PREVIEW / futures_5min / 2021-02-03

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-03.parquet
  size:    301 KB
  rows:    18,861

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
2021-02-03 00:00:00	ES	Futures	4301.21	4303.18	4301.21	4303.18	569.0
2021-02-03 00:05:00	ES	Futures	4303.18	4304.02	4301.49	4301.77	565.0
2021-02-03 00:10:00	ES	Futures	4301.49	4301.49	4300.37	4300.65	263.0
2021-02-03 00:15:00	ES	Futures	4300.93	4303.18	4300.93	4303.18	284.0
2021-02-03 00:20:00	ES	Futures	4303.18	4305.14	4302.62	4304.3	544.0
2021-02-03 00:25:00	ES	Futures	4304.58	4307.11	4304.3	4305.7	984.0
2021-02-03 00:30:00	ES	Futures	4305.42	4305.98	4303.74	4305.7	752.0
2021-02-03 00:35:00	ES	Futures	4305.7	4305.98	4304.58	4304.86	499.0
2021-02-03 00:40:00	ES	Futures	4304.86	4305.42	4303.74	4304.02	658.0
2021-02-03 00:45:00	ES	Futures	4304.02	4306.83	4304.02	4306.83	1067.0
2021-02-03 00:50:00	ES	Futures	4306.55	4307.39	4305.7	4306.26	578.0
2021-02-03 00:55:00	ES	Futures	4306.26	4307.11	4305.98	4306.83	736.0
2021-02-03 01:00:00	ES	Futures	4306.83	4307.67	4305.14	4305.14	1889.0
2021-02-03 01:05:00	ES	Futures	4305.14	4306.55	4304.58	4306.26	737.0
2021-02-03 01:10:00	ES	Futures	4305.98	4306.55	4304.86	4305.7	828.0
2021-02-03 01:15:00	ES	Futures	4305.98	4307.67	4305.42	4307.67	958.0
2021-02-03 01:20:00	ES	Futures	4307.39	4307.67	4305.98	4306.55	935.0
2021-02-03 01:25:00	ES	Futures	4306.55	4307.11	4305.7	4305.7	750.0
2021-02-03 01:30:00	ES	Futures	4305.7	4305.98	4304.3	4304.3	398.0
2021-02-03 01:35:00	ES	Futures	4304.3	4304.58	4303.18	4304.02	276.0
2021-02-03 01:40:00	ES	Futures	4304.3	4305.14	4304.02	4304.86	304.0
2021-02-03 01:45:00	ES	Futures	4304.86	4305.98	4304.58	4305.14	635.0
2021-02-03 01:50:00	ES	Futures	4305.14	4306.26	4304.3	4304.3	588.0
2021-02-03 01:55:00	ES	Futures	4304.58	4306.55	4304.3	4306.26	600.0
2021-02-03 02:00:00	ES	Futures	4305.98	4306.26	4303.74	4305.42	1005.0
2021-02-03 02:05:00	ES	Futures	4305.42	4305.98	4304.58	4305.98	591.0
2021-02-03 02:10:00	ES	Futures	4306.26	4307.39	4305.7	4306.83	1121.0
2021-02-03 02:15:00	ES	Futures	4306.83	4307.95	4305.98	4306.55	1367.0
2021-02-03 02:20:00	ES	Futures	4306.55	4308.23	4306.26	4307.95	701.0
2021-02-03 02:25:00	ES	Futures	4307.95	4308.79	4306.83	4307.67	1194.0
2021-02-03 02:30:00	ES	Futures	4307.95	4309.07	4307.11	4307.95	1234.0
2021-02-03 02:35:00	ES	Futures	4307.95	4307.95	4306.55	4307.11	740.0
2021-02-03 02:40:00	ES	Futures	4307.39	4307.95	4306.55	4307.11	721.0
2021-02-03 02:45:00	ES	Futures	4307.11	4309.07	4307.11	4308.79	1123.0
2021-02-03 02:50:00	ES	Futures	4308.51	4311.88	4308.51	4311.6	2707.0
2021-02-03 02:55:00	ES	Futures	4311.88	4314.97	4311.32	4313.28	4493.0
2021-02-03 03:00:00	ES	Futures	4313.28	4314.97	4311.04	4312.44	4971.0
2021-02-03 03:05:00	ES	Futures	4312.44	4312.44	4307.95	4308.23	3568.0
2021-02-03 03:10:00	ES	Futures	4308.23	4309.35	4305.7	4307.95	2819.0
2021-02-03 03:15:00	ES	Futures	4307.95	4309.63	4304.58	4305.42	3585.0
2021-02-03 03:20:00	ES	Futures	4305.42	4305.7	4303.74	4305.42	1909.0
2021-02-03 03:25:00	ES	Futures	4305.42	4307.95	4304.86	4307.11	1644.0
2021-02-03 03:30:00	ES	Futures	4307.11	4308.23	4305.42	4307.95	1512.0
2021-02-03 03:35:00	ES	Futures	4307.67	4307.67	4305.7	4305.98	763.0
2021-02-03 03:40:00	ES	Futures	4305.98	4306.55	4303.46	4304.86	1032.0
2021-02-03 03:45:00	ES	Futures	4304.86	4305.42	4303.18	4304.86	1041.0
2021-02-03 03:50:00	ES	Futures	4304.86	4306.83	4304.3	4304.86	826.0
2021-02-03 03:55:00	ES	Futures	4304.86	4305.7	4304.02	4304.02	706.0
2021-02-03 04:00:00	ES	Futures	4304.02	4305.42	4302.62	4303.46	2004.0
2021-02-03 04:05:00	ES	Futures	4303.18	4303.18	4297.56	4299.53	3499.0

> showing 50 of 18,861 rows — these rows as CSV

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