PREVIEW / futures_5min / 2021-03-30

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-30.parquet
  size:    309 KB
  rows:    18,105

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
2021-03-30 00:00:00	ES	Futures	4455.61	4455.61	4454.21	4454.49	322.0
2021-03-30 00:05:00	ES	Futures	4454.49	4454.77	4453.08	4453.08	557.0
2021-03-30 00:10:00	ES	Futures	4453.08	4453.64	4452.8	4453.36	288.0
2021-03-30 00:15:00	ES	Futures	4453.64	4454.21	4453.08	4453.93	395.0
2021-03-30 00:20:00	ES	Futures	4453.93	4455.33	4453.64	4454.77	272.0
2021-03-30 00:25:00	ES	Futures	4454.77	4455.05	4452.52	4452.52	425.0
2021-03-30 00:30:00	ES	Futures	4452.52	4453.64	4452.24	4453.08	445.0
2021-03-30 00:35:00	ES	Futures	4453.08	4453.93	4452.24	4452.8	392.0
2021-03-30 00:40:00	ES	Futures	4453.08	4454.77	4453.08	4454.49	320.0
2021-03-30 00:45:00	ES	Futures	4454.49	4455.05	4453.93	4454.49	319.0
2021-03-30 00:50:00	ES	Futures	4454.49	4455.05	4454.21	4454.49	206.0
2021-03-30 00:55:00	ES	Futures	4454.21	4454.21	4453.36	4453.93	480.0
2021-03-30 01:00:00	ES	Futures	4453.64	4453.93	4450.55	4452.52	1346.0
2021-03-30 01:05:00	ES	Futures	4452.52	4452.52	4449.99	4450.55	825.0
2021-03-30 01:10:00	ES	Futures	4450.55	4451.4	4449.71	4449.99	746.0
2021-03-30 01:15:00	ES	Futures	4449.99	4451.68	4449.99	4451.68	571.0
2021-03-30 01:20:00	ES	Futures	4451.4	4451.68	4450.27	4451.12	281.0
2021-03-30 01:25:00	ES	Futures	4450.84	4451.96	4450.84	4451.4	608.0
2021-03-30 01:30:00	ES	Futures	4451.12	4453.08	4451.12	4452.8	786.0
2021-03-30 01:35:00	ES	Futures	4452.8	4452.8	4450.55	4450.84	586.0
2021-03-30 01:40:00	ES	Futures	4451.12	4451.96	4450.55	4451.12	342.0
2021-03-30 01:45:00	ES	Futures	4450.84	4452.8	4450.84	4452.8	357.0
2021-03-30 01:50:00	ES	Futures	4452.8	4453.08	4452.24	4452.8	693.0
2021-03-30 01:55:00	ES	Futures	4452.52	4453.08	4451.96	4452.52	800.0
2021-03-30 02:00:00	ES	Futures	4452.24	4453.36	4451.68	4453.36	895.0
2021-03-30 02:05:00	ES	Futures	4453.36	4453.36	4450.55	4452.8	962.0
2021-03-30 02:10:00	ES	Futures	4452.8	4453.64	4452.24	4453.08	689.0
2021-03-30 02:15:00	ES	Futures	4453.36	4455.61	4453.36	4455.05	799.0
2021-03-30 02:20:00	ES	Futures	4455.05	4455.89	4451.96	4452.52	1160.0
2021-03-30 02:25:00	ES	Futures	4452.24	4452.52	4448.59	4449.71	1733.0
2021-03-30 02:30:00	ES	Futures	4449.71	4451.68	4449.71	4449.99	1562.0
2021-03-30 02:35:00	ES	Futures	4450.27	4451.12	4449.15	4449.43	1171.0
2021-03-30 02:40:00	ES	Futures	4449.15	4449.99	4448.31	4449.43	936.0
2021-03-30 02:45:00	ES	Futures	4449.43	4451.4	4448.87	4450.55	869.0
2021-03-30 02:50:00	ES	Futures	4450.27	4453.08	4450.27	4452.52	968.0
2021-03-30 02:55:00	ES	Futures	4452.24	4452.8	4449.15	4449.99	949.0
2021-03-30 03:00:00	ES	Futures	4450.27	4452.24	4448.87	4451.68	2575.0
2021-03-30 03:05:00	ES	Futures	4451.96	4453.64	4449.99	4451.68	2211.0
2021-03-30 03:10:00	ES	Futures	4451.4	4454.21	4450.84	4453.36	1456.0
2021-03-30 03:15:00	ES	Futures	4453.64	4453.93	4452.24	4453.36	1259.0
2021-03-30 03:20:00	ES	Futures	4453.08	4454.77	4453.08	4453.93	935.0
2021-03-30 03:25:00	ES	Futures	4453.93	4456.74	4452.52	4455.33	1809.0
2021-03-30 03:30:00	ES	Futures	4455.33	4455.61	4452.24	4455.05	1890.0
2021-03-30 03:35:00	ES	Futures	4455.05	4455.33	4452.52	4453.36	800.0
2021-03-30 03:40:00	ES	Futures	4453.36	4453.36	4449.15	4449.15	2153.0
2021-03-30 03:45:00	ES	Futures	4449.43	4451.4	4448.59	4448.59	3160.0
2021-03-30 03:50:00	ES	Futures	4448.59	4449.43	4447.18	4449.15	1799.0
2021-03-30 03:55:00	ES	Futures	4448.87	4450.27	4448.31	4449.99	1251.0
2021-03-30 04:00:00	ES	Futures	4449.99	4451.96	4449.15	4451.4	1825.0
2021-03-30 04:05:00	ES	Futures	4451.4	4451.68	4448.59	4449.15	1605.0

> showing 50 of 18,105 rows — these rows as CSV

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