PREVIEW / futures_5min / 2021-03-17

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-17.parquet
  size:    327 KB
  rows:    18,505

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
2021-03-17 00:00:00	ES	Futures	4439.32	4439.88	4438.75	4438.75	426.0
2021-03-17 00:05:00	ES	Futures	4439.03	4439.88	4438.75	4439.6	211.0
2021-03-17 00:10:00	ES	Futures	4439.32	4439.6	4439.03	4439.03	133.0
2021-03-17 00:15:00	ES	Futures	4439.32	4439.88	4438.19	4438.19	179.0
2021-03-17 00:20:00	ES	Futures	4438.47	4439.03	4438.19	4438.75	130.0
2021-03-17 00:25:00	ES	Futures	4438.47	4438.75	4437.91	4438.75	174.0
2021-03-17 00:30:00	ES	Futures	4438.47	4438.75	4437.91	4438.75	248.0
2021-03-17 00:35:00	ES	Futures	4438.75	4439.6	4438.47	4439.32	166.0
2021-03-17 00:40:00	ES	Futures	4439.32	4439.32	4438.47	4438.75	174.0
2021-03-17 00:45:00	ES	Futures	4438.75	4439.32	4437.35	4437.91	252.0
2021-03-17 00:50:00	ES	Futures	4437.91	4438.19	4437.35	4438.19	297.0
2021-03-17 00:55:00	ES	Futures	4438.19	4439.88	4438.19	4439.6	235.0
2021-03-17 01:00:00	ES	Futures	4439.6	4441.0	4438.75	4438.75	691.0
2021-03-17 01:05:00	ES	Futures	4438.75	4439.32	4437.91	4439.32	410.0
2021-03-17 01:10:00	ES	Futures	4439.6	4439.6	4437.07	4437.91	410.0
2021-03-17 01:15:00	ES	Futures	4437.63	4438.47	4437.07	4438.19	441.0
2021-03-17 01:20:00	ES	Futures	4438.47	4439.32	4437.63	4439.03	312.0
2021-03-17 01:25:00	ES	Futures	4438.75	4439.32	4438.19	4439.03	215.0
2021-03-17 01:30:00	ES	Futures	4439.03	4439.6	4438.19	4438.47	337.0
2021-03-17 01:35:00	ES	Futures	4438.75	4439.03	4437.91	4439.03	268.0
2021-03-17 01:40:00	ES	Futures	4439.32	4441.28	4439.32	4441.0	393.0
2021-03-17 01:45:00	ES	Futures	4441.0	4442.69	4441.0	4442.41	478.0
2021-03-17 01:50:00	ES	Futures	4442.41	4443.81	4442.41	4443.25	695.0
2021-03-17 01:55:00	ES	Futures	4443.25	4444.37	4443.25	4443.25	327.0
2021-03-17 02:00:00	ES	Futures	4443.53	4443.81	4442.69	4442.97	567.0
2021-03-17 02:05:00	ES	Futures	4442.97	4444.09	4442.41	4442.97	516.0
2021-03-17 02:10:00	ES	Futures	4442.97	4444.37	4442.97	4443.81	878.0
2021-03-17 02:15:00	ES	Futures	4443.81	4444.65	4443.25	4444.37	422.0
2021-03-17 02:20:00	ES	Futures	4444.37	4444.93	4444.09	4444.65	370.0
2021-03-17 02:25:00	ES	Futures	4444.65	4444.93	4443.81	4443.81	243.0
2021-03-17 02:30:00	ES	Futures	4443.81	4444.65	4442.13	4442.13	400.0
2021-03-17 02:35:00	ES	Futures	4441.84	4442.69	4441.84	4442.13	224.0
2021-03-17 02:40:00	ES	Futures	4442.13	4442.13	4439.88	4440.72	409.0
2021-03-17 02:45:00	ES	Futures	4440.72	4441.84	4440.72	4441.0	168.0
2021-03-17 02:50:00	ES	Futures	4441.28	4442.13	4441.0	4441.56	149.0
2021-03-17 02:55:00	ES	Futures	4441.56	4442.13	4441.56	4442.13	143.0
2021-03-17 03:00:00	ES	Futures	4442.13	4443.53	4441.28	4442.41	442.0
2021-03-17 03:05:00	ES	Futures	4442.69	4442.97	4440.16	4441.28	398.0
2021-03-17 03:10:00	ES	Futures	4441.0	4441.28	4440.16	4441.0	238.0
2021-03-17 03:15:00	ES	Futures	4440.72	4441.0	4438.47	4438.47	403.0
2021-03-17 03:20:00	ES	Futures	4438.47	4439.6	4437.91	4439.32	458.0
2021-03-17 03:25:00	ES	Futures	4439.03	4441.28	4438.75	4440.72	653.0
2021-03-17 03:30:00	ES	Futures	4440.72	4441.28	4440.16	4440.72	274.0
2021-03-17 03:35:00	ES	Futures	4441.0	4441.84	4440.44	4440.72	303.0
2021-03-17 03:40:00	ES	Futures	4441.0	4441.28	4440.16	4440.16	252.0
2021-03-17 03:45:00	ES	Futures	4440.44	4441.56	4440.16	4440.44	289.0
2021-03-17 03:50:00	ES	Futures	4440.72	4440.72	4439.32	4439.88	390.0
2021-03-17 03:55:00	ES	Futures	4440.16	4441.56	4439.88	4440.44	439.0
2021-03-17 04:00:00	ES	Futures	4440.44	4443.25	4438.75	4442.97	1707.0
2021-03-17 04:05:00	ES	Futures	4442.97	4443.25	4440.72	4442.41	1634.0

> showing 50 of 18,505 rows — these rows as CSV

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