PREVIEW / futures_5min / 2021-02-09

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-09.parquet
  size:    291 KB
  rows:    18,548

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
2021-02-09 00:00:00	ES	Futures	4387.1	4387.66	4386.53	4387.1	408.0
2021-02-09 00:05:00	ES	Futures	4387.38	4387.94	4386.25	4386.25	335.0
2021-02-09 00:10:00	ES	Futures	4386.25	4387.1	4385.97	4387.1	202.0
2021-02-09 00:15:00	ES	Futures	4387.1	4388.78	4386.82	4388.22	345.0
2021-02-09 00:20:00	ES	Futures	4388.5	4389.34	4388.22	4389.34	600.0
2021-02-09 00:25:00	ES	Futures	4389.34	4389.34	4388.22	4388.78	408.0
2021-02-09 00:30:00	ES	Futures	4388.78	4389.9	4388.78	4389.34	359.0
2021-02-09 00:35:00	ES	Futures	4389.34	4389.62	4388.22	4388.5	367.0
2021-02-09 00:40:00	ES	Futures	4388.22	4388.78	4387.66	4388.22	320.0
2021-02-09 00:45:00	ES	Futures	4387.94	4388.22	4387.38	4387.38	353.0
2021-02-09 00:50:00	ES	Futures	4387.66	4387.94	4386.82	4387.1	400.0
2021-02-09 00:55:00	ES	Futures	4387.38	4388.78	4387.38	4388.5	321.0
2021-02-09 01:00:00	ES	Futures	4388.5	4389.34	4388.22	4388.22	497.0
2021-02-09 01:05:00	ES	Futures	4388.22	4389.06	4388.22	4388.78	282.0
2021-02-09 01:10:00	ES	Futures	4388.78	4389.34	4388.22	4388.78	314.0
2021-02-09 01:15:00	ES	Futures	4388.78	4389.62	4388.5	4389.34	153.0
2021-02-09 01:20:00	ES	Futures	4389.34	4389.62	4388.78	4388.78	130.0
2021-02-09 01:25:00	ES	Futures	4388.78	4388.78	4387.94	4388.22	297.0
2021-02-09 01:30:00	ES	Futures	4388.5	4388.5	4386.82	4387.38	436.0
2021-02-09 01:35:00	ES	Futures	4387.38	4387.94	4387.1	4387.94	145.0
2021-02-09 01:40:00	ES	Futures	4387.66	4388.5	4387.66	4388.22	271.0
2021-02-09 01:45:00	ES	Futures	4388.5	4388.5	4387.38	4387.94	219.0
2021-02-09 01:50:00	ES	Futures	4387.66	4388.22	4386.53	4386.82	422.0
2021-02-09 01:55:00	ES	Futures	4386.53	4386.82	4385.69	4385.97	703.0
2021-02-09 02:00:00	ES	Futures	4385.69	4385.69	4384.29	4385.13	1167.0
2021-02-09 02:05:00	ES	Futures	4385.13	4385.41	4384.29	4384.85	386.0
2021-02-09 02:10:00	ES	Futures	4384.57	4385.97	4384.57	4384.85	508.0
2021-02-09 02:15:00	ES	Futures	4384.85	4386.53	4384.85	4385.69	573.0
2021-02-09 02:20:00	ES	Futures	4385.97	4386.25	4384.85	4385.13	630.0
2021-02-09 02:25:00	ES	Futures	4385.13	4385.69	4385.13	4385.41	234.0
2021-02-09 02:30:00	ES	Futures	4385.69	4387.1	4385.13	4386.82	438.0
2021-02-09 02:35:00	ES	Futures	4386.53	4387.1	4385.97	4386.25	391.0
2021-02-09 02:40:00	ES	Futures	4385.97	4387.38	4385.97	4386.82	235.0
2021-02-09 02:45:00	ES	Futures	4387.1	4387.38	4386.25	4387.1	416.0
2021-02-09 02:50:00	ES	Futures	4387.1	4387.94	4386.82	4387.94	572.0
2021-02-09 02:55:00	ES	Futures	4387.66	4388.5	4387.38	4388.22	536.0
2021-02-09 03:00:00	ES	Futures	4388.22	4388.5	4385.13	4385.41	2318.0
2021-02-09 03:05:00	ES	Futures	4385.41	4386.25	4384.29	4386.25	1667.0
2021-02-09 03:10:00	ES	Futures	4386.25	4387.1	4385.41	4385.97	1118.0
2021-02-09 03:15:00	ES	Futures	4385.97	4387.94	4385.69	4387.38	799.0
2021-02-09 03:20:00	ES	Futures	4387.1	4387.38	4385.69	4385.97	1092.0
2021-02-09 03:25:00	ES	Futures	4385.97	4387.38	4385.69	4386.53	732.0
2021-02-09 03:30:00	ES	Futures	4386.53	4387.94	4385.69	4387.38	900.0
2021-02-09 03:35:00	ES	Futures	4387.1	4387.94	4386.53	4387.38	596.0
2021-02-09 03:40:00	ES	Futures	4387.38	4387.94	4386.82	4387.94	719.0
2021-02-09 03:45:00	ES	Futures	4387.94	4389.9	4387.94	4388.5	1333.0
2021-02-09 03:50:00	ES	Futures	4388.5	4388.5	4385.41	4386.25	1524.0
2021-02-09 03:55:00	ES	Futures	4386.53	4386.82	4385.41	4385.97	729.0
2021-02-09 04:00:00	ES	Futures	4385.97	4386.53	4384.85	4385.13	1127.0
2021-02-09 04:05:00	ES	Futures	4385.13	4385.41	4382.32	4382.61	1869.0

> showing 50 of 18,548 rows — these rows as CSV

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