PREVIEW / futures_5min / 2021-01-18

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-18.parquet
  size:    230 KB
  rows:    14,011

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
2021-01-18 00:00:00	ES	Futures	4214.21	4214.77	4213.36	4214.21	261.0
2021-01-18 00:05:00	ES	Futures	4214.21	4214.49	4211.96	4213.64	386.0
2021-01-18 00:10:00	ES	Futures	4213.36	4215.05	4213.36	4215.05	217.0
2021-01-18 00:15:00	ES	Futures	4215.05	4216.17	4214.49	4215.05	503.0
2021-01-18 00:20:00	ES	Futures	4215.05	4215.05	4213.64	4213.64	270.0
2021-01-18 00:25:00	ES	Futures	4213.93	4215.61	4213.93	4215.33	181.0
2021-01-18 00:30:00	ES	Futures	4215.05	4216.17	4214.77	4215.61	287.0
2021-01-18 00:35:00	ES	Futures	4215.61	4218.7	4215.61	4218.14	554.0
2021-01-18 00:40:00	ES	Futures	4218.14	4218.98	4218.14	4218.42	452.0
2021-01-18 00:45:00	ES	Futures	4218.14	4218.42	4217.01	4218.14	264.0
2021-01-18 00:50:00	ES	Futures	4218.14	4218.98	4217.85	4218.14	300.0
2021-01-18 00:55:00	ES	Futures	4218.42	4218.7	4217.29	4218.14	313.0
2021-01-18 01:00:00	ES	Futures	4217.85	4218.42	4216.45	4217.29	396.0
2021-01-18 01:05:00	ES	Futures	4217.01	4217.01	4214.49	4215.33	519.0
2021-01-18 01:10:00	ES	Futures	4215.33	4216.17	4215.05	4215.33	220.0
2021-01-18 01:15:00	ES	Futures	4215.33	4216.17	4215.05	4215.89	216.0
2021-01-18 01:20:00	ES	Futures	4215.89	4216.73	4215.33	4216.45	170.0
2021-01-18 01:25:00	ES	Futures	4216.45	4217.57	4216.45	4217.29	245.0
2021-01-18 01:30:00	ES	Futures	4217.29	4217.85	4217.01	4217.29	168.0
2021-01-18 01:35:00	ES	Futures	4217.57	4217.57	4215.89	4216.45	121.0
2021-01-18 01:40:00	ES	Futures	4216.45	4217.29	4216.45	4216.45	99.0
2021-01-18 01:45:00	ES	Futures	4216.45	4216.73	4216.45	4216.73	125.0
2021-01-18 01:50:00	ES	Futures	4216.45	4216.73	4214.21	4214.21	286.0
2021-01-18 01:55:00	ES	Futures	4214.21	4215.61	4214.21	4214.77	108.0
2021-01-18 02:00:00	ES	Futures	4214.77	4215.33	4213.93	4214.77	377.0
2021-01-18 02:05:00	ES	Futures	4214.49	4214.49	4212.8	4213.93	717.0
2021-01-18 02:10:00	ES	Futures	4213.93	4215.33	4213.64	4213.64	273.0
2021-01-18 02:15:00	ES	Futures	4213.93	4215.33	4213.64	4214.49	117.0
2021-01-18 02:20:00	ES	Futures	4214.49	4214.49	4214.21	4214.21	85.0
2021-01-18 02:25:00	ES	Futures	4214.49	4215.33	4213.64	4213.93	190.0
2021-01-18 02:30:00	ES	Futures	4213.93	4213.93	4212.52	4212.52	559.0
2021-01-18 02:35:00	ES	Futures	4212.52	4213.36	4211.96	4212.52	490.0
2021-01-18 02:40:00	ES	Futures	4212.24	4212.24	4210.28	4210.28	1212.0
2021-01-18 02:45:00	ES	Futures	4210.28	4213.36	4210.0	4213.08	655.0
2021-01-18 02:50:00	ES	Futures	4213.08	4214.21	4211.96	4212.24	435.0
2021-01-18 02:55:00	ES	Futures	4212.24	4214.49	4211.68	4212.52	520.0
2021-01-18 03:00:00	ES	Futures	4212.24	4215.89	4210.56	4215.61	1616.0
2021-01-18 03:05:00	ES	Futures	4215.61	4218.14	4214.49	4215.33	1131.0
2021-01-18 03:10:00	ES	Futures	4215.33	4215.61	4213.93	4214.77	725.0
2021-01-18 03:15:00	ES	Futures	4214.77	4215.33	4213.93	4215.33	544.0
2021-01-18 03:20:00	ES	Futures	4215.05	4217.29	4213.93	4215.05	816.0
2021-01-18 03:25:00	ES	Futures	4215.05	4215.05	4211.96	4213.64	942.0
2021-01-18 03:30:00	ES	Futures	4213.36	4214.49	4212.24	4214.21	509.0
2021-01-18 03:35:00	ES	Futures	4214.21	4215.89	4213.93	4214.77	748.0
2021-01-18 03:40:00	ES	Futures	4214.49	4215.61	4213.64	4214.77	420.0
2021-01-18 03:45:00	ES	Futures	4214.77	4215.89	4214.21	4214.49	441.0
2021-01-18 03:50:00	ES	Futures	4214.21	4214.77	4213.08	4213.08	249.0
2021-01-18 03:55:00	ES	Futures	4213.08	4214.49	4212.52	4213.64	682.0
2021-01-18 04:00:00	ES	Futures	4213.64	4214.21	4212.24	4213.08	330.0
2021-01-18 04:05:00	ES	Futures	4213.08	4214.21	4212.24	4213.93	640.0

> showing 50 of 14,011 rows — these rows as CSV

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