PREVIEW / futures_5min / 2021-02-28

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-28.parquet
  size:    79 KB
  rows:    3,700

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
2021-02-28 18:00:00	ES	Futures	4285.5	4293.07	4280.16	4289.14	8295.0
2021-02-28 18:05:00	ES	Futures	4289.42	4294.2	4289.42	4290.55	2836.0
2021-02-28 18:10:00	ES	Futures	4290.55	4292.79	4285.78	4286.9	2125.0
2021-02-28 18:15:00	ES	Futures	4286.9	4291.95	4282.69	4289.99	2685.0
2021-02-28 18:20:00	ES	Futures	4290.27	4297.56	4289.99	4296.72	2533.0
2021-02-28 18:25:00	ES	Futures	4296.44	4301.49	4295.88	4299.25	2079.0
2021-02-28 18:30:00	ES	Futures	4299.25	4301.49	4298.41	4300.09	1581.0
2021-02-28 18:35:00	ES	Futures	4299.81	4303.18	4297.84	4302.62	1968.0
2021-02-28 18:40:00	ES	Futures	4302.9	4306.55	4301.77	4304.86	2552.0
2021-02-28 18:45:00	ES	Futures	4304.86	4305.42	4301.21	4303.74	1378.0
2021-02-28 18:50:00	ES	Futures	4304.02	4305.42	4301.21	4302.34	1196.0
2021-02-28 18:55:00	ES	Futures	4302.34	4307.67	4302.34	4306.83	1643.0
2021-02-28 19:00:00	ES	Futures	4306.83	4309.91	4305.7	4309.91	2443.0
2021-02-28 19:05:00	ES	Futures	4309.63	4309.63	4303.46	4304.58	1929.0
2021-02-28 19:10:00	ES	Futures	4304.3	4310.19	4303.18	4309.63	2139.0
2021-02-28 19:15:00	ES	Futures	4309.91	4310.19	4304.86	4307.11	2315.0
2021-02-28 19:20:00	ES	Futures	4306.83	4307.67	4304.02	4306.83	1475.0
2021-02-28 19:25:00	ES	Futures	4306.83	4310.76	4306.26	4310.47	1249.0
2021-02-28 19:30:00	ES	Futures	4310.47	4312.16	4309.91	4310.47	1516.0
2021-02-28 19:35:00	ES	Futures	4310.19	4311.6	4308.23	4309.35	971.0
2021-02-28 19:40:00	ES	Futures	4309.35	4310.76	4308.51	4308.79	787.0
2021-02-28 19:45:00	ES	Futures	4308.51	4311.04	4307.39	4310.19	1522.0
2021-02-28 19:50:00	ES	Futures	4310.19	4313.84	4309.91	4312.72	1761.0
2021-02-28 19:55:00	ES	Futures	4313.0	4313.28	4310.76	4312.16	1499.0
2021-02-28 20:00:00	ES	Futures	4311.88	4313.28	4307.39	4309.35	2781.0
2021-02-28 20:05:00	ES	Futures	4309.35	4310.19	4307.67	4309.91	1120.0
2021-02-28 20:10:00	ES	Futures	4309.63	4311.6	4308.51	4311.32	1196.0
2021-02-28 20:15:00	ES	Futures	4311.32	4313.0	4309.91	4312.16	1585.0
2021-02-28 20:20:00	ES	Futures	4312.44	4312.72	4311.6	4312.44	869.0
2021-02-28 20:25:00	ES	Futures	4312.44	4315.25	4311.88	4314.12	1988.0
2021-02-28 20:30:00	ES	Futures	4314.4	4315.53	4313.56	4313.84	1268.0
2021-02-28 20:35:00	ES	Futures	4314.12	4314.97	4313.0	4313.56	1007.0
2021-02-28 20:40:00	ES	Futures	4313.56	4316.37	4313.28	4315.25	1123.0
2021-02-28 20:45:00	ES	Futures	4314.97	4316.65	4314.4	4316.37	1137.0
2021-02-28 20:50:00	ES	Futures	4316.65	4318.61	4316.09	4317.77	1725.0
2021-02-28 20:55:00	ES	Futures	4317.77	4318.05	4315.81	4316.65	1581.0
2021-02-28 21:00:00	ES	Futures	4316.37	4318.61	4316.09	4316.37	895.0
2021-02-28 21:05:00	ES	Futures	4316.37	4318.05	4315.25	4317.49	1279.0
2021-02-28 21:10:00	ES	Futures	4317.49	4318.89	4316.93	4318.05	1274.0
2021-02-28 21:15:00	ES	Futures	4318.05	4318.33	4315.53	4316.09	1201.0
2021-02-28 21:20:00	ES	Futures	4316.09	4316.65	4314.97	4316.09	839.0
2021-02-28 21:25:00	ES	Futures	4316.37	4316.37	4313.56	4314.97	992.0
2021-02-28 21:30:00	ES	Futures	4314.97	4315.25	4313.28	4314.68	758.0
2021-02-28 21:35:00	ES	Futures	4314.68	4316.37	4314.68	4315.53	593.0
2021-02-28 21:40:00	ES	Futures	4315.53	4315.53	4313.84	4314.68	472.0
2021-02-28 21:45:00	ES	Futures	4314.4	4314.68	4312.16	4312.16	1026.0
2021-02-28 21:50:00	ES	Futures	4312.44	4313.28	4312.16	4312.44	557.0
2021-02-28 21:55:00	ES	Futures	4312.44	4313.28	4309.35	4310.19	1266.0
2021-02-28 22:00:00	ES	Futures	4310.19	4311.04	4307.95	4307.95	1209.0
2021-02-28 22:05:00	ES	Futures	4308.23	4309.63	4307.11	4307.95	1110.0

> showing 50 of 3,700 rows — these rows as CSV

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