PREVIEW / futures_5min / 2021-03-18

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-18.parquet
  size:    345 KB
  rows:    18,667

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
2021-03-18 00:00:00	ES	Futures	4455.89	4457.86	4455.61	4457.86	365.0
2021-03-18 00:05:00	ES	Futures	4457.86	4457.86	4456.74	4457.02	468.0
2021-03-18 00:10:00	ES	Futures	4456.74	4457.02	4455.61	4455.89	384.0
2021-03-18 00:15:00	ES	Futures	4455.89	4456.17	4453.36	4453.93	994.0
2021-03-18 00:20:00	ES	Futures	4453.64	4455.61	4453.08	4455.33	825.0
2021-03-18 00:25:00	ES	Futures	4455.33	4455.89	4454.77	4455.05	352.0
2021-03-18 00:30:00	ES	Futures	4455.05	4455.89	4454.77	4455.89	421.0
2021-03-18 00:35:00	ES	Futures	4455.89	4457.3	4455.89	4456.74	969.0
2021-03-18 00:40:00	ES	Futures	4456.74	4457.3	4455.89	4456.74	313.0
2021-03-18 00:45:00	ES	Futures	4456.74	4458.42	4456.17	4456.45	407.0
2021-03-18 00:50:00	ES	Futures	4456.74	4457.86	4456.45	4457.86	295.0
2021-03-18 00:55:00	ES	Futures	4457.86	4458.98	4457.58	4458.14	424.0
2021-03-18 01:00:00	ES	Futures	4458.14	4458.42	4453.93	4454.21	1665.0
2021-03-18 01:05:00	ES	Futures	4454.21	4454.49	4453.64	4454.21	874.0
2021-03-18 01:10:00	ES	Futures	4454.21	4454.49	4453.36	4454.21	715.0
2021-03-18 01:15:00	ES	Futures	4454.49	4457.3	4453.93	4457.02	782.0
2021-03-18 01:20:00	ES	Futures	4456.74	4457.86	4456.74	4457.86	502.0
2021-03-18 01:25:00	ES	Futures	4457.58	4457.86	4456.45	4457.02	498.0
2021-03-18 01:30:00	ES	Futures	4457.02	4458.42	4455.33	4458.42	616.0
2021-03-18 01:35:00	ES	Futures	4458.14	4458.7	4456.17	4456.74	407.0
2021-03-18 01:40:00	ES	Futures	4457.02	4457.58	4455.61	4455.89	360.0
2021-03-18 01:45:00	ES	Futures	4455.61	4456.45	4454.77	4456.45	418.0
2021-03-18 01:50:00	ES	Futures	4456.17	4457.3	4455.33	4457.3	351.0
2021-03-18 01:55:00	ES	Futures	4457.02	4457.58	4455.61	4456.45	316.0
2021-03-18 02:00:00	ES	Futures	4456.74	4457.58	4455.33	4456.45	621.0
2021-03-18 02:05:00	ES	Futures	4456.45	4457.3	4455.61	4456.45	276.0
2021-03-18 02:10:00	ES	Futures	4456.17	4457.58	4456.17	4457.02	384.0
2021-03-18 02:15:00	ES	Futures	4456.74	4456.74	4455.89	4456.45	287.0
2021-03-18 02:20:00	ES	Futures	4456.45	4458.98	4456.17	4458.98	467.0
2021-03-18 02:25:00	ES	Futures	4458.98	4459.55	4458.7	4458.98	470.0
2021-03-18 02:30:00	ES	Futures	4458.98	4460.95	4458.98	4460.67	651.0
2021-03-18 02:35:00	ES	Futures	4460.67	4461.79	4460.11	4461.23	425.0
2021-03-18 02:40:00	ES	Futures	4461.23	4461.51	4460.39	4460.95	426.0
2021-03-18 02:45:00	ES	Futures	4460.95	4464.32	4460.95	4464.32	977.0
2021-03-18 02:50:00	ES	Futures	4464.04	4464.32	4462.07	4462.35	792.0
2021-03-18 02:55:00	ES	Futures	4462.35	4463.76	4462.07	4463.2	783.0
2021-03-18 03:00:00	ES	Futures	4463.2	4464.04	4460.67	4462.07	1314.0
2021-03-18 03:05:00	ES	Futures	4462.07	4462.92	4461.23	4462.64	1064.0
2021-03-18 03:10:00	ES	Futures	4462.64	4463.2	4462.07	4462.35	968.0
2021-03-18 03:15:00	ES	Futures	4462.35	4462.64	4460.11	4461.23	1231.0
2021-03-18 03:20:00	ES	Futures	4461.23	4461.51	4452.24	4452.24	4362.0
2021-03-18 03:25:00	ES	Futures	4452.24	4452.8	4448.31	4448.59	3811.0
2021-03-18 03:30:00	ES	Futures	4448.31	4448.87	4446.06	4447.74	3497.0
2021-03-18 03:35:00	ES	Futures	4447.46	4448.59	4442.13	4445.22	4910.0
2021-03-18 03:40:00	ES	Futures	4445.22	4446.62	4439.32	4440.16	3928.0
2021-03-18 03:45:00	ES	Futures	4440.16	4443.53	4439.32	4439.6	3090.0
2021-03-18 03:50:00	ES	Futures	4439.32	4442.69	4439.32	4442.69	3606.0
2021-03-18 03:55:00	ES	Futures	4442.69	4442.69	4439.32	4442.13	2502.0
2021-03-18 04:00:00	ES	Futures	4441.84	4442.69	4439.6	4441.56	3412.0
2021-03-18 04:05:00	ES	Futures	4441.56	4443.53	4440.16	4440.16	3122.0

> showing 50 of 18,667 rows — these rows as CSV

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