PREVIEW / futures_5min / 2021-02-08

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-08.parquet
  size:    309 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
2021-02-08 00:00:00	ES	Futures	4375.03	4375.87	4374.75	4375.59	417.0
2021-02-08 00:05:00	ES	Futures	4375.87	4375.87	4374.75	4374.75	457.0
2021-02-08 00:10:00	ES	Futures	4374.75	4375.03	4373.34	4374.19	775.0
2021-02-08 00:15:00	ES	Futures	4374.19	4375.59	4373.9	4375.31	579.0
2021-02-08 00:20:00	ES	Futures	4375.31	4375.87	4373.9	4375.59	935.0
2021-02-08 00:25:00	ES	Futures	4375.59	4375.59	4375.03	4375.03	690.0
2021-02-08 00:30:00	ES	Futures	4375.31	4375.31	4373.9	4374.47	1236.0
2021-02-08 00:35:00	ES	Futures	4374.47	4374.47	4373.62	4373.62	383.0
2021-02-08 00:40:00	ES	Futures	4373.62	4374.19	4372.78	4373.62	833.0
2021-02-08 00:45:00	ES	Futures	4373.62	4374.19	4372.78	4373.34	400.0
2021-02-08 00:50:00	ES	Futures	4373.34	4373.62	4372.78	4373.34	210.0
2021-02-08 00:55:00	ES	Futures	4373.34	4374.47	4373.34	4374.19	511.0
2021-02-08 01:00:00	ES	Futures	4374.47	4375.59	4374.19	4374.75	480.0
2021-02-08 01:05:00	ES	Futures	4375.03	4375.87	4374.75	4375.87	493.0
2021-02-08 01:10:00	ES	Futures	4376.15	4376.99	4375.03	4376.71	865.0
2021-02-08 01:15:00	ES	Futures	4376.99	4377.27	4376.43	4376.71	258.0
2021-02-08 01:20:00	ES	Futures	4376.71	4377.27	4376.43	4376.99	336.0
2021-02-08 01:25:00	ES	Futures	4376.99	4376.99	4375.87	4376.15	246.0
2021-02-08 01:30:00	ES	Futures	4376.15	4376.15	4375.03	4375.87	466.0
2021-02-08 01:35:00	ES	Futures	4375.59	4375.59	4374.75	4375.03	229.0
2021-02-08 01:40:00	ES	Futures	4375.31	4375.59	4374.47	4374.75	292.0
2021-02-08 01:45:00	ES	Futures	4374.75	4375.31	4374.19	4374.75	381.0
2021-02-08 01:50:00	ES	Futures	4375.03	4375.31	4374.47	4374.75	321.0
2021-02-08 01:55:00	ES	Futures	4374.75	4375.03	4373.9	4373.9	214.0
2021-02-08 02:00:00	ES	Futures	4373.9	4375.31	4373.34	4375.03	622.0
2021-02-08 02:05:00	ES	Futures	4375.03	4375.03	4373.9	4374.75	410.0
2021-02-08 02:10:00	ES	Futures	4374.75	4375.03	4373.62	4373.9	325.0
2021-02-08 02:15:00	ES	Futures	4373.9	4374.19	4372.22	4372.22	650.0
2021-02-08 02:20:00	ES	Futures	4372.22	4372.22	4370.54	4371.66	1193.0
2021-02-08 02:25:00	ES	Futures	4371.94	4372.78	4370.82	4371.66	670.0
2021-02-08 02:30:00	ES	Futures	4371.66	4372.78	4371.1	4371.1	675.0
2021-02-08 02:35:00	ES	Futures	4371.38	4372.22	4370.82	4371.66	411.0
2021-02-08 02:40:00	ES	Futures	4371.94	4372.5	4371.38	4372.22	450.0
2021-02-08 02:45:00	ES	Futures	4372.5	4372.78	4371.66	4372.78	646.0
2021-02-08 02:50:00	ES	Futures	4372.78	4373.34	4371.94	4372.78	381.0
2021-02-08 02:55:00	ES	Futures	4372.22	4372.22	4369.69	4371.38	991.0
2021-02-08 03:00:00	ES	Futures	4371.38	4371.94	4369.41	4370.82	2265.0
2021-02-08 03:05:00	ES	Futures	4370.54	4372.22	4369.69	4370.82	1959.0
2021-02-08 03:10:00	ES	Futures	4370.82	4370.82	4368.57	4369.69	1357.0
2021-02-08 03:15:00	ES	Futures	4369.69	4370.26	4365.48	4366.89	2620.0
2021-02-08 03:20:00	ES	Futures	4366.89	4368.85	4366.61	4367.17	1120.0
2021-02-08 03:25:00	ES	Futures	4367.45	4368.29	4366.61	4367.73	840.0
2021-02-08 03:30:00	ES	Futures	4368.01	4369.69	4366.61	4369.41	1280.0
2021-02-08 03:35:00	ES	Futures	4369.13	4369.13	4366.89	4366.89	947.0
2021-02-08 03:40:00	ES	Futures	4366.89	4366.89	4364.08	4365.2	1533.0
2021-02-08 03:45:00	ES	Futures	4365.2	4366.61	4363.24	4365.2	1195.0
2021-02-08 03:50:00	ES	Futures	4365.2	4366.05	4364.36	4365.48	1019.0
2021-02-08 03:55:00	ES	Futures	4365.48	4366.61	4364.92	4366.33	632.0
2021-02-08 04:00:00	ES	Futures	4366.33	4368.57	4366.05	4367.45	1346.0
2021-02-08 04:05:00	ES	Futures	4367.45	4368.85	4366.89	4368.29	1034.0

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

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