PREVIEW / futures_5min / 2021-02-04

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-04.parquet
  size:    316 KB
  rows:    18,811

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
2021-02-04 00:00:00	ES	Futures	4284.09	4284.37	4281.29	4282.69	1329.0
2021-02-04 00:05:00	ES	Futures	4282.69	4282.69	4278.76	4279.6	1660.0
2021-02-04 00:10:00	ES	Futures	4279.6	4283.25	4279.6	4280.72	899.0
2021-02-04 00:15:00	ES	Futures	4280.44	4282.41	4279.32	4281.85	1089.0
2021-02-04 00:20:00	ES	Futures	4281.85	4282.97	4281.57	4282.41	547.0
2021-02-04 00:25:00	ES	Futures	4282.13	4282.41	4280.16	4281.29	493.0
2021-02-04 00:30:00	ES	Futures	4281.0	4282.41	4280.44	4281.85	608.0
2021-02-04 00:35:00	ES	Futures	4281.57	4282.13	4280.16	4281.0	631.0
2021-02-04 00:40:00	ES	Futures	4281.0	4284.65	4280.72	4282.97	1422.0
2021-02-04 00:45:00	ES	Futures	4283.25	4283.53	4281.57	4283.53	478.0
2021-02-04 00:50:00	ES	Futures	4283.25	4283.53	4282.13	4282.41	453.0
2021-02-04 00:55:00	ES	Futures	4282.41	4287.18	4282.41	4286.06	2659.0
2021-02-04 01:00:00	ES	Futures	4286.34	4286.34	4281.85	4282.41	1046.0
2021-02-04 01:05:00	ES	Futures	4282.69	4283.53	4281.85	4283.25	659.0
2021-02-04 01:10:00	ES	Futures	4283.25	4284.93	4282.97	4284.65	456.0
2021-02-04 01:15:00	ES	Futures	4284.65	4288.3	4284.37	4288.02	1344.0
2021-02-04 01:20:00	ES	Futures	4288.02	4289.14	4286.62	4287.18	883.0
2021-02-04 01:25:00	ES	Futures	4286.9	4288.3	4286.34	4288.3	363.0
2021-02-04 01:30:00	ES	Futures	4288.3	4288.58	4286.34	4286.9	639.0
2021-02-04 01:35:00	ES	Futures	4286.9	4287.74	4286.62	4287.18	248.0
2021-02-04 01:40:00	ES	Futures	4287.18	4287.18	4286.06	4286.9	336.0
2021-02-04 01:45:00	ES	Futures	4287.18	4288.86	4287.18	4288.58	527.0
2021-02-04 01:50:00	ES	Futures	4288.58	4293.35	4288.58	4293.35	1618.0
2021-02-04 01:55:00	ES	Futures	4293.35	4293.63	4292.23	4292.79	1039.0
2021-02-04 02:00:00	ES	Futures	4292.79	4294.76	4290.83	4292.23	1298.0
2021-02-04 02:05:00	ES	Futures	4292.23	4293.07	4291.11	4291.11	533.0
2021-02-04 02:10:00	ES	Futures	4291.11	4292.51	4290.83	4291.11	803.0
2021-02-04 02:15:00	ES	Futures	4290.83	4295.88	4290.83	4295.6	1489.0
2021-02-04 02:20:00	ES	Futures	4295.32	4295.32	4291.95	4292.79	553.0
2021-02-04 02:25:00	ES	Futures	4292.51	4292.51	4290.55	4291.11	715.0
2021-02-04 02:30:00	ES	Futures	4291.11	4292.23	4290.83	4291.11	399.0
2021-02-04 02:35:00	ES	Futures	4291.11	4293.35	4291.11	4291.67	412.0
2021-02-04 02:40:00	ES	Futures	4291.39	4293.92	4291.11	4291.67	483.0
2021-02-04 02:45:00	ES	Futures	4291.39	4292.51	4290.27	4290.83	468.0
2021-02-04 02:50:00	ES	Futures	4290.55	4291.95	4286.62	4287.74	983.0
2021-02-04 02:55:00	ES	Futures	4288.02	4290.55	4287.74	4289.42	774.0
2021-02-04 03:00:00	ES	Futures	4289.42	4292.23	4288.58	4290.27	1857.0
2021-02-04 03:05:00	ES	Futures	4290.27	4292.51	4289.71	4291.11	1241.0
2021-02-04 03:10:00	ES	Futures	4291.11	4295.04	4290.27	4293.92	1634.0
2021-02-04 03:15:00	ES	Futures	4293.63	4296.72	4293.63	4296.44	935.0
2021-02-04 03:20:00	ES	Futures	4296.44	4297.84	4294.76	4296.44	1546.0
2021-02-04 03:25:00	ES	Futures	4296.44	4298.97	4295.04	4298.13	1113.0
2021-02-04 03:30:00	ES	Futures	4297.84	4301.77	4297.84	4301.21	3306.0
2021-02-04 03:35:00	ES	Futures	4301.21	4302.05	4299.81	4300.37	1812.0
2021-02-04 03:40:00	ES	Futures	4300.09	4300.93	4298.69	4298.97	884.0
2021-02-04 03:45:00	ES	Futures	4298.69	4301.49	4298.69	4301.21	691.0
2021-02-04 03:50:00	ES	Futures	4300.93	4302.62	4300.09	4302.34	1474.0
2021-02-04 03:55:00	ES	Futures	4302.05	4302.62	4299.25	4300.09	746.0
2021-02-04 04:00:00	ES	Futures	4300.09	4300.65	4298.69	4299.53	705.0
2021-02-04 04:05:00	ES	Futures	4299.25	4299.53	4297.84	4298.69	608.0

> showing 50 of 18,811 rows — these rows as CSV

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