PREVIEW / futures_5min / 2021-03-10

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-10.parquet
  size:    285 KB
  rows:    16,090

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
2021-03-10 00:00:00	ES	Futures	4343.59	4343.87	4336.01	4336.58	2155.0
2021-03-10 00:05:00	ES	Futures	4336.58	4336.58	4334.33	4335.17	1424.0
2021-03-10 00:10:00	ES	Futures	4335.17	4335.45	4332.65	4334.61	1322.0
2021-03-10 00:15:00	ES	Futures	4334.61	4336.3	4333.77	4334.05	769.0
2021-03-10 00:20:00	ES	Futures	4334.05	4336.3	4333.21	4334.89	722.0
2021-03-10 00:25:00	ES	Futures	4334.89	4335.17	4333.49	4334.89	615.0
2021-03-10 00:30:00	ES	Futures	4334.89	4340.79	4334.89	4337.98	2066.0
2021-03-10 00:35:00	ES	Futures	4337.7	4341.35	4337.14	4340.51	1037.0
2021-03-10 00:40:00	ES	Futures	4340.51	4341.07	4338.54	4338.54	644.0
2021-03-10 00:45:00	ES	Futures	4338.54	4340.79	4337.98	4337.98	464.0
2021-03-10 00:50:00	ES	Futures	4337.98	4337.98	4336.58	4337.7	505.0
2021-03-10 00:55:00	ES	Futures	4337.42	4339.38	4336.86	4338.26	604.0
2021-03-10 01:00:00	ES	Futures	4338.54	4341.35	4337.98	4339.94	953.0
2021-03-10 01:05:00	ES	Futures	4339.66	4341.07	4337.14	4338.26	754.0
2021-03-10 01:10:00	ES	Futures	4338.26	4338.54	4333.49	4335.17	955.0
2021-03-10 01:15:00	ES	Futures	4335.17	4336.58	4333.77	4334.33	839.0
2021-03-10 01:20:00	ES	Futures	4334.05	4334.05	4329.28	4330.96	1886.0
2021-03-10 01:25:00	ES	Futures	4330.68	4332.65	4330.4	4332.65	519.0
2021-03-10 01:30:00	ES	Futures	4332.65	4333.49	4330.4	4330.96	632.0
2021-03-10 01:35:00	ES	Futures	4330.96	4333.77	4330.68	4332.65	532.0
2021-03-10 01:40:00	ES	Futures	4332.65	4334.61	4332.65	4334.33	516.0
2021-03-10 01:45:00	ES	Futures	4334.33	4334.33	4331.24	4331.52	432.0
2021-03-10 01:50:00	ES	Futures	4331.8	4334.89	4331.8	4334.61	384.0
2021-03-10 01:55:00	ES	Futures	4334.61	4335.17	4334.05	4334.33	453.0
2021-03-10 02:00:00	ES	Futures	4334.33	4337.98	4331.52	4337.42	1480.0
2021-03-10 02:05:00	ES	Futures	4337.14	4339.66	4335.73	4339.1	878.0
2021-03-10 02:10:00	ES	Futures	4339.38	4339.66	4337.7	4338.82	736.0
2021-03-10 02:15:00	ES	Futures	4338.82	4339.94	4337.7	4338.82	574.0
2021-03-10 02:20:00	ES	Futures	4339.1	4340.51	4337.14	4340.51	820.0
2021-03-10 02:25:00	ES	Futures	4340.51	4341.91	4339.94	4341.07	975.0
2021-03-10 02:30:00	ES	Futures	4341.07	4341.35	4339.1	4340.22	708.0
2021-03-10 02:35:00	ES	Futures	4340.22	4340.79	4338.82	4340.79	600.0
2021-03-10 02:40:00	ES	Futures	4340.79	4341.35	4338.82	4340.79	531.0
2021-03-10 02:45:00	ES	Futures	4340.51	4342.47	4340.22	4342.19	760.0
2021-03-10 02:50:00	ES	Futures	4342.19	4342.47	4341.07	4341.07	523.0
2021-03-10 02:55:00	ES	Futures	4340.79	4341.63	4339.66	4341.35	695.0
2021-03-10 03:00:00	ES	Futures	4341.07	4343.03	4339.1	4340.51	2987.0
2021-03-10 03:05:00	ES	Futures	4340.51	4344.15	4335.73	4343.59	3555.0
2021-03-10 03:10:00	ES	Futures	4343.59	4347.52	4343.59	4346.68	5216.0
2021-03-10 03:15:00	ES	Futures	4346.68	4347.24	4345.0	4345.0	2342.0
2021-03-10 03:20:00	ES	Futures	4345.28	4348.08	4343.59	4347.52	1895.0
2021-03-10 03:25:00	ES	Futures	4347.8	4347.8	4344.43	4345.0	1261.0
2021-03-10 03:30:00	ES	Futures	4344.72	4347.52	4344.15	4347.24	1957.0
2021-03-10 03:35:00	ES	Futures	4346.96	4348.64	4346.12	4348.64	1261.0
2021-03-10 03:40:00	ES	Futures	4348.93	4351.45	4348.36	4351.45	1828.0
2021-03-10 03:45:00	ES	Futures	4351.17	4352.29	4349.21	4352.29	2124.0
2021-03-10 03:50:00	ES	Futures	4352.29	4353.42	4350.89	4353.42	1606.0
2021-03-10 03:55:00	ES	Futures	4353.42	4353.98	4352.01	4352.29	1761.0
2021-03-10 04:00:00	ES	Futures	4352.57	4353.98	4348.36	4348.64	2513.0
2021-03-10 04:05:00	ES	Futures	4348.93	4352.29	4348.36	4352.01	1547.0

> showing 50 of 16,090 rows — these rows as CSV

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