PREVIEW / futures_5min / 2021-03-08

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-08.parquet
  size:    339 KB
  rows:    18,501

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
2021-03-08 00:00:00	ES	Futures	4297.84	4301.77	4297.84	4301.77	1297.0
2021-03-08 00:05:00	ES	Futures	4301.77	4302.9	4296.16	4297.56	1271.0
2021-03-08 00:10:00	ES	Futures	4297.28	4297.56	4294.48	4295.32	1076.0
2021-03-08 00:15:00	ES	Futures	4295.32	4297.84	4294.2	4295.04	1286.0
2021-03-08 00:20:00	ES	Futures	4295.04	4297.56	4293.07	4295.88	1059.0
2021-03-08 00:25:00	ES	Futures	4295.88	4297.0	4293.63	4295.6	1195.0
2021-03-08 00:30:00	ES	Futures	4295.6	4296.16	4292.23	4294.48	1880.0
2021-03-08 00:35:00	ES	Futures	4294.2	4300.09	4293.35	4299.25	1263.0
2021-03-08 00:40:00	ES	Futures	4298.97	4300.65	4297.0	4297.84	1105.0
2021-03-08 00:45:00	ES	Futures	4298.13	4298.97	4295.04	4298.69	1054.0
2021-03-08 00:50:00	ES	Futures	4298.69	4300.93	4296.44	4297.84	1088.0
2021-03-08 00:55:00	ES	Futures	4297.84	4299.25	4296.16	4298.41	601.0
2021-03-08 01:00:00	ES	Futures	4298.13	4303.18	4297.84	4302.9	1421.0
2021-03-08 01:05:00	ES	Futures	4302.9	4305.14	4302.9	4302.9	1537.0
2021-03-08 01:10:00	ES	Futures	4303.18	4303.18	4298.69	4299.81	937.0
2021-03-08 01:15:00	ES	Futures	4299.81	4301.77	4299.25	4299.53	797.0
2021-03-08 01:20:00	ES	Futures	4299.53	4302.05	4298.69	4301.49	688.0
2021-03-08 01:25:00	ES	Futures	4301.49	4301.49	4298.69	4300.37	733.0
2021-03-08 01:30:00	ES	Futures	4300.37	4302.62	4298.97	4299.53	929.0
2021-03-08 01:35:00	ES	Futures	4299.25	4299.25	4293.35	4293.92	1581.0
2021-03-08 01:40:00	ES	Futures	4293.92	4297.0	4293.35	4294.48	1793.0
2021-03-08 01:45:00	ES	Futures	4294.2	4297.56	4294.2	4297.28	837.0
2021-03-08 01:50:00	ES	Futures	4297.28	4298.13	4295.6	4295.88	751.0
2021-03-08 01:55:00	ES	Futures	4296.16	4297.84	4293.92	4295.32	685.0
2021-03-08 02:00:00	ES	Futures	4295.32	4301.77	4292.79	4300.37	2023.0
2021-03-08 02:05:00	ES	Futures	4300.37	4300.37	4293.63	4294.48	1535.0
2021-03-08 02:10:00	ES	Futures	4294.76	4294.76	4286.34	4286.9	4752.0
2021-03-08 02:15:00	ES	Futures	4287.18	4288.86	4284.65	4286.9	2856.0
2021-03-08 02:20:00	ES	Futures	4286.9	4288.86	4282.13	4282.97	2838.0
2021-03-08 02:25:00	ES	Futures	4282.97	4286.9	4282.41	4285.78	1842.0
2021-03-08 02:30:00	ES	Futures	4285.5	4288.02	4285.21	4286.34	1236.0
2021-03-08 02:35:00	ES	Futures	4286.34	4287.46	4285.21	4285.5	806.0
2021-03-08 02:40:00	ES	Futures	4285.78	4290.27	4285.78	4289.42	1582.0
2021-03-08 02:45:00	ES	Futures	4289.14	4290.83	4287.46	4289.14	1220.0
2021-03-08 02:50:00	ES	Futures	4289.14	4291.11	4287.74	4288.58	753.0
2021-03-08 02:55:00	ES	Futures	4288.58	4288.58	4282.69	4285.78	2525.0
2021-03-08 03:00:00	ES	Futures	4285.78	4286.9	4278.2	4278.76	6013.0
2021-03-08 03:05:00	ES	Futures	4278.76	4280.16	4272.3	4273.43	6837.0
2021-03-08 03:10:00	ES	Futures	4273.43	4278.2	4271.74	4277.36	5254.0
2021-03-08 03:15:00	ES	Futures	4277.08	4281.85	4274.83	4275.95	4274.0
2021-03-08 03:20:00	ES	Futures	4275.95	4279.32	4275.11	4275.11	2501.0
2021-03-08 03:25:00	ES	Futures	4274.83	4278.76	4272.87	4277.92	2496.0
2021-03-08 03:30:00	ES	Futures	4277.64	4278.48	4271.74	4275.95	3070.0
2021-03-08 03:35:00	ES	Futures	4275.95	4277.36	4271.18	4276.79	2801.0
2021-03-08 03:40:00	ES	Futures	4276.79	4279.88	4273.71	4275.39	1889.0
2021-03-08 03:45:00	ES	Futures	4275.39	4277.64	4272.87	4275.67	1945.0
2021-03-08 03:50:00	ES	Futures	4275.67	4283.81	4275.67	4283.53	2845.0
2021-03-08 03:55:00	ES	Futures	4283.53	4284.93	4282.41	4283.25	2709.0
2021-03-08 04:00:00	ES	Futures	4283.25	4284.37	4276.23	4276.79	2706.0
2021-03-08 04:05:00	ES	Futures	4276.79	4277.08	4271.18	4274.83	2227.0

> showing 50 of 18,501 rows — these rows as CSV

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