PREVIEW / futures_5min / 2021-03-07

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-07.parquet
  size:    82 KB
  rows:    3,604

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
2021-03-07 18:00:00	ES	Futures	4327.59	4340.51	4325.91	4339.94	11213.0
2021-03-07 18:05:00	ES	Futures	4339.66	4340.51	4334.05	4335.17	3086.0
2021-03-07 18:10:00	ES	Futures	4335.17	4338.26	4334.33	4334.33	1525.0
2021-03-07 18:15:00	ES	Futures	4334.33	4338.54	4330.4	4332.09	2643.0
2021-03-07 18:20:00	ES	Futures	4332.09	4336.3	4331.8	4335.45	1241.0
2021-03-07 18:25:00	ES	Futures	4335.45	4336.58	4333.77	4334.89	1066.0
2021-03-07 18:30:00	ES	Futures	4334.89	4338.82	4331.24	4333.21	2860.0
2021-03-07 18:35:00	ES	Futures	4333.21	4333.21	4330.12	4330.68	1121.0
2021-03-07 18:40:00	ES	Futures	4330.68	4333.49	4329.0	4331.52	1497.0
2021-03-07 18:45:00	ES	Futures	4331.52	4331.52	4326.19	4326.75	1513.0
2021-03-07 18:50:00	ES	Futures	4327.03	4328.44	4323.1	4324.51	1656.0
2021-03-07 18:55:00	ES	Futures	4324.51	4329.0	4324.51	4327.03	1061.0
2021-03-07 19:00:00	ES	Futures	4327.03	4327.03	4321.42	4323.39	2012.0
2021-03-07 19:05:00	ES	Futures	4323.39	4323.67	4319.74	4320.58	2035.0
2021-03-07 19:10:00	ES	Futures	4320.58	4322.82	4314.12	4315.25	2682.0
2021-03-07 19:15:00	ES	Futures	4315.53	4316.93	4309.91	4311.88	3554.0
2021-03-07 19:20:00	ES	Futures	4311.88	4317.21	4311.88	4316.09	2438.0
2021-03-07 19:25:00	ES	Futures	4316.09	4317.77	4314.12	4315.53	1442.0
2021-03-07 19:30:00	ES	Futures	4315.53	4318.61	4313.0	4316.65	1716.0
2021-03-07 19:35:00	ES	Futures	4316.65	4318.89	4315.81	4318.05	869.0
2021-03-07 19:40:00	ES	Futures	4318.05	4322.26	4318.05	4321.7	1419.0
2021-03-07 19:45:00	ES	Futures	4321.7	4325.63	4321.42	4324.51	1761.0
2021-03-07 19:50:00	ES	Futures	4324.79	4325.91	4320.02	4322.26	1824.0
2021-03-07 19:55:00	ES	Futures	4322.26	4325.63	4322.26	4323.39	1333.0
2021-03-07 20:00:00	ES	Futures	4323.39	4327.59	4322.26	4322.54	2174.0
2021-03-07 20:05:00	ES	Futures	4322.54	4324.79	4322.26	4323.39	2141.0
2021-03-07 20:10:00	ES	Futures	4323.39	4327.88	4322.54	4325.07	1786.0
2021-03-07 20:15:00	ES	Futures	4324.79	4325.07	4315.81	4315.81	3450.0
2021-03-07 20:20:00	ES	Futures	4315.81	4317.21	4313.28	4314.12	2322.0
2021-03-07 20:25:00	ES	Futures	4314.12	4318.05	4313.0	4316.93	3130.0
2021-03-07 20:30:00	ES	Futures	4317.21	4320.58	4316.37	4320.3	1512.0
2021-03-07 20:35:00	ES	Futures	4320.3	4321.14	4316.65	4318.05	1106.0
2021-03-07 20:40:00	ES	Futures	4318.05	4318.61	4315.53	4317.77	1238.0
2021-03-07 20:45:00	ES	Futures	4317.77	4322.82	4317.77	4321.14	1478.0
2021-03-07 20:50:00	ES	Futures	4320.86	4321.98	4318.89	4321.98	1395.0
2021-03-07 20:55:00	ES	Futures	4321.98	4323.95	4320.86	4321.7	1045.0
2021-03-07 21:00:00	ES	Futures	4321.98	4323.39	4319.46	4323.1	1029.0
2021-03-07 21:05:00	ES	Futures	4322.82	4323.39	4321.98	4323.1	1068.0
2021-03-07 21:10:00	ES	Futures	4323.1	4323.1	4315.81	4316.65	1466.0
2021-03-07 21:15:00	ES	Futures	4316.93	4317.49	4311.88	4313.28	3015.0
2021-03-07 21:20:00	ES	Futures	4313.0	4314.12	4305.42	4305.7	3312.0
2021-03-07 21:25:00	ES	Futures	4305.7	4308.51	4304.02	4305.14	1921.0
2021-03-07 21:30:00	ES	Futures	4305.14	4306.83	4302.34	4306.83	3093.0
2021-03-07 21:35:00	ES	Futures	4306.55	4306.83	4301.77	4303.46	2232.0
2021-03-07 21:40:00	ES	Futures	4303.18	4304.58	4302.05	4302.34	1431.0
2021-03-07 21:45:00	ES	Futures	4302.34	4302.34	4295.04	4298.41	4866.0
2021-03-07 21:50:00	ES	Futures	4298.41	4304.58	4298.13	4304.02	3309.0
2021-03-07 21:55:00	ES	Futures	4304.02	4305.98	4303.18	4305.7	1287.0
2021-03-07 22:00:00	ES	Futures	4305.42	4306.83	4299.81	4303.18	2966.0
2021-03-07 22:05:00	ES	Futures	4303.18	4305.14	4299.53	4299.81	1425.0

> showing 50 of 3,604 rows — these rows as CSV

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