PREVIEW / futures_5min / 2021-03-09

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-09.parquet
  size:    325 KB
  rows:    18,286

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
2021-03-09 00:00:00	ES	Futures	4323.39	4325.91	4323.1	4324.79	1227.0
2021-03-09 00:05:00	ES	Futures	4324.51	4326.47	4321.7	4322.54	1330.0
2021-03-09 00:10:00	ES	Futures	4322.54	4323.95	4321.7	4323.95	627.0
2021-03-09 00:15:00	ES	Futures	4324.23	4324.23	4321.7	4321.7	409.0
2021-03-09 00:20:00	ES	Futures	4321.42	4321.7	4320.02	4320.3	504.0
2021-03-09 00:25:00	ES	Futures	4320.3	4323.39	4320.02	4322.82	600.0
2021-03-09 00:30:00	ES	Futures	4322.54	4323.95	4321.14	4321.7	543.0
2021-03-09 00:35:00	ES	Futures	4321.42	4321.42	4319.18	4320.3	469.0
2021-03-09 00:40:00	ES	Futures	4320.02	4321.98	4319.46	4320.02	403.0
2021-03-09 00:45:00	ES	Futures	4320.02	4321.7	4319.46	4321.14	405.0
2021-03-09 00:50:00	ES	Futures	4320.86	4322.26	4319.18	4320.02	667.0
2021-03-09 00:55:00	ES	Futures	4319.74	4321.7	4319.74	4320.3	503.0
2021-03-09 01:00:00	ES	Futures	4319.74	4321.98	4318.33	4321.7	867.0
2021-03-09 01:05:00	ES	Futures	4321.7	4323.95	4320.3	4323.95	554.0
2021-03-09 01:10:00	ES	Futures	4323.67	4324.51	4320.86	4320.86	664.0
2021-03-09 01:15:00	ES	Futures	4321.14	4321.14	4318.05	4318.89	950.0
2021-03-09 01:20:00	ES	Futures	4318.61	4319.46	4316.09	4316.09	827.0
2021-03-09 01:25:00	ES	Futures	4316.09	4316.37	4311.88	4313.28	1901.0
2021-03-09 01:30:00	ES	Futures	4313.0	4314.97	4311.88	4314.97	944.0
2021-03-09 01:35:00	ES	Futures	4314.68	4315.53	4313.0	4313.56	596.0
2021-03-09 01:40:00	ES	Futures	4313.56	4314.97	4309.35	4309.91	1051.0
2021-03-09 01:45:00	ES	Futures	4309.91	4311.32	4307.67	4307.67	1069.0
2021-03-09 01:50:00	ES	Futures	4307.67	4309.91	4305.7	4309.91	1127.0
2021-03-09 01:55:00	ES	Futures	4309.91	4311.04	4308.51	4309.07	830.0
2021-03-09 02:00:00	ES	Futures	4308.79	4310.47	4304.58	4305.14	1407.0
2021-03-09 02:05:00	ES	Futures	4305.14	4307.67	4304.3	4305.14	950.0
2021-03-09 02:10:00	ES	Futures	4305.14	4307.95	4304.3	4307.67	732.0
2021-03-09 02:15:00	ES	Futures	4307.39	4309.91	4306.26	4309.91	1286.0
2021-03-09 02:20:00	ES	Futures	4310.19	4313.0	4308.51	4311.6	1540.0
2021-03-09 02:25:00	ES	Futures	4311.6	4313.84	4311.32	4313.0	1250.0
2021-03-09 02:30:00	ES	Futures	4313.28	4313.84	4311.04	4313.0	1168.0
2021-03-09 02:35:00	ES	Futures	4313.0	4316.09	4312.44	4313.56	1836.0
2021-03-09 02:40:00	ES	Futures	4313.84	4314.12	4311.88	4312.16	1182.0
2021-03-09 02:45:00	ES	Futures	4312.16	4314.68	4311.04	4313.0	1028.0
2021-03-09 02:50:00	ES	Futures	4313.28	4318.33	4313.0	4316.93	1797.0
2021-03-09 02:55:00	ES	Futures	4316.93	4323.1	4316.09	4321.98	2133.0
2021-03-09 03:00:00	ES	Futures	4321.98	4321.98	4315.81	4316.09	5123.0
2021-03-09 03:05:00	ES	Futures	4315.81	4319.18	4314.68	4318.61	3040.0
2021-03-09 03:10:00	ES	Futures	4318.89	4321.42	4317.21	4319.74	2399.0
2021-03-09 03:15:00	ES	Futures	4319.46	4320.02	4315.81	4319.18	2364.0
2021-03-09 03:20:00	ES	Futures	4319.46	4323.67	4318.05	4322.82	2929.0
2021-03-09 03:25:00	ES	Futures	4322.82	4326.75	4322.26	4326.75	2645.0
2021-03-09 03:30:00	ES	Futures	4326.47	4330.96	4325.35	4329.84	4879.0
2021-03-09 03:35:00	ES	Futures	4329.56	4330.12	4326.75	4328.72	2272.0
2021-03-09 03:40:00	ES	Futures	4328.72	4329.56	4325.07	4325.35	2035.0
2021-03-09 03:45:00	ES	Futures	4325.35	4327.31	4323.39	4325.07	2169.0
2021-03-09 03:50:00	ES	Futures	4325.07	4327.31	4324.51	4325.63	1439.0
2021-03-09 03:55:00	ES	Futures	4325.35	4329.84	4324.79	4327.31	3234.0
2021-03-09 04:00:00	ES	Futures	4327.31	4331.24	4326.47	4330.4	2822.0
2021-03-09 04:05:00	ES	Futures	4330.4	4332.93	4329.28	4329.84	3301.0

> showing 50 of 18,286 rows — these rows as CSV

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