PREVIEW / futures_5min / 2021-02-22

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-22.parquet
  size:    332 KB
  rows:    18,560

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
2021-02-22 00:00:00	ES	Futures	4373.9	4375.87	4372.78	4373.06	1040.0
2021-02-22 00:05:00	ES	Futures	4373.34	4374.19	4371.66	4372.22	728.0
2021-02-22 00:10:00	ES	Futures	4372.22	4373.34	4371.1	4371.1	940.0
2021-02-22 00:15:00	ES	Futures	4371.1	4371.66	4368.85	4371.38	1184.0
2021-02-22 00:20:00	ES	Futures	4371.1	4374.75	4370.54	4374.19	988.0
2021-02-22 00:25:00	ES	Futures	4374.47	4374.47	4371.38	4374.19	787.0
2021-02-22 00:30:00	ES	Futures	4374.19	4376.71	4373.9	4374.75	1165.0
2021-02-22 00:35:00	ES	Futures	4375.03	4375.59	4373.06	4373.34	632.0
2021-02-22 00:40:00	ES	Futures	4373.34	4374.19	4371.1	4371.1	633.0
2021-02-22 00:45:00	ES	Futures	4371.1	4372.78	4370.26	4370.26	553.0
2021-02-22 00:50:00	ES	Futures	4370.54	4370.82	4369.41	4370.26	671.0
2021-02-22 00:55:00	ES	Futures	4370.26	4370.82	4368.85	4368.85	828.0
2021-02-22 01:00:00	ES	Futures	4369.13	4370.26	4366.89	4368.57	1410.0
2021-02-22 01:05:00	ES	Futures	4368.85	4368.85	4366.89	4367.45	754.0
2021-02-22 01:10:00	ES	Futures	4367.45	4369.98	4367.17	4367.73	703.0
2021-02-22 01:15:00	ES	Futures	4367.73	4369.69	4367.45	4369.13	700.0
2021-02-22 01:20:00	ES	Futures	4369.13	4369.69	4367.73	4368.29	277.0
2021-02-22 01:25:00	ES	Futures	4368.57	4369.69	4367.73	4368.85	423.0
2021-02-22 01:30:00	ES	Futures	4368.57	4371.66	4368.57	4370.26	753.0
2021-02-22 01:35:00	ES	Futures	4370.26	4371.94	4369.13	4371.38	744.0
2021-02-22 01:40:00	ES	Futures	4371.38	4373.06	4371.1	4372.78	527.0
2021-02-22 01:45:00	ES	Futures	4372.78	4373.9	4371.94	4373.9	739.0
2021-02-22 01:50:00	ES	Futures	4373.9	4373.9	4371.94	4372.5	359.0
2021-02-22 01:55:00	ES	Futures	4372.22	4372.78	4371.66	4372.22	499.0
2021-02-22 02:00:00	ES	Futures	4371.94	4373.06	4367.73	4368.29	1881.0
2021-02-22 02:05:00	ES	Futures	4368.01	4368.57	4357.91	4358.47	6920.0
2021-02-22 02:10:00	ES	Futures	4358.19	4360.43	4357.35	4360.15	3190.0
2021-02-22 02:15:00	ES	Futures	4360.43	4360.43	4351.73	4352.29	5540.0
2021-02-22 02:20:00	ES	Futures	4352.57	4353.98	4348.93	4352.57	5446.0
2021-02-22 02:25:00	ES	Futures	4352.85	4353.14	4349.49	4351.73	2326.0
2021-02-22 02:30:00	ES	Futures	4351.73	4353.42	4349.49	4352.57	2751.0
2021-02-22 02:35:00	ES	Futures	4352.57	4355.1	4351.45	4352.57	1727.0
2021-02-22 02:40:00	ES	Futures	4352.57	4354.26	4349.77	4353.7	1900.0
2021-02-22 02:45:00	ES	Futures	4353.7	4353.7	4347.52	4349.77	3930.0
2021-02-22 02:50:00	ES	Futures	4350.05	4351.73	4347.24	4350.89	2405.0
2021-02-22 02:55:00	ES	Futures	4350.89	4353.42	4350.05	4352.57	1392.0
2021-02-22 03:00:00	ES	Futures	4352.29	4353.14	4345.28	4348.64	9102.0
2021-02-22 03:05:00	ES	Futures	4348.93	4354.26	4345.28	4353.98	5099.0
2021-02-22 03:10:00	ES	Futures	4353.98	4354.26	4346.68	4347.8	3842.0
2021-02-22 03:15:00	ES	Futures	4347.8	4348.93	4342.75	4344.72	5271.0
2021-02-22 03:20:00	ES	Futures	4344.15	4345.84	4341.63	4341.91	6778.0
2021-02-22 03:25:00	ES	Futures	4341.63	4346.12	4339.94	4340.51	5153.0
2021-02-22 03:30:00	ES	Futures	4340.51	4342.47	4339.1	4341.91	4564.0
2021-02-22 03:35:00	ES	Futures	4341.63	4345.56	4339.94	4345.28	2891.0
2021-02-22 03:40:00	ES	Futures	4345.28	4345.28	4337.98	4339.66	4107.0
2021-02-22 03:45:00	ES	Futures	4339.66	4340.79	4336.01	4338.54	4230.0
2021-02-22 03:50:00	ES	Futures	4338.26	4339.66	4334.89	4338.82	4256.0
2021-02-22 03:55:00	ES	Futures	4338.54	4340.79	4334.89	4340.22	3976.0
2021-02-22 04:00:00	ES	Futures	4340.22	4344.43	4340.22	4344.15	5185.0
2021-02-22 04:05:00	ES	Futures	4343.87	4345.56	4338.82	4344.15	3879.0

> showing 50 of 18,560 rows — these rows as CSV

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