PREVIEW / futures_5min / 2021-03-24

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-24.parquet
  size:    309 KB
  rows:    18,403

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
2021-03-24 00:00:00	ES	Futures	4385.37	4385.65	4384.53	4384.53	287.0
2021-03-24 00:05:00	ES	Futures	4384.81	4385.93	4384.81	4385.65	250.0
2021-03-24 00:10:00	ES	Futures	4385.37	4385.93	4384.25	4385.09	351.0
2021-03-24 00:15:00	ES	Futures	4385.37	4385.65	4384.25	4384.25	383.0
2021-03-24 00:20:00	ES	Futures	4384.25	4385.09	4383.96	4384.25	372.0
2021-03-24 00:25:00	ES	Futures	4383.96	4383.96	4383.12	4383.12	640.0
2021-03-24 00:30:00	ES	Futures	4383.12	4383.96	4382.84	4383.12	422.0
2021-03-24 00:35:00	ES	Futures	4383.12	4383.4	4382.0	4382.28	320.0
2021-03-24 00:40:00	ES	Futures	4382.28	4382.28	4380.87	4381.44	519.0
2021-03-24 00:45:00	ES	Futures	4381.44	4381.72	4380.31	4381.15	421.0
2021-03-24 00:50:00	ES	Futures	4380.87	4380.87	4379.75	4380.03	501.0
2021-03-24 00:55:00	ES	Futures	4380.03	4382.0	4379.75	4381.44	393.0
2021-03-24 01:00:00	ES	Futures	4381.72	4382.28	4379.19	4379.19	867.0
2021-03-24 01:05:00	ES	Futures	4379.47	4383.12	4379.47	4382.28	807.0
2021-03-24 01:10:00	ES	Futures	4382.0	4383.4	4380.87	4383.4	610.0
2021-03-24 01:15:00	ES	Futures	4383.68	4383.68	4380.31	4380.87	456.0
2021-03-24 01:20:00	ES	Futures	4380.59	4380.87	4377.78	4379.19	1216.0
2021-03-24 01:25:00	ES	Futures	4378.63	4381.15	4378.63	4380.87	485.0
2021-03-24 01:30:00	ES	Futures	4380.87	4383.96	4380.59	4383.68	675.0
2021-03-24 01:35:00	ES	Futures	4383.96	4384.81	4382.56	4382.56	452.0
2021-03-24 01:40:00	ES	Futures	4382.28	4382.84	4379.75	4382.0	465.0
2021-03-24 01:45:00	ES	Futures	4381.72	4382.28	4380.31	4380.87	284.0
2021-03-24 01:50:00	ES	Futures	4380.87	4380.87	4379.19	4379.47	525.0
2021-03-24 01:55:00	ES	Futures	4379.19	4380.31	4378.06	4378.35	570.0
2021-03-24 02:00:00	ES	Futures	4378.35	4379.19	4377.22	4377.22	989.0
2021-03-24 02:05:00	ES	Futures	4377.5	4379.47	4377.22	4379.19	748.0
2021-03-24 02:10:00	ES	Futures	4379.47	4380.31	4378.63	4380.31	573.0
2021-03-24 02:15:00	ES	Futures	4380.31	4381.44	4379.19	4380.31	564.0
2021-03-24 02:20:00	ES	Futures	4380.59	4380.59	4379.19	4380.03	581.0
2021-03-24 02:25:00	ES	Futures	4380.03	4380.87	4379.47	4380.03	461.0
2021-03-24 02:30:00	ES	Futures	4380.31	4381.72	4380.31	4380.87	555.0
2021-03-24 02:35:00	ES	Futures	4381.15	4381.44	4379.75	4379.75	305.0
2021-03-24 02:40:00	ES	Futures	4380.03	4380.87	4379.19	4380.87	449.0
2021-03-24 02:45:00	ES	Futures	4380.87	4382.28	4380.59	4382.0	567.0
2021-03-24 02:50:00	ES	Futures	4382.0	4384.25	4382.0	4383.12	741.0
2021-03-24 02:55:00	ES	Futures	4383.4	4383.68	4382.28	4382.84	350.0
2021-03-24 03:00:00	ES	Futures	4383.12	4385.93	4380.59	4385.65	1288.0
2021-03-24 03:05:00	ES	Futures	4385.65	4386.21	4384.25	4384.25	902.0
2021-03-24 03:10:00	ES	Futures	4384.25	4385.37	4383.4	4384.25	497.0
2021-03-24 03:15:00	ES	Futures	4383.96	4384.25	4382.0	4382.0	1010.0
2021-03-24 03:20:00	ES	Futures	4382.0	4382.28	4380.03	4380.31	935.0
2021-03-24 03:25:00	ES	Futures	4380.31	4380.87	4378.91	4379.47	884.0
2021-03-24 03:30:00	ES	Futures	4379.47	4380.87	4378.91	4380.59	1014.0
2021-03-24 03:35:00	ES	Futures	4380.59	4382.84	4380.31	4382.28	769.0
2021-03-24 03:40:00	ES	Futures	4382.28	4382.28	4380.31	4380.31	1049.0
2021-03-24 03:45:00	ES	Futures	4380.31	4381.15	4379.75	4381.15	599.0
2021-03-24 03:50:00	ES	Futures	4381.44	4382.84	4380.87	4381.72	741.0
2021-03-24 03:55:00	ES	Futures	4382.0	4382.84	4381.44	4382.0	658.0
2021-03-24 04:00:00	ES	Futures	4382.28	4382.28	4378.63	4379.75	3348.0
2021-03-24 04:05:00	ES	Futures	4379.75	4383.4	4378.06	4383.4	2387.0

> showing 50 of 18,403 rows — these rows as CSV

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