PREVIEW / futures_5min / 2021-01-19

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-19.parquet
  size:    301 KB
  rows:    18,695

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
2021-01-19 00:00:00	ES	Futures	4254.34	4254.34	4251.82	4252.1	677.0
2021-01-19 00:05:00	ES	Futures	4252.38	4252.38	4251.25	4251.82	601.0
2021-01-19 00:10:00	ES	Futures	4252.1	4252.94	4251.82	4252.66	318.0
2021-01-19 00:15:00	ES	Futures	4252.94	4254.62	4252.66	4254.34	742.0
2021-01-19 00:20:00	ES	Futures	4254.62	4255.46	4254.06	4254.62	635.0
2021-01-19 00:25:00	ES	Futures	4254.62	4254.62	4252.38	4252.66	481.0
2021-01-19 00:30:00	ES	Futures	4252.66	4252.94	4250.69	4250.97	737.0
2021-01-19 00:35:00	ES	Futures	4250.97	4250.97	4248.45	4249.57	1247.0
2021-01-19 00:40:00	ES	Futures	4249.85	4249.85	4248.45	4249.29	577.0
2021-01-19 00:45:00	ES	Futures	4249.29	4249.57	4245.92	4246.2	1237.0
2021-01-19 00:50:00	ES	Futures	4246.2	4249.29	4246.2	4249.29	721.0
2021-01-19 00:55:00	ES	Futures	4249.01	4249.85	4247.32	4247.61	706.0
2021-01-19 01:00:00	ES	Futures	4247.89	4249.01	4247.32	4249.01	703.0
2021-01-19 01:05:00	ES	Futures	4249.01	4249.29	4246.48	4247.89	698.0
2021-01-19 01:10:00	ES	Futures	4247.61	4249.57	4247.61	4249.57	407.0
2021-01-19 01:15:00	ES	Futures	4249.57	4250.13	4249.01	4249.29	307.0
2021-01-19 01:20:00	ES	Futures	4249.57	4250.69	4249.29	4250.41	270.0
2021-01-19 01:25:00	ES	Futures	4250.41	4252.1	4249.85	4251.82	403.0
2021-01-19 01:30:00	ES	Futures	4251.53	4253.22	4251.25	4252.66	608.0
2021-01-19 01:35:00	ES	Futures	4252.1	4252.66	4250.69	4251.53	465.0
2021-01-19 01:40:00	ES	Futures	4251.82	4252.94	4250.69	4250.97	570.0
2021-01-19 01:45:00	ES	Futures	4250.97	4251.53	4249.57	4250.41	374.0
2021-01-19 01:50:00	ES	Futures	4250.69	4252.94	4250.69	4251.82	761.0
2021-01-19 01:55:00	ES	Futures	4251.82	4252.94	4251.53	4252.1	683.0
2021-01-19 02:00:00	ES	Futures	4252.1	4253.22	4250.97	4250.97	604.0
2021-01-19 02:05:00	ES	Futures	4251.25	4252.38	4250.41	4251.25	514.0
2021-01-19 02:10:00	ES	Futures	4251.25	4252.66	4250.97	4251.82	321.0
2021-01-19 02:15:00	ES	Futures	4251.53	4252.1	4250.13	4251.82	795.0
2021-01-19 02:20:00	ES	Futures	4251.82	4252.38	4250.69	4250.97	323.0
2021-01-19 02:25:00	ES	Futures	4250.97	4253.5	4250.97	4252.38	454.0
2021-01-19 02:30:00	ES	Futures	4252.66	4257.71	4252.38	4256.03	1619.0
2021-01-19 02:35:00	ES	Futures	4256.03	4256.59	4255.46	4256.03	863.0
2021-01-19 02:40:00	ES	Futures	4256.31	4257.15	4255.18	4255.18	754.0
2021-01-19 02:45:00	ES	Futures	4255.46	4256.59	4255.18	4255.74	605.0
2021-01-19 02:50:00	ES	Futures	4255.74	4257.43	4254.9	4256.03	870.0
2021-01-19 02:55:00	ES	Futures	4255.74	4257.15	4254.9	4256.59	976.0
2021-01-19 03:00:00	ES	Futures	4256.59	4257.71	4253.22	4253.22	2766.0
2021-01-19 03:05:00	ES	Futures	4253.22	4255.46	4252.38	4252.94	1821.0
2021-01-19 03:10:00	ES	Futures	4252.94	4254.9	4252.38	4254.06	969.0
2021-01-19 03:15:00	ES	Futures	4254.06	4254.62	4252.38	4252.94	923.0
2021-01-19 03:20:00	ES	Futures	4252.94	4253.78	4251.25	4253.5	971.0
2021-01-19 03:25:00	ES	Futures	4253.5	4253.5	4251.25	4251.53	613.0
2021-01-19 03:30:00	ES	Futures	4251.53	4251.53	4249.29	4250.13	1079.0
2021-01-19 03:35:00	ES	Futures	4250.13	4252.38	4249.01	4251.25	976.0
2021-01-19 03:40:00	ES	Futures	4251.25	4252.38	4250.97	4251.53	728.0
2021-01-19 03:45:00	ES	Futures	4251.53	4251.82	4250.13	4251.25	510.0
2021-01-19 03:50:00	ES	Futures	4251.25	4251.53	4249.57	4250.41	655.0
2021-01-19 03:55:00	ES	Futures	4250.41	4250.69	4247.32	4248.17	1150.0
2021-01-19 04:00:00	ES	Futures	4248.45	4251.53	4247.61	4251.25	1631.0
2021-01-19 04:05:00	ES	Futures	4251.53	4251.53	4249.29	4249.57	878.0

> showing 50 of 18,695 rows — these rows as CSV

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