PREVIEW / futures_5min / 2021-02-10

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-10.parquet
  size:    300 KB
  rows:    18,363

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
2021-02-10 00:00:00	ES	Futures	4400.01	4401.13	4399.73	4400.85	337.0
2021-02-10 00:05:00	ES	Futures	4400.85	4400.85	4400.01	4400.29	242.0
2021-02-10 00:10:00	ES	Futures	4400.29	4401.13	4400.29	4400.57	327.0
2021-02-10 00:15:00	ES	Futures	4400.57	4400.85	4400.01	4400.57	133.0
2021-02-10 00:20:00	ES	Futures	4400.57	4400.85	4400.01	4400.29	172.0
2021-02-10 00:25:00	ES	Futures	4400.29	4400.85	4400.01	4400.57	316.0
2021-02-10 00:30:00	ES	Futures	4400.85	4401.13	4399.73	4400.57	484.0
2021-02-10 00:35:00	ES	Futures	4400.57	4400.57	4400.01	4400.29	238.0
2021-02-10 00:40:00	ES	Futures	4400.29	4400.57	4400.01	4400.29	129.0
2021-02-10 00:45:00	ES	Futures	4400.29	4400.85	4400.01	4400.57	150.0
2021-02-10 00:50:00	ES	Futures	4400.57	4401.13	4400.29	4400.57	184.0
2021-02-10 00:55:00	ES	Futures	4400.85	4401.13	4399.73	4400.01	459.0
2021-02-10 01:00:00	ES	Futures	4400.29	4402.25	4400.01	4401.69	650.0
2021-02-10 01:05:00	ES	Futures	4401.69	4402.25	4401.69	4402.25	275.0
2021-02-10 01:10:00	ES	Futures	4402.25	4402.53	4400.57	4400.57	652.0
2021-02-10 01:15:00	ES	Futures	4400.85	4400.85	4399.73	4400.01	914.0
2021-02-10 01:20:00	ES	Futures	4400.01	4400.57	4400.01	4400.01	405.0
2021-02-10 01:25:00	ES	Futures	4400.01	4400.29	4399.16	4399.45	430.0
2021-02-10 01:30:00	ES	Futures	4399.45	4399.73	4398.32	4398.32	450.0
2021-02-10 01:35:00	ES	Futures	4398.32	4399.45	4398.32	4399.16	289.0
2021-02-10 01:40:00	ES	Futures	4398.88	4399.45	4398.6	4399.16	163.0
2021-02-10 01:45:00	ES	Futures	4398.88	4398.88	4398.04	4398.6	427.0
2021-02-10 01:50:00	ES	Futures	4398.6	4399.16	4398.6	4399.16	183.0
2021-02-10 01:55:00	ES	Futures	4399.16	4399.45	4398.32	4398.6	276.0
2021-02-10 02:00:00	ES	Futures	4398.88	4399.16	4396.36	4396.92	1038.0
2021-02-10 02:05:00	ES	Futures	4396.92	4397.76	4396.36	4397.76	560.0
2021-02-10 02:10:00	ES	Futures	4397.76	4397.76	4397.2	4397.48	314.0
2021-02-10 02:15:00	ES	Futures	4397.48	4398.88	4397.48	4398.6	425.0
2021-02-10 02:20:00	ES	Futures	4398.6	4399.73	4398.32	4399.16	468.0
2021-02-10 02:25:00	ES	Futures	4399.45	4400.57	4399.16	4400.29	574.0
2021-02-10 02:30:00	ES	Futures	4400.29	4402.25	4400.01	4401.69	672.0
2021-02-10 02:35:00	ES	Futures	4401.69	4404.78	4401.69	4404.5	2192.0
2021-02-10 02:40:00	ES	Futures	4404.5	4405.06	4403.94	4404.5	869.0
2021-02-10 02:45:00	ES	Futures	4404.78	4405.34	4403.94	4405.06	1178.0
2021-02-10 02:50:00	ES	Futures	4405.34	4405.34	4402.81	4403.09	978.0
2021-02-10 02:55:00	ES	Futures	4403.09	4403.37	4401.69	4402.25	836.0
2021-02-10 03:00:00	ES	Futures	4402.25	4402.81	4398.88	4400.29	2744.0
2021-02-10 03:05:00	ES	Futures	4400.29	4401.13	4399.45	4399.45	1652.0
2021-02-10 03:10:00	ES	Futures	4399.45	4399.45	4395.8	4398.88	2283.0
2021-02-10 03:15:00	ES	Futures	4398.88	4400.29	4398.04	4399.16	1216.0
2021-02-10 03:20:00	ES	Futures	4399.16	4402.53	4398.88	4401.69	1531.0
2021-02-10 03:25:00	ES	Futures	4401.69	4401.69	4398.04	4399.16	1329.0
2021-02-10 03:30:00	ES	Futures	4399.16	4399.16	4395.8	4396.92	2042.0
2021-02-10 03:35:00	ES	Futures	4396.92	4398.6	4396.92	4397.76	1238.0
2021-02-10 03:40:00	ES	Futures	4397.76	4398.32	4396.64	4397.48	1046.0
2021-02-10 03:45:00	ES	Futures	4397.48	4399.73	4396.36	4399.73	614.0
2021-02-10 03:50:00	ES	Futures	4399.45	4401.13	4398.32	4400.57	918.0
2021-02-10 03:55:00	ES	Futures	4400.85	4402.25	4400.57	4401.69	902.0
2021-02-10 04:00:00	ES	Futures	4401.41	4401.69	4400.01	4400.29	1050.0
2021-02-10 04:05:00	ES	Futures	4400.29	4401.69	4400.01	4400.85	812.0

> showing 50 of 18,363 rows — these rows as CSV

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