PREVIEW / futures_5min / 2021-03-15

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-15.parquet
  size:    295 KB
  rows:    17,643

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
2021-03-15 00:00:00	ES	Futures	4425.55	4425.83	4424.42	4424.42	210.0
2021-03-15 00:05:00	ES	Futures	4424.7	4424.7	4421.61	4421.61	516.0
2021-03-15 00:10:00	ES	Futures	4421.61	4422.18	4421.05	4421.33	349.0
2021-03-15 00:15:00	ES	Futures	4421.33	4422.74	4420.77	4422.46	410.0
2021-03-15 00:20:00	ES	Futures	4422.46	4423.58	4422.46	4423.02	215.0
2021-03-15 00:25:00	ES	Futures	4423.02	4424.14	4422.74	4423.86	243.0
2021-03-15 00:30:00	ES	Futures	4423.86	4424.99	4423.58	4424.42	295.0
2021-03-15 00:35:00	ES	Futures	4424.7	4424.7	4422.46	4423.86	362.0
2021-03-15 00:40:00	ES	Futures	4424.14	4425.27	4423.02	4424.99	355.0
2021-03-15 00:45:00	ES	Futures	4424.99	4425.83	4424.99	4425.27	416.0
2021-03-15 00:50:00	ES	Futures	4425.55	4426.39	4425.27	4426.11	232.0
2021-03-15 00:55:00	ES	Futures	4426.39	4426.67	4425.27	4425.27	329.0
2021-03-15 01:00:00	ES	Futures	4425.27	4426.95	4424.14	4424.42	745.0
2021-03-15 01:05:00	ES	Futures	4424.14	4424.42	4421.9	4422.46	470.0
2021-03-15 01:10:00	ES	Futures	4422.46	4423.02	4420.49	4421.05	836.0
2021-03-15 01:15:00	ES	Futures	4421.05	4422.74	4419.09	4422.46	915.0
2021-03-15 01:20:00	ES	Futures	4422.18	4422.74	4420.21	4422.46	466.0
2021-03-15 01:25:00	ES	Futures	4422.46	4422.46	4420.49	4421.9	443.0
2021-03-15 01:30:00	ES	Futures	4421.9	4422.18	4417.68	4417.96	900.0
2021-03-15 01:35:00	ES	Futures	4417.96	4419.65	4417.12	4419.37	752.0
2021-03-15 01:40:00	ES	Futures	4419.37	4420.77	4418.8	4419.93	550.0
2021-03-15 01:45:00	ES	Futures	4419.93	4421.05	4418.24	4419.09	498.0
2021-03-15 01:50:00	ES	Futures	4418.8	4419.93	4417.12	4418.52	928.0
2021-03-15 01:55:00	ES	Futures	4418.8	4419.65	4417.4	4417.68	1049.0
2021-03-15 02:00:00	ES	Futures	4417.96	4419.65	4415.71	4416.28	1068.0
2021-03-15 02:05:00	ES	Futures	4416.28	4417.96	4415.71	4415.99	534.0
2021-03-15 02:10:00	ES	Futures	4415.71	4417.12	4415.71	4415.99	354.0
2021-03-15 02:15:00	ES	Futures	4415.99	4416.84	4414.03	4414.31	893.0
2021-03-15 02:20:00	ES	Futures	4414.31	4414.31	4412.9	4413.47	852.0
2021-03-15 02:25:00	ES	Futures	4413.47	4416.84	4413.19	4416.56	586.0
2021-03-15 02:30:00	ES	Futures	4416.84	4419.37	4415.99	4419.09	712.0
2021-03-15 02:35:00	ES	Futures	4418.8	4421.9	4418.8	4420.49	913.0
2021-03-15 02:40:00	ES	Futures	4420.49	4421.05	4417.96	4419.09	367.0
2021-03-15 02:45:00	ES	Futures	4419.09	4419.65	4417.68	4417.96	351.0
2021-03-15 02:50:00	ES	Futures	4418.24	4420.77	4417.96	4419.93	403.0
2021-03-15 02:55:00	ES	Futures	4420.21	4420.49	4418.52	4418.8	221.0
2021-03-15 03:00:00	ES	Futures	4418.8	4419.93	4415.15	4416.84	839.0
2021-03-15 03:05:00	ES	Futures	4416.84	4416.84	4413.19	4413.47	1102.0
2021-03-15 03:10:00	ES	Futures	4413.47	4413.75	4410.38	4412.62	1487.0
2021-03-15 03:15:00	ES	Futures	4412.62	4413.19	4410.94	4413.19	837.0
2021-03-15 03:20:00	ES	Futures	4413.19	4414.03	4412.62	4413.19	638.0
2021-03-15 03:25:00	ES	Futures	4413.19	4414.87	4412.9	4414.87	543.0
2021-03-15 03:30:00	ES	Futures	4414.87	4416.28	4413.75	4416.28	925.0
2021-03-15 03:35:00	ES	Futures	4416.56	4416.84	4414.87	4415.71	641.0
2021-03-15 03:40:00	ES	Futures	4415.43	4417.96	4415.15	4417.4	1124.0
2021-03-15 03:45:00	ES	Futures	4417.4	4418.52	4417.4	4417.68	708.0
2021-03-15 03:50:00	ES	Futures	4417.68	4419.09	4415.99	4418.52	669.0
2021-03-15 03:55:00	ES	Futures	4418.52	4420.49	4418.24	4419.65	902.0
2021-03-15 04:00:00	ES	Futures	4419.65	4420.21	4417.4	4419.93	2082.0
2021-03-15 04:05:00	ES	Futures	4419.93	4426.67	4419.65	4424.42	2947.0

> showing 50 of 17,643 rows — these rows as CSV

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