PREVIEW / futures_5min / 2021-02-24

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-24.parquet
  size:    350 KB
  rows:    19,010

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
2021-02-24 00:00:00	ES	Futures	4346.4	4347.52	4343.87	4344.43	1388.0
2021-02-24 00:05:00	ES	Futures	4344.72	4344.72	4342.47	4343.31	958.0
2021-02-24 00:10:00	ES	Futures	4343.03	4343.59	4334.61	4336.01	4083.0
2021-02-24 00:15:00	ES	Futures	4336.3	4340.51	4336.01	4339.1	1903.0
2021-02-24 00:20:00	ES	Futures	4339.1	4341.63	4338.54	4339.94	1596.0
2021-02-24 00:25:00	ES	Futures	4339.94	4340.51	4336.86	4340.22	1395.0
2021-02-24 00:30:00	ES	Futures	4339.94	4340.22	4334.89	4337.42	2040.0
2021-02-24 00:35:00	ES	Futures	4337.42	4339.38	4337.14	4339.38	1582.0
2021-02-24 00:40:00	ES	Futures	4339.66	4340.22	4336.01	4338.82	1672.0
2021-02-24 00:45:00	ES	Futures	4338.54	4338.82	4334.61	4335.45	1596.0
2021-02-24 00:50:00	ES	Futures	4335.73	4338.54	4334.61	4336.01	1725.0
2021-02-24 00:55:00	ES	Futures	4335.73	4337.42	4333.77	4334.05	1705.0
2021-02-24 01:00:00	ES	Futures	4334.05	4334.89	4329.0	4331.52	3233.0
2021-02-24 01:05:00	ES	Futures	4331.24	4331.52	4327.59	4328.16	2380.0
2021-02-24 01:10:00	ES	Futures	4327.88	4329.56	4326.19	4328.44	2194.0
2021-02-24 01:15:00	ES	Futures	4328.44	4329.0	4324.23	4324.23	2771.0
2021-02-24 01:20:00	ES	Futures	4324.51	4328.44	4324.23	4328.16	1555.0
2021-02-24 01:25:00	ES	Futures	4328.16	4333.21	4326.19	4332.09	2463.0
2021-02-24 01:30:00	ES	Futures	4332.09	4334.89	4330.96	4333.21	1745.0
2021-02-24 01:35:00	ES	Futures	4333.49	4336.01	4332.65	4335.45	1497.0
2021-02-24 01:40:00	ES	Futures	4335.73	4337.7	4334.89	4337.42	1113.0
2021-02-24 01:45:00	ES	Futures	4337.42	4337.42	4333.49	4336.3	1430.0
2021-02-24 01:50:00	ES	Futures	4336.3	4337.42	4333.49	4333.49	980.0
2021-02-24 01:55:00	ES	Futures	4333.49	4334.33	4331.24	4332.09	1406.0
2021-02-24 02:00:00	ES	Futures	4332.09	4334.61	4331.8	4332.65	1344.0
2021-02-24 02:05:00	ES	Futures	4332.37	4340.22	4331.8	4339.66	3846.0
2021-02-24 02:10:00	ES	Futures	4339.94	4341.63	4338.26	4340.22	2169.0
2021-02-24 02:15:00	ES	Futures	4340.22	4342.75	4338.82	4341.91	2226.0
2021-02-24 02:20:00	ES	Futures	4341.63	4343.03	4339.66	4339.66	1999.0
2021-02-24 02:25:00	ES	Futures	4339.38	4342.75	4338.54	4340.79	1320.0
2021-02-24 02:30:00	ES	Futures	4340.51	4342.19	4339.94	4341.35	1093.0
2021-02-24 02:35:00	ES	Futures	4341.63	4344.72	4340.79	4342.19	1486.0
2021-02-24 02:40:00	ES	Futures	4342.47	4344.15	4342.19	4343.59	1001.0
2021-02-24 02:45:00	ES	Futures	4343.59	4345.28	4339.94	4341.07	1181.0
2021-02-24 02:50:00	ES	Futures	4341.07	4341.91	4338.26	4338.82	1481.0
2021-02-24 02:55:00	ES	Futures	4338.82	4343.03	4337.7	4342.19	1566.0
2021-02-24 03:00:00	ES	Futures	4341.91	4348.08	4338.54	4347.8	4046.0
2021-02-24 03:05:00	ES	Futures	4347.8	4350.33	4346.68	4349.49	3931.0
2021-02-24 03:10:00	ES	Futures	4349.21	4349.77	4341.91	4344.15	2693.0
2021-02-24 03:15:00	ES	Futures	4344.15	4350.05	4341.07	4350.05	2640.0
2021-02-24 03:20:00	ES	Futures	4350.05	4350.89	4347.24	4348.36	2894.0
2021-02-24 03:25:00	ES	Futures	4348.36	4350.33	4347.52	4348.36	1911.0
2021-02-24 03:30:00	ES	Futures	4348.36	4351.73	4348.36	4350.89	2542.0
2021-02-24 03:35:00	ES	Futures	4351.17	4351.17	4347.8	4347.8	1611.0
2021-02-24 03:40:00	ES	Futures	4348.08	4348.36	4344.15	4344.72	2032.0
2021-02-24 03:45:00	ES	Futures	4345.0	4346.4	4342.19	4343.59	1908.0
2021-02-24 03:50:00	ES	Futures	4343.59	4349.49	4343.31	4348.08	2053.0
2021-02-24 03:55:00	ES	Futures	4348.36	4353.14	4347.8	4352.01	1836.0
2021-02-24 04:00:00	ES	Futures	4352.01	4355.1	4352.01	4353.14	3787.0
2021-02-24 04:05:00	ES	Futures	4353.14	4353.7	4350.33	4350.89	2128.0

> showing 50 of 19,010 rows — these rows as CSV

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