PREVIEW / futures_5min / 2021-02-23

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-23.parquet
  size:    336 KB
  rows:    18,732

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
2021-02-23 00:00:00	ES	Futures	4371.94	4373.62	4371.66	4372.22	1270.0
2021-02-23 00:05:00	ES	Futures	4372.5	4373.9	4372.22	4372.78	719.0
2021-02-23 00:10:00	ES	Futures	4372.5	4372.78	4370.82	4371.66	771.0
2021-02-23 00:15:00	ES	Futures	4371.94	4372.22	4371.1	4371.38	598.0
2021-02-23 00:20:00	ES	Futures	4371.66	4372.22	4370.82	4371.38	350.0
2021-02-23 00:25:00	ES	Futures	4371.66	4373.62	4371.66	4372.78	640.0
2021-02-23 00:30:00	ES	Futures	4372.78	4373.06	4370.82	4372.22	586.0
2021-02-23 00:35:00	ES	Futures	4372.22	4372.78	4371.38	4372.5	356.0
2021-02-23 00:40:00	ES	Futures	4372.5	4372.5	4370.54	4370.82	602.0
2021-02-23 00:45:00	ES	Futures	4371.1	4371.94	4370.82	4371.66	317.0
2021-02-23 00:50:00	ES	Futures	4371.66	4373.34	4370.82	4371.94	781.0
2021-02-23 00:55:00	ES	Futures	4371.94	4372.78	4369.98	4370.26	700.0
2021-02-23 01:00:00	ES	Futures	4370.26	4371.66	4369.69	4369.98	717.0
2021-02-23 01:05:00	ES	Futures	4370.26	4370.26	4368.29	4368.57	591.0
2021-02-23 01:10:00	ES	Futures	4368.85	4368.85	4367.17	4367.45	696.0
2021-02-23 01:15:00	ES	Futures	4367.45	4368.01	4366.89	4367.73	693.0
2021-02-23 01:20:00	ES	Futures	4367.73	4368.29	4367.17	4367.17	463.0
2021-02-23 01:25:00	ES	Futures	4367.17	4367.17	4365.48	4366.05	805.0
2021-02-23 01:30:00	ES	Futures	4365.77	4368.29	4365.77	4368.29	497.0
2021-02-23 01:35:00	ES	Futures	4368.29	4368.29	4365.77	4365.77	545.0
2021-02-23 01:40:00	ES	Futures	4365.77	4366.33	4364.36	4365.48	1006.0
2021-02-23 01:45:00	ES	Futures	4365.48	4365.48	4363.24	4363.8	726.0
2021-02-23 01:50:00	ES	Futures	4363.8	4365.48	4363.52	4365.2	616.0
2021-02-23 01:55:00	ES	Futures	4365.2	4367.45	4364.92	4366.89	842.0
2021-02-23 02:00:00	ES	Futures	4366.89	4367.17	4364.92	4366.05	930.0
2021-02-23 02:05:00	ES	Futures	4366.05	4366.61	4363.24	4363.52	956.0
2021-02-23 02:10:00	ES	Futures	4363.24	4364.08	4362.68	4363.8	828.0
2021-02-23 02:15:00	ES	Futures	4363.8	4365.2	4362.96	4363.8	839.0
2021-02-23 02:20:00	ES	Futures	4363.8	4366.33	4363.8	4366.33	558.0
2021-02-23 02:25:00	ES	Futures	4366.05	4366.89	4364.64	4364.64	757.0
2021-02-23 02:30:00	ES	Futures	4364.64	4366.33	4363.52	4364.92	626.0
2021-02-23 02:35:00	ES	Futures	4364.64	4367.73	4364.64	4366.61	869.0
2021-02-23 02:40:00	ES	Futures	4366.89	4367.17	4365.77	4366.05	560.0
2021-02-23 02:45:00	ES	Futures	4366.33	4368.01	4365.77	4367.45	585.0
2021-02-23 02:50:00	ES	Futures	4367.73	4368.29	4367.45	4368.29	563.0
2021-02-23 02:55:00	ES	Futures	4368.29	4369.13	4367.45	4368.85	1063.0
2021-02-23 03:00:00	ES	Futures	4368.85	4369.41	4366.33	4366.61	3252.0
2021-02-23 03:05:00	ES	Futures	4366.89	4367.17	4360.15	4361.27	4454.0
2021-02-23 03:10:00	ES	Futures	4361.27	4365.48	4360.99	4365.48	2778.0
2021-02-23 03:15:00	ES	Futures	4365.2	4365.48	4359.31	4359.31	2635.0
2021-02-23 03:20:00	ES	Futures	4359.31	4362.12	4358.75	4360.71	1633.0
2021-02-23 03:25:00	ES	Futures	4360.43	4360.99	4354.26	4354.82	3293.0
2021-02-23 03:30:00	ES	Futures	4354.82	4355.1	4352.29	4353.7	3237.0
2021-02-23 03:35:00	ES	Futures	4353.42	4354.26	4351.17	4353.42	2387.0
2021-02-23 03:40:00	ES	Futures	4353.14	4357.63	4350.33	4357.35	3584.0
2021-02-23 03:45:00	ES	Futures	4357.06	4357.06	4353.42	4354.54	1962.0
2021-02-23 03:50:00	ES	Futures	4354.54	4355.94	4352.85	4353.14	1545.0
2021-02-23 03:55:00	ES	Futures	4352.85	4353.98	4351.17	4352.01	1915.0
2021-02-23 04:00:00	ES	Futures	4351.73	4352.01	4343.87	4344.43	4771.0
2021-02-23 04:05:00	ES	Futures	4344.15	4346.12	4343.03	4343.87	3121.0

> showing 50 of 18,732 rows — these rows as CSV

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