PREVIEW / futures_5min / 2021-01-27

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-27.parquet
  size:    349 KB
  rows:    19,143

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
2021-01-27 00:00:00	ES	Futures	4307.11	4307.67	4306.26	4307.67	572.0
2021-01-27 00:05:00	ES	Futures	4307.67	4308.79	4307.67	4308.51	557.0
2021-01-27 00:10:00	ES	Futures	4308.51	4309.91	4308.51	4308.79	713.0
2021-01-27 00:15:00	ES	Futures	4308.51	4308.51	4306.26	4306.83	735.0
2021-01-27 00:20:00	ES	Futures	4306.83	4307.67	4305.42	4306.26	414.0
2021-01-27 00:25:00	ES	Futures	4305.98	4307.11	4305.7	4306.26	266.0
2021-01-27 00:30:00	ES	Futures	4306.55	4307.11	4305.7	4306.26	1014.0
2021-01-27 00:35:00	ES	Futures	4306.26	4307.11	4304.58	4306.55	957.0
2021-01-27 00:40:00	ES	Futures	4306.26	4308.79	4306.26	4308.79	1040.0
2021-01-27 00:45:00	ES	Futures	4308.51	4309.63	4307.95	4309.35	932.0
2021-01-27 00:50:00	ES	Futures	4309.35	4311.32	4309.07	4310.76	1371.0
2021-01-27 00:55:00	ES	Futures	4310.76	4311.32	4309.91	4311.04	840.0
2021-01-27 01:00:00	ES	Futures	4311.04	4312.44	4309.91	4309.91	1264.0
2021-01-27 01:05:00	ES	Futures	4309.91	4310.76	4307.95	4309.07	945.0
2021-01-27 01:10:00	ES	Futures	4309.07	4309.63	4307.11	4308.51	914.0
2021-01-27 01:15:00	ES	Futures	4308.51	4311.04	4308.51	4309.63	1062.0
2021-01-27 01:20:00	ES	Futures	4309.63	4310.19	4308.23	4309.07	562.0
2021-01-27 01:25:00	ES	Futures	4309.07	4309.63	4308.23	4308.51	723.0
2021-01-27 01:30:00	ES	Futures	4308.51	4309.63	4308.23	4309.07	335.0
2021-01-27 01:35:00	ES	Futures	4309.07	4311.6	4308.79	4311.6	549.0
2021-01-27 01:40:00	ES	Futures	4311.32	4311.88	4310.47	4311.6	410.0
2021-01-27 01:45:00	ES	Futures	4311.6	4312.16	4309.63	4310.76	785.0
2021-01-27 01:50:00	ES	Futures	4310.76	4312.44	4310.76	4312.44	886.0
2021-01-27 01:55:00	ES	Futures	4312.44	4315.25	4312.44	4314.12	1521.0
2021-01-27 02:00:00	ES	Futures	4313.84	4314.97	4313.0	4314.4	1415.0
2021-01-27 02:05:00	ES	Futures	4314.4	4314.97	4311.32	4312.16	1040.0
2021-01-27 02:10:00	ES	Futures	4312.44	4314.12	4311.88	4314.12	799.0
2021-01-27 02:15:00	ES	Futures	4313.84	4314.4	4312.72	4314.12	720.0
2021-01-27 02:20:00	ES	Futures	4314.12	4314.97	4312.72	4312.72	773.0
2021-01-27 02:25:00	ES	Futures	4312.72	4314.4	4312.44	4313.84	924.0
2021-01-27 02:30:00	ES	Futures	4314.12	4314.12	4311.88	4312.16	668.0
2021-01-27 02:35:00	ES	Futures	4312.16	4313.84	4311.88	4312.72	680.0
2021-01-27 02:40:00	ES	Futures	4312.72	4313.0	4311.88	4312.16	818.0
2021-01-27 02:45:00	ES	Futures	4312.16	4312.44	4310.19	4310.76	642.0
2021-01-27 02:50:00	ES	Futures	4310.76	4311.04	4309.07	4309.63	671.0
2021-01-27 02:55:00	ES	Futures	4309.35	4311.88	4309.35	4311.88	578.0
2021-01-27 03:00:00	ES	Futures	4311.88	4311.88	4303.46	4305.7	4812.0
2021-01-27 03:05:00	ES	Futures	4305.7	4309.63	4304.58	4308.23	2550.0
2021-01-27 03:10:00	ES	Futures	4308.23	4310.76	4307.39	4308.51	1376.0
2021-01-27 03:15:00	ES	Futures	4308.51	4309.91	4307.67	4308.51	1386.0
2021-01-27 03:20:00	ES	Futures	4308.79	4309.91	4306.83	4307.67	746.0
2021-01-27 03:25:00	ES	Futures	4307.67	4309.07	4305.7	4305.7	1245.0
2021-01-27 03:30:00	ES	Futures	4305.98	4308.79	4305.7	4307.95	629.0
2021-01-27 03:35:00	ES	Futures	4307.95	4309.91	4307.67	4309.07	731.0
2021-01-27 03:40:00	ES	Futures	4309.07	4309.35	4307.39	4308.79	640.0
2021-01-27 03:45:00	ES	Futures	4308.79	4308.79	4307.67	4308.79	321.0
2021-01-27 03:50:00	ES	Futures	4308.79	4308.79	4305.42	4305.98	1481.0
2021-01-27 03:55:00	ES	Futures	4305.98	4306.83	4303.74	4306.83	1769.0
2021-01-27 04:00:00	ES	Futures	4306.83	4312.16	4306.55	4311.88	2293.0
2021-01-27 04:05:00	ES	Futures	4311.88	4312.16	4310.19	4310.19	987.0

> showing 50 of 19,143 rows — these rows as CSV

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