PREVIEW / futures_5min / 2021-02-14

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-14.parquet
  size:    68 KB
  rows:    3,447

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
2021-02-14 18:00:00	ES	Futures	4419.37	4423.3	4417.41	4422.18	3301.0
2021-02-14 18:05:00	ES	Futures	4422.46	4423.3	4421.06	4423.3	855.0
2021-02-14 18:10:00	ES	Futures	4423.3	4423.3	4421.9	4423.02	1161.0
2021-02-14 18:15:00	ES	Futures	4423.3	4423.3	4422.46	4423.02	475.0
2021-02-14 18:20:00	ES	Futures	4423.02	4423.02	4419.93	4421.62	1154.0
2021-02-14 18:25:00	ES	Futures	4421.34	4421.34	4420.21	4421.06	223.0
2021-02-14 18:30:00	ES	Futures	4421.34	4421.62	4418.53	4418.81	649.0
2021-02-14 18:35:00	ES	Futures	4418.81	4420.5	4418.81	4419.93	420.0
2021-02-14 18:40:00	ES	Futures	4420.21	4420.21	4418.25	4418.81	394.0
2021-02-14 18:45:00	ES	Futures	4419.09	4421.9	4418.81	4420.5	606.0
2021-02-14 18:50:00	ES	Futures	4420.21	4420.78	4419.37	4419.93	250.0
2021-02-14 18:55:00	ES	Futures	4420.5	4420.78	4419.09	4419.37	210.0
2021-02-14 19:00:00	ES	Futures	4419.37	4422.46	4418.53	4422.18	931.0
2021-02-14 19:05:00	ES	Futures	4422.18	4423.3	4421.34	4422.74	1376.0
2021-02-14 19:10:00	ES	Futures	4422.74	4423.02	4421.62	4422.46	620.0
2021-02-14 19:15:00	ES	Futures	4422.46	4426.95	4422.46	4426.67	1881.0
2021-02-14 19:20:00	ES	Futures	4426.67	4430.6	4426.39	4429.48	2000.0
2021-02-14 19:25:00	ES	Futures	4429.76	4430.04	4426.95	4428.35	1783.0
2021-02-14 19:30:00	ES	Futures	4428.35	4428.92	4427.23	4428.07	563.0
2021-02-14 19:35:00	ES	Futures	4427.79	4429.2	4427.23	4428.07	613.0
2021-02-14 19:40:00	ES	Futures	4427.79	4428.92	4426.67	4428.92	756.0
2021-02-14 19:45:00	ES	Futures	4428.92	4429.76	4427.23	4427.23	621.0
2021-02-14 19:50:00	ES	Futures	4427.23	4428.35	4426.95	4427.79	283.0
2021-02-14 19:55:00	ES	Futures	4427.79	4428.07	4426.95	4427.51	218.0
2021-02-14 20:00:00	ES	Futures	4427.23	4429.76	4427.23	4428.35	552.0
2021-02-14 20:05:00	ES	Futures	4428.35	4428.92	4426.67	4426.95	385.0
2021-02-14 20:10:00	ES	Futures	4427.23	4427.79	4426.95	4427.79	373.0
2021-02-14 20:15:00	ES	Futures	4427.51	4427.51	4426.11	4426.67	389.0
2021-02-14 20:20:00	ES	Futures	4426.95	4427.51	4426.11	4426.11	397.0
2021-02-14 20:25:00	ES	Futures	4426.11	4426.67	4426.11	4426.39	146.0
2021-02-14 20:30:00	ES	Futures	4426.67	4428.35	4426.11	4428.07	463.0
2021-02-14 20:35:00	ES	Futures	4428.35	4428.35	4426.67	4426.95	559.0
2021-02-14 20:40:00	ES	Futures	4426.95	4427.23	4425.27	4426.67	633.0
2021-02-14 20:45:00	ES	Futures	4426.67	4428.07	4426.39	4426.95	315.0
2021-02-14 20:50:00	ES	Futures	4426.95	4428.35	4426.67	4427.23	230.0
2021-02-14 20:55:00	ES	Futures	4427.51	4428.35	4426.95	4427.79	267.0
2021-02-14 21:00:00	ES	Futures	4427.79	4429.76	4427.79	4429.2	498.0
2021-02-14 21:05:00	ES	Futures	4428.92	4430.04	4428.92	4429.76	314.0
2021-02-14 21:10:00	ES	Futures	4429.76	4429.76	4428.92	4429.76	192.0
2021-02-14 21:15:00	ES	Futures	4429.76	4430.32	4428.92	4429.48	268.0
2021-02-14 21:20:00	ES	Futures	4429.76	4431.16	4429.48	4430.6	577.0
2021-02-14 21:25:00	ES	Futures	4430.88	4430.88	4428.92	4429.2	589.0
2021-02-14 21:30:00	ES	Futures	4428.92	4429.48	4428.63	4428.92	218.0
2021-02-14 21:35:00	ES	Futures	4428.92	4428.92	4428.07	4428.35	309.0
2021-02-14 21:40:00	ES	Futures	4428.63	4428.92	4428.07	4428.07	305.0
2021-02-14 21:45:00	ES	Futures	4427.79	4429.2	4427.79	4428.92	215.0
2021-02-14 21:50:00	ES	Futures	4429.2	4429.2	4428.63	4428.92	96.0
2021-02-14 21:55:00	ES	Futures	4428.92	4428.92	4428.35	4428.63	208.0
2021-02-14 22:00:00	ES	Futures	4428.63	4428.92	4428.07	4428.07	273.0
2021-02-14 22:05:00	ES	Futures	4428.07	4428.35	4427.51	4427.79	307.0

> showing 50 of 3,447 rows — these rows as CSV

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