PREVIEW / futures_5min / 2021-03-22

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-22.parquet
  size:    305 KB
  rows:    18,175

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
2021-03-22 00:00:00	ES	Futures	4380.03	4381.15	4379.75	4379.75	366.0
2021-03-22 00:05:00	ES	Futures	4379.47	4380.03	4379.19	4379.75	326.0
2021-03-22 00:10:00	ES	Futures	4379.75	4382.0	4379.75	4382.0	308.0
2021-03-22 00:15:00	ES	Futures	4382.0	4385.65	4382.0	4384.53	1875.0
2021-03-22 00:20:00	ES	Futures	4384.53	4388.18	4384.53	4387.06	2024.0
2021-03-22 00:25:00	ES	Futures	4387.34	4387.62	4386.77	4387.34	498.0
2021-03-22 00:30:00	ES	Futures	4387.06	4388.18	4386.77	4387.06	418.0
2021-03-22 00:35:00	ES	Futures	4387.34	4388.18	4387.06	4387.9	290.0
2021-03-22 00:40:00	ES	Futures	4387.62	4387.62	4386.49	4386.49	414.0
2021-03-22 00:45:00	ES	Futures	4386.49	4387.34	4386.21	4386.77	342.0
2021-03-22 00:50:00	ES	Futures	4386.77	4386.77	4384.81	4385.65	556.0
2021-03-22 00:55:00	ES	Futures	4385.65	4386.49	4384.81	4385.37	770.0
2021-03-22 01:00:00	ES	Futures	4385.37	4385.93	4383.96	4385.09	617.0
2021-03-22 01:05:00	ES	Futures	4385.09	4386.77	4384.53	4385.93	425.0
2021-03-22 01:10:00	ES	Futures	4385.93	4386.21	4384.53	4385.93	354.0
2021-03-22 01:15:00	ES	Futures	4385.93	4386.49	4383.68	4384.25	346.0
2021-03-22 01:20:00	ES	Futures	4384.25	4384.53	4383.12	4383.68	381.0
2021-03-22 01:25:00	ES	Futures	4383.68	4385.09	4383.12	4383.12	328.0
2021-03-22 01:30:00	ES	Futures	4383.12	4385.09	4381.15	4384.53	1206.0
2021-03-22 01:35:00	ES	Futures	4384.53	4386.21	4384.25	4385.65	452.0
2021-03-22 01:40:00	ES	Futures	4385.65	4385.93	4384.53	4384.81	312.0
2021-03-22 01:45:00	ES	Futures	4385.09	4386.49	4384.81	4385.93	529.0
2021-03-22 01:50:00	ES	Futures	4385.93	4386.77	4385.37	4385.93	408.0
2021-03-22 01:55:00	ES	Futures	4385.93	4386.21	4382.0	4382.28	619.0
2021-03-22 02:00:00	ES	Futures	4382.56	4383.4	4381.15	4382.84	841.0
2021-03-22 02:05:00	ES	Futures	4382.84	4384.25	4382.0	4382.0	523.0
2021-03-22 02:10:00	ES	Futures	4382.0	4382.56	4380.59	4381.44	853.0
2021-03-22 02:15:00	ES	Futures	4381.72	4382.28	4380.87	4382.0	465.0
2021-03-22 02:20:00	ES	Futures	4382.0	4384.25	4381.72	4384.25	510.0
2021-03-22 02:25:00	ES	Futures	4384.25	4384.81	4382.0	4382.84	449.0
2021-03-22 02:30:00	ES	Futures	4382.84	4383.68	4380.31	4381.44	599.0
2021-03-22 02:35:00	ES	Futures	4381.44	4383.4	4380.59	4383.12	395.0
2021-03-22 02:40:00	ES	Futures	4383.12	4383.68	4381.44	4381.72	252.0
2021-03-22 02:45:00	ES	Futures	4381.72	4382.28	4380.87	4381.15	309.0
2021-03-22 02:50:00	ES	Futures	4381.44	4382.28	4381.15	4381.72	172.0
2021-03-22 02:55:00	ES	Futures	4381.44	4381.72	4379.19	4379.47	277.0
2021-03-22 03:00:00	ES	Futures	4379.19	4379.47	4375.25	4375.54	1769.0
2021-03-22 03:05:00	ES	Futures	4375.54	4378.35	4374.97	4377.5	954.0
2021-03-22 03:10:00	ES	Futures	4377.5	4378.06	4376.1	4376.1	737.0
2021-03-22 03:15:00	ES	Futures	4376.1	4378.91	4374.97	4378.06	1120.0
2021-03-22 03:20:00	ES	Futures	4377.78	4381.44	4377.78	4380.31	912.0
2021-03-22 03:25:00	ES	Futures	4380.03	4382.56	4380.03	4380.31	808.0
2021-03-22 03:30:00	ES	Futures	4380.31	4380.59	4376.38	4377.78	868.0
2021-03-22 03:35:00	ES	Futures	4378.06	4378.91	4373.29	4374.69	1402.0
2021-03-22 03:40:00	ES	Futures	4374.69	4376.94	4373.57	4374.41	1071.0
2021-03-22 03:45:00	ES	Futures	4374.13	4375.25	4370.2	4371.88	1710.0
2021-03-22 03:50:00	ES	Futures	4371.6	4373.01	4369.35	4371.88	1770.0
2021-03-22 03:55:00	ES	Futures	4371.88	4374.97	4371.6	4374.13	1415.0
2021-03-22 04:00:00	ES	Futures	4374.13	4375.54	4369.92	4370.2	4177.0
2021-03-22 04:05:00	ES	Futures	4370.2	4371.88	4367.95	4369.92	2611.0

> showing 50 of 18,175 rows — these rows as CSV

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