PREVIEW / futures_5min / 2021-01-24

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-24.parquet
  size:    69 KB
  rows:    3,635

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
2021-01-24 18:00:00	ES	Futures	4305.98	4310.76	4304.3	4309.63	3059.0
2021-01-24 18:05:00	ES	Futures	4309.91	4311.88	4309.07	4311.32	1179.0
2021-01-24 18:10:00	ES	Futures	4311.32	4312.16	4309.91	4311.88	851.0
2021-01-24 18:15:00	ES	Futures	4311.88	4312.44	4310.19	4311.6	614.0
2021-01-24 18:20:00	ES	Futures	4311.6	4313.84	4311.32	4313.0	720.0
2021-01-24 18:25:00	ES	Futures	4313.28	4315.81	4313.28	4313.84	1260.0
2021-01-24 18:30:00	ES	Futures	4313.84	4314.68	4313.56	4313.84	585.0
2021-01-24 18:35:00	ES	Futures	4314.12	4314.12	4313.0	4313.56	365.0
2021-01-24 18:40:00	ES	Futures	4313.56	4314.68	4313.56	4313.84	346.0
2021-01-24 18:45:00	ES	Futures	4313.84	4314.4	4313.56	4313.56	494.0
2021-01-24 18:50:00	ES	Futures	4313.28	4313.56	4312.16	4312.72	557.0
2021-01-24 18:55:00	ES	Futures	4312.72	4313.28	4312.16	4312.72	261.0
2021-01-24 19:00:00	ES	Futures	4312.44	4313.28	4310.76	4310.76	986.0
2021-01-24 19:05:00	ES	Futures	4311.04	4311.32	4308.79	4310.76	906.0
2021-01-24 19:10:00	ES	Futures	4310.47	4313.0	4308.51	4312.72	1292.0
2021-01-24 19:15:00	ES	Futures	4312.72	4313.28	4310.76	4311.04	902.0
2021-01-24 19:20:00	ES	Futures	4311.32	4313.0	4311.04	4311.88	886.0
2021-01-24 19:25:00	ES	Futures	4311.6	4315.81	4311.04	4314.97	1504.0
2021-01-24 19:30:00	ES	Futures	4314.97	4319.18	4314.97	4318.33	2101.0
2021-01-24 19:35:00	ES	Futures	4318.33	4318.89	4316.09	4316.37	943.0
2021-01-24 19:40:00	ES	Futures	4316.65	4317.49	4316.37	4317.49	511.0
2021-01-24 19:45:00	ES	Futures	4317.49	4318.89	4317.21	4318.61	779.0
2021-01-24 19:50:00	ES	Futures	4318.61	4319.18	4317.49	4318.89	450.0
2021-01-24 19:55:00	ES	Futures	4318.89	4319.46	4317.77	4318.33	542.0
2021-01-24 20:00:00	ES	Futures	4318.33	4318.89	4316.37	4317.21	746.0
2021-01-24 20:05:00	ES	Futures	4317.21	4319.18	4317.21	4318.33	394.0
2021-01-24 20:10:00	ES	Futures	4318.33	4318.89	4317.77	4317.77	413.0
2021-01-24 20:15:00	ES	Futures	4318.05	4320.02	4317.77	4318.33	865.0
2021-01-24 20:20:00	ES	Futures	4318.33	4318.89	4317.77	4318.61	483.0
2021-01-24 20:25:00	ES	Futures	4318.61	4319.18	4318.05	4318.05	506.0
2021-01-24 20:30:00	ES	Futures	4318.05	4320.02	4318.05	4318.61	773.0
2021-01-24 20:35:00	ES	Futures	4318.61	4319.18	4317.21	4317.49	788.0
2021-01-24 20:40:00	ES	Futures	4317.49	4318.61	4317.21	4317.77	567.0
2021-01-24 20:45:00	ES	Futures	4317.49	4318.61	4317.49	4318.05	411.0
2021-01-24 20:50:00	ES	Futures	4318.05	4318.33	4316.65	4317.77	481.0
2021-01-24 20:55:00	ES	Futures	4317.49	4317.77	4316.65	4317.21	470.0
2021-01-24 21:00:00	ES	Futures	4317.21	4319.18	4317.21	4318.61	648.0
2021-01-24 21:05:00	ES	Futures	4318.89	4320.02	4318.33	4319.74	918.0
2021-01-24 21:10:00	ES	Futures	4319.74	4319.74	4318.61	4318.89	512.0
2021-01-24 21:15:00	ES	Futures	4319.18	4321.98	4318.89	4321.7	1048.0
2021-01-24 21:20:00	ES	Futures	4321.7	4323.1	4321.42	4321.98	1483.0
2021-01-24 21:25:00	ES	Futures	4322.26	4322.82	4321.98	4322.26	520.0
2021-01-24 21:30:00	ES	Futures	4322.26	4322.54	4321.98	4321.98	618.0
2021-01-24 21:35:00	ES	Futures	4322.26	4323.39	4321.98	4323.1	620.0
2021-01-24 21:40:00	ES	Futures	4323.39	4323.95	4322.54	4323.39	852.0
2021-01-24 21:45:00	ES	Futures	4323.67	4323.67	4322.26	4323.1	567.0
2021-01-24 21:50:00	ES	Futures	4323.1	4324.23	4322.82	4323.95	624.0
2021-01-24 21:55:00	ES	Futures	4323.67	4323.95	4322.82	4323.67	496.0
2021-01-24 22:00:00	ES	Futures	4323.67	4323.95	4322.26	4323.1	815.0
2021-01-24 22:05:00	ES	Futures	4323.1	4323.1	4321.98	4322.26	345.0

> showing 50 of 3,635 rows — these rows as CSV

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