PREVIEW / futures_5min / 2021-02-26

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-26.parquet
  size:    318 KB
  rows:    15,826

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
2021-02-26 00:00:00	ES	Futures	4284.37	4286.06	4280.16	4282.41	1898.0
2021-02-26 00:05:00	ES	Futures	4282.69	4284.37	4280.16	4283.25	1035.0
2021-02-26 00:10:00	ES	Futures	4283.53	4284.09	4277.92	4279.04	1229.0
2021-02-26 00:15:00	ES	Futures	4279.04	4279.88	4277.36	4278.2	1050.0
2021-02-26 00:20:00	ES	Futures	4278.2	4281.29	4277.64	4281.0	948.0
2021-02-26 00:25:00	ES	Futures	4280.44	4280.72	4277.64	4278.76	1060.0
2021-02-26 00:30:00	ES	Futures	4278.76	4278.76	4271.74	4273.15	3028.0
2021-02-26 00:35:00	ES	Futures	4273.43	4275.95	4271.74	4275.67	1421.0
2021-02-26 00:40:00	ES	Futures	4275.39	4282.97	4274.55	4282.97	2155.0
2021-02-26 00:45:00	ES	Futures	4282.69	4282.97	4275.67	4275.67	1741.0
2021-02-26 00:50:00	ES	Futures	4275.39	4277.92	4272.3	4273.43	1135.0
2021-02-26 00:55:00	ES	Futures	4273.43	4276.23	4272.58	4273.43	1219.0
2021-02-26 01:00:00	ES	Futures	4273.43	4284.65	4272.87	4283.81	2242.0
2021-02-26 01:05:00	ES	Futures	4283.53	4289.14	4282.41	4287.46	3066.0
2021-02-26 01:10:00	ES	Futures	4287.74	4291.39	4287.74	4289.99	1346.0
2021-02-26 01:15:00	ES	Futures	4289.71	4291.67	4287.74	4290.83	1046.0
2021-02-26 01:20:00	ES	Futures	4291.11	4291.39	4286.9	4290.83	936.0
2021-02-26 01:25:00	ES	Futures	4291.39	4293.63	4289.99	4292.23	957.0
2021-02-26 01:30:00	ES	Futures	4291.95	4294.2	4285.78	4286.62	1455.0
2021-02-26 01:35:00	ES	Futures	4286.62	4286.9	4279.32	4282.13	1991.0
2021-02-26 01:40:00	ES	Futures	4282.13	4285.5	4280.16	4282.69	1051.0
2021-02-26 01:45:00	ES	Futures	4282.69	4284.65	4279.88	4284.09	979.0
2021-02-26 01:50:00	ES	Futures	4284.37	4287.46	4277.64	4278.76	2061.0
2021-02-26 01:55:00	ES	Futures	4278.76	4281.29	4275.11	4276.51	1320.0
2021-02-26 02:00:00	ES	Futures	4276.51	4286.34	4275.95	4276.51	2745.0
2021-02-26 02:05:00	ES	Futures	4276.51	4277.36	4272.02	4273.15	2836.0
2021-02-26 02:10:00	ES	Futures	4273.15	4275.95	4267.81	4275.11	3935.0
2021-02-26 02:15:00	ES	Futures	4275.11	4275.95	4268.66	4272.58	2609.0
2021-02-26 02:20:00	ES	Futures	4272.87	4278.48	4272.87	4275.95	1722.0
2021-02-26 02:25:00	ES	Futures	4275.95	4283.81	4275.95	4282.97	2542.0
2021-02-26 02:30:00	ES	Futures	4282.69	4285.21	4280.16	4281.85	2166.0
2021-02-26 02:35:00	ES	Futures	4281.85	4284.37	4279.04	4280.44	1669.0
2021-02-26 02:40:00	ES	Futures	4280.72	4284.09	4279.04	4281.0	1230.0
2021-02-26 02:45:00	ES	Futures	4281.29	4284.65	4279.88	4281.57	2729.0
2021-02-26 02:50:00	ES	Futures	4281.85	4289.99	4281.29	4288.02	2790.0
2021-02-26 02:55:00	ES	Futures	4287.74	4292.51	4285.21	4285.78	3053.0
2021-02-26 03:00:00	ES	Futures	4285.78	4288.86	4279.88	4283.25	5855.0
2021-02-26 03:05:00	ES	Futures	4283.25	4291.39	4280.44	4287.18	4601.0
2021-02-26 03:10:00	ES	Futures	4287.46	4294.2	4286.34	4293.07	4476.0
2021-02-26 03:15:00	ES	Futures	4292.79	4297.56	4288.02	4297.56	4438.0
2021-02-26 03:20:00	ES	Futures	4297.56	4302.9	4296.44	4302.05	4481.0
2021-02-26 03:25:00	ES	Futures	4301.77	4306.55	4301.49	4305.42	4329.0
2021-02-26 03:30:00	ES	Futures	4305.7	4310.19	4304.02	4310.19	4964.0
2021-02-26 03:35:00	ES	Futures	4310.47	4316.65	4309.63	4315.25	7139.0
2021-02-26 03:40:00	ES	Futures	4314.97	4319.46	4312.72	4318.89	6193.0
2021-02-26 03:45:00	ES	Futures	4318.61	4319.46	4314.68	4316.93	4341.0
2021-02-26 03:50:00	ES	Futures	4316.65	4319.46	4315.25	4316.37	5775.0
2021-02-26 03:55:00	ES	Futures	4316.37	4318.05	4313.84	4315.81	4024.0
2021-02-26 04:00:00	ES	Futures	4315.53	4315.81	4305.98	4306.26	5734.0
2021-02-26 04:05:00	ES	Futures	4306.26	4311.88	4305.98	4311.6	2488.0

> showing 50 of 15,826 rows — these rows as CSV

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