PREVIEW / futures_5min / 2021-03-28

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-28.parquet
  size:    72 KB
  rows:    3,534

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
2021-03-28 18:00:00	ES	Futures	4453.08	4455.05	4447.18	4447.46	4443.0
2021-03-28 18:05:00	ES	Futures	4447.46	4448.87	4446.06	4448.59	1720.0
2021-03-28 18:10:00	ES	Futures	4448.59	4450.27	4447.46	4449.15	756.0
2021-03-28 18:15:00	ES	Futures	4448.87	4449.15	4446.06	4446.9	1137.0
2021-03-28 18:20:00	ES	Futures	4447.18	4447.18	4444.37	4445.78	1321.0
2021-03-28 18:25:00	ES	Futures	4446.06	4448.31	4445.78	4447.74	646.0
2021-03-28 18:30:00	ES	Futures	4447.74	4448.59	4446.9	4447.46	534.0
2021-03-28 18:35:00	ES	Futures	4447.18	4447.74	4445.22	4446.06	545.0
2021-03-28 18:40:00	ES	Futures	4446.06	4449.71	4445.78	4449.15	871.0
2021-03-28 18:45:00	ES	Futures	4449.43	4450.27	4448.31	4448.31	697.0
2021-03-28 18:50:00	ES	Futures	4448.31	4448.87	4446.62	4448.31	554.0
2021-03-28 18:55:00	ES	Futures	4448.59	4448.87	4446.9	4447.18	327.0
2021-03-28 19:00:00	ES	Futures	4447.18	4448.03	4445.78	4446.06	651.0
2021-03-28 19:05:00	ES	Futures	4446.06	4446.62	4445.22	4445.22	675.0
2021-03-28 19:10:00	ES	Futures	4445.22	4445.22	4443.81	4444.65	948.0
2021-03-28 19:15:00	ES	Futures	4444.65	4446.62	4444.09	4444.37	1073.0
2021-03-28 19:20:00	ES	Futures	4444.65	4444.93	4443.81	4443.81	449.0
2021-03-28 19:25:00	ES	Futures	4443.81	4444.65	4441.84	4442.13	876.0
2021-03-28 19:30:00	ES	Futures	4442.13	4443.25	4441.28	4442.97	956.0
2021-03-28 19:35:00	ES	Futures	4443.25	4443.53	4441.84	4442.69	484.0
2021-03-28 19:40:00	ES	Futures	4442.41	4442.97	4441.84	4442.13	461.0
2021-03-28 19:45:00	ES	Futures	4442.13	4442.41	4441.0	4441.0	888.0
2021-03-28 19:50:00	ES	Futures	4441.28	4442.69	4441.0	4442.41	783.0
2021-03-28 19:55:00	ES	Futures	4442.41	4442.69	4440.44	4440.44	1366.0
2021-03-28 20:00:00	ES	Futures	4440.72	4441.56	4438.47	4439.88	2915.0
2021-03-28 20:05:00	ES	Futures	4440.16	4440.16	4438.19	4438.19	1761.0
2021-03-28 20:10:00	ES	Futures	4438.47	4438.47	4436.22	4436.79	2259.0
2021-03-28 20:15:00	ES	Futures	4437.07	4437.07	4434.54	4436.51	2493.0
2021-03-28 20:20:00	ES	Futures	4436.22	4438.19	4434.82	4435.1	1599.0
2021-03-28 20:25:00	ES	Futures	4434.82	4435.1	4432.85	4434.54	2977.0
2021-03-28 20:30:00	ES	Futures	4434.82	4435.38	4432.85	4435.1	2046.0
2021-03-28 20:35:00	ES	Futures	4434.82	4435.94	4433.7	4433.98	1529.0
2021-03-28 20:40:00	ES	Futures	4433.98	4434.26	4431.73	4433.13	1784.0
2021-03-28 20:45:00	ES	Futures	4432.85	4433.98	4431.73	4433.13	1059.0
2021-03-28 20:50:00	ES	Futures	4432.85	4433.13	4430.04	4431.45	1508.0
2021-03-28 20:55:00	ES	Futures	4431.73	4432.85	4431.17	4432.01	773.0
2021-03-28 21:00:00	ES	Futures	4432.01	4434.26	4430.89	4433.42	1613.0
2021-03-28 21:05:00	ES	Futures	4433.42	4433.98	4430.04	4431.73	2006.0
2021-03-28 21:10:00	ES	Futures	4431.45	4432.01	4429.48	4429.48	1354.0
2021-03-28 21:15:00	ES	Futures	4429.48	4430.32	4427.51	4429.48	2295.0
2021-03-28 21:20:00	ES	Futures	4429.48	4430.04	4427.8	4429.2	1273.0
2021-03-28 21:25:00	ES	Futures	4428.92	4431.17	4428.92	4429.76	1165.0
2021-03-28 21:30:00	ES	Futures	4430.04	4430.89	4428.92	4430.32	1107.0
2021-03-28 21:35:00	ES	Futures	4430.32	4430.32	4428.08	4428.92	1596.0
2021-03-28 21:40:00	ES	Futures	4428.92	4432.29	4427.8	4432.01	1904.0
2021-03-28 21:45:00	ES	Futures	4432.01	4434.26	4431.45	4433.42	2087.0
2021-03-28 21:50:00	ES	Futures	4433.13	4434.26	4432.01	4432.29	1472.0
2021-03-28 21:55:00	ES	Futures	4432.29	4433.42	4431.73	4433.13	929.0
2021-03-28 22:00:00	ES	Futures	4433.13	4434.26	4431.17	4433.98	1278.0
2021-03-28 22:05:00	ES	Futures	4433.98	4437.63	4433.13	4437.63	2157.0

> showing 50 of 3,534 rows — these rows as CSV

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