PREVIEW / futures_5min / 2021-02-02

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-02.parquet
  size:    321 KB
  rows:    18,845

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
2021-02-02 00:00:00	ES	Futures	4249.29	4250.69	4247.89	4250.41	929.0
2021-02-02 00:05:00	ES	Futures	4250.41	4251.82	4249.85	4250.41	496.0
2021-02-02 00:10:00	ES	Futures	4250.41	4251.53	4249.57	4249.85	379.0
2021-02-02 00:15:00	ES	Futures	4250.13	4250.41	4247.61	4249.01	1176.0
2021-02-02 00:20:00	ES	Futures	4249.01	4250.41	4248.45	4250.13	581.0
2021-02-02 00:25:00	ES	Futures	4250.13	4250.13	4247.32	4249.29	845.0
2021-02-02 00:30:00	ES	Futures	4249.29	4251.25	4249.01	4250.69	635.0
2021-02-02 00:35:00	ES	Futures	4250.69	4251.25	4248.17	4248.17	573.0
2021-02-02 00:40:00	ES	Futures	4248.17	4249.29	4247.32	4248.73	703.0
2021-02-02 00:45:00	ES	Futures	4248.73	4249.01	4247.61	4248.17	366.0
2021-02-02 00:50:00	ES	Futures	4248.17	4250.69	4247.89	4250.13	516.0
2021-02-02 00:55:00	ES	Futures	4250.41	4254.62	4250.41	4254.62	1294.0
2021-02-02 01:00:00	ES	Futures	4254.62	4255.18	4252.38	4252.38	1012.0
2021-02-02 01:05:00	ES	Futures	4252.66	4253.5	4251.53	4252.38	523.0
2021-02-02 01:10:00	ES	Futures	4252.38	4253.78	4251.82	4252.66	331.0
2021-02-02 01:15:00	ES	Futures	4252.66	4253.22	4251.53	4251.53	387.0
2021-02-02 01:20:00	ES	Futures	4251.82	4252.1	4249.85	4250.13	549.0
2021-02-02 01:25:00	ES	Futures	4250.13	4251.25	4247.61	4248.17	777.0
2021-02-02 01:30:00	ES	Futures	4248.17	4249.57	4245.92	4249.01	1097.0
2021-02-02 01:35:00	ES	Futures	4249.29	4249.29	4246.2	4247.61	707.0
2021-02-02 01:40:00	ES	Futures	4247.89	4249.57	4247.61	4249.01	436.0
2021-02-02 01:45:00	ES	Futures	4249.01	4250.41	4249.01	4249.57	427.0
2021-02-02 01:50:00	ES	Futures	4249.57	4250.97	4247.89	4248.17	373.0
2021-02-02 01:55:00	ES	Futures	4248.17	4250.41	4247.89	4249.85	543.0
2021-02-02 02:00:00	ES	Futures	4249.57	4250.13	4246.2	4247.32	834.0
2021-02-02 02:05:00	ES	Futures	4247.04	4249.57	4246.48	4248.45	675.0
2021-02-02 02:10:00	ES	Futures	4248.73	4250.13	4248.45	4249.01	482.0
2021-02-02 02:15:00	ES	Futures	4248.73	4248.73	4245.36	4246.76	995.0
2021-02-02 02:20:00	ES	Futures	4246.76	4247.04	4245.64	4246.76	642.0
2021-02-02 02:25:00	ES	Futures	4246.76	4247.89	4244.8	4246.48	694.0
2021-02-02 02:30:00	ES	Futures	4246.48	4247.61	4245.08	4246.48	778.0
2021-02-02 02:35:00	ES	Futures	4246.76	4250.13	4246.48	4250.13	990.0
2021-02-02 02:40:00	ES	Futures	4250.13	4250.41	4247.61	4247.89	625.0
2021-02-02 02:45:00	ES	Futures	4247.61	4248.73	4245.36	4247.89	705.0
2021-02-02 02:50:00	ES	Futures	4248.17	4248.73	4247.04	4248.17	456.0
2021-02-02 02:55:00	ES	Futures	4247.89	4249.57	4246.48	4249.01	1014.0
2021-02-02 03:00:00	ES	Futures	4248.73	4251.82	4245.36	4250.69	2822.0
2021-02-02 03:05:00	ES	Futures	4250.97	4252.38	4247.32	4251.82	2652.0
2021-02-02 03:10:00	ES	Futures	4252.1	4254.06	4250.13	4253.78	2161.0
2021-02-02 03:15:00	ES	Futures	4254.06	4260.52	4252.38	4259.67	4593.0
2021-02-02 03:20:00	ES	Futures	4259.95	4263.88	4259.11	4261.92	4114.0
2021-02-02 03:25:00	ES	Futures	4261.64	4261.92	4258.55	4259.39	2497.0
2021-02-02 03:30:00	ES	Futures	4259.39	4261.36	4258.27	4259.39	1618.0
2021-02-02 03:35:00	ES	Futures	4259.11	4259.39	4254.62	4256.03	1943.0
2021-02-02 03:40:00	ES	Futures	4255.74	4256.87	4254.34	4254.9	1122.0
2021-02-02 03:45:00	ES	Futures	4255.18	4257.71	4254.34	4254.9	1288.0
2021-02-02 03:50:00	ES	Futures	4254.9	4256.59	4253.22	4253.78	998.0
2021-02-02 03:55:00	ES	Futures	4253.78	4258.83	4253.22	4258.27	1369.0
2021-02-02 04:00:00	ES	Futures	4258.27	4261.92	4256.59	4258.83	2769.0
2021-02-02 04:05:00	ES	Futures	4258.55	4262.76	4257.43	4260.8	1559.0

> showing 50 of 18,845 rows — these rows as CSV

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