PREVIEW / futures_5min / 2021-01-26

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-26.parquet
  size:    309 KB
  rows:    18,765

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
2021-01-26 00:00:00	ES	Futures	4293.92	4296.16	4293.63	4295.04	969.0
2021-01-26 00:05:00	ES	Futures	4295.04	4296.44	4294.76	4295.6	587.0
2021-01-26 00:10:00	ES	Futures	4295.88	4299.53	4295.88	4299.53	1232.0
2021-01-26 00:15:00	ES	Futures	4299.25	4299.81	4297.56	4297.56	468.0
2021-01-26 00:20:00	ES	Futures	4297.84	4297.84	4295.04	4296.72	550.0
2021-01-26 00:25:00	ES	Futures	4296.44	4298.13	4296.44	4297.56	427.0
2021-01-26 00:30:00	ES	Futures	4297.56	4298.97	4297.0	4297.0	688.0
2021-01-26 00:35:00	ES	Futures	4297.0	4298.97	4296.72	4298.41	365.0
2021-01-26 00:40:00	ES	Futures	4298.41	4298.41	4296.72	4296.72	284.0
2021-01-26 00:45:00	ES	Futures	4296.72	4297.56	4295.32	4297.56	484.0
2021-01-26 00:50:00	ES	Futures	4297.56	4297.56	4295.88	4295.88	346.0
2021-01-26 00:55:00	ES	Futures	4295.88	4297.56	4295.32	4295.6	351.0
2021-01-26 01:00:00	ES	Futures	4295.88	4296.16	4292.51	4293.35	1302.0
2021-01-26 01:05:00	ES	Futures	4293.07	4293.07	4291.39	4293.07	902.0
2021-01-26 01:10:00	ES	Futures	4292.79	4293.92	4292.23	4293.92	576.0
2021-01-26 01:15:00	ES	Futures	4293.63	4295.6	4293.63	4295.04	694.0
2021-01-26 01:20:00	ES	Futures	4295.04	4295.88	4294.2	4295.32	527.0
2021-01-26 01:25:00	ES	Futures	4295.32	4295.32	4294.2	4295.04	326.0
2021-01-26 01:30:00	ES	Futures	4294.76	4295.6	4294.48	4295.04	320.0
2021-01-26 01:35:00	ES	Futures	4295.04	4295.04	4292.23	4292.79	614.0
2021-01-26 01:40:00	ES	Futures	4292.51	4293.07	4290.83	4292.79	1044.0
2021-01-26 01:45:00	ES	Futures	4292.51	4292.51	4291.11	4291.67	441.0
2021-01-26 01:50:00	ES	Futures	4291.39	4292.79	4291.39	4292.51	458.0
2021-01-26 01:55:00	ES	Futures	4292.51	4292.79	4291.67	4291.95	457.0
2021-01-26 02:00:00	ES	Futures	4291.95	4300.37	4291.67	4299.25	2234.0
2021-01-26 02:05:00	ES	Futures	4299.53	4299.53	4295.6	4297.28	1281.0
2021-01-26 02:10:00	ES	Futures	4297.0	4297.56	4295.32	4297.0	559.0
2021-01-26 02:15:00	ES	Futures	4297.0	4298.13	4296.16	4297.28	649.0
2021-01-26 02:20:00	ES	Futures	4297.28	4299.25	4297.0	4297.0	775.0
2021-01-26 02:25:00	ES	Futures	4297.28	4300.09	4297.28	4298.69	664.0
2021-01-26 02:30:00	ES	Futures	4298.41	4299.81	4296.44	4297.28	986.0
2021-01-26 02:35:00	ES	Futures	4297.0	4297.56	4293.92	4294.48	1094.0
2021-01-26 02:40:00	ES	Futures	4294.48	4296.16	4294.48	4295.6	439.0
2021-01-26 02:45:00	ES	Futures	4295.6	4297.84	4295.32	4297.0	521.0
2021-01-26 02:50:00	ES	Futures	4297.0	4298.13	4295.88	4297.84	374.0
2021-01-26 02:55:00	ES	Futures	4297.56	4297.56	4295.6	4297.0	985.0
2021-01-26 03:00:00	ES	Futures	4297.28	4301.49	4297.0	4299.81	2339.0
2021-01-26 03:05:00	ES	Futures	4299.53	4304.02	4298.97	4302.62	2401.0
2021-01-26 03:10:00	ES	Futures	4302.34	4306.55	4302.34	4305.14	3167.0
2021-01-26 03:15:00	ES	Futures	4305.42	4307.67	4303.74	4305.98	1941.0
2021-01-26 03:20:00	ES	Futures	4306.26	4306.83	4303.74	4304.3	2002.0
2021-01-26 03:25:00	ES	Futures	4304.3	4306.55	4303.74	4305.14	1081.0
2021-01-26 03:30:00	ES	Futures	4305.42	4307.39	4305.42	4307.11	964.0
2021-01-26 03:35:00	ES	Futures	4306.83	4309.91	4306.55	4309.35	2171.0
2021-01-26 03:40:00	ES	Futures	4309.35	4310.19	4307.95	4308.23	1505.0
2021-01-26 03:45:00	ES	Futures	4308.51	4312.16	4308.23	4311.32	1483.0
2021-01-26 03:50:00	ES	Futures	4311.32	4313.56	4310.47	4310.47	1626.0
2021-01-26 03:55:00	ES	Futures	4310.47	4311.88	4309.35	4311.04	1277.0
2021-01-26 04:00:00	ES	Futures	4311.32	4314.4	4311.32	4314.12	1675.0
2021-01-26 04:05:00	ES	Futures	4314.12	4315.25	4312.72	4313.0	1325.0

> showing 50 of 18,765 rows — these rows as CSV

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