PREVIEW / futures_5min / 2021-01-15

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-15.parquet
  size:    271 KB
  rows:    14,975

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
2021-01-15 00:00:00	ES	Futures	4241.71	4241.71	4238.9	4239.75	1031.0
2021-01-15 00:05:00	ES	Futures	4239.47	4240.87	4239.19	4239.19	590.0
2021-01-15 00:10:00	ES	Futures	4239.47	4241.15	4239.19	4240.31	594.0
2021-01-15 00:15:00	ES	Futures	4240.31	4240.31	4227.12	4230.48	7151.0
2021-01-15 00:20:00	ES	Futures	4230.48	4231.89	4227.96	4231.05	1954.0
2021-01-15 00:25:00	ES	Futures	4231.05	4233.57	4230.48	4230.77	1370.0
2021-01-15 00:30:00	ES	Futures	4230.77	4234.69	4229.08	4233.29	1479.0
2021-01-15 00:35:00	ES	Futures	4233.57	4234.69	4231.61	4231.89	826.0
2021-01-15 00:40:00	ES	Futures	4231.89	4234.41	4231.61	4233.29	926.0
2021-01-15 00:45:00	ES	Futures	4233.29	4233.85	4229.36	4230.2	1118.0
2021-01-15 00:50:00	ES	Futures	4229.92	4231.05	4229.64	4230.48	563.0
2021-01-15 00:55:00	ES	Futures	4230.2	4230.77	4227.68	4228.24	1148.0
2021-01-15 01:00:00	ES	Futures	4228.52	4229.36	4227.12	4227.12	1946.0
2021-01-15 01:05:00	ES	Futures	4227.4	4233.57	4227.12	4232.45	2600.0
2021-01-15 01:10:00	ES	Futures	4232.17	4234.13	4231.33	4232.17	899.0
2021-01-15 01:15:00	ES	Futures	4232.45	4235.26	4232.45	4234.13	1056.0
2021-01-15 01:20:00	ES	Futures	4234.13	4234.69	4233.29	4234.13	374.0
2021-01-15 01:25:00	ES	Futures	4234.13	4235.26	4233.29	4233.85	695.0
2021-01-15 01:30:00	ES	Futures	4234.13	4234.69	4230.77	4233.01	1287.0
2021-01-15 01:35:00	ES	Futures	4233.01	4233.29	4230.77	4231.89	556.0
2021-01-15 01:40:00	ES	Futures	4231.89	4234.98	4231.61	4234.41	754.0
2021-01-15 01:45:00	ES	Futures	4234.41	4234.69	4231.61	4231.89	839.0
2021-01-15 01:50:00	ES	Futures	4231.89	4233.01	4228.52	4232.17	1560.0
2021-01-15 01:55:00	ES	Futures	4231.89	4234.13	4231.61	4233.01	979.0
2021-01-15 02:00:00	ES	Futures	4232.73	4236.38	4230.77	4236.1	1308.0
2021-01-15 02:05:00	ES	Futures	4236.1	4237.22	4234.13	4235.26	1441.0
2021-01-15 02:10:00	ES	Futures	4235.26	4236.94	4235.26	4236.1	583.0
2021-01-15 02:15:00	ES	Futures	4236.1	4238.9	4236.1	4237.5	1129.0
2021-01-15 02:20:00	ES	Futures	4237.5	4238.62	4236.66	4238.34	1072.0
2021-01-15 02:25:00	ES	Futures	4238.34	4238.34	4236.94	4237.5	625.0
2021-01-15 02:30:00	ES	Futures	4237.5	4238.34	4236.38	4238.06	430.0
2021-01-15 02:35:00	ES	Futures	4238.34	4239.19	4237.5	4238.62	748.0
2021-01-15 02:40:00	ES	Futures	4238.34	4239.47	4237.78	4238.34	752.0
2021-01-15 02:45:00	ES	Futures	4238.34	4240.87	4237.22	4240.87	1078.0
2021-01-15 02:50:00	ES	Futures	4240.87	4241.43	4239.47	4240.03	1052.0
2021-01-15 02:55:00	ES	Futures	4240.31	4240.87	4239.19	4240.03	1002.0
2021-01-15 03:00:00	ES	Futures	4239.75	4243.11	4239.75	4241.71	3089.0
2021-01-15 03:05:00	ES	Futures	4241.99	4247.32	4241.99	4245.08	3226.0
2021-01-15 03:10:00	ES	Futures	4245.08	4245.64	4242.27	4243.4	1826.0
2021-01-15 03:15:00	ES	Futures	4242.83	4244.24	4241.99	4243.96	1422.0
2021-01-15 03:20:00	ES	Futures	4243.96	4244.24	4240.87	4241.71	967.0
2021-01-15 03:25:00	ES	Futures	4241.99	4242.27	4240.31	4241.15	851.0
2021-01-15 03:30:00	ES	Futures	4241.15	4244.52	4240.31	4243.96	1452.0
2021-01-15 03:35:00	ES	Futures	4243.96	4243.96	4241.43	4242.27	1191.0
2021-01-15 03:40:00	ES	Futures	4241.99	4243.68	4240.87	4241.71	1189.0
2021-01-15 03:45:00	ES	Futures	4241.71	4241.71	4239.47	4241.43	1127.0
2021-01-15 03:50:00	ES	Futures	4241.43	4241.99	4239.47	4240.31	998.0
2021-01-15 03:55:00	ES	Futures	4240.31	4243.11	4240.31	4241.99	1106.0
2021-01-15 04:00:00	ES	Futures	4241.99	4246.48	4241.71	4246.48	1852.0
2021-01-15 04:05:00	ES	Futures	4246.48	4246.48	4243.11	4243.68	1421.0

> showing 50 of 14,975 rows — these rows as CSV

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