PREVIEW / futures_5min / 2021-03-01

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-01.parquet
  size:    343 KB
  rows:    18,723

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
2021-03-01 00:00:00	ES	Futures	4308.51	4310.47	4308.51	4309.07	710.0
2021-03-01 00:05:00	ES	Futures	4309.07	4309.07	4306.55	4307.95	682.0
2021-03-01 00:10:00	ES	Futures	4308.23	4310.19	4308.23	4309.07	681.0
2021-03-01 00:15:00	ES	Futures	4309.07	4309.63	4307.67	4307.95	444.0
2021-03-01 00:20:00	ES	Futures	4307.95	4309.35	4305.7	4306.26	682.0
2021-03-01 00:25:00	ES	Futures	4305.98	4307.39	4305.42	4306.26	524.0
2021-03-01 00:30:00	ES	Futures	4305.98	4309.35	4305.14	4305.7	830.0
2021-03-01 00:35:00	ES	Futures	4305.7	4307.11	4304.58	4305.42	803.0
2021-03-01 00:40:00	ES	Futures	4305.14	4307.39	4305.14	4306.26	704.0
2021-03-01 00:45:00	ES	Futures	4306.26	4307.39	4305.42	4305.7	758.0
2021-03-01 00:50:00	ES	Futures	4305.7	4306.26	4304.58	4305.98	871.0
2021-03-01 00:55:00	ES	Futures	4306.26	4308.79	4305.98	4307.67	1201.0
2021-03-01 01:00:00	ES	Futures	4307.95	4310.76	4306.26	4310.19	1473.0
2021-03-01 01:05:00	ES	Futures	4310.19	4311.88	4309.63	4310.19	1074.0
2021-03-01 01:10:00	ES	Futures	4310.47	4310.47	4305.14	4305.98	1137.0
2021-03-01 01:15:00	ES	Futures	4305.7	4306.83	4305.14	4305.98	802.0
2021-03-01 01:20:00	ES	Futures	4305.7	4307.95	4304.86	4305.7	759.0
2021-03-01 01:25:00	ES	Futures	4305.7	4306.55	4305.14	4305.14	653.0
2021-03-01 01:30:00	ES	Futures	4305.14	4308.23	4305.14	4307.67	488.0
2021-03-01 01:35:00	ES	Futures	4307.67	4308.23	4306.55	4307.95	447.0
2021-03-01 01:40:00	ES	Futures	4307.95	4311.04	4307.39	4309.07	810.0
2021-03-01 01:45:00	ES	Futures	4308.79	4310.47	4307.39	4310.19	651.0
2021-03-01 01:50:00	ES	Futures	4310.47	4310.76	4309.35	4309.35	365.0
2021-03-01 01:55:00	ES	Futures	4309.35	4311.6	4308.79	4309.63	838.0
2021-03-01 02:00:00	ES	Futures	4309.63	4314.68	4309.07	4313.56	1933.0
2021-03-01 02:05:00	ES	Futures	4313.28	4316.37	4313.0	4315.53	1270.0
2021-03-01 02:10:00	ES	Futures	4315.53	4317.49	4314.97	4317.49	1532.0
2021-03-01 02:15:00	ES	Futures	4317.49	4319.74	4316.37	4318.05	1573.0
2021-03-01 02:20:00	ES	Futures	4318.05	4321.7	4317.49	4320.86	1977.0
2021-03-01 02:25:00	ES	Futures	4320.58	4321.7	4318.61	4321.14	1510.0
2021-03-01 02:30:00	ES	Futures	4321.14	4321.42	4319.18	4320.02	1056.0
2021-03-01 02:35:00	ES	Futures	4320.02	4322.82	4318.05	4318.61	2242.0
2021-03-01 02:40:00	ES	Futures	4318.61	4319.46	4316.37	4318.33	1413.0
2021-03-01 02:45:00	ES	Futures	4318.05	4320.86	4317.77	4320.02	1730.0
2021-03-01 02:50:00	ES	Futures	4320.02	4321.42	4318.61	4320.58	1418.0
2021-03-01 02:55:00	ES	Futures	4320.3	4322.54	4319.46	4322.26	2116.0
2021-03-01 03:00:00	ES	Futures	4322.26	4326.75	4320.02	4325.07	6542.0
2021-03-01 03:05:00	ES	Futures	4325.35	4326.75	4322.82	4326.47	3282.0
2021-03-01 03:10:00	ES	Futures	4326.47	4328.72	4324.51	4327.31	2829.0
2021-03-01 03:15:00	ES	Futures	4327.59	4329.84	4326.47	4326.75	2509.0
2021-03-01 03:20:00	ES	Futures	4326.75	4330.12	4325.07	4326.19	2357.0
2021-03-01 03:25:00	ES	Futures	4326.19	4328.44	4325.91	4327.03	1592.0
2021-03-01 03:30:00	ES	Futures	4327.03	4328.16	4322.26	4328.16	2641.0
2021-03-01 03:35:00	ES	Futures	4328.44	4329.84	4326.75	4327.31	1781.0
2021-03-01 03:40:00	ES	Futures	4327.03	4329.28	4325.91	4327.03	2072.0
2021-03-01 03:45:00	ES	Futures	4327.31	4329.0	4325.35	4325.63	1716.0
2021-03-01 03:50:00	ES	Futures	4325.91	4325.91	4323.67	4325.07	1942.0
2021-03-01 03:55:00	ES	Futures	4325.07	4326.75	4324.23	4324.79	1233.0
2021-03-01 04:00:00	ES	Futures	4324.79	4329.56	4323.39	4323.67	2692.0
2021-03-01 04:05:00	ES	Futures	4323.67	4327.31	4323.39	4326.19	1965.0

> showing 50 of 18,723 rows — these rows as CSV

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