PREVIEW / futures_5min / 2021-02-19

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-19.parquet
  size:    280 KB
  rows:    15,125

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
2021-02-19 00:00:00	ES	Futures	4375.31	4378.68	4375.31	4376.99	828.0
2021-02-19 00:05:00	ES	Futures	4376.99	4378.96	4376.15	4378.4	499.0
2021-02-19 00:10:00	ES	Futures	4378.4	4381.48	4378.4	4381.2	1505.0
2021-02-19 00:15:00	ES	Futures	4381.2	4381.2	4379.52	4379.52	477.0
2021-02-19 00:20:00	ES	Futures	4379.52	4380.36	4379.24	4380.36	515.0
2021-02-19 00:25:00	ES	Futures	4380.36	4380.36	4378.68	4378.68	426.0
2021-02-19 00:30:00	ES	Futures	4378.4	4380.64	4377.83	4380.36	650.0
2021-02-19 00:35:00	ES	Futures	4380.36	4382.61	4380.08	4382.04	710.0
2021-02-19 00:40:00	ES	Futures	4382.04	4382.04	4380.92	4381.76	441.0
2021-02-19 00:45:00	ES	Futures	4381.76	4382.89	4380.92	4382.89	454.0
2021-02-19 00:50:00	ES	Futures	4382.61	4383.45	4382.32	4382.89	566.0
2021-02-19 00:55:00	ES	Futures	4382.61	4383.73	4382.32	4383.17	718.0
2021-02-19 01:00:00	ES	Futures	4383.17	4383.73	4382.04	4383.45	559.0
2021-02-19 01:05:00	ES	Futures	4383.45	4384.57	4383.17	4384.01	547.0
2021-02-19 01:10:00	ES	Futures	4384.01	4384.57	4383.45	4384.29	326.0
2021-02-19 01:15:00	ES	Futures	4384.57	4387.38	4384.57	4386.82	1530.0
2021-02-19 01:20:00	ES	Futures	4386.82	4386.82	4385.69	4386.25	725.0
2021-02-19 01:25:00	ES	Futures	4386.25	4386.53	4384.29	4385.69	506.0
2021-02-19 01:30:00	ES	Futures	4385.69	4385.97	4384.57	4385.13	523.0
2021-02-19 01:35:00	ES	Futures	4385.13	4385.41	4384.29	4385.13	400.0
2021-02-19 01:40:00	ES	Futures	4385.13	4385.69	4384.57	4385.69	347.0
2021-02-19 01:45:00	ES	Futures	4385.69	4387.1	4385.41	4387.1	263.0
2021-02-19 01:50:00	ES	Futures	4386.82	4387.38	4385.13	4386.53	759.0
2021-02-19 01:55:00	ES	Futures	4386.82	4387.38	4386.25	4387.1	281.0
2021-02-19 02:00:00	ES	Futures	4386.82	4387.38	4386.25	4386.25	944.0
2021-02-19 02:05:00	ES	Futures	4386.53	4387.1	4383.73	4384.29	1186.0
2021-02-19 02:10:00	ES	Futures	4384.29	4385.69	4383.73	4385.13	739.0
2021-02-19 02:15:00	ES	Futures	4385.41	4386.82	4384.85	4385.41	1007.0
2021-02-19 02:20:00	ES	Futures	4385.41	4385.69	4384.01	4384.85	624.0
2021-02-19 02:25:00	ES	Futures	4384.85	4385.13	4384.01	4384.57	685.0
2021-02-19 02:30:00	ES	Futures	4384.29	4384.57	4382.61	4383.17	1048.0
2021-02-19 02:35:00	ES	Futures	4382.89	4386.25	4382.89	4385.97	1083.0
2021-02-19 02:40:00	ES	Futures	4385.97	4387.94	4384.85	4385.97	1364.0
2021-02-19 02:45:00	ES	Futures	4385.97	4386.53	4384.29	4384.57	634.0
2021-02-19 02:50:00	ES	Futures	4384.57	4387.38	4384.29	4387.38	716.0
2021-02-19 02:55:00	ES	Futures	4387.38	4387.66	4386.53	4386.53	780.0
2021-02-19 03:00:00	ES	Futures	4386.53	4390.74	4385.41	4386.53	4295.0
2021-02-19 03:05:00	ES	Futures	4386.53	4388.78	4385.97	4387.38	2119.0
2021-02-19 03:10:00	ES	Futures	4387.66	4388.5	4386.53	4386.53	1207.0
2021-02-19 03:15:00	ES	Futures	4386.82	4389.06	4384.85	4385.97	3076.0
2021-02-19 03:20:00	ES	Futures	4385.97	4387.38	4385.13	4385.69	955.0
2021-02-19 03:25:00	ES	Futures	4385.97	4386.82	4385.41	4386.25	579.0
2021-02-19 03:30:00	ES	Futures	4386.25	4390.74	4386.25	4387.38	3465.0
2021-02-19 03:35:00	ES	Futures	4387.1	4391.03	4387.1	4389.62	2162.0
2021-02-19 03:40:00	ES	Futures	4389.62	4391.31	4385.69	4385.97	2242.0
2021-02-19 03:45:00	ES	Futures	4385.97	4385.97	4382.32	4383.45	1904.0
2021-02-19 03:50:00	ES	Futures	4383.45	4389.06	4383.45	4388.5	1841.0
2021-02-19 03:55:00	ES	Futures	4388.78	4394.11	4388.5	4393.55	3407.0
2021-02-19 04:00:00	ES	Futures	4393.27	4393.83	4389.9	4391.03	1986.0
2021-02-19 04:05:00	ES	Futures	4391.03	4392.99	4390.18	4391.87	1508.0

> showing 50 of 15,125 rows — these rows as CSV

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