PREVIEW / futures_5min / 2021-02-12

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-12.parquet
  size:    258 KB
  rows:    14,512

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
2021-02-12 00:00:00	ES	Futures	4382.61	4383.17	4382.32	4383.17	186.0
2021-02-12 00:05:00	ES	Futures	4383.17	4384.57	4383.17	4384.29	258.0
2021-02-12 00:10:00	ES	Futures	4384.29	4384.85	4383.45	4384.57	226.0
2021-02-12 00:15:00	ES	Futures	4384.57	4384.85	4384.29	4384.57	148.0
2021-02-12 00:20:00	ES	Futures	4384.57	4385.41	4384.57	4385.41	193.0
2021-02-12 00:25:00	ES	Futures	4385.41	4385.69	4385.13	4385.41	85.0
2021-02-12 00:30:00	ES	Futures	4385.41	4387.1	4385.41	4386.25	464.0
2021-02-12 00:35:00	ES	Futures	4386.53	4387.1	4386.25	4386.53	114.0
2021-02-12 00:40:00	ES	Futures	4386.53	4386.53	4385.69	4386.25	139.0
2021-02-12 00:45:00	ES	Futures	4386.25	4386.25	4385.97	4386.25	136.0
2021-02-12 00:50:00	ES	Futures	4385.97	4386.25	4385.97	4386.25	141.0
2021-02-12 00:55:00	ES	Futures	4386.25	4386.82	4386.25	4386.82	284.0
2021-02-12 01:00:00	ES	Futures	4386.82	4387.1	4384.85	4384.85	383.0
2021-02-12 01:05:00	ES	Futures	4384.57	4384.57	4383.73	4384.29	293.0
2021-02-12 01:10:00	ES	Futures	4384.01	4384.57	4382.32	4382.61	521.0
2021-02-12 01:15:00	ES	Futures	4382.61	4383.45	4382.32	4382.89	275.0
2021-02-12 01:20:00	ES	Futures	4382.89	4384.01	4382.32	4384.01	279.0
2021-02-12 01:25:00	ES	Futures	4383.73	4384.01	4382.89	4383.45	189.0
2021-02-12 01:30:00	ES	Futures	4383.73	4384.01	4382.61	4382.89	196.0
2021-02-12 01:35:00	ES	Futures	4382.61	4383.17	4382.32	4383.17	77.0
2021-02-12 01:40:00	ES	Futures	4382.89	4382.89	4382.04	4382.61	339.0
2021-02-12 01:45:00	ES	Futures	4382.32	4383.45	4382.04	4382.89	354.0
2021-02-12 01:50:00	ES	Futures	4382.89	4383.17	4382.61	4382.89	96.0
2021-02-12 01:55:00	ES	Futures	4382.89	4383.45	4382.61	4383.45	231.0
2021-02-12 02:00:00	ES	Futures	4383.45	4383.45	4380.92	4381.2	645.0
2021-02-12 02:05:00	ES	Futures	4380.92	4383.45	4380.92	4382.32	524.0
2021-02-12 02:10:00	ES	Futures	4382.32	4382.32	4380.64	4381.76	584.0
2021-02-12 02:15:00	ES	Futures	4381.76	4382.32	4381.48	4382.04	335.0
2021-02-12 02:20:00	ES	Futures	4382.04	4382.61	4382.04	4382.32	233.0
2021-02-12 02:25:00	ES	Futures	4382.61	4383.17	4382.32	4383.17	184.0
2021-02-12 02:30:00	ES	Futures	4383.45	4383.45	4382.04	4382.32	274.0
2021-02-12 02:35:00	ES	Futures	4382.61	4384.01	4382.32	4383.45	329.0
2021-02-12 02:40:00	ES	Futures	4383.17	4383.45	4382.04	4382.32	250.0
2021-02-12 02:45:00	ES	Futures	4382.32	4382.61	4381.48	4382.32	353.0
2021-02-12 02:50:00	ES	Futures	4381.76	4382.32	4380.92	4381.2	449.0
2021-02-12 02:55:00	ES	Futures	4381.2	4381.48	4380.36	4381.48	783.0
2021-02-12 03:00:00	ES	Futures	4381.76	4382.89	4378.11	4379.8	2755.0
2021-02-12 03:05:00	ES	Futures	4379.8	4382.89	4377.83	4382.89	1349.0
2021-02-12 03:10:00	ES	Futures	4382.89	4384.29	4381.2	4383.17	903.0
2021-02-12 03:15:00	ES	Futures	4382.89	4385.41	4382.32	4384.57	1178.0
2021-02-12 03:20:00	ES	Futures	4384.85	4385.13	4382.04	4382.89	1178.0
2021-02-12 03:25:00	ES	Futures	4382.89	4383.17	4380.64	4381.2	830.0
2021-02-12 03:30:00	ES	Futures	4380.92	4380.92	4375.03	4377.27	2965.0
2021-02-12 03:35:00	ES	Futures	4376.99	4378.11	4374.47	4376.71	1790.0
2021-02-12 03:40:00	ES	Futures	4376.43	4376.71	4371.94	4372.78	2932.0
2021-02-12 03:45:00	ES	Futures	4372.5	4373.34	4368.29	4368.29	2966.0
2021-02-12 03:50:00	ES	Futures	4368.29	4374.75	4367.45	4374.19	3111.0
2021-02-12 03:55:00	ES	Futures	4374.47	4375.31	4373.34	4374.19	1368.0
2021-02-12 04:00:00	ES	Futures	4373.9	4377.55	4373.62	4376.99	1783.0
2021-02-12 04:05:00	ES	Futures	4376.71	4377.27	4376.15	4376.43	1072.0

> showing 50 of 14,512 rows — these rows as CSV

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