PREVIEW / futures_5min / 2021-03-11

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-11.parquet
  size:    294 KB
  rows:    16,825

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
2021-03-11 00:00:00	ES	Futures	4394.67	4395.8	4393.55	4394.95	773.0
2021-03-11 00:05:00	ES	Futures	4394.95	4396.92	4394.39	4396.36	866.0
2021-03-11 00:10:00	ES	Futures	4396.64	4396.92	4394.95	4395.52	650.0
2021-03-11 00:15:00	ES	Futures	4395.8	4396.36	4394.95	4396.08	366.0
2021-03-11 00:20:00	ES	Futures	4395.8	4396.36	4394.67	4395.52	289.0
2021-03-11 00:25:00	ES	Futures	4395.52	4396.08	4394.95	4395.52	456.0
2021-03-11 00:30:00	ES	Futures	4395.52	4397.76	4395.52	4396.64	657.0
2021-03-11 00:35:00	ES	Futures	4396.64	4397.76	4396.08	4396.36	405.0
2021-03-11 00:40:00	ES	Futures	4396.64	4396.92	4395.8	4395.8	300.0
2021-03-11 00:45:00	ES	Futures	4395.8	4396.92	4395.52	4396.08	365.0
2021-03-11 00:50:00	ES	Futures	4396.36	4397.2	4395.24	4395.24	625.0
2021-03-11 00:55:00	ES	Futures	4395.24	4395.8	4393.27	4394.39	568.0
2021-03-11 01:00:00	ES	Futures	4394.95	4394.95	4392.43	4394.39	779.0
2021-03-11 01:05:00	ES	Futures	4394.39	4395.24	4393.55	4394.39	399.0
2021-03-11 01:10:00	ES	Futures	4394.39	4395.8	4391.31	4391.59	972.0
2021-03-11 01:15:00	ES	Futures	4391.59	4393.27	4390.74	4392.43	710.0
2021-03-11 01:20:00	ES	Futures	4392.43	4393.83	4392.43	4393.83	277.0
2021-03-11 01:25:00	ES	Futures	4393.55	4396.64	4393.55	4395.8	623.0
2021-03-11 01:30:00	ES	Futures	4395.8	4396.92	4394.95	4395.24	407.0
2021-03-11 01:35:00	ES	Futures	4395.24	4396.92	4395.24	4396.92	363.0
2021-03-11 01:40:00	ES	Futures	4397.2	4399.16	4396.64	4398.88	1028.0
2021-03-11 01:45:00	ES	Futures	4398.88	4401.13	4398.6	4399.45	1646.0
2021-03-11 01:50:00	ES	Futures	4399.73	4400.29	4398.32	4399.45	437.0
2021-03-11 01:55:00	ES	Futures	4399.45	4401.69	4399.16	4401.69	635.0
2021-03-11 02:00:00	ES	Futures	4401.69	4401.69	4397.76	4400.57	1162.0
2021-03-11 02:05:00	ES	Futures	4400.57	4400.85	4398.88	4399.73	517.0
2021-03-11 02:10:00	ES	Futures	4400.01	4401.69	4400.01	4401.41	604.0
2021-03-11 02:15:00	ES	Futures	4401.41	4403.66	4400.29	4400.57	1784.0
2021-03-11 02:20:00	ES	Futures	4400.29	4402.53	4400.01	4401.13	755.0
2021-03-11 02:25:00	ES	Futures	4401.13	4405.9	4401.13	4404.5	1961.0
2021-03-11 02:30:00	ES	Futures	4404.5	4405.34	4403.09	4403.09	1071.0
2021-03-11 02:35:00	ES	Futures	4402.81	4403.94	4401.69	4403.66	885.0
2021-03-11 02:40:00	ES	Futures	4403.37	4404.22	4402.25	4402.25	609.0
2021-03-11 02:45:00	ES	Futures	4402.25	4404.22	4401.97	4403.09	728.0
2021-03-11 02:50:00	ES	Futures	4403.37	4405.34	4402.81	4404.78	485.0
2021-03-11 02:55:00	ES	Futures	4404.78	4406.18	4402.25	4404.5	1661.0
2021-03-11 03:00:00	ES	Futures	4404.5	4405.34	4401.41	4404.5	2941.0
2021-03-11 03:05:00	ES	Futures	4404.22	4405.06	4401.41	4402.81	2570.0
2021-03-11 03:10:00	ES	Futures	4402.53	4404.78	4401.13	4401.41	2131.0
2021-03-11 03:15:00	ES	Futures	4401.41	4405.34	4400.85	4405.06	2608.0
2021-03-11 03:20:00	ES	Futures	4405.06	4405.34	4402.81	4404.5	2113.0
2021-03-11 03:25:00	ES	Futures	4404.5	4406.74	4403.94	4405.34	2390.0
2021-03-11 03:30:00	ES	Futures	4405.34	4406.74	4403.94	4404.5	3032.0
2021-03-11 03:35:00	ES	Futures	4404.5	4407.02	4402.81	4406.18	2530.0
2021-03-11 03:40:00	ES	Futures	4406.18	4406.74	4403.37	4405.62	1660.0
2021-03-11 03:45:00	ES	Futures	4405.34	4407.02	4404.5	4406.18	1114.0
2021-03-11 03:50:00	ES	Futures	4406.18	4406.74	4405.34	4405.9	778.0
2021-03-11 03:55:00	ES	Futures	4405.9	4406.74	4404.5	4406.46	1415.0
2021-03-11 04:00:00	ES	Futures	4406.74	4408.99	4405.9	4406.46	2986.0
2021-03-11 04:05:00	ES	Futures	4406.46	4407.58	4405.62	4406.74	1237.0

> showing 50 of 16,825 rows — these rows as CSV

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