PREVIEW / futures_5min / 2021-03-02

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-02.parquet
  size:    318 KB
  rows:    17,799

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
2021-03-02 00:00:00	ES	Futures	4360.71	4361.56	4356.22	4356.78	1481.0
2021-03-02 00:05:00	ES	Futures	4356.78	4359.03	4356.5	4359.03	1082.0
2021-03-02 00:10:00	ES	Futures	4358.75	4359.03	4357.06	4357.06	848.0
2021-03-02 00:15:00	ES	Futures	4357.06	4357.91	4356.22	4356.78	944.0
2021-03-02 00:20:00	ES	Futures	4356.78	4357.35	4354.82	4355.1	1016.0
2021-03-02 00:25:00	ES	Futures	4354.82	4355.66	4352.01	4353.7	1712.0
2021-03-02 00:30:00	ES	Futures	4353.7	4357.63	4353.7	4356.78	1148.0
2021-03-02 00:35:00	ES	Futures	4357.06	4357.06	4354.82	4356.22	745.0
2021-03-02 00:40:00	ES	Futures	4356.22	4358.75	4355.38	4357.63	1165.0
2021-03-02 00:45:00	ES	Futures	4357.63	4357.91	4356.22	4357.06	762.0
2021-03-02 00:50:00	ES	Futures	4357.35	4359.31	4356.78	4358.75	757.0
2021-03-02 00:55:00	ES	Futures	4358.47	4359.03	4356.22	4357.06	972.0
2021-03-02 01:00:00	ES	Futures	4357.06	4358.75	4354.26	4358.75	1447.0
2021-03-02 01:05:00	ES	Futures	4359.03	4364.92	4357.91	4363.8	1847.0
2021-03-02 01:10:00	ES	Futures	4363.8	4367.45	4363.52	4367.17	1736.0
2021-03-02 01:15:00	ES	Futures	4367.45	4367.45	4365.48	4366.89	864.0
2021-03-02 01:20:00	ES	Futures	4366.61	4368.57	4366.05	4368.57	705.0
2021-03-02 01:25:00	ES	Futures	4368.57	4368.57	4365.77	4367.45	807.0
2021-03-02 01:30:00	ES	Futures	4367.45	4367.73	4362.96	4363.24	727.0
2021-03-02 01:35:00	ES	Futures	4363.24	4363.52	4360.15	4361.84	1065.0
2021-03-02 01:40:00	ES	Futures	4361.84	4363.8	4360.71	4361.27	525.0
2021-03-02 01:45:00	ES	Futures	4361.27	4362.4	4360.43	4362.4	395.0
2021-03-02 01:50:00	ES	Futures	4362.4	4364.36	4361.56	4362.96	529.0
2021-03-02 01:55:00	ES	Futures	4362.96	4364.36	4361.84	4362.4	459.0
2021-03-02 02:00:00	ES	Futures	4362.4	4362.96	4359.59	4362.12	1164.0
2021-03-02 02:05:00	ES	Futures	4361.84	4362.4	4357.63	4359.59	1165.0
2021-03-02 02:10:00	ES	Futures	4359.59	4362.96	4359.59	4360.99	865.0
2021-03-02 02:15:00	ES	Futures	4361.27	4361.27	4358.19	4360.99	895.0
2021-03-02 02:20:00	ES	Futures	4360.99	4364.36	4359.31	4362.96	905.0
2021-03-02 02:25:00	ES	Futures	4362.96	4365.48	4362.4	4364.36	1092.0
2021-03-02 02:30:00	ES	Futures	4364.36	4365.2	4360.15	4362.68	823.0
2021-03-02 02:35:00	ES	Futures	4362.68	4362.68	4360.43	4361.27	571.0
2021-03-02 02:40:00	ES	Futures	4360.99	4361.56	4354.54	4355.38	1989.0
2021-03-02 02:45:00	ES	Futures	4355.38	4356.5	4354.54	4355.94	1137.0
2021-03-02 02:50:00	ES	Futures	4355.66	4356.22	4350.89	4353.98	2186.0
2021-03-02 02:55:00	ES	Futures	4353.7	4355.38	4350.89	4351.73	1571.0
2021-03-02 03:00:00	ES	Futures	4351.45	4353.98	4349.77	4353.42	4637.0
2021-03-02 03:05:00	ES	Futures	4353.42	4353.98	4348.64	4351.73	3569.0
2021-03-02 03:10:00	ES	Futures	4352.01	4359.31	4352.01	4359.03	3264.0
2021-03-02 03:15:00	ES	Futures	4359.31	4363.24	4358.75	4360.71	2997.0
2021-03-02 03:20:00	ES	Futures	4360.43	4361.56	4356.78	4356.78	2173.0
2021-03-02 03:25:00	ES	Futures	4357.06	4358.47	4352.85	4353.7	1851.0
2021-03-02 03:30:00	ES	Futures	4353.42	4358.47	4352.01	4358.19	1710.0
2021-03-02 03:35:00	ES	Futures	4358.19	4366.05	4357.35	4362.96	2858.0
2021-03-02 03:40:00	ES	Futures	4363.24	4364.92	4361.56	4362.12	1549.0
2021-03-02 03:45:00	ES	Futures	4362.12	4363.24	4360.99	4361.27	1018.0
2021-03-02 03:50:00	ES	Futures	4361.27	4361.27	4354.26	4354.82	2394.0
2021-03-02 03:55:00	ES	Futures	4354.54	4354.82	4345.0	4345.56	4820.0
2021-03-02 04:00:00	ES	Futures	4345.56	4346.96	4343.31	4345.28	5855.0
2021-03-02 04:05:00	ES	Futures	4345.28	4347.24	4341.91	4345.0	4153.0

> showing 50 of 17,799 rows — these rows as CSV

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