PREVIEW / futures_5min / 2021-01-31

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-01-31.parquet
  size:    88 KB
  rows:    3,940

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
2021-01-31 18:00:00	ES	Futures	4145.16	4146.85	4111.2	4117.94	13700.0
2021-01-31 18:05:00	ES	Futures	4117.94	4128.32	4116.25	4117.66	3811.0
2021-01-31 18:10:00	ES	Futures	4117.66	4124.11	4105.03	4117.66	6517.0
2021-01-31 18:15:00	ES	Futures	4117.94	4120.18	4106.15	4109.8	3656.0
2021-01-31 18:20:00	ES	Futures	4109.8	4122.15	4105.87	4116.25	4756.0
2021-01-31 18:25:00	ES	Futures	4115.69	4121.31	4111.76	4117.94	2032.0
2021-01-31 18:30:00	ES	Futures	4118.5	4128.88	4117.94	4125.52	3543.0
2021-01-31 18:35:00	ES	Futures	4125.52	4129.73	4124.11	4128.6	2673.0
2021-01-31 18:40:00	ES	Futures	4128.6	4131.41	4123.83	4127.48	2205.0
2021-01-31 18:45:00	ES	Futures	4127.48	4131.13	4126.08	4126.36	1855.0
2021-01-31 18:50:00	ES	Futures	4126.36	4126.92	4122.15	4125.52	2012.0
2021-01-31 18:55:00	ES	Futures	4125.8	4128.6	4122.99	4128.32	1554.0
2021-01-31 19:00:00	ES	Futures	4127.76	4131.41	4127.48	4131.13	2761.0
2021-01-31 19:05:00	ES	Futures	4131.13	4131.41	4127.2	4129.44	2124.0
2021-01-31 19:10:00	ES	Futures	4129.44	4136.74	4128.88	4134.22	3994.0
2021-01-31 19:15:00	ES	Futures	4134.5	4139.27	4133.94	4137.86	2985.0
2021-01-31 19:20:00	ES	Futures	4138.15	4140.39	4136.46	4140.39	2172.0
2021-01-31 19:25:00	ES	Futures	4140.39	4142.64	4138.71	4140.95	2144.0
2021-01-31 19:30:00	ES	Futures	4140.95	4141.23	4135.06	4136.18	2067.0
2021-01-31 19:35:00	ES	Futures	4136.46	4137.3	4128.32	4132.25	2292.0
2021-01-31 19:40:00	ES	Futures	4132.25	4137.58	4130.85	4135.34	1716.0
2021-01-31 19:45:00	ES	Futures	4135.62	4140.39	4135.62	4138.43	1401.0
2021-01-31 19:50:00	ES	Futures	4138.43	4141.23	4138.43	4139.27	1165.0
2021-01-31 19:55:00	ES	Futures	4139.27	4141.79	4136.18	4141.51	1503.0
2021-01-31 20:00:00	ES	Futures	4141.23	4145.72	4138.15	4141.23	2347.0
2021-01-31 20:05:00	ES	Futures	4140.95	4142.64	4138.15	4139.55	1324.0
2021-01-31 20:10:00	ES	Futures	4139.55	4140.95	4134.5	4137.86	1435.0
2021-01-31 20:15:00	ES	Futures	4137.86	4145.44	4137.58	4142.64	2862.0
2021-01-31 20:20:00	ES	Futures	4142.64	4145.44	4140.39	4144.04	1818.0
2021-01-31 20:25:00	ES	Futures	4144.04	4148.81	4144.04	4147.97	2410.0
2021-01-31 20:30:00	ES	Futures	4147.97	4149.93	4145.44	4148.53	1946.0
2021-01-31 20:35:00	ES	Futures	4148.53	4151.9	4147.69	4151.9	1952.0
2021-01-31 20:40:00	ES	Futures	4151.9	4152.18	4148.53	4148.81	1499.0
2021-01-31 20:45:00	ES	Futures	4149.09	4149.65	4144.6	4146.28	1966.0
2021-01-31 20:50:00	ES	Futures	4146.28	4148.81	4145.44	4147.13	913.0
2021-01-31 20:55:00	ES	Futures	4146.85	4148.25	4145.44	4146.28	1037.0
2021-01-31 21:00:00	ES	Futures	4146.28	4151.34	4145.44	4150.49	1284.0
2021-01-31 21:05:00	ES	Futures	4150.78	4150.78	4146.85	4146.85	1166.0
2021-01-31 21:10:00	ES	Futures	4146.85	4151.34	4146.57	4150.49	971.0
2021-01-31 21:15:00	ES	Futures	4150.78	4151.62	4148.25	4151.06	1305.0
2021-01-31 21:20:00	ES	Futures	4151.34	4157.51	4151.34	4154.99	3788.0
2021-01-31 21:25:00	ES	Futures	4154.99	4155.55	4151.9	4152.46	1232.0
2021-01-31 21:30:00	ES	Futures	4152.46	4153.86	4150.49	4151.06	1285.0
2021-01-31 21:35:00	ES	Futures	4151.06	4151.06	4146.85	4148.53	2480.0
2021-01-31 21:40:00	ES	Futures	4148.25	4154.99	4147.69	4153.86	1979.0
2021-01-31 21:45:00	ES	Futures	4154.14	4155.55	4151.9	4153.02	1634.0
2021-01-31 21:50:00	ES	Futures	4152.74	4154.99	4151.9	4152.46	1021.0
2021-01-31 21:55:00	ES	Futures	4152.74	4155.55	4149.93	4155.55	1074.0
2021-01-31 22:00:00	ES	Futures	4155.27	4157.23	4153.86	4155.83	1042.0
2021-01-31 22:05:00	ES	Futures	4155.83	4159.48	4155.55	4157.79	1582.0

> showing 50 of 3,940 rows — these rows as CSV

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