PREVIEW / futures_5min / 2021-03-25

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-25.parquet
  size:    323 KB
  rows:    18,247

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
2021-03-25 00:00:00	ES	Futures	4371.04	4372.44	4370.48	4370.48	329.0
2021-03-25 00:05:00	ES	Futures	4370.2	4370.76	4369.63	4369.92	329.0
2021-03-25 00:10:00	ES	Futures	4369.92	4370.48	4369.63	4369.92	208.0
2021-03-25 00:15:00	ES	Futures	4369.92	4369.92	4368.79	4369.35	258.0
2021-03-25 00:20:00	ES	Futures	4369.63	4369.92	4368.79	4369.07	187.0
2021-03-25 00:25:00	ES	Futures	4369.07	4369.63	4368.79	4369.63	236.0
2021-03-25 00:30:00	ES	Futures	4369.35	4370.48	4368.79	4369.92	349.0
2021-03-25 00:35:00	ES	Futures	4369.92	4370.48	4369.35	4369.92	164.0
2021-03-25 00:40:00	ES	Futures	4370.2	4370.76	4369.35	4369.35	227.0
2021-03-25 00:45:00	ES	Futures	4369.07	4369.07	4367.95	4368.23	331.0
2021-03-25 00:50:00	ES	Futures	4368.23	4368.79	4367.67	4368.51	193.0
2021-03-25 00:55:00	ES	Futures	4368.51	4369.07	4368.51	4368.79	220.0
2021-03-25 01:00:00	ES	Futures	4369.07	4373.01	4368.51	4373.01	1134.0
2021-03-25 01:05:00	ES	Futures	4372.73	4375.54	4372.16	4374.69	982.0
2021-03-25 01:10:00	ES	Futures	4374.69	4374.69	4372.73	4373.29	737.0
2021-03-25 01:15:00	ES	Futures	4373.57	4375.25	4373.29	4373.57	756.0
2021-03-25 01:20:00	ES	Futures	4373.57	4375.54	4373.57	4375.25	542.0
2021-03-25 01:25:00	ES	Futures	4375.25	4376.38	4374.69	4376.1	724.0
2021-03-25 01:30:00	ES	Futures	4375.82	4376.94	4373.29	4373.85	1055.0
2021-03-25 01:35:00	ES	Futures	4373.85	4373.85	4372.44	4373.01	353.0
2021-03-25 01:40:00	ES	Futures	4373.01	4373.01	4370.76	4371.04	620.0
2021-03-25 01:45:00	ES	Futures	4371.32	4371.88	4367.95	4368.51	645.0
2021-03-25 01:50:00	ES	Futures	4368.51	4369.63	4367.67	4367.67	665.0
2021-03-25 01:55:00	ES	Futures	4367.67	4369.63	4367.11	4367.39	896.0
2021-03-25 02:00:00	ES	Futures	4367.39	4367.67	4366.26	4367.39	1242.0
2021-03-25 02:05:00	ES	Futures	4367.39	4368.79	4367.11	4368.51	570.0
2021-03-25 02:10:00	ES	Futures	4368.79	4369.63	4368.23	4368.51	502.0
2021-03-25 02:15:00	ES	Futures	4368.51	4370.76	4367.39	4370.48	565.0
2021-03-25 02:20:00	ES	Futures	4370.76	4372.16	4370.2	4370.48	507.0
2021-03-25 02:25:00	ES	Futures	4370.48	4370.76	4369.92	4369.92	444.0
2021-03-25 02:30:00	ES	Futures	4369.92	4370.2	4368.23	4369.92	526.0
2021-03-25 02:35:00	ES	Futures	4370.2	4371.88	4369.92	4370.2	359.0
2021-03-25 02:40:00	ES	Futures	4369.92	4371.32	4369.92	4370.48	279.0
2021-03-25 02:45:00	ES	Futures	4370.2	4371.88	4370.2	4371.88	303.0
2021-03-25 02:50:00	ES	Futures	4371.88	4372.16	4370.2	4370.48	401.0
2021-03-25 02:55:00	ES	Futures	4370.48	4371.32	4370.2	4371.32	140.0
2021-03-25 03:00:00	ES	Futures	4371.32	4371.6	4367.39	4370.76	1145.0
2021-03-25 03:05:00	ES	Futures	4370.76	4373.85	4370.48	4373.29	1046.0
2021-03-25 03:10:00	ES	Futures	4373.29	4373.57	4370.2	4370.48	830.0
2021-03-25 03:15:00	ES	Futures	4370.76	4371.04	4368.23	4369.63	771.0
2021-03-25 03:20:00	ES	Futures	4369.63	4370.76	4368.79	4369.63	521.0
2021-03-25 03:25:00	ES	Futures	4369.63	4370.48	4369.07	4369.35	563.0
2021-03-25 03:30:00	ES	Futures	4369.35	4369.63	4367.95	4368.23	726.0
2021-03-25 03:35:00	ES	Futures	4368.23	4368.51	4366.83	4367.95	624.0
2021-03-25 03:40:00	ES	Futures	4367.95	4369.07	4367.11	4368.23	484.0
2021-03-25 03:45:00	ES	Futures	4368.23	4369.35	4366.83	4367.67	469.0
2021-03-25 03:50:00	ES	Futures	4367.39	4367.67	4366.26	4367.11	1682.0
2021-03-25 03:55:00	ES	Futures	4367.11	4367.95	4366.26	4366.83	1748.0
2021-03-25 04:00:00	ES	Futures	4366.83	4366.83	4360.92	4365.42	4488.0
2021-03-25 04:05:00	ES	Futures	4365.42	4368.79	4364.3	4368.51	2821.0

> showing 50 of 18,247 rows — these rows as CSV

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