PREVIEW / futures_5min / 2021-03-04

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-04.parquet
  size:    365 KB
  rows:    18,134

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
2021-03-04 00:00:00	ES	Futures	4259.39	4263.6	4259.39	4263.6	1838.0
2021-03-04 00:05:00	ES	Futures	4263.32	4263.32	4260.52	4262.2	1504.0
2021-03-04 00:10:00	ES	Futures	4262.2	4263.88	4260.52	4262.2	1148.0
2021-03-04 00:15:00	ES	Futures	4261.92	4263.88	4261.64	4262.48	975.0
2021-03-04 00:20:00	ES	Futures	4262.76	4266.69	4262.2	4264.45	1747.0
2021-03-04 00:25:00	ES	Futures	4264.45	4264.45	4261.64	4263.04	1223.0
2021-03-04 00:30:00	ES	Futures	4262.76	4265.29	4261.36	4264.73	907.0
2021-03-04 00:35:00	ES	Futures	4264.73	4267.81	4262.76	4266.97	1163.0
2021-03-04 00:40:00	ES	Futures	4266.69	4267.53	4265.57	4265.85	713.0
2021-03-04 00:45:00	ES	Futures	4265.85	4267.25	4264.16	4265.29	867.0
2021-03-04 00:50:00	ES	Futures	4265.29	4267.53	4264.73	4265.85	653.0
2021-03-04 00:55:00	ES	Futures	4265.57	4265.85	4260.24	4260.52	1474.0
2021-03-04 01:00:00	ES	Futures	4260.8	4264.45	4259.67	4263.6	1573.0
2021-03-04 01:05:00	ES	Futures	4263.88	4271.18	4263.6	4270.62	2133.0
2021-03-04 01:10:00	ES	Futures	4270.62	4272.02	4269.22	4269.22	1349.0
2021-03-04 01:15:00	ES	Futures	4269.5	4271.46	4268.37	4270.06	701.0
2021-03-04 01:20:00	ES	Futures	4270.06	4271.74	4268.66	4268.94	833.0
2021-03-04 01:25:00	ES	Futures	4268.66	4269.78	4268.37	4269.22	502.0
2021-03-04 01:30:00	ES	Futures	4268.94	4270.62	4263.04	4264.16	1245.0
2021-03-04 01:35:00	ES	Futures	4264.16	4265.29	4262.2	4263.6	656.0
2021-03-04 01:40:00	ES	Futures	4263.88	4264.16	4261.36	4262.2	790.0
2021-03-04 01:45:00	ES	Futures	4262.2	4267.25	4261.64	4266.69	752.0
2021-03-04 01:50:00	ES	Futures	4266.69	4268.66	4266.41	4268.09	691.0
2021-03-04 01:55:00	ES	Futures	4268.37	4271.18	4266.69	4269.5	956.0
2021-03-04 02:00:00	ES	Futures	4270.06	4275.67	4268.09	4273.99	2799.0
2021-03-04 02:05:00	ES	Futures	4273.71	4277.64	4272.58	4277.08	1724.0
2021-03-04 02:10:00	ES	Futures	4277.36	4278.76	4275.95	4276.51	1855.0
2021-03-04 02:15:00	ES	Futures	4276.51	4277.64	4273.99	4275.67	1404.0
2021-03-04 02:20:00	ES	Futures	4275.67	4279.04	4275.39	4278.48	944.0
2021-03-04 02:25:00	ES	Futures	4278.48	4279.04	4276.51	4276.79	1042.0
2021-03-04 02:30:00	ES	Futures	4276.79	4278.48	4275.95	4276.79	1496.0
2021-03-04 02:35:00	ES	Futures	4277.08	4279.6	4276.51	4277.36	1377.0
2021-03-04 02:40:00	ES	Futures	4277.36	4280.44	4276.79	4280.16	1372.0
2021-03-04 02:45:00	ES	Futures	4280.16	4281.57	4276.51	4277.64	2222.0
2021-03-04 02:50:00	ES	Futures	4277.64	4278.2	4275.39	4277.36	1387.0
2021-03-04 02:55:00	ES	Futures	4277.08	4277.36	4275.11	4276.51	1727.0
2021-03-04 03:00:00	ES	Futures	4276.51	4282.97	4275.67	4282.69	4708.0
2021-03-04 03:05:00	ES	Futures	4282.41	4287.18	4282.13	4285.5	5582.0
2021-03-04 03:10:00	ES	Futures	4285.5	4285.78	4278.76	4279.6	2958.0
2021-03-04 03:15:00	ES	Futures	4279.32	4281.85	4276.51	4281.57	2339.0
2021-03-04 03:20:00	ES	Futures	4281.85	4285.21	4276.23	4276.23	2551.0
2021-03-04 03:25:00	ES	Futures	4276.23	4278.2	4274.55	4276.79	2476.0
2021-03-04 03:30:00	ES	Futures	4276.79	4284.37	4275.39	4284.37	2725.0
2021-03-04 03:35:00	ES	Futures	4284.37	4285.78	4282.41	4285.21	2195.0
2021-03-04 03:40:00	ES	Futures	4285.21	4287.18	4281.0	4281.57	2207.0
2021-03-04 03:45:00	ES	Futures	4281.85	4282.69	4276.23	4276.79	1710.0
2021-03-04 03:50:00	ES	Futures	4276.51	4277.64	4273.15	4277.64	2691.0
2021-03-04 03:55:00	ES	Futures	4277.64	4279.6	4275.11	4277.08	2020.0
2021-03-04 04:00:00	ES	Futures	4277.36	4282.41	4277.08	4280.16	2153.0
2021-03-04 04:05:00	ES	Futures	4280.16	4281.29	4274.83	4275.67	1576.0

> showing 50 of 18,134 rows — these rows as CSV

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