PREVIEW / futures_5min / 2021-03-03

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-03.parquet
  size:    339 KB
  rows:    18,099

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
2021-03-03 00:00:00	ES	Futures	4358.47	4361.56	4358.47	4360.43	1329.0
2021-03-03 00:05:00	ES	Futures	4360.43	4361.56	4360.43	4361.27	477.0
2021-03-03 00:10:00	ES	Futures	4361.27	4361.84	4360.15	4361.56	466.0
2021-03-03 00:15:00	ES	Futures	4361.56	4361.56	4360.43	4360.99	287.0
2021-03-03 00:20:00	ES	Futures	4360.99	4361.27	4359.31	4359.31	377.0
2021-03-03 00:25:00	ES	Futures	4359.31	4359.31	4357.63	4358.19	742.0
2021-03-03 00:30:00	ES	Futures	4357.91	4358.19	4357.06	4357.06	1225.0
2021-03-03 00:35:00	ES	Futures	4357.06	4359.03	4357.06	4357.63	1063.0
2021-03-03 00:40:00	ES	Futures	4357.63	4359.31	4357.35	4358.19	1018.0
2021-03-03 00:45:00	ES	Futures	4358.19	4359.03	4356.78	4357.91	883.0
2021-03-03 00:50:00	ES	Futures	4357.91	4359.03	4357.63	4359.03	669.0
2021-03-03 00:55:00	ES	Futures	4358.75	4360.99	4358.19	4360.15	1140.0
2021-03-03 01:00:00	ES	Futures	4360.15	4360.43	4358.75	4359.03	1027.0
2021-03-03 01:05:00	ES	Futures	4359.03	4360.43	4359.03	4359.03	874.0
2021-03-03 01:10:00	ES	Futures	4358.75	4360.15	4357.91	4360.15	742.0
2021-03-03 01:15:00	ES	Futures	4360.15	4362.4	4360.15	4361.56	1129.0
2021-03-03 01:20:00	ES	Futures	4361.84	4362.4	4360.99	4361.56	830.0
2021-03-03 01:25:00	ES	Futures	4361.56	4361.84	4358.47	4359.31	1716.0
2021-03-03 01:30:00	ES	Futures	4359.31	4363.8	4359.31	4362.12	1262.0
2021-03-03 01:35:00	ES	Futures	4362.4	4364.36	4361.56	4363.8	994.0
2021-03-03 01:40:00	ES	Futures	4363.52	4363.8	4361.27	4362.96	1157.0
2021-03-03 01:45:00	ES	Futures	4362.96	4363.8	4362.68	4363.8	772.0
2021-03-03 01:50:00	ES	Futures	4363.8	4364.64	4363.24	4364.36	838.0
2021-03-03 01:55:00	ES	Futures	4364.36	4364.36	4361.27	4362.12	950.0
2021-03-03 02:00:00	ES	Futures	4362.4	4363.52	4360.43	4362.4	1562.0
2021-03-03 02:05:00	ES	Futures	4362.12	4366.33	4362.12	4365.77	1671.0
2021-03-03 02:10:00	ES	Futures	4366.05	4367.73	4366.05	4366.33	1417.0
2021-03-03 02:15:00	ES	Futures	4366.33	4369.41	4366.33	4368.29	1589.0
2021-03-03 02:20:00	ES	Futures	4368.01	4369.41	4367.73	4369.41	1267.0
2021-03-03 02:25:00	ES	Futures	4369.13	4370.54	4368.01	4370.26	1499.0
2021-03-03 02:30:00	ES	Futures	4370.54	4370.82	4368.85	4368.85	929.0
2021-03-03 02:35:00	ES	Futures	4368.57	4370.54	4368.29	4369.98	819.0
2021-03-03 02:40:00	ES	Futures	4369.98	4370.54	4368.29	4369.41	877.0
2021-03-03 02:45:00	ES	Futures	4369.13	4369.41	4367.45	4367.73	609.0
2021-03-03 02:50:00	ES	Futures	4367.45	4368.57	4367.17	4367.73	703.0
2021-03-03 02:55:00	ES	Futures	4367.73	4368.85	4366.89	4367.73	715.0
2021-03-03 03:00:00	ES	Futures	4367.73	4368.57	4366.61	4366.89	1752.0
2021-03-03 03:05:00	ES	Futures	4366.89	4371.38	4366.61	4370.82	1817.0
2021-03-03 03:10:00	ES	Futures	4370.82	4371.94	4369.69	4370.54	2162.0
2021-03-03 03:15:00	ES	Futures	4370.26	4372.78	4370.26	4371.1	1887.0
2021-03-03 03:20:00	ES	Futures	4371.1	4371.66	4369.98	4370.54	1520.0
2021-03-03 03:25:00	ES	Futures	4370.54	4371.66	4369.98	4370.54	1246.0
2021-03-03 03:30:00	ES	Futures	4370.54	4372.78	4369.69	4369.98	1477.0
2021-03-03 03:35:00	ES	Futures	4369.69	4370.82	4369.13	4369.13	770.0
2021-03-03 03:40:00	ES	Futures	4369.41	4369.69	4367.17	4368.01	1184.0
2021-03-03 03:45:00	ES	Futures	4368.01	4371.1	4368.01	4368.29	1296.0
2021-03-03 03:50:00	ES	Futures	4368.29	4369.41	4368.01	4368.57	933.0
2021-03-03 03:55:00	ES	Futures	4368.29	4369.41	4367.73	4368.29	896.0
2021-03-03 04:00:00	ES	Futures	4368.01	4370.26	4367.17	4370.26	1850.0
2021-03-03 04:05:00	ES	Futures	4370.26	4372.22	4369.69	4371.38	1366.0

> showing 50 of 18,099 rows — these rows as CSV

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