PREVIEW / futures_5min / 2021-02-21

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-21.parquet
  size:    82 KB
  rows:    3,777

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
2021-02-21 18:00:00	ES	Futures	4384.57	4391.31	4384.57	4389.06	4315.0
2021-02-21 18:05:00	ES	Futures	4389.34	4390.46	4387.1	4388.78	1070.0
2021-02-21 18:10:00	ES	Futures	4388.5	4388.78	4383.17	4384.57	1201.0
2021-02-21 18:15:00	ES	Futures	4384.57	4384.85	4375.87	4377.55	3236.0
2021-02-21 18:20:00	ES	Futures	4377.55	4378.4	4376.99	4377.83	1042.0
2021-02-21 18:25:00	ES	Futures	4377.83	4377.83	4371.66	4372.78	2539.0
2021-02-21 18:30:00	ES	Futures	4372.78	4377.83	4372.78	4376.71	1703.0
2021-02-21 18:35:00	ES	Futures	4376.71	4378.68	4375.87	4378.4	1235.0
2021-02-21 18:40:00	ES	Futures	4378.11	4378.4	4375.87	4377.27	819.0
2021-02-21 18:45:00	ES	Futures	4377.27	4382.89	4376.99	4381.76	2273.0
2021-02-21 18:50:00	ES	Futures	4381.76	4382.89	4380.92	4380.92	873.0
2021-02-21 18:55:00	ES	Futures	4380.92	4383.45	4379.52	4382.89	1151.0
2021-02-21 19:00:00	ES	Futures	4382.89	4385.13	4382.04	4384.57	1876.0
2021-02-21 19:05:00	ES	Futures	4384.57	4385.13	4381.2	4382.04	1340.0
2021-02-21 19:10:00	ES	Futures	4382.04	4385.69	4382.04	4384.85	1146.0
2021-02-21 19:15:00	ES	Futures	4384.85	4387.1	4383.73	4386.82	1272.0
2021-02-21 19:20:00	ES	Futures	4386.82	4387.1	4384.29	4385.69	1015.0
2021-02-21 19:25:00	ES	Futures	4385.69	4386.82	4383.17	4384.01	1190.0
2021-02-21 19:30:00	ES	Futures	4384.29	4388.78	4383.73	4387.38	1601.0
2021-02-21 19:35:00	ES	Futures	4387.38	4388.5	4386.53	4387.66	705.0
2021-02-21 19:40:00	ES	Futures	4387.66	4387.66	4385.97	4387.1	783.0
2021-02-21 19:45:00	ES	Futures	4387.38	4388.22	4386.25	4386.53	984.0
2021-02-21 19:50:00	ES	Futures	4386.53	4387.66	4385.69	4387.1	539.0
2021-02-21 19:55:00	ES	Futures	4386.82	4388.5	4386.82	4387.66	652.0
2021-02-21 20:00:00	ES	Futures	4387.66	4392.71	4387.38	4392.15	2189.0
2021-02-21 20:05:00	ES	Futures	4391.87	4392.43	4389.62	4390.74	1358.0
2021-02-21 20:10:00	ES	Futures	4390.74	4392.71	4389.9	4390.74	1347.0
2021-02-21 20:15:00	ES	Futures	4390.74	4393.55	4390.74	4393.27	1643.0
2021-02-21 20:20:00	ES	Futures	4393.27	4394.67	4392.71	4393.83	1512.0
2021-02-21 20:25:00	ES	Futures	4393.83	4394.11	4391.03	4392.99	1057.0
2021-02-21 20:30:00	ES	Futures	4392.71	4392.99	4388.78	4389.62	1469.0
2021-02-21 20:35:00	ES	Futures	4389.62	4390.18	4386.82	4387.66	1400.0
2021-02-21 20:40:00	ES	Futures	4387.66	4389.9	4386.53	4387.1	1289.0
2021-02-21 20:45:00	ES	Futures	4386.82	4387.66	4383.17	4384.01	1975.0
2021-02-21 20:50:00	ES	Futures	4384.01	4385.97	4380.08	4381.48	2408.0
2021-02-21 20:55:00	ES	Futures	4381.48	4384.57	4381.2	4382.89	1406.0
2021-02-21 21:00:00	ES	Futures	4382.61	4384.85	4382.04	4384.57	1500.0
2021-02-21 21:05:00	ES	Futures	4384.57	4385.13	4383.45	4384.57	836.0
2021-02-21 21:10:00	ES	Futures	4384.29	4387.38	4383.17	4386.53	1826.0
2021-02-21 21:15:00	ES	Futures	4386.53	4387.94	4386.25	4387.66	1389.0
2021-02-21 21:20:00	ES	Futures	4387.38	4387.66	4385.13	4385.41	1609.0
2021-02-21 21:25:00	ES	Futures	4385.13	4385.13	4378.68	4380.08	2955.0
2021-02-21 21:30:00	ES	Futures	4380.08	4380.64	4376.71	4377.27	1763.0
2021-02-21 21:35:00	ES	Futures	4376.99	4379.8	4376.99	4379.24	1348.0
2021-02-21 21:40:00	ES	Futures	4378.96	4379.8	4373.34	4375.03	2371.0
2021-02-21 21:45:00	ES	Futures	4375.03	4375.03	4368.29	4370.82	4536.0
2021-02-21 21:50:00	ES	Futures	4370.82	4370.82	4366.89	4368.57	3153.0
2021-02-21 21:55:00	ES	Futures	4368.29	4371.66	4368.29	4371.38	1657.0
2021-02-21 22:00:00	ES	Futures	4371.38	4371.94	4370.54	4371.38	1579.0
2021-02-21 22:05:00	ES	Futures	4371.38	4371.66	4368.29	4370.26	1239.0

> showing 50 of 3,777 rows — these rows as CSV

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