PREVIEW / futures_5min / 2021-03-21

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-21.parquet
  size:    76 KB
  rows:    3,579

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
2021-03-21 18:00:00	ES	Futures	4375.82	4376.94	4367.95	4372.44	4592.0
2021-03-21 18:05:00	ES	Futures	4372.44	4375.54	4372.44	4375.25	1068.0
2021-03-21 18:10:00	ES	Futures	4374.97	4375.25	4370.48	4371.6	1757.0
2021-03-21 18:15:00	ES	Futures	4371.6	4373.01	4370.76	4372.16	590.0
2021-03-21 18:20:00	ES	Futures	4371.88	4371.88	4369.35	4369.92	1080.0
2021-03-21 18:25:00	ES	Futures	4369.63	4373.29	4369.63	4372.16	859.0
2021-03-21 18:30:00	ES	Futures	4372.44	4373.29	4370.76	4371.6	877.0
2021-03-21 18:35:00	ES	Futures	4371.88	4373.01	4371.32	4371.88	561.0
2021-03-21 18:40:00	ES	Futures	4372.16	4375.54	4371.88	4375.25	1039.0
2021-03-21 18:45:00	ES	Futures	4375.25	4376.1	4375.25	4375.82	577.0
2021-03-21 18:50:00	ES	Futures	4375.54	4375.54	4374.41	4375.25	534.0
2021-03-21 18:55:00	ES	Futures	4375.25	4376.1	4374.97	4375.82	342.0
2021-03-21 19:00:00	ES	Futures	4376.1	4378.35	4375.82	4378.06	1116.0
2021-03-21 19:05:00	ES	Futures	4378.06	4378.63	4376.38	4376.66	665.0
2021-03-21 19:10:00	ES	Futures	4376.94	4378.63	4375.82	4378.35	545.0
2021-03-21 19:15:00	ES	Futures	4378.35	4378.63	4377.78	4378.35	548.0
2021-03-21 19:20:00	ES	Futures	4378.35	4380.87	4378.35	4379.47	1221.0
2021-03-21 19:25:00	ES	Futures	4379.47	4380.87	4379.19	4380.59	729.0
2021-03-21 19:30:00	ES	Futures	4380.59	4380.87	4379.19	4379.75	668.0
2021-03-21 19:35:00	ES	Futures	4380.03	4381.72	4377.78	4380.87	1050.0
2021-03-21 19:40:00	ES	Futures	4381.15	4381.44	4379.75	4380.59	458.0
2021-03-21 19:45:00	ES	Futures	4380.59	4380.87	4377.78	4378.06	746.0
2021-03-21 19:50:00	ES	Futures	4377.78	4378.35	4376.38	4377.5	831.0
2021-03-21 19:55:00	ES	Futures	4377.5	4379.47	4376.94	4378.91	553.0
2021-03-21 20:00:00	ES	Futures	4379.19	4380.31	4376.1	4379.19	1408.0
2021-03-21 20:05:00	ES	Futures	4379.19	4379.47	4376.38	4377.22	1063.0
2021-03-21 20:10:00	ES	Futures	4376.94	4379.75	4376.94	4378.91	974.0
2021-03-21 20:15:00	ES	Futures	4378.91	4380.31	4377.78	4378.35	808.0
2021-03-21 20:20:00	ES	Futures	4378.35	4378.63	4376.66	4377.78	748.0
2021-03-21 20:25:00	ES	Futures	4377.78	4377.78	4374.69	4375.82	1352.0
2021-03-21 20:30:00	ES	Futures	4376.38	4376.38	4374.13	4374.41	1097.0
2021-03-21 20:35:00	ES	Futures	4374.41	4377.22	4373.57	4376.94	995.0
2021-03-21 20:40:00	ES	Futures	4376.66	4377.22	4374.69	4375.25	659.0
2021-03-21 20:45:00	ES	Futures	4374.97	4376.38	4374.13	4375.25	722.0
2021-03-21 20:50:00	ES	Futures	4375.25	4376.94	4374.41	4376.66	638.0
2021-03-21 20:55:00	ES	Futures	4376.66	4376.94	4373.57	4373.85	767.0
2021-03-21 21:00:00	ES	Futures	4373.85	4375.82	4372.44	4374.97	1381.0
2021-03-21 21:05:00	ES	Futures	4375.25	4376.1	4374.69	4374.97	488.0
2021-03-21 21:10:00	ES	Futures	4374.69	4375.25	4369.63	4370.48	1768.0
2021-03-21 21:15:00	ES	Futures	4370.76	4371.6	4366.83	4367.95	1936.0
2021-03-21 21:20:00	ES	Futures	4368.23	4368.51	4366.26	4367.11	1641.0
2021-03-21 21:25:00	ES	Futures	4367.39	4369.63	4366.83	4369.07	1614.0
2021-03-21 21:30:00	ES	Futures	4368.79	4370.76	4368.79	4370.48	1141.0
2021-03-21 21:35:00	ES	Futures	4370.48	4373.85	4370.48	4373.85	1652.0
2021-03-21 21:40:00	ES	Futures	4373.85	4375.82	4373.57	4375.54	1242.0
2021-03-21 21:45:00	ES	Futures	4375.54	4380.87	4375.54	4379.75	2732.0
2021-03-21 21:50:00	ES	Futures	4379.75	4380.59	4378.63	4380.03	1283.0
2021-03-21 21:55:00	ES	Futures	4380.03	4383.68	4380.03	4382.0	2369.0
2021-03-21 22:00:00	ES	Futures	4382.28	4382.56	4379.75	4379.75	1306.0
2021-03-21 22:05:00	ES	Futures	4380.03	4381.44	4379.47	4380.59	946.0

> showing 50 of 3,579 rows — these rows as CSV

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