PREVIEW / futures_5min / 2021-01-28

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-28.parquet
  size:    351 KB
  rows:    19,220

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
2021-01-28 00:00:00	ES	Futures	4187.82	4191.47	4186.7	4190.91	1137.0
2021-01-28 00:05:00	ES	Futures	4190.63	4193.72	4190.63	4192.03	837.0
2021-01-28 00:10:00	ES	Futures	4192.03	4195.4	4191.75	4195.4	761.0
2021-01-28 00:15:00	ES	Futures	4195.12	4196.24	4194.28	4195.68	699.0
2021-01-28 00:20:00	ES	Futures	4195.68	4196.52	4193.72	4194.84	507.0
2021-01-28 00:25:00	ES	Futures	4194.56	4198.77	4194.56	4195.68	891.0
2021-01-28 00:30:00	ES	Futures	4195.68	4197.37	4194.56	4195.96	540.0
2021-01-28 00:35:00	ES	Futures	4196.24	4196.24	4193.72	4194.84	468.0
2021-01-28 00:40:00	ES	Futures	4195.12	4195.12	4191.47	4192.31	633.0
2021-01-28 00:45:00	ES	Futures	4192.59	4193.72	4190.91	4192.03	369.0
2021-01-28 00:50:00	ES	Futures	4192.31	4192.31	4188.67	4189.79	964.0
2021-01-28 00:55:00	ES	Futures	4190.07	4191.47	4186.7	4187.54	904.0
2021-01-28 01:00:00	ES	Futures	4187.54	4187.82	4181.93	4183.05	2412.0
2021-01-28 01:05:00	ES	Futures	4183.33	4184.46	4182.49	4183.05	634.0
2021-01-28 01:10:00	ES	Futures	4183.05	4186.7	4180.81	4184.74	1524.0
2021-01-28 01:15:00	ES	Futures	4184.74	4185.86	4181.93	4181.93	823.0
2021-01-28 01:20:00	ES	Futures	4181.65	4184.46	4180.25	4183.33	1681.0
2021-01-28 01:25:00	ES	Futures	4183.05	4185.86	4181.65	4185.58	1161.0
2021-01-28 01:30:00	ES	Futures	4185.3	4187.82	4184.74	4185.3	831.0
2021-01-28 01:35:00	ES	Futures	4185.3	4185.58	4183.33	4183.61	388.0
2021-01-28 01:40:00	ES	Futures	4183.89	4185.86	4183.89	4185.02	322.0
2021-01-28 01:45:00	ES	Futures	4185.02	4185.3	4182.77	4183.61	577.0
2021-01-28 01:50:00	ES	Futures	4183.61	4183.89	4181.09	4182.21	775.0
2021-01-28 01:55:00	ES	Futures	4182.49	4185.02	4182.49	4184.74	431.0
2021-01-28 02:00:00	ES	Futures	4184.74	4185.02	4180.53	4183.61	1414.0
2021-01-28 02:05:00	ES	Futures	4183.89	4185.3	4180.53	4180.53	2119.0
2021-01-28 02:10:00	ES	Futures	4180.81	4183.89	4180.53	4182.77	1173.0
2021-01-28 02:15:00	ES	Futures	4183.05	4183.33	4180.81	4181.37	1650.0
2021-01-28 02:20:00	ES	Futures	4181.37	4182.49	4178.56	4179.12	2074.0
2021-01-28 02:25:00	ES	Futures	4179.12	4180.81	4178.56	4178.56	1167.0
2021-01-28 02:30:00	ES	Futures	4178.84	4180.81	4175.19	4175.47	2886.0
2021-01-28 02:35:00	ES	Futures	4175.19	4180.53	4174.63	4180.25	2592.0
2021-01-28 02:40:00	ES	Futures	4180.53	4180.81	4176.88	4177.72	1599.0
2021-01-28 02:45:00	ES	Futures	4178.0	4189.51	4178.0	4188.67	3922.0
2021-01-28 02:50:00	ES	Futures	4188.95	4190.91	4187.26	4187.82	1982.0
2021-01-28 02:55:00	ES	Futures	4187.82	4188.95	4184.46	4185.86	1682.0
2021-01-28 03:00:00	ES	Futures	4185.58	4192.31	4184.17	4185.58	5002.0
2021-01-28 03:05:00	ES	Futures	4185.58	4196.24	4185.02	4194.84	4660.0
2021-01-28 03:10:00	ES	Futures	4194.56	4196.24	4190.35	4194.0	3895.0
2021-01-28 03:15:00	ES	Futures	4193.72	4196.24	4186.14	4186.98	2689.0
2021-01-28 03:20:00	ES	Futures	4186.7	4193.44	4186.42	4189.79	2191.0
2021-01-28 03:25:00	ES	Futures	4189.23	4190.07	4184.17	4186.98	1987.0
2021-01-28 03:30:00	ES	Futures	4186.98	4187.26	4182.77	4183.05	3235.0
2021-01-28 03:35:00	ES	Futures	4183.33	4183.33	4177.72	4178.28	3754.0
2021-01-28 03:40:00	ES	Futures	4178.28	4178.28	4172.39	4174.35	4311.0
2021-01-28 03:45:00	ES	Futures	4174.63	4175.19	4167.05	4169.86	5502.0
2021-01-28 03:50:00	ES	Futures	4169.86	4176.04	4168.46	4171.83	2874.0
2021-01-28 03:55:00	ES	Futures	4171.54	4171.54	4163.41	4163.97	5577.0
2021-01-28 04:00:00	ES	Futures	4163.97	4172.39	4163.69	4172.39	3782.0
2021-01-28 04:05:00	ES	Futures	4172.39	4173.79	4167.62	4167.62	3973.0

> showing 50 of 19,220 rows — these rows as CSV

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