PREVIEW / futures_5min / 2021-02-05

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-05.parquet
  size:    263 KB
  rows:    15,206

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
2021-02-05 00:00:00	ES	Futures	4345.56	4346.4	4344.15	4345.56	537.0
2021-02-05 00:05:00	ES	Futures	4345.84	4347.24	4345.0	4346.96	373.0
2021-02-05 00:10:00	ES	Futures	4346.96	4347.8	4346.68	4346.96	390.0
2021-02-05 00:15:00	ES	Futures	4346.68	4346.68	4345.28	4346.4	339.0
2021-02-05 00:20:00	ES	Futures	4346.4	4346.96	4346.12	4346.12	296.0
2021-02-05 00:25:00	ES	Futures	4345.84	4346.96	4345.84	4346.68	434.0
2021-02-05 00:30:00	ES	Futures	4346.4	4351.45	4346.12	4350.89	2178.0
2021-02-05 00:35:00	ES	Futures	4350.61	4351.73	4349.77	4351.45	827.0
2021-02-05 00:40:00	ES	Futures	4351.45	4352.85	4350.33	4350.61	933.0
2021-02-05 00:45:00	ES	Futures	4350.89	4351.45	4349.77	4349.77	1275.0
2021-02-05 00:50:00	ES	Futures	4349.77	4351.73	4349.49	4351.73	483.0
2021-02-05 00:55:00	ES	Futures	4351.73	4352.57	4351.45	4352.57	879.0
2021-02-05 01:00:00	ES	Futures	4352.85	4353.42	4350.89	4352.29	1192.0
2021-02-05 01:05:00	ES	Futures	4352.29	4353.14	4350.61	4350.89	903.0
2021-02-05 01:10:00	ES	Futures	4350.89	4352.01	4350.33	4351.17	457.0
2021-02-05 01:15:00	ES	Futures	4351.45	4353.42	4351.45	4352.57	461.0
2021-02-05 01:20:00	ES	Futures	4352.57	4353.42	4352.01	4353.14	262.0
2021-02-05 01:25:00	ES	Futures	4353.14	4353.42	4352.29	4353.14	258.0
2021-02-05 01:30:00	ES	Futures	4352.85	4353.42	4352.29	4352.85	357.0
2021-02-05 01:35:00	ES	Futures	4353.14	4353.14	4351.45	4352.01	249.0
2021-02-05 01:40:00	ES	Futures	4351.73	4352.01	4350.33	4350.89	430.0
2021-02-05 01:45:00	ES	Futures	4351.17	4351.17	4349.49	4350.61	505.0
2021-02-05 01:50:00	ES	Futures	4350.33	4351.45	4350.33	4350.89	235.0
2021-02-05 01:55:00	ES	Futures	4351.17	4351.73	4350.05	4350.89	647.0
2021-02-05 02:00:00	ES	Futures	4350.61	4350.89	4349.21	4350.33	863.0
2021-02-05 02:05:00	ES	Futures	4350.61	4352.01	4350.05	4350.61	894.0
2021-02-05 02:10:00	ES	Futures	4350.61	4350.61	4348.36	4348.64	627.0
2021-02-05 02:15:00	ES	Futures	4348.64	4348.64	4347.24	4348.08	670.0
2021-02-05 02:20:00	ES	Futures	4347.8	4348.08	4346.68	4346.96	675.0
2021-02-05 02:25:00	ES	Futures	4346.96	4348.08	4346.12	4347.8	581.0
2021-02-05 02:30:00	ES	Futures	4347.8	4348.93	4347.52	4347.8	595.0
2021-02-05 02:35:00	ES	Futures	4347.8	4349.21	4347.52	4348.93	489.0
2021-02-05 02:40:00	ES	Futures	4348.93	4349.21	4347.52	4348.08	460.0
2021-02-05 02:45:00	ES	Futures	4347.8	4348.93	4347.52	4348.93	535.0
2021-02-05 02:50:00	ES	Futures	4348.64	4348.93	4347.52	4347.52	305.0
2021-02-05 02:55:00	ES	Futures	4347.8	4349.21	4346.96	4348.93	827.0
2021-02-05 03:00:00	ES	Futures	4349.21	4349.49	4345.28	4345.56	2038.0
2021-02-05 03:05:00	ES	Futures	4345.56	4347.8	4344.72	4346.68	1837.0
2021-02-05 03:10:00	ES	Futures	4346.68	4348.36	4345.84	4347.8	1190.0
2021-02-05 03:15:00	ES	Futures	4347.8	4348.08	4346.4	4346.96	916.0
2021-02-05 03:20:00	ES	Futures	4347.24	4348.93	4346.68	4348.36	844.0
2021-02-05 03:25:00	ES	Futures	4348.36	4348.64	4347.24	4347.8	897.0
2021-02-05 03:30:00	ES	Futures	4347.8	4349.77	4347.24	4348.93	1205.0
2021-02-05 03:35:00	ES	Futures	4348.64	4349.49	4347.24	4347.8	800.0
2021-02-05 03:40:00	ES	Futures	4347.8	4348.93	4347.24	4347.8	744.0
2021-02-05 03:45:00	ES	Futures	4348.08	4348.93	4348.08	4348.64	446.0
2021-02-05 03:50:00	ES	Futures	4348.93	4349.21	4347.8	4348.64	797.0
2021-02-05 03:55:00	ES	Futures	4348.93	4349.77	4346.96	4349.49	1447.0
2021-02-05 04:00:00	ES	Futures	4349.21	4349.21	4346.68	4348.36	1092.0
2021-02-05 04:05:00	ES	Futures	4348.36	4349.49	4347.52	4348.64	1098.0

> showing 50 of 15,206 rows — these rows as CSV

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