PREVIEW / futures_5min / 2021-03-19

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-19.parquet
  size:    279 KB
  rows:    15,040

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
2021-03-19 00:00:00	ES	Futures	4393.24	4394.08	4391.27	4393.24	1250.0
2021-03-19 00:05:00	ES	Futures	4392.96	4394.92	4391.55	4394.36	1077.0
2021-03-19 00:10:00	ES	Futures	4394.36	4395.48	4393.8	4395.2	714.0
2021-03-19 00:15:00	ES	Futures	4395.2	4398.01	4394.36	4396.05	729.0
2021-03-19 00:20:00	ES	Futures	4396.33	4398.01	4396.33	4397.45	449.0
2021-03-19 00:25:00	ES	Futures	4397.45	4398.01	4396.61	4397.73	352.0
2021-03-19 00:30:00	ES	Futures	4398.01	4399.14	4397.73	4398.01	814.0
2021-03-19 00:35:00	ES	Futures	4398.29	4398.86	4396.33	4397.17	604.0
2021-03-19 00:40:00	ES	Futures	4396.89	4398.29	4396.33	4397.73	334.0
2021-03-19 00:45:00	ES	Futures	4397.73	4398.01	4396.61	4397.17	205.0
2021-03-19 00:50:00	ES	Futures	4397.17	4398.86	4397.17	4398.57	427.0
2021-03-19 00:55:00	ES	Futures	4398.57	4398.86	4397.73	4398.57	406.0
2021-03-19 01:00:00	ES	Futures	4398.29	4399.98	4398.01	4398.57	924.0
2021-03-19 01:05:00	ES	Futures	4398.57	4400.26	4398.57	4399.14	623.0
2021-03-19 01:10:00	ES	Futures	4399.14	4399.42	4396.89	4397.73	868.0
2021-03-19 01:15:00	ES	Futures	4397.45	4397.73	4394.64	4395.48	755.0
2021-03-19 01:20:00	ES	Futures	4395.48	4395.48	4392.67	4393.24	979.0
2021-03-19 01:25:00	ES	Futures	4393.24	4393.8	4392.39	4393.24	677.0
2021-03-19 01:30:00	ES	Futures	4393.24	4394.36	4391.27	4394.08	923.0
2021-03-19 01:35:00	ES	Futures	4393.8	4395.2	4392.96	4393.52	538.0
2021-03-19 01:40:00	ES	Futures	4393.24	4394.36	4392.67	4392.96	361.0
2021-03-19 01:45:00	ES	Futures	4392.96	4394.92	4392.96	4394.64	296.0
2021-03-19 01:50:00	ES	Futures	4394.92	4395.77	4393.8	4395.48	458.0
2021-03-19 01:55:00	ES	Futures	4395.2	4396.33	4394.08	4395.77	471.0
2021-03-19 02:00:00	ES	Futures	4395.77	4395.77	4388.74	4389.3	2187.0
2021-03-19 02:05:00	ES	Futures	4389.58	4389.58	4386.77	4387.9	1686.0
2021-03-19 02:10:00	ES	Futures	4387.9	4388.18	4381.44	4382.84	3499.0
2021-03-19 02:15:00	ES	Futures	4383.12	4384.25	4382.84	4383.96	1124.0
2021-03-19 02:20:00	ES	Futures	4383.96	4387.34	4383.96	4387.06	1411.0
2021-03-19 02:25:00	ES	Futures	4387.06	4388.46	4386.21	4388.18	913.0
2021-03-19 02:30:00	ES	Futures	4388.18	4389.3	4387.34	4388.46	733.0
2021-03-19 02:35:00	ES	Futures	4388.46	4388.74	4386.77	4387.06	493.0
2021-03-19 02:40:00	ES	Futures	4387.34	4388.74	4385.93	4388.74	608.0
2021-03-19 02:45:00	ES	Futures	4388.46	4393.24	4388.18	4392.96	1792.0
2021-03-19 02:50:00	ES	Futures	4392.96	4396.61	4392.67	4394.36	2231.0
2021-03-19 02:55:00	ES	Futures	4394.36	4395.48	4393.8	4394.08	731.0
2021-03-19 03:00:00	ES	Futures	4394.08	4397.73	4393.24	4397.17	1232.0
2021-03-19 03:05:00	ES	Futures	4397.17	4399.7	4396.89	4398.29	1499.0
2021-03-19 03:10:00	ES	Futures	4398.29	4398.86	4396.61	4397.45	865.0
2021-03-19 03:15:00	ES	Futures	4397.45	4402.23	4397.17	4401.38	2193.0
2021-03-19 03:20:00	ES	Futures	4401.67	4401.67	4399.42	4400.82	1261.0
2021-03-19 03:25:00	ES	Futures	4400.82	4402.23	4399.42	4399.7	1378.0
2021-03-19 03:30:00	ES	Futures	4399.42	4402.51	4398.29	4401.1	1789.0
2021-03-19 03:35:00	ES	Futures	4401.1	4401.95	4399.7	4400.26	1148.0
2021-03-19 03:40:00	ES	Futures	4400.26	4401.95	4399.14	4401.67	1267.0
2021-03-19 03:45:00	ES	Futures	4401.95	4403.07	4400.54	4401.38	1299.0
2021-03-19 03:50:00	ES	Futures	4401.67	4402.23	4399.7	4400.54	980.0
2021-03-19 03:55:00	ES	Futures	4400.54	4403.35	4400.26	4401.67	2272.0
2021-03-19 04:00:00	ES	Futures	4401.67	4407.0	4400.54	4401.38	6775.0
2021-03-19 04:05:00	ES	Futures	4401.38	4406.16	4400.82	4404.19	3579.0

> showing 50 of 15,040 rows — these rows as CSV

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