PREVIEW / futures_5min / 2021-02-16

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-16.parquet
  size:    328 KB
  rows:    18,662

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
2021-02-16 00:00:00	ES	Futures	4443.51	4444.07	4443.23	4443.23	532.0
2021-02-16 00:05:00	ES	Futures	4443.51	4443.79	4442.95	4443.23	444.0
2021-02-16 00:10:00	ES	Futures	4442.95	4443.51	4442.11	4442.11	409.0
2021-02-16 00:15:00	ES	Futures	4441.83	4442.39	4441.26	4442.39	718.0
2021-02-16 00:20:00	ES	Futures	4442.39	4442.67	4441.26	4441.26	560.0
2021-02-16 00:25:00	ES	Futures	4441.55	4442.67	4440.98	4442.39	452.0
2021-02-16 00:30:00	ES	Futures	4442.39	4442.67	4441.55	4442.11	393.0
2021-02-16 00:35:00	ES	Futures	4441.83	4441.83	4437.05	4437.9	2342.0
2021-02-16 00:40:00	ES	Futures	4437.9	4438.18	4436.21	4436.77	1968.0
2021-02-16 00:45:00	ES	Futures	4436.49	4437.05	4435.65	4436.77	1312.0
2021-02-16 00:50:00	ES	Futures	4436.77	4438.18	4436.77	4437.62	687.0
2021-02-16 00:55:00	ES	Futures	4437.62	4438.46	4436.49	4438.46	839.0
2021-02-16 01:00:00	ES	Futures	4437.9	4438.74	4437.62	4438.18	900.0
2021-02-16 01:05:00	ES	Futures	4438.46	4439.3	4437.9	4437.9	1166.0
2021-02-16 01:10:00	ES	Futures	4437.9	4440.14	4437.9	4439.86	756.0
2021-02-16 01:15:00	ES	Futures	4439.58	4440.7	4439.58	4439.86	798.0
2021-02-16 01:20:00	ES	Futures	4440.14	4440.7	4439.58	4439.86	418.0
2021-02-16 01:25:00	ES	Futures	4439.86	4440.14	4439.3	4439.58	440.0
2021-02-16 01:30:00	ES	Futures	4439.58	4440.7	4439.58	4439.86	341.0
2021-02-16 01:35:00	ES	Futures	4439.86	4440.14	4439.58	4439.86	116.0
2021-02-16 01:40:00	ES	Futures	4439.86	4440.14	4439.58	4439.86	262.0
2021-02-16 01:45:00	ES	Futures	4439.86	4440.42	4439.58	4439.58	412.0
2021-02-16 01:50:00	ES	Futures	4439.86	4440.14	4438.74	4438.74	366.0
2021-02-16 01:55:00	ES	Futures	4438.74	4439.02	4437.62	4439.02	400.0
2021-02-16 02:00:00	ES	Futures	4439.02	4440.7	4439.02	4439.3	976.0
2021-02-16 02:05:00	ES	Futures	4439.02	4439.3	4437.62	4438.18	611.0
2021-02-16 02:10:00	ES	Futures	4438.18	4438.46	4436.77	4436.77	315.0
2021-02-16 02:15:00	ES	Futures	4436.77	4437.9	4436.49	4436.77	611.0
2021-02-16 02:20:00	ES	Futures	4436.77	4437.05	4435.65	4435.93	634.0
2021-02-16 02:25:00	ES	Futures	4435.93	4436.77	4435.09	4436.49	841.0
2021-02-16 02:30:00	ES	Futures	4436.77	4437.34	4435.65	4436.21	568.0
2021-02-16 02:35:00	ES	Futures	4436.21	4437.62	4435.65	4436.77	521.0
2021-02-16 02:40:00	ES	Futures	4436.49	4437.05	4435.65	4435.65	419.0
2021-02-16 02:45:00	ES	Futures	4435.93	4436.49	4434.81	4436.49	625.0
2021-02-16 02:50:00	ES	Futures	4436.77	4437.34	4435.37	4435.65	589.0
2021-02-16 02:55:00	ES	Futures	4435.65	4436.77	4434.53	4435.93	1128.0
2021-02-16 03:00:00	ES	Futures	4435.65	4437.05	4434.53	4435.65	2379.0
2021-02-16 03:05:00	ES	Futures	4435.37	4437.34	4435.37	4435.65	1957.0
2021-02-16 03:10:00	ES	Futures	4435.65	4437.62	4434.53	4436.77	2256.0
2021-02-16 03:15:00	ES	Futures	4436.77	4437.05	4435.09	4435.37	1742.0
2021-02-16 03:20:00	ES	Futures	4435.09	4435.65	4434.53	4435.09	1134.0
2021-02-16 03:25:00	ES	Futures	4435.09	4435.93	4433.69	4435.09	1655.0
2021-02-16 03:30:00	ES	Futures	4434.81	4435.09	4432.84	4434.81	1348.0
2021-02-16 03:35:00	ES	Futures	4434.81	4435.09	4432.0	4433.69	1949.0
2021-02-16 03:40:00	ES	Futures	4433.41	4434.81	4433.13	4433.97	644.0
2021-02-16 03:45:00	ES	Futures	4433.69	4435.09	4433.13	4433.13	1219.0
2021-02-16 03:50:00	ES	Futures	4433.13	4434.53	4433.13	4433.97	863.0
2021-02-16 03:55:00	ES	Futures	4434.25	4436.21	4433.69	4435.65	1085.0
2021-02-16 04:00:00	ES	Futures	4435.65	4436.21	4434.81	4434.81	1032.0
2021-02-16 04:05:00	ES	Futures	4435.09	4435.09	4433.97	4433.97	838.0

> showing 50 of 18,662 rows — these rows as CSV

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