PREVIEW / futures_5min / 2021-01-29

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-29.parquet
  size:    304 KB
  rows:    15,792

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
2021-01-29 00:00:00	ES	Futures	4194.0	4194.0	4188.38	4191.47	1734.0
2021-01-29 00:05:00	ES	Futures	4191.47	4194.84	4190.63	4192.03	1276.0
2021-01-29 00:10:00	ES	Futures	4192.03	4192.31	4186.98	4191.47	1248.0
2021-01-29 00:15:00	ES	Futures	4191.47	4191.75	4187.82	4188.95	826.0
2021-01-29 00:20:00	ES	Futures	4188.95	4190.91	4187.82	4188.67	792.0
2021-01-29 00:25:00	ES	Futures	4188.38	4189.51	4183.33	4183.89	2147.0
2021-01-29 00:30:00	ES	Futures	4183.89	4186.7	4183.61	4185.58	1268.0
2021-01-29 00:35:00	ES	Futures	4185.86	4187.82	4184.46	4185.3	1364.0
2021-01-29 00:40:00	ES	Futures	4184.74	4188.38	4182.21	4187.26	1548.0
2021-01-29 00:45:00	ES	Futures	4187.54	4192.03	4186.7	4189.51	1947.0
2021-01-29 00:50:00	ES	Futures	4189.51	4192.88	4187.26	4191.47	1380.0
2021-01-29 00:55:00	ES	Futures	4191.47	4195.96	4190.91	4192.31	2584.0
2021-01-29 01:00:00	ES	Futures	4192.31	4194.0	4186.14	4188.38	1805.0
2021-01-29 01:05:00	ES	Futures	4188.1	4189.23	4185.58	4188.1	1406.0
2021-01-29 01:10:00	ES	Futures	4187.82	4189.51	4183.89	4184.74	1481.0
2021-01-29 01:15:00	ES	Futures	4184.74	4190.63	4184.46	4190.07	987.0
2021-01-29 01:20:00	ES	Futures	4190.07	4190.91	4188.1	4190.35	789.0
2021-01-29 01:25:00	ES	Futures	4190.35	4196.24	4190.35	4192.59	3170.0
2021-01-29 01:30:00	ES	Futures	4192.88	4197.93	4192.31	4195.96	1743.0
2021-01-29 01:35:00	ES	Futures	4195.96	4206.91	4195.96	4203.54	3231.0
2021-01-29 01:40:00	ES	Futures	4203.26	4204.1	4199.61	4203.26	1374.0
2021-01-29 01:45:00	ES	Futures	4202.7	4203.82	4200.73	4201.3	876.0
2021-01-29 01:50:00	ES	Futures	4201.3	4203.54	4197.37	4202.7	1415.0
2021-01-29 01:55:00	ES	Futures	4202.98	4206.35	4202.42	4205.79	1021.0
2021-01-29 02:00:00	ES	Futures	4205.79	4211.96	4205.22	4210.0	3350.0
2021-01-29 02:05:00	ES	Futures	4210.28	4210.28	4205.51	4206.07	1196.0
2021-01-29 02:10:00	ES	Futures	4206.07	4208.87	4205.51	4206.63	1325.0
2021-01-29 02:15:00	ES	Futures	4206.63	4210.28	4203.54	4204.1	2209.0
2021-01-29 02:20:00	ES	Futures	4204.1	4204.66	4199.33	4199.89	2401.0
2021-01-29 02:25:00	ES	Futures	4199.89	4202.14	4196.24	4196.8	1554.0
2021-01-29 02:30:00	ES	Futures	4196.8	4198.21	4179.96	4180.53	6811.0
2021-01-29 02:35:00	ES	Futures	4180.53	4194.84	4179.12	4193.72	5775.0
2021-01-29 02:40:00	ES	Futures	4193.72	4198.49	4191.47	4194.56	2902.0
2021-01-29 02:45:00	ES	Futures	4194.28	4195.96	4192.59	4194.28	1967.0
2021-01-29 02:50:00	ES	Futures	4194.28	4199.89	4193.72	4195.68	2199.0
2021-01-29 02:55:00	ES	Futures	4195.68	4196.24	4190.07	4192.59	2240.0
2021-01-29 03:00:00	ES	Futures	4192.59	4195.96	4185.58	4192.59	5765.0
2021-01-29 03:05:00	ES	Futures	4192.31	4192.31	4178.0	4178.56	6077.0
2021-01-29 03:10:00	ES	Futures	4178.28	4192.03	4178.0	4185.58	4940.0
2021-01-29 03:15:00	ES	Futures	4185.3	4194.56	4180.25	4193.16	5343.0
2021-01-29 03:20:00	ES	Futures	4193.16	4203.54	4190.91	4201.58	4612.0
2021-01-29 03:25:00	ES	Futures	4201.58	4204.1	4196.24	4201.58	3706.0
2021-01-29 03:30:00	ES	Futures	4201.58	4201.86	4194.0	4194.84	3251.0
2021-01-29 03:35:00	ES	Futures	4194.84	4200.17	4192.88	4199.05	2310.0
2021-01-29 03:40:00	ES	Futures	4199.05	4206.91	4199.05	4203.54	3283.0
2021-01-29 03:45:00	ES	Futures	4203.26	4204.38	4198.21	4200.73	1632.0
2021-01-29 03:50:00	ES	Futures	4200.73	4205.79	4198.49	4203.26	2507.0
2021-01-29 03:55:00	ES	Futures	4202.98	4206.35	4200.45	4202.14	2754.0
2021-01-29 04:00:00	ES	Futures	4202.14	4208.03	4201.58	4206.35	3004.0
2021-01-29 04:05:00	ES	Futures	4206.63	4211.68	4205.51	4207.19	3036.0

> showing 50 of 15,792 rows — these rows as CSV

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