PREVIEW / futures_5min / 2021-01-21

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-21.parquet
  size:    305 KB
  rows:    18,696

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
2021-01-21 00:00:00	ES	Futures	4329.56	4332.09	4329.0	4331.52	923.0
2021-01-21 00:05:00	ES	Futures	4331.24	4331.52	4330.12	4330.96	429.0
2021-01-21 00:10:00	ES	Futures	4331.24	4331.24	4330.12	4330.4	185.0
2021-01-21 00:15:00	ES	Futures	4330.4	4330.68	4329.56	4330.4	315.0
2021-01-21 00:20:00	ES	Futures	4330.12	4331.8	4329.84	4331.52	305.0
2021-01-21 00:25:00	ES	Futures	4331.8	4332.09	4330.96	4331.24	543.0
2021-01-21 00:30:00	ES	Futures	4331.24	4332.37	4329.84	4329.84	459.0
2021-01-21 00:35:00	ES	Futures	4329.84	4329.84	4328.72	4329.28	597.0
2021-01-21 00:40:00	ES	Futures	4329.56	4330.12	4329.0	4329.56	245.0
2021-01-21 00:45:00	ES	Futures	4329.56	4329.84	4329.0	4329.56	385.0
2021-01-21 00:50:00	ES	Futures	4329.56	4330.4	4329.0	4329.84	442.0
2021-01-21 00:55:00	ES	Futures	4329.84	4330.96	4329.56	4330.96	525.0
2021-01-21 01:00:00	ES	Futures	4330.96	4331.8	4330.68	4331.24	491.0
2021-01-21 01:05:00	ES	Futures	4331.52	4331.52	4330.68	4330.96	556.0
2021-01-21 01:10:00	ES	Futures	4331.24	4331.24	4330.12	4330.12	361.0
2021-01-21 01:15:00	ES	Futures	4330.4	4330.68	4329.0	4329.0	412.0
2021-01-21 01:20:00	ES	Futures	4329.0	4329.56	4327.88	4328.16	482.0
2021-01-21 01:25:00	ES	Futures	4328.44	4329.0	4327.03	4327.31	539.0
2021-01-21 01:30:00	ES	Futures	4327.31	4327.31	4325.91	4326.19	581.0
2021-01-21 01:35:00	ES	Futures	4326.19	4327.03	4325.35	4325.91	567.0
2021-01-21 01:40:00	ES	Futures	4325.91	4327.31	4325.63	4327.03	381.0
2021-01-21 01:45:00	ES	Futures	4327.03	4327.03	4325.91	4326.19	344.0
2021-01-21 01:50:00	ES	Futures	4326.19	4327.03	4325.63	4327.03	242.0
2021-01-21 01:55:00	ES	Futures	4326.75	4327.88	4326.75	4327.88	240.0
2021-01-21 02:00:00	ES	Futures	4327.59	4328.72	4326.75	4328.72	511.0
2021-01-21 02:05:00	ES	Futures	4328.44	4329.28	4328.16	4329.0	517.0
2021-01-21 02:10:00	ES	Futures	4329.0	4329.56	4328.16	4328.16	374.0
2021-01-21 02:15:00	ES	Futures	4328.16	4329.0	4327.88	4328.16	258.0
2021-01-21 02:20:00	ES	Futures	4328.44	4328.72	4328.16	4328.72	185.0
2021-01-21 02:25:00	ES	Futures	4328.72	4329.28	4327.31	4327.31	321.0
2021-01-21 02:30:00	ES	Futures	4327.59	4327.88	4326.47	4327.31	498.0
2021-01-21 02:35:00	ES	Futures	4327.31	4328.72	4327.31	4328.44	226.0
2021-01-21 02:40:00	ES	Futures	4328.44	4329.56	4327.88	4328.72	410.0
2021-01-21 02:45:00	ES	Futures	4328.44	4330.68	4327.88	4330.4	471.0
2021-01-21 02:50:00	ES	Futures	4330.4	4330.4	4329.56	4329.56	304.0
2021-01-21 02:55:00	ES	Futures	4329.84	4330.12	4329.28	4329.56	225.0
2021-01-21 03:00:00	ES	Futures	4329.56	4331.24	4328.72	4330.12	2401.0
2021-01-21 03:05:00	ES	Futures	4330.12	4330.68	4326.75	4327.31	1406.0
2021-01-21 03:10:00	ES	Futures	4327.59	4328.44	4326.19	4326.47	1189.0
2021-01-21 03:15:00	ES	Futures	4326.47	4327.31	4319.74	4320.3	2568.0
2021-01-21 03:20:00	ES	Futures	4320.58	4325.07	4320.02	4324.23	2293.0
2021-01-21 03:25:00	ES	Futures	4324.23	4326.75	4323.95	4326.19	1443.0
2021-01-21 03:30:00	ES	Futures	4325.91	4326.75	4323.95	4324.79	1376.0
2021-01-21 03:35:00	ES	Futures	4324.51	4325.35	4322.54	4323.67	1050.0
2021-01-21 03:40:00	ES	Futures	4323.67	4324.79	4322.26	4324.79	1023.0
2021-01-21 03:45:00	ES	Futures	4324.51	4325.63	4323.95	4324.79	677.0
2021-01-21 03:50:00	ES	Futures	4324.79	4325.07	4323.1	4323.67	678.0
2021-01-21 03:55:00	ES	Futures	4323.67	4323.95	4322.26	4323.1	778.0
2021-01-21 04:00:00	ES	Futures	4322.82	4325.63	4322.54	4325.07	1023.0
2021-01-21 04:05:00	ES	Futures	4324.79	4324.79	4322.82	4323.67	615.0

> showing 50 of 18,696 rows — these rows as CSV

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