PREVIEW / futures_5min / 2021-01-17

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-17.parquet
  size:    67 KB
  rows:    3,362

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
2021-01-17 18:00:00	ES	Futures	4210.0	4215.33	4206.07	4214.77	2846.0
2021-01-17 18:05:00	ES	Futures	4214.77	4216.73	4214.21	4215.61	959.0
2021-01-17 18:10:00	ES	Futures	4215.61	4219.54	4215.61	4218.98	1559.0
2021-01-17 18:15:00	ES	Futures	4218.98	4219.54	4217.57	4218.14	960.0
2021-01-17 18:20:00	ES	Futures	4218.14	4219.54	4216.17	4219.54	745.0
2021-01-17 18:25:00	ES	Futures	4219.54	4221.22	4218.7	4220.38	924.0
2021-01-17 18:30:00	ES	Futures	4220.66	4221.22	4217.85	4218.98	802.0
2021-01-17 18:35:00	ES	Futures	4218.7	4218.7	4217.29	4217.85	263.0
2021-01-17 18:40:00	ES	Futures	4217.85	4217.85	4213.08	4213.08	828.0
2021-01-17 18:45:00	ES	Futures	4212.8	4214.77	4210.28	4210.84	1561.0
2021-01-17 18:50:00	ES	Futures	4210.56	4211.68	4208.59	4210.0	1511.0
2021-01-17 18:55:00	ES	Futures	4210.0	4211.96	4208.03	4209.72	963.0
2021-01-17 19:00:00	ES	Futures	4209.43	4210.28	4199.33	4204.66	3837.0
2021-01-17 19:05:00	ES	Futures	4204.38	4208.59	4202.42	4207.75	1920.0
2021-01-17 19:10:00	ES	Futures	4208.03	4210.56	4207.75	4210.28	1074.0
2021-01-17 19:15:00	ES	Futures	4210.28	4210.28	4206.91	4210.0	1057.0
2021-01-17 19:20:00	ES	Futures	4209.72	4215.33	4208.87	4214.49	1505.0
2021-01-17 19:25:00	ES	Futures	4214.21	4216.17	4213.08	4215.61	1063.0
2021-01-17 19:30:00	ES	Futures	4215.33	4217.01	4213.08	4216.45	1015.0
2021-01-17 19:35:00	ES	Futures	4216.73	4217.29	4214.49	4214.77	897.0
2021-01-17 19:40:00	ES	Futures	4214.77	4215.33	4211.68	4215.05	899.0
2021-01-17 19:45:00	ES	Futures	4215.05	4217.57	4215.05	4215.33	753.0
2021-01-17 19:50:00	ES	Futures	4215.33	4216.73	4214.49	4216.73	515.0
2021-01-17 19:55:00	ES	Futures	4216.45	4218.14	4215.89	4217.57	678.0
2021-01-17 20:00:00	ES	Futures	4217.57	4218.7	4215.89	4218.14	815.0
2021-01-17 20:05:00	ES	Futures	4218.14	4218.14	4214.77	4216.45	803.0
2021-01-17 20:10:00	ES	Futures	4216.45	4216.73	4212.24	4212.8	1007.0
2021-01-17 20:15:00	ES	Futures	4212.24	4214.21	4210.56	4211.96	1181.0
2021-01-17 20:20:00	ES	Futures	4211.96	4213.64	4208.87	4210.0	1315.0
2021-01-17 20:25:00	ES	Futures	4210.28	4212.24	4209.15	4211.12	663.0
2021-01-17 20:30:00	ES	Futures	4211.12	4213.36	4211.12	4211.68	986.0
2021-01-17 20:35:00	ES	Futures	4211.68	4211.68	4208.59	4211.12	1011.0
2021-01-17 20:40:00	ES	Futures	4211.12	4213.08	4210.28	4212.8	568.0
2021-01-17 20:45:00	ES	Futures	4212.8	4215.33	4211.68	4214.77	1165.0
2021-01-17 20:50:00	ES	Futures	4214.49	4216.17	4213.93	4215.05	665.0
2021-01-17 20:55:00	ES	Futures	4215.05	4215.05	4213.08	4213.64	494.0
2021-01-17 21:00:00	ES	Futures	4213.64	4216.45	4212.8	4214.21	993.0
2021-01-17 21:05:00	ES	Futures	4214.49	4214.49	4211.4	4212.52	814.0
2021-01-17 21:10:00	ES	Futures	4212.52	4215.89	4211.12	4215.61	870.0
2021-01-17 21:15:00	ES	Futures	4215.33	4215.89	4213.36	4215.61	406.0
2021-01-17 21:20:00	ES	Futures	4215.61	4215.89	4213.64	4213.93	265.0
2021-01-17 21:25:00	ES	Futures	4213.93	4214.49	4212.8	4214.21	447.0
2021-01-17 21:30:00	ES	Futures	4214.21	4215.61	4211.12	4212.8	909.0
2021-01-17 21:35:00	ES	Futures	4212.8	4214.21	4211.68	4213.36	851.0
2021-01-17 21:40:00	ES	Futures	4213.08	4213.36	4211.4	4212.52	380.0
2021-01-17 21:45:00	ES	Futures	4212.24	4214.77	4210.0	4214.77	910.0
2021-01-17 21:50:00	ES	Futures	4214.77	4215.61	4213.93	4214.49	472.0
2021-01-17 21:55:00	ES	Futures	4214.49	4215.05	4213.64	4213.93	182.0
2021-01-17 22:00:00	ES	Futures	4214.21	4214.49	4213.64	4214.21	215.0
2021-01-17 22:05:00	ES	Futures	4214.21	4214.49	4212.24	4212.24	237.0

> showing 50 of 3,362 rows — these rows as CSV

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