PREVIEW / futures_5min / 2021-03-23

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-23.parquet
  size:    331 KB
  rows:    18,492

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
2021-03-23 00:00:00	ES	Futures	4410.94	4412.06	4410.66	4412.06	371.0
2021-03-23 00:05:00	ES	Futures	4412.06	4413.19	4411.78	4412.34	654.0
2021-03-23 00:10:00	ES	Futures	4412.06	4412.34	4410.94	4411.78	359.0
2021-03-23 00:15:00	ES	Futures	4411.78	4412.62	4410.94	4411.78	293.0
2021-03-23 00:20:00	ES	Futures	4411.5	4411.78	4410.38	4410.66	340.0
2021-03-23 00:25:00	ES	Futures	4410.66	4411.5	4409.81	4410.09	434.0
2021-03-23 00:30:00	ES	Futures	4410.09	4410.09	4408.97	4409.81	674.0
2021-03-23 00:35:00	ES	Futures	4409.81	4409.81	4408.97	4409.25	198.0
2021-03-23 00:40:00	ES	Futures	4409.25	4409.81	4408.69	4409.25	321.0
2021-03-23 00:45:00	ES	Futures	4408.97	4409.25	4407.28	4407.85	797.0
2021-03-23 00:50:00	ES	Futures	4407.85	4408.13	4406.72	4407.57	605.0
2021-03-23 00:55:00	ES	Futures	4407.57	4407.85	4407.0	4407.0	427.0
2021-03-23 01:00:00	ES	Futures	4406.72	4406.72	4404.48	4406.16	1486.0
2021-03-23 01:05:00	ES	Futures	4405.88	4408.41	4405.6	4407.57	864.0
2021-03-23 01:10:00	ES	Futures	4407.57	4408.69	4407.28	4407.85	523.0
2021-03-23 01:15:00	ES	Futures	4407.85	4408.69	4407.0	4408.41	450.0
2021-03-23 01:20:00	ES	Futures	4408.41	4409.25	4407.85	4408.13	482.0
2021-03-23 01:25:00	ES	Futures	4408.13	4408.13	4406.16	4406.16	655.0
2021-03-23 01:30:00	ES	Futures	4406.16	4407.28	4405.6	4407.0	698.0
2021-03-23 01:35:00	ES	Futures	4406.72	4407.0	4405.6	4406.16	717.0
2021-03-23 01:40:00	ES	Futures	4406.16	4407.85	4405.88	4407.28	580.0
2021-03-23 01:45:00	ES	Futures	4407.28	4408.41	4406.16	4408.41	509.0
2021-03-23 01:50:00	ES	Futures	4408.13	4408.69	4406.72	4407.28	613.0
2021-03-23 01:55:00	ES	Futures	4407.28	4407.85	4405.6	4405.6	889.0
2021-03-23 02:00:00	ES	Futures	4405.88	4406.16	4403.91	4405.04	1495.0
2021-03-23 02:05:00	ES	Futures	4405.04	4405.32	4403.63	4404.19	691.0
2021-03-23 02:10:00	ES	Futures	4404.19	4405.04	4403.35	4404.19	782.0
2021-03-23 02:15:00	ES	Futures	4403.91	4404.76	4403.91	4404.76	433.0
2021-03-23 02:20:00	ES	Futures	4404.76	4406.44	4404.48	4405.6	570.0
2021-03-23 02:25:00	ES	Futures	4405.88	4408.69	4405.88	4407.85	919.0
2021-03-23 02:30:00	ES	Futures	4407.85	4408.69	4406.72	4407.57	572.0
2021-03-23 02:35:00	ES	Futures	4407.57	4407.57	4406.44	4407.28	568.0
2021-03-23 02:40:00	ES	Futures	4407.28	4407.28	4405.88	4406.72	847.0
2021-03-23 02:45:00	ES	Futures	4406.72	4406.72	4404.19	4404.19	805.0
2021-03-23 02:50:00	ES	Futures	4404.48	4405.88	4403.91	4405.88	618.0
2021-03-23 02:55:00	ES	Futures	4405.6	4407.85	4405.04	4407.0	621.0
2021-03-23 03:00:00	ES	Futures	4407.0	4410.66	4406.44	4410.09	1845.0
2021-03-23 03:05:00	ES	Futures	4410.09	4410.66	4406.72	4407.0	1083.0
2021-03-23 03:10:00	ES	Futures	4407.0	4408.97	4406.16	4408.13	510.0
2021-03-23 03:15:00	ES	Futures	4408.41	4410.94	4407.85	4409.81	869.0
2021-03-23 03:20:00	ES	Futures	4409.81	4410.66	4408.97	4410.38	781.0
2021-03-23 03:25:00	ES	Futures	4410.09	4410.38	4408.41	4409.25	703.0
2021-03-23 03:30:00	ES	Futures	4408.97	4410.94	4408.41	4410.66	817.0
2021-03-23 03:35:00	ES	Futures	4410.66	4410.66	4409.25	4410.09	747.0
2021-03-23 03:40:00	ES	Futures	4410.09	4410.66	4408.97	4410.09	631.0
2021-03-23 03:45:00	ES	Futures	4410.09	4410.38	4407.57	4407.85	822.0
2021-03-23 03:50:00	ES	Futures	4407.85	4408.13	4406.16	4406.16	755.0
2021-03-23 03:55:00	ES	Futures	4406.16	4408.69	4406.16	4408.69	708.0
2021-03-23 04:00:00	ES	Futures	4408.97	4408.97	4405.04	4406.16	3077.0
2021-03-23 04:05:00	ES	Futures	4406.16	4406.16	4398.01	4399.7	6174.0

> showing 50 of 18,492 rows — these rows as CSV

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