PREVIEW / futures_5min / 2021-03-14

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-14.parquet
  size:    70 KB
  rows:    3,441

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
2021-03-14 18:00:00	ES	Futures	4425.27	4431.17	4423.58	4430.32	1983.0
2021-03-14 18:05:00	ES	Futures	4430.04	4430.61	4426.11	4426.39	1235.0
2021-03-14 18:10:00	ES	Futures	4426.39	4426.67	4421.61	4424.42	1839.0
2021-03-14 18:15:00	ES	Futures	4424.14	4425.27	4422.18	4422.74	996.0
2021-03-14 18:20:00	ES	Futures	4423.02	4423.86	4421.9	4422.18	889.0
2021-03-14 18:25:00	ES	Futures	4422.18	4424.14	4421.9	4423.58	370.0
2021-03-14 18:30:00	ES	Futures	4423.86	4424.42	4418.8	4420.49	1067.0
2021-03-14 18:35:00	ES	Futures	4420.49	4422.74	4420.49	4422.74	309.0
2021-03-14 18:40:00	ES	Futures	4422.74	4422.74	4420.77	4422.18	393.0
2021-03-14 18:45:00	ES	Futures	4422.46	4422.74	4421.61	4421.9	271.0
2021-03-14 18:50:00	ES	Futures	4421.61	4422.18	4420.49	4421.61	403.0
2021-03-14 18:55:00	ES	Futures	4421.61	4425.27	4421.33	4424.42	687.0
2021-03-14 19:00:00	ES	Futures	4424.42	4427.51	4424.14	4426.95	1153.0
2021-03-14 19:05:00	ES	Futures	4426.95	4427.8	4425.55	4426.95	793.0
2021-03-14 19:10:00	ES	Futures	4426.95	4429.2	4426.11	4427.23	811.0
2021-03-14 19:15:00	ES	Futures	4426.95	4428.08	4426.11	4426.11	661.0
2021-03-14 19:20:00	ES	Futures	4426.11	4428.36	4426.11	4428.36	585.0
2021-03-14 19:25:00	ES	Futures	4428.36	4430.32	4427.8	4428.64	807.0
2021-03-14 19:30:00	ES	Futures	4428.92	4430.61	4428.08	4430.61	627.0
2021-03-14 19:35:00	ES	Futures	4430.32	4432.29	4429.48	4431.73	813.0
2021-03-14 19:40:00	ES	Futures	4431.45	4432.29	4431.17	4431.45	530.0
2021-03-14 19:45:00	ES	Futures	4431.45	4432.29	4429.48	4432.29	1009.0
2021-03-14 19:50:00	ES	Futures	4432.01	4432.85	4430.61	4430.61	853.0
2021-03-14 19:55:00	ES	Futures	4430.61	4430.89	4429.2	4430.04	456.0
2021-03-14 20:00:00	ES	Futures	4430.04	4430.89	4427.51	4428.64	1960.0
2021-03-14 20:05:00	ES	Futures	4428.64	4430.89	4428.08	4429.48	905.0
2021-03-14 20:10:00	ES	Futures	4429.2	4431.17	4429.2	4430.04	679.0
2021-03-14 20:15:00	ES	Futures	4430.04	4431.45	4429.48	4430.61	753.0
2021-03-14 20:20:00	ES	Futures	4430.61	4431.45	4428.92	4430.89	667.0
2021-03-14 20:25:00	ES	Futures	4431.17	4432.57	4430.61	4432.01	629.0
2021-03-14 20:30:00	ES	Futures	4432.01	4433.98	4431.73	4433.7	1006.0
2021-03-14 20:35:00	ES	Futures	4433.98	4434.26	4430.61	4431.45	1117.0
2021-03-14 20:40:00	ES	Futures	4431.45	4432.01	4430.32	4430.89	363.0
2021-03-14 20:45:00	ES	Futures	4431.17	4431.45	4427.8	4428.64	687.0
2021-03-14 20:50:00	ES	Futures	4428.36	4430.04	4428.08	4429.2	521.0
2021-03-14 20:55:00	ES	Futures	4429.2	4430.61	4428.64	4430.32	355.0
2021-03-14 21:00:00	ES	Futures	4430.32	4433.98	4429.76	4433.13	1030.0
2021-03-14 21:05:00	ES	Futures	4433.13	4434.26	4432.85	4433.42	517.0
2021-03-14 21:10:00	ES	Futures	4433.42	4434.26	4432.01	4433.7	616.0
2021-03-14 21:15:00	ES	Futures	4433.98	4435.94	4433.7	4435.38	1077.0
2021-03-14 21:20:00	ES	Futures	4435.38	4436.22	4433.98	4434.54	587.0
2021-03-14 21:25:00	ES	Futures	4434.54	4435.94	4433.42	4435.1	597.0
2021-03-14 21:30:00	ES	Futures	4434.82	4436.51	4433.13	4433.98	973.0
2021-03-14 21:35:00	ES	Futures	4434.26	4434.26	4431.45	4432.01	810.0
2021-03-14 21:40:00	ES	Futures	4431.73	4433.42	4429.76	4433.13	990.0
2021-03-14 21:45:00	ES	Futures	4432.85	4434.54	4432.29	4433.42	1090.0
2021-03-14 21:50:00	ES	Futures	4433.7	4434.26	4431.45	4433.7	1101.0
2021-03-14 21:55:00	ES	Futures	4433.7	4434.82	4431.73	4434.26	1216.0
2021-03-14 22:00:00	ES	Futures	4434.26	4436.51	4433.98	4436.22	1291.0
2021-03-14 22:05:00	ES	Futures	4436.51	4436.51	4435.38	4435.94	570.0

> showing 50 of 3,441 rows — these rows as CSV

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