PREVIEW / futures_5min / 2021-02-15

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-15.parquet
  size:    209 KB
  rows:    13,673

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
2021-02-15 00:00:00	ES	Futures	4430.04	4430.6	4429.76	4430.32	131.0
2021-02-15 00:05:00	ES	Futures	4430.32	4430.88	4429.2	4429.48	462.0
2021-02-15 00:10:00	ES	Futures	4429.48	4430.32	4429.48	4429.76	84.0
2021-02-15 00:15:00	ES	Futures	4429.76	4430.04	4429.2	4429.76	258.0
2021-02-15 00:20:00	ES	Futures	4430.04	4430.88	4429.76	4430.04	223.0
2021-02-15 00:25:00	ES	Futures	4430.04	4430.04	4428.92	4429.76	263.0
2021-02-15 00:30:00	ES	Futures	4429.76	4429.76	4428.63	4429.48	238.0
2021-02-15 00:35:00	ES	Futures	4429.2	4429.76	4429.2	4429.48	108.0
2021-02-15 00:40:00	ES	Futures	4429.48	4430.6	4429.48	4430.32	234.0
2021-02-15 00:45:00	ES	Futures	4430.32	4431.16	4430.32	4431.16	344.0
2021-02-15 00:50:00	ES	Futures	4430.88	4431.72	4430.6	4430.6	324.0
2021-02-15 00:55:00	ES	Futures	4430.6	4431.16	4430.32	4430.32	234.0
2021-02-15 01:00:00	ES	Futures	4430.6	4432.0	4430.32	4432.0	504.0
2021-02-15 01:05:00	ES	Futures	4432.0	4433.69	4432.0	4432.84	986.0
2021-02-15 01:10:00	ES	Futures	4432.84	4433.41	4432.28	4432.56	290.0
2021-02-15 01:15:00	ES	Futures	4432.56	4433.41	4432.56	4432.84	171.0
2021-02-15 01:20:00	ES	Futures	4433.13	4433.13	4432.56	4432.84	96.0
2021-02-15 01:25:00	ES	Futures	4433.13	4433.13	4431.16	4431.44	317.0
2021-02-15 01:30:00	ES	Futures	4431.72	4432.0	4430.04	4430.6	443.0
2021-02-15 01:35:00	ES	Futures	4430.6	4431.44	4430.32	4431.16	327.0
2021-02-15 01:40:00	ES	Futures	4430.88	4430.88	4430.6	4430.88	163.0
2021-02-15 01:45:00	ES	Futures	4430.88	4431.72	4430.04	4430.32	328.0
2021-02-15 01:50:00	ES	Futures	4430.32	4430.32	4428.92	4429.2	446.0
2021-02-15 01:55:00	ES	Futures	4429.2	4430.04	4429.2	4429.48	319.0
2021-02-15 02:00:00	ES	Futures	4429.48	4430.32	4429.2	4430.04	269.0
2021-02-15 02:05:00	ES	Futures	4429.76	4430.6	4428.63	4430.04	443.0
2021-02-15 02:10:00	ES	Futures	4430.04	4430.6	4429.48	4429.76	271.0
2021-02-15 02:15:00	ES	Futures	4429.48	4430.04	4429.2	4429.76	149.0
2021-02-15 02:20:00	ES	Futures	4430.04	4430.04	4429.2	4430.04	267.0
2021-02-15 02:25:00	ES	Futures	4429.76	4430.88	4429.76	4430.88	243.0
2021-02-15 02:30:00	ES	Futures	4430.88	4431.44	4429.76	4429.76	525.0
2021-02-15 02:35:00	ES	Futures	4430.04	4430.32	4429.2	4429.48	309.0
2021-02-15 02:40:00	ES	Futures	4429.48	4429.76	4428.63	4428.63	421.0
2021-02-15 02:45:00	ES	Futures	4428.63	4430.04	4428.35	4430.04	655.0
2021-02-15 02:50:00	ES	Futures	4430.04	4430.32	4429.48	4430.04	546.0
2021-02-15 02:55:00	ES	Futures	4429.76	4431.16	4429.48	4430.04	962.0
2021-02-15 03:00:00	ES	Futures	4430.04	4430.32	4428.35	4429.2	2195.0
2021-02-15 03:05:00	ES	Futures	4429.2	4429.48	4427.23	4428.07	1481.0
2021-02-15 03:10:00	ES	Futures	4428.07	4429.2	4428.07	4428.35	1109.0
2021-02-15 03:15:00	ES	Futures	4428.35	4429.2	4426.95	4427.23	1149.0
2021-02-15 03:20:00	ES	Futures	4427.51	4429.76	4427.23	4429.76	620.0
2021-02-15 03:25:00	ES	Futures	4429.76	4429.76	4427.79	4428.35	784.0
2021-02-15 03:30:00	ES	Futures	4428.35	4428.92	4427.79	4428.35	583.0
2021-02-15 03:35:00	ES	Futures	4428.63	4429.2	4428.07	4428.35	696.0
2021-02-15 03:40:00	ES	Futures	4428.63	4429.48	4428.35	4429.2	396.0
2021-02-15 03:45:00	ES	Futures	4429.2	4430.6	4429.2	4430.32	598.0
2021-02-15 03:50:00	ES	Futures	4430.32	4430.88	4430.04	4430.88	452.0
2021-02-15 03:55:00	ES	Futures	4430.88	4432.56	4430.88	4432.28	1027.0
2021-02-15 04:00:00	ES	Futures	4432.28	4432.56	4431.16	4431.16	683.0
2021-02-15 04:05:00	ES	Futures	4431.16	4431.44	4430.88	4431.16	401.0

> showing 50 of 13,673 rows — these rows as CSV

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