PREVIEW / futures_5min / 2021-03-26

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-26.parquet
  size:    260 KB
  rows:    14,883

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
2021-03-26 00:00:00	ES	Futures	4398.29	4399.14	4397.73	4398.86	305.0
2021-03-26 00:05:00	ES	Futures	4399.14	4400.54	4399.14	4399.98	646.0
2021-03-26 00:10:00	ES	Futures	4399.98	4399.98	4397.73	4398.01	523.0
2021-03-26 00:15:00	ES	Futures	4398.01	4399.14	4397.45	4398.29	459.0
2021-03-26 00:20:00	ES	Futures	4398.29	4399.14	4398.29	4398.29	146.0
2021-03-26 00:25:00	ES	Futures	4398.57	4399.42	4398.57	4399.14	209.0
2021-03-26 00:30:00	ES	Futures	4399.42	4399.7	4398.57	4398.86	306.0
2021-03-26 00:35:00	ES	Futures	4398.57	4399.14	4398.01	4398.57	235.0
2021-03-26 00:40:00	ES	Futures	4398.86	4399.42	4398.57	4399.14	142.0
2021-03-26 00:45:00	ES	Futures	4399.14	4399.14	4398.57	4399.14	154.0
2021-03-26 00:50:00	ES	Futures	4399.42	4400.26	4398.57	4398.57	264.0
2021-03-26 00:55:00	ES	Futures	4398.57	4399.98	4398.57	4399.98	185.0
2021-03-26 01:00:00	ES	Futures	4399.98	4401.1	4399.14	4399.14	589.0
2021-03-26 01:05:00	ES	Futures	4399.42	4399.98	4398.57	4399.98	352.0
2021-03-26 01:10:00	ES	Futures	4399.98	4401.67	4399.98	4401.67	742.0
2021-03-26 01:15:00	ES	Futures	4401.67	4401.95	4400.82	4401.38	519.0
2021-03-26 01:20:00	ES	Futures	4401.67	4401.67	4400.82	4400.82	348.0
2021-03-26 01:25:00	ES	Futures	4401.1	4401.38	4400.26	4401.1	253.0
2021-03-26 01:30:00	ES	Futures	4401.1	4402.23	4401.1	4401.67	553.0
2021-03-26 01:35:00	ES	Futures	4401.67	4403.35	4401.67	4402.79	770.0
2021-03-26 01:40:00	ES	Futures	4403.07	4403.63	4402.23	4402.79	778.0
2021-03-26 01:45:00	ES	Futures	4402.51	4403.07	4402.23	4402.79	307.0
2021-03-26 01:50:00	ES	Futures	4402.79	4403.07	4402.23	4402.51	401.0
2021-03-26 01:55:00	ES	Futures	4402.51	4406.16	4402.23	4405.6	2120.0
2021-03-26 02:00:00	ES	Futures	4405.32	4406.16	4404.76	4405.04	1045.0
2021-03-26 02:05:00	ES	Futures	4405.32	4407.28	4405.32	4406.16	1197.0
2021-03-26 02:10:00	ES	Futures	4406.16	4407.0	4405.6	4405.88	692.0
2021-03-26 02:15:00	ES	Futures	4405.88	4406.16	4404.76	4405.32	625.0
2021-03-26 02:20:00	ES	Futures	4405.6	4407.0	4405.6	4406.72	602.0
2021-03-26 02:25:00	ES	Futures	4406.72	4407.28	4405.88	4405.88	709.0
2021-03-26 02:30:00	ES	Futures	4405.88	4406.72	4404.76	4404.76	606.0
2021-03-26 02:35:00	ES	Futures	4404.76	4405.88	4403.91	4403.91	729.0
2021-03-26 02:40:00	ES	Futures	4403.91	4405.04	4403.91	4403.91	445.0
2021-03-26 02:45:00	ES	Futures	4403.91	4404.76	4403.35	4403.35	491.0
2021-03-26 02:50:00	ES	Futures	4403.63	4404.19	4403.35	4403.63	364.0
2021-03-26 02:55:00	ES	Futures	4403.63	4403.91	4402.23	4402.51	682.0
2021-03-26 03:00:00	ES	Futures	4402.51	4402.79	4401.1	4401.67	1056.0
2021-03-26 03:05:00	ES	Futures	4401.67	4403.91	4400.82	4401.38	1108.0
2021-03-26 03:10:00	ES	Futures	4401.1	4402.79	4400.82	4402.79	997.0
2021-03-26 03:15:00	ES	Futures	4402.79	4403.35	4401.38	4402.51	748.0
2021-03-26 03:20:00	ES	Futures	4402.51	4404.48	4401.95	4402.23	614.0
2021-03-26 03:25:00	ES	Futures	4402.23	4403.07	4400.82	4401.38	1060.0
2021-03-26 03:30:00	ES	Futures	4401.67	4401.95	4400.82	4401.38	769.0
2021-03-26 03:35:00	ES	Futures	4401.1	4401.95	4399.42	4399.42	1032.0
2021-03-26 03:40:00	ES	Futures	4399.7	4401.1	4399.14	4399.98	980.0
2021-03-26 03:45:00	ES	Futures	4400.26	4400.26	4396.89	4399.14	2031.0
2021-03-26 03:50:00	ES	Futures	4398.86	4401.1	4398.29	4400.26	1201.0
2021-03-26 03:55:00	ES	Futures	4400.54	4401.38	4399.7	4399.7	782.0
2021-03-26 04:00:00	ES	Futures	4399.7	4402.51	4398.01	4400.82	3565.0
2021-03-26 04:05:00	ES	Futures	4400.54	4403.91	4399.42	4399.42	3723.0

> showing 50 of 14,883 rows — these rows as CSV

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