PREVIEW / futures_5min / 2021-03-29

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-29.parquet
  size:    315 KB
  rows:    18,533

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
2021-03-29 00:00:00	ES	Futures	4434.82	4435.94	4434.54	4434.82	527.0
2021-03-29 00:05:00	ES	Futures	4435.1	4435.38	4429.48	4431.73	1679.0
2021-03-29 00:10:00	ES	Futures	4431.45	4432.85	4431.45	4432.57	761.0
2021-03-29 00:15:00	ES	Futures	4432.57	4433.13	4431.73	4432.85	587.0
2021-03-29 00:20:00	ES	Futures	4432.85	4433.42	4430.32	4431.45	644.0
2021-03-29 00:25:00	ES	Futures	4431.73	4432.29	4430.32	4431.17	451.0
2021-03-29 00:30:00	ES	Futures	4431.17	4432.29	4429.2	4432.01	1476.0
2021-03-29 00:35:00	ES	Futures	4431.73	4432.57	4430.61	4432.01	667.0
2021-03-29 00:40:00	ES	Futures	4432.01	4432.29	4430.89	4431.45	246.0
2021-03-29 00:45:00	ES	Futures	4431.73	4432.57	4430.61	4432.01	854.0
2021-03-29 00:50:00	ES	Futures	4432.01	4432.29	4430.89	4432.01	423.0
2021-03-29 00:55:00	ES	Futures	4432.29	4432.57	4431.45	4431.73	361.0
2021-03-29 01:00:00	ES	Futures	4431.73	4432.57	4428.64	4430.32	1548.0
2021-03-29 01:05:00	ES	Futures	4430.04	4430.32	4424.99	4425.83	3175.0
2021-03-29 01:10:00	ES	Futures	4425.55	4426.11	4420.77	4421.9	4821.0
2021-03-29 01:15:00	ES	Futures	4421.9	4423.02	4420.21	4420.49	2340.0
2021-03-29 01:20:00	ES	Futures	4420.77	4421.61	4418.8	4421.05	2350.0
2021-03-29 01:25:00	ES	Futures	4421.05	4422.46	4420.49	4421.61	1394.0
2021-03-29 01:30:00	ES	Futures	4421.61	4423.02	4421.05	4422.46	1375.0
2021-03-29 01:35:00	ES	Futures	4422.46	4422.46	4418.8	4419.09	1259.0
2021-03-29 01:40:00	ES	Futures	4419.09	4421.05	4415.43	4420.77	3650.0
2021-03-29 01:45:00	ES	Futures	4420.77	4421.61	4419.65	4421.33	1363.0
2021-03-29 01:50:00	ES	Futures	4421.61	4424.7	4421.05	4424.14	1698.0
2021-03-29 01:55:00	ES	Futures	4424.14	4425.83	4422.74	4424.7	2040.0
2021-03-29 02:00:00	ES	Futures	4424.7	4426.67	4423.58	4423.58	2912.0
2021-03-29 02:05:00	ES	Futures	4423.86	4426.39	4422.18	4426.11	1768.0
2021-03-29 02:10:00	ES	Futures	4426.11	4426.11	4420.21	4420.77	1209.0
2021-03-29 02:15:00	ES	Futures	4420.77	4425.27	4420.77	4424.7	1141.0
2021-03-29 02:20:00	ES	Futures	4424.7	4427.51	4424.7	4426.67	1442.0
2021-03-29 02:25:00	ES	Futures	4426.67	4429.48	4426.39	4428.36	1734.0
2021-03-29 02:30:00	ES	Futures	4428.36	4430.04	4428.08	4430.04	1158.0
2021-03-29 02:35:00	ES	Futures	4429.76	4430.04	4428.36	4429.2	1086.0
2021-03-29 02:40:00	ES	Futures	4429.48	4431.73	4429.48	4431.17	1520.0
2021-03-29 02:45:00	ES	Futures	4431.17	4432.01	4430.32	4431.45	1129.0
2021-03-29 02:50:00	ES	Futures	4431.73	4433.98	4431.45	4433.7	1044.0
2021-03-29 02:55:00	ES	Futures	4433.7	4433.98	4430.61	4430.89	1027.0
2021-03-29 03:00:00	ES	Futures	4430.89	4435.94	4430.04	4435.38	3711.0
2021-03-29 03:05:00	ES	Futures	4435.38	4437.63	4435.1	4437.07	2135.0
2021-03-29 03:10:00	ES	Futures	4437.07	4441.0	4437.07	4440.72	3263.0
2021-03-29 03:15:00	ES	Futures	4440.72	4441.0	4433.42	4433.42	2063.0
2021-03-29 03:20:00	ES	Futures	4433.42	4435.38	4429.48	4432.29	2585.0
2021-03-29 03:25:00	ES	Futures	4432.29	4432.57	4430.32	4432.29	2429.0
2021-03-29 03:30:00	ES	Futures	4432.57	4434.26	4428.92	4429.76	2032.0
2021-03-29 03:35:00	ES	Futures	4429.76	4431.45	4428.92	4431.17	1961.0
2021-03-29 03:40:00	ES	Futures	4430.89	4433.13	4429.76	4432.29	1381.0
2021-03-29 03:45:00	ES	Futures	4432.01	4433.7	4429.76	4433.42	1470.0
2021-03-29 03:50:00	ES	Futures	4433.7	4435.38	4433.7	4434.82	1877.0
2021-03-29 03:55:00	ES	Futures	4434.54	4434.82	4431.73	4432.57	1246.0
2021-03-29 04:00:00	ES	Futures	4432.57	4432.57	4428.92	4430.61	2197.0
2021-03-29 04:05:00	ES	Futures	4430.61	4430.61	4428.08	4429.2	1200.0

> showing 50 of 18,533 rows — these rows as CSV

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