14 03:30:00	ES	Futures	4279.32	4279.32	4277.36	4278.2	714.0
2021-01-14 03:35:00	ES	Futures	4278.2	4279.88	4277.92	4279.6	573.0
2021-01-14 03:40:00	ES	Futures	4279.88	4282.13	4279.6	4281.0	690.0
2021-01-14 03:45:00	ES	Futures	4281.0	4282.13	4281.0	4281.57	594.0
2021-01-14 03:50:00	ES	Futures	4281.57	4282.41	4281.29	4281.85	883.0
2021-01-14 03:55:00	ES	Futures	4281.85	4282.69	4280.72	4281.0	945.0
2021-01-14 04:00:00	ES	Futures	4281.0	4281.85	4279.32	4281.57	1436.0
2021-01-14 04:05:00	ES	Futures	4281.57	4282.69	4279.6	4280.16	1500.0

> showing 50 of 18,388 rows — these rows as CSV

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