PREVIEW / futures_5min / 2021-01-22

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-22.parquet
  size:    264 KB
  rows:    15,206

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
2021-01-22 00:00:00	ES	Futures	4306.83	4308.51	4306.55	4307.67	464.0
2021-01-22 00:05:00	ES	Futures	4307.95	4308.79	4307.11	4307.67	427.0
2021-01-22 00:10:00	ES	Futures	4307.95	4308.23	4306.55	4307.11	431.0
2021-01-22 00:15:00	ES	Futures	4307.11	4307.39	4306.26	4307.11	305.0
2021-01-22 00:20:00	ES	Futures	4306.83	4307.95	4306.26	4307.67	230.0
2021-01-22 00:25:00	ES	Futures	4307.67	4308.23	4307.11	4308.23	255.0
2021-01-22 00:30:00	ES	Futures	4308.23	4309.07	4307.95	4308.51	529.0
2021-01-22 00:35:00	ES	Futures	4308.51	4308.51	4306.55	4307.67	408.0
2021-01-22 00:40:00	ES	Futures	4307.39	4307.95	4307.11	4307.67	169.0
2021-01-22 00:45:00	ES	Futures	4307.95	4307.95	4307.11	4307.11	211.0
2021-01-22 00:50:00	ES	Futures	4307.11	4307.67	4305.14	4305.7	451.0
2021-01-22 00:55:00	ES	Futures	4305.7	4307.11	4304.58	4305.7	620.0
2021-01-22 01:00:00	ES	Futures	4305.98	4305.98	4302.05	4304.02	1109.0
2021-01-22 01:05:00	ES	Futures	4304.02	4305.42	4302.9	4303.74	566.0
2021-01-22 01:10:00	ES	Futures	4303.74	4304.02	4302.62	4303.18	500.0
2021-01-22 01:15:00	ES	Futures	4302.9	4303.74	4302.34	4303.18	589.0
2021-01-22 01:20:00	ES	Futures	4303.18	4305.14	4302.9	4304.86	398.0
2021-01-22 01:25:00	ES	Futures	4304.86	4307.11	4304.86	4306.55	565.0
2021-01-22 01:30:00	ES	Futures	4306.55	4307.67	4305.7	4307.67	414.0
2021-01-22 01:35:00	ES	Futures	4307.11	4307.67	4306.55	4307.11	230.0
2021-01-22 01:40:00	ES	Futures	4307.39	4307.67	4306.83	4307.11	144.0
2021-01-22 01:45:00	ES	Futures	4307.11	4307.39	4305.7	4305.7	210.0
2021-01-22 01:50:00	ES	Futures	4305.7	4306.83	4305.7	4306.26	199.0
2021-01-22 01:55:00	ES	Futures	4306.55	4306.83	4303.46	4303.46	482.0
2021-01-22 02:00:00	ES	Futures	4303.46	4305.42	4303.18	4303.46	596.0
2021-01-22 02:05:00	ES	Futures	4303.46	4304.3	4302.9	4303.18	306.0
2021-01-22 02:10:00	ES	Futures	4302.9	4303.18	4301.49	4302.34	920.0
2021-01-22 02:15:00	ES	Futures	4302.05	4303.18	4301.49	4302.05	691.0
2021-01-22 02:20:00	ES	Futures	4302.34	4302.62	4298.69	4299.81	1624.0
2021-01-22 02:25:00	ES	Futures	4300.09	4301.49	4299.53	4299.81	962.0
2021-01-22 02:30:00	ES	Futures	4299.81	4299.81	4297.84	4298.97	1519.0
2021-01-22 02:35:00	ES	Futures	4298.97	4300.93	4298.69	4300.09	641.0
2021-01-22 02:40:00	ES	Futures	4300.09	4300.37	4298.69	4299.81	883.0
2021-01-22 02:45:00	ES	Futures	4299.81	4302.34	4299.25	4301.49	968.0
2021-01-22 02:50:00	ES	Futures	4301.49	4302.34	4299.81	4300.37	610.0
2021-01-22 02:55:00	ES	Futures	4300.09	4300.37	4298.13	4300.09	1665.0
2021-01-22 03:00:00	ES	Futures	4300.09	4300.37	4295.6	4299.81	3481.0
2021-01-22 03:05:00	ES	Futures	4299.53	4300.65	4298.41	4298.69	1990.0
2021-01-22 03:10:00	ES	Futures	4298.41	4298.69	4295.6	4298.41	2144.0
2021-01-22 03:15:00	ES	Futures	4298.69	4299.53	4292.23	4292.79	4028.0
2021-01-22 03:20:00	ES	Futures	4292.79	4293.07	4289.14	4291.11	5290.0
2021-01-22 03:25:00	ES	Futures	4290.83	4292.23	4289.99	4289.99	2438.0
2021-01-22 03:30:00	ES	Futures	4289.99	4293.63	4289.71	4293.35	2943.0
2021-01-22 03:35:00	ES	Futures	4293.35	4296.44	4292.79	4295.32	1878.0
2021-01-22 03:40:00	ES	Futures	4295.32	4295.88	4291.39	4292.79	1871.0
2021-01-22 03:45:00	ES	Futures	4293.07	4294.76	4292.51	4293.35	1426.0
2021-01-22 03:50:00	ES	Futures	4293.35	4297.0	4292.79	4296.72	1447.0
2021-01-22 03:55:00	ES	Futures	4296.72	4299.25	4296.16	4298.97	2766.0
2021-01-22 04:00:00	ES	Futures	4298.97	4300.93	4298.13	4300.37	2666.0
2021-01-22 04:05:00	ES	Futures	4300.37	4301.21	4297.56	4298.41	2477.0

> showing 50 of 15,206 rows — these rows as CSV

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