PREVIEW / futures_5min / 2021-02-01

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-01.parquet
  size:    332 KB
  rows:    19,289

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
2021-02-01 00:00:00	ES	Futures	4179.68	4181.65	4178.56	4180.25	1236.0
2021-02-01 00:05:00	ES	Futures	4180.53	4181.37	4179.68	4180.25	674.0
2021-02-01 00:10:00	ES	Futures	4180.25	4180.53	4178.84	4178.84	576.0
2021-02-01 00:15:00	ES	Futures	4178.84	4181.09	4177.72	4181.09	674.0
2021-02-01 00:20:00	ES	Futures	4180.81	4181.93	4180.25	4181.09	834.0
2021-02-01 00:25:00	ES	Futures	4180.81	4180.81	4177.16	4177.16	1012.0
2021-02-01 00:30:00	ES	Futures	4176.88	4179.96	4176.88	4178.28	638.0
2021-02-01 00:35:00	ES	Futures	4178.56	4180.53	4177.44	4177.72	712.0
2021-02-01 00:40:00	ES	Futures	4178.0	4180.25	4176.6	4177.72	610.0
2021-02-01 00:45:00	ES	Futures	4177.72	4181.65	4177.72	4179.12	758.0
2021-02-01 00:50:00	ES	Futures	4179.4	4180.81	4178.56	4180.25	737.0
2021-02-01 00:55:00	ES	Futures	4180.25	4181.93	4179.96	4180.53	813.0
2021-02-01 01:00:00	ES	Futures	4180.53	4181.93	4178.28	4180.53	892.0
2021-02-01 01:05:00	ES	Futures	4180.53	4181.93	4178.84	4180.53	1190.0
2021-02-01 01:10:00	ES	Futures	4180.81	4181.93	4180.53	4181.93	1291.0
2021-02-01 01:15:00	ES	Futures	4181.93	4181.93	4179.68	4180.25	943.0
2021-02-01 01:20:00	ES	Futures	4179.96	4181.65	4178.56	4179.68	749.0
2021-02-01 01:25:00	ES	Futures	4179.68	4179.96	4176.88	4177.16	615.0
2021-02-01 01:30:00	ES	Futures	4177.16	4178.28	4176.88	4177.16	469.0
2021-02-01 01:35:00	ES	Futures	4177.44	4178.56	4175.75	4177.16	707.0
2021-02-01 01:40:00	ES	Futures	4176.88	4179.96	4176.88	4179.12	601.0
2021-02-01 01:45:00	ES	Futures	4178.84	4179.96	4177.72	4179.68	407.0
2021-02-01 01:50:00	ES	Futures	4179.68	4180.81	4177.44	4178.0	570.0
2021-02-01 01:55:00	ES	Futures	4178.28	4178.56	4176.88	4178.28	420.0
2021-02-01 02:00:00	ES	Futures	4178.28	4181.93	4178.0	4179.12	2169.0
2021-02-01 02:05:00	ES	Futures	4179.12	4179.4	4171.26	4172.11	2210.0
2021-02-01 02:10:00	ES	Futures	4171.83	4175.19	4170.98	4171.83	1393.0
2021-02-01 02:15:00	ES	Futures	4171.83	4180.25	4170.98	4179.4	1822.0
2021-02-01 02:20:00	ES	Futures	4179.4	4186.98	4179.4	4186.42	3532.0
2021-02-01 02:25:00	ES	Futures	4186.42	4192.88	4186.14	4190.91	5079.0
2021-02-01 02:30:00	ES	Futures	4190.91	4198.77	4190.91	4194.0	5926.0
2021-02-01 02:35:00	ES	Futures	4194.0	4194.28	4190.07	4192.03	2247.0
2021-02-01 02:40:00	ES	Futures	4191.75	4192.31	4189.79	4190.91	866.0
2021-02-01 02:45:00	ES	Futures	4190.91	4194.28	4190.07	4191.47	1416.0
2021-02-01 02:50:00	ES	Futures	4191.47	4193.16	4189.79	4192.31	1035.0
2021-02-01 02:55:00	ES	Futures	4192.31	4193.72	4188.95	4193.16	1500.0
2021-02-01 03:00:00	ES	Futures	4193.16	4193.16	4183.61	4188.95	4995.0
2021-02-01 03:05:00	ES	Futures	4188.95	4196.8	4187.54	4195.4	3325.0
2021-02-01 03:10:00	ES	Futures	4195.4	4200.73	4194.28	4196.24	4408.0
2021-02-01 03:15:00	ES	Futures	4196.24	4198.77	4193.72	4195.96	3090.0
2021-02-01 03:20:00	ES	Futures	4195.96	4197.09	4191.75	4191.75	2196.0
2021-02-01 03:25:00	ES	Futures	4191.75	4192.88	4188.1	4188.38	2688.0
2021-02-01 03:30:00	ES	Futures	4188.67	4195.12	4186.42	4187.54	2486.0
2021-02-01 03:35:00	ES	Futures	4187.54	4187.54	4178.28	4185.58	4799.0
2021-02-01 03:40:00	ES	Futures	4185.3	4191.19	4183.05	4189.23	2494.0
2021-02-01 03:45:00	ES	Futures	4189.23	4191.19	4187.26	4188.1	1255.0
2021-02-01 03:50:00	ES	Futures	4188.38	4195.4	4188.38	4194.84	1969.0
2021-02-01 03:55:00	ES	Futures	4194.84	4196.52	4192.03	4193.72	1531.0
2021-02-01 04:00:00	ES	Futures	4193.72	4197.65	4192.88	4195.68	2573.0
2021-02-01 04:05:00	ES	Futures	4195.4	4196.8	4191.75	4195.12	1702.0

> showing 50 of 19,289 rows — these rows as CSV

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