PREVIEW / futures_5min / 2021-01-25

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-25.parquet
  size:    318 KB
  rows:    18,663

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
2021-01-25 00:00:00	ES	Futures	4321.42	4321.98	4321.42	4321.7	294.0
2021-01-25 00:05:00	ES	Futures	4321.7	4323.67	4321.7	4322.26	1114.0
2021-01-25 00:10:00	ES	Futures	4322.26	4322.82	4321.7	4321.98	443.0
2021-01-25 00:15:00	ES	Futures	4321.98	4322.82	4321.7	4322.26	474.0
2021-01-25 00:20:00	ES	Futures	4321.98	4322.54	4321.7	4322.26	257.0
2021-01-25 00:25:00	ES	Futures	4322.26	4322.54	4321.7	4321.98	352.0
2021-01-25 00:30:00	ES	Futures	4322.26	4322.82	4321.98	4322.26	375.0
2021-01-25 00:35:00	ES	Futures	4322.26	4322.26	4321.7	4321.7	193.0
2021-01-25 00:40:00	ES	Futures	4321.7	4321.98	4320.58	4320.86	306.0
2021-01-25 00:45:00	ES	Futures	4320.86	4321.42	4319.46	4321.42	575.0
2021-01-25 00:50:00	ES	Futures	4321.14	4321.14	4319.74	4320.02	282.0
2021-01-25 00:55:00	ES	Futures	4320.02	4322.54	4320.02	4321.98	475.0
2021-01-25 01:00:00	ES	Futures	4322.26	4323.1	4321.7	4322.26	790.0
2021-01-25 01:05:00	ES	Futures	4322.26	4322.26	4321.7	4321.7	245.0
2021-01-25 01:10:00	ES	Futures	4321.98	4322.26	4321.7	4321.98	165.0
2021-01-25 01:15:00	ES	Futures	4321.98	4322.26	4320.86	4321.7	380.0
2021-01-25 01:20:00	ES	Futures	4321.7	4321.98	4321.14	4321.42	383.0
2021-01-25 01:25:00	ES	Futures	4321.14	4321.7	4320.86	4321.7	365.0
2021-01-25 01:30:00	ES	Futures	4321.42	4322.54	4321.42	4322.26	235.0
2021-01-25 01:35:00	ES	Futures	4321.98	4323.67	4321.98	4322.82	681.0
2021-01-25 01:40:00	ES	Futures	4322.82	4323.95	4322.26	4322.82	502.0
2021-01-25 01:45:00	ES	Futures	4323.39	4323.95	4323.1	4323.67	302.0
2021-01-25 01:50:00	ES	Futures	4323.39	4323.67	4322.82	4322.82	258.0
2021-01-25 01:55:00	ES	Futures	4323.1	4323.1	4321.42	4321.7	430.0
2021-01-25 02:00:00	ES	Futures	4321.98	4323.67	4321.98	4322.82	555.0
2021-01-25 02:05:00	ES	Futures	4322.82	4323.39	4321.42	4321.98	467.0
2021-01-25 02:10:00	ES	Futures	4321.98	4321.98	4320.86	4321.14	331.0
2021-01-25 02:15:00	ES	Futures	4321.14	4321.98	4321.14	4321.98	177.0
2021-01-25 02:20:00	ES	Futures	4321.7	4322.82	4321.42	4322.26	374.0
2021-01-25 02:25:00	ES	Futures	4322.54	4323.95	4322.54	4323.39	350.0
2021-01-25 02:30:00	ES	Futures	4323.67	4323.95	4322.82	4323.1	371.0
2021-01-25 02:35:00	ES	Futures	4323.1	4323.39	4321.7	4322.26	445.0
2021-01-25 02:40:00	ES	Futures	4322.26	4323.95	4321.98	4323.39	588.0
2021-01-25 02:45:00	ES	Futures	4323.39	4323.67	4322.82	4323.1	385.0
2021-01-25 02:50:00	ES	Futures	4322.82	4324.79	4322.54	4324.23	1114.0
2021-01-25 02:55:00	ES	Futures	4324.51	4325.91	4324.23	4324.79	1972.0
2021-01-25 03:00:00	ES	Futures	4324.79	4325.07	4321.98	4322.82	2329.0
2021-01-25 03:05:00	ES	Futures	4322.54	4324.23	4320.3	4321.42	1744.0
2021-01-25 03:10:00	ES	Futures	4321.42	4322.26	4318.61	4319.74	2216.0
2021-01-25 03:15:00	ES	Futures	4320.02	4321.42	4318.89	4319.18	1263.0
2021-01-25 03:20:00	ES	Futures	4318.89	4320.02	4317.77	4319.18	1863.0
2021-01-25 03:25:00	ES	Futures	4319.18	4319.46	4316.65	4318.61	2515.0
2021-01-25 03:30:00	ES	Futures	4318.61	4321.14	4317.77	4319.18	1446.0
2021-01-25 03:35:00	ES	Futures	4319.18	4320.86	4318.89	4319.74	824.0
2021-01-25 03:40:00	ES	Futures	4319.74	4319.74	4316.93	4318.61	974.0
2021-01-25 03:45:00	ES	Futures	4318.61	4318.89	4317.21	4318.89	626.0
2021-01-25 03:50:00	ES	Futures	4318.89	4319.18	4316.93	4317.49	814.0
2021-01-25 03:55:00	ES	Futures	4317.21	4318.05	4316.37	4317.77	870.0
2021-01-25 04:00:00	ES	Futures	4318.05	4318.89	4316.37	4317.77	1184.0
2021-01-25 04:05:00	ES	Futures	4317.49	4320.3	4317.21	4319.74	1021.0

> showing 50 of 18,663 rows — these rows as CSV

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