PREVIEW / futures_5min / 2021-03-16

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-16.parquet
  size:    288 KB
  rows:    17,867

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
2021-03-16 00:00:00	ES	Futures	4449.43	4449.71	4448.59	4449.71	267.0
2021-03-16 00:05:00	ES	Futures	4449.71	4449.99	4449.15	4449.43	151.0
2021-03-16 00:10:00	ES	Futures	4449.15	4449.43	4447.74	4448.31	357.0
2021-03-16 00:15:00	ES	Futures	4448.59	4448.87	4447.74	4447.74	246.0
2021-03-16 00:20:00	ES	Futures	4447.74	4448.31	4446.62	4448.03	405.0
2021-03-16 00:25:00	ES	Futures	4448.31	4449.71	4448.03	4448.87	300.0
2021-03-16 00:30:00	ES	Futures	4448.87	4449.71	4448.87	4449.43	224.0
2021-03-16 00:35:00	ES	Futures	4449.71	4449.71	4448.87	4448.87	115.0
2021-03-16 00:40:00	ES	Futures	4448.87	4449.71	4448.87	4448.87	184.0
2021-03-16 00:45:00	ES	Futures	4448.87	4449.43	4448.59	4448.87	146.0
2021-03-16 00:50:00	ES	Futures	4448.87	4450.27	4448.87	4449.15	232.0
2021-03-16 00:55:00	ES	Futures	4449.15	4450.27	4449.15	4449.99	196.0
2021-03-16 01:00:00	ES	Futures	4449.99	4450.27	4447.18	4448.31	601.0
2021-03-16 01:05:00	ES	Futures	4448.31	4449.43	4448.03	4448.87	208.0
2021-03-16 01:10:00	ES	Futures	4448.87	4449.71	4448.59	4449.15	212.0
2021-03-16 01:15:00	ES	Futures	4448.87	4449.71	4448.87	4449.43	112.0
2021-03-16 01:20:00	ES	Futures	4449.71	4449.99	4449.15	4449.71	148.0
2021-03-16 01:25:00	ES	Futures	4449.71	4450.27	4448.87	4449.15	274.0
2021-03-16 01:30:00	ES	Futures	4449.15	4451.12	4449.15	4450.55	402.0
2021-03-16 01:35:00	ES	Futures	4450.55	4451.68	4449.99	4451.4	508.0
2021-03-16 01:40:00	ES	Futures	4451.4	4451.4	4449.71	4449.99	330.0
2021-03-16 01:45:00	ES	Futures	4449.99	4450.84	4449.99	4450.84	205.0
2021-03-16 01:50:00	ES	Futures	4450.84	4450.84	4448.87	4449.71	428.0
2021-03-16 01:55:00	ES	Futures	4449.71	4451.12	4449.71	4450.55	348.0
2021-03-16 02:00:00	ES	Futures	4450.84	4451.68	4448.59	4449.15	682.0
2021-03-16 02:05:00	ES	Futures	4449.15	4449.99	4448.87	4449.15	240.0
2021-03-16 02:10:00	ES	Futures	4448.87	4448.87	4446.9	4447.74	602.0
2021-03-16 02:15:00	ES	Futures	4447.74	4448.59	4447.18	4448.59	420.0
2021-03-16 02:20:00	ES	Futures	4448.59	4449.15	4446.62	4446.9	509.0
2021-03-16 02:25:00	ES	Futures	4447.18	4448.31	4446.62	4448.03	279.0
2021-03-16 02:30:00	ES	Futures	4447.74	4448.87	4447.46	4448.59	268.0
2021-03-16 02:35:00	ES	Futures	4448.87	4449.71	4448.59	4449.15	269.0
2021-03-16 02:40:00	ES	Futures	4449.15	4449.43	4448.59	4448.59	183.0
2021-03-16 02:45:00	ES	Futures	4448.59	4452.24	4448.31	4452.24	1073.0
2021-03-16 02:50:00	ES	Futures	4452.52	4452.8	4451.96	4451.96	422.0
2021-03-16 02:55:00	ES	Futures	4451.68	4453.64	4451.68	4453.64	941.0
2021-03-16 03:00:00	ES	Futures	4453.36	4453.36	4451.12	4451.68	763.0
2021-03-16 03:05:00	ES	Futures	4451.96	4453.08	4451.96	4452.24	484.0
2021-03-16 03:10:00	ES	Futures	4452.24	4452.8	4450.84	4452.8	617.0
2021-03-16 03:15:00	ES	Futures	4452.52	4455.05	4452.52	4454.49	1438.0
2021-03-16 03:20:00	ES	Futures	4454.21	4454.77	4453.93	4454.49	557.0
2021-03-16 03:25:00	ES	Futures	4454.49	4455.05	4452.8	4453.08	709.0
2021-03-16 03:30:00	ES	Futures	4453.08	4453.36	4450.84	4451.96	1059.0
2021-03-16 03:35:00	ES	Futures	4451.68	4452.52	4449.99	4449.99	677.0
2021-03-16 03:40:00	ES	Futures	4450.27	4450.84	4449.43	4450.55	677.0
2021-03-16 03:45:00	ES	Futures	4450.55	4450.55	4449.43	4449.71	478.0
2021-03-16 03:50:00	ES	Futures	4449.71	4450.27	4448.87	4450.27	692.0
2021-03-16 03:55:00	ES	Futures	4450.55	4451.96	4449.99	4451.12	686.0
2021-03-16 04:00:00	ES	Futures	4451.12	4451.4	4447.46	4449.15	3147.0
2021-03-16 04:05:00	ES	Futures	4448.87	4449.43	4445.22	4445.22	2537.0

> showing 50 of 17,867 rows — these rows as CSV

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