PREVIEW / futures_5min / 2021-03-31

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-03-31.parquet
  size:    308 KB
  rows:    18,394

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
2021-03-31 00:00:00	ES	Futures	4438.75	4438.75	4437.63	4437.91	191.0
2021-03-31 00:05:00	ES	Futures	4438.19	4439.88	4438.19	4439.32	303.0
2021-03-31 00:10:00	ES	Futures	4439.6	4440.16	4439.03	4439.32	298.0
2021-03-31 00:15:00	ES	Futures	4439.6	4439.88	4439.03	4439.32	281.0
2021-03-31 00:20:00	ES	Futures	4439.03	4439.32	4438.47	4439.03	268.0
2021-03-31 00:25:00	ES	Futures	4439.03	4439.03	4438.47	4438.75	250.0
2021-03-31 00:30:00	ES	Futures	4438.75	4438.75	4437.35	4437.35	379.0
2021-03-31 00:35:00	ES	Futures	4437.35	4439.6	4437.35	4438.75	262.0
2021-03-31 00:40:00	ES	Futures	4438.47	4439.03	4437.91	4438.19	253.0
2021-03-31 00:45:00	ES	Futures	4438.19	4438.75	4436.51	4436.79	306.0
2021-03-31 00:50:00	ES	Futures	4436.79	4436.79	4434.54	4435.1	704.0
2021-03-31 00:55:00	ES	Futures	4435.1	4436.51	4434.54	4436.51	922.0
2021-03-31 01:00:00	ES	Futures	4436.22	4436.51	4432.57	4433.13	1575.0
2021-03-31 01:05:00	ES	Futures	4433.13	4433.7	4432.29	4432.57	830.0
2021-03-31 01:10:00	ES	Futures	4432.85	4433.98	4432.01	4433.13	605.0
2021-03-31 01:15:00	ES	Futures	4433.13	4433.7	4432.85	4433.13	276.0
2021-03-31 01:20:00	ES	Futures	4432.85	4434.54	4432.85	4433.98	622.0
2021-03-31 01:25:00	ES	Futures	4433.98	4433.98	4432.57	4433.13	447.0
2021-03-31 01:30:00	ES	Futures	4433.13	4435.38	4432.29	4435.1	682.0
2021-03-31 01:35:00	ES	Futures	4434.82	4437.63	4434.54	4437.07	1220.0
2021-03-31 01:40:00	ES	Futures	4437.07	4437.35	4435.94	4435.94	503.0
2021-03-31 01:45:00	ES	Futures	4435.94	4436.79	4435.66	4436.79	321.0
2021-03-31 01:50:00	ES	Futures	4436.51	4436.51	4433.7	4434.54	708.0
2021-03-31 01:55:00	ES	Futures	4434.82	4435.38	4433.7	4434.54	638.0
2021-03-31 02:00:00	ES	Futures	4434.26	4434.26	4429.76	4430.89	2035.0
2021-03-31 02:05:00	ES	Futures	4430.89	4432.57	4430.61	4431.73	851.0
2021-03-31 02:10:00	ES	Futures	4431.73	4433.42	4431.45	4433.13	511.0
2021-03-31 02:15:00	ES	Futures	4433.13	4434.54	4432.85	4433.98	639.0
2021-03-31 02:20:00	ES	Futures	4433.98	4435.1	4433.42	4434.54	806.0
2021-03-31 02:25:00	ES	Futures	4434.26	4434.82	4432.57	4433.7	857.0
2021-03-31 02:30:00	ES	Futures	4433.98	4433.98	4432.57	4432.57	508.0
2021-03-31 02:35:00	ES	Futures	4432.85	4433.42	4431.73	4432.85	551.0
2021-03-31 02:40:00	ES	Futures	4432.85	4433.42	4432.01	4432.85	335.0
2021-03-31 02:45:00	ES	Futures	4433.13	4433.42	4432.01	4432.85	625.0
2021-03-31 02:50:00	ES	Futures	4432.85	4433.98	4432.57	4432.57	750.0
2021-03-31 02:55:00	ES	Futures	4432.29	4435.66	4432.29	4435.1	1115.0
2021-03-31 03:00:00	ES	Futures	4435.1	4436.51	4434.54	4435.1	1548.0
2021-03-31 03:05:00	ES	Futures	4435.1	4437.07	4433.98	4436.51	1156.0
2021-03-31 03:10:00	ES	Futures	4436.51	4439.03	4436.51	4438.75	1481.0
2021-03-31 03:15:00	ES	Futures	4438.47	4439.32	4437.07	4438.19	1204.0
2021-03-31 03:20:00	ES	Futures	4438.19	4439.03	4437.35	4438.19	1256.0
2021-03-31 03:25:00	ES	Futures	4438.19	4438.47	4437.35	4438.19	1037.0
2021-03-31 03:30:00	ES	Futures	4437.91	4438.19	4435.94	4436.51	1243.0
2021-03-31 03:35:00	ES	Futures	4436.22	4436.51	4434.82	4435.66	1098.0
2021-03-31 03:40:00	ES	Futures	4435.94	4436.22	4434.26	4434.82	944.0
2021-03-31 03:45:00	ES	Futures	4434.82	4435.1	4433.42	4433.7	981.0
2021-03-31 03:50:00	ES	Futures	4433.42	4434.82	4432.57	4433.7	1061.0
2021-03-31 03:55:00	ES	Futures	4433.7	4435.38	4433.13	4434.54	930.0
2021-03-31 04:00:00	ES	Futures	4434.82	4436.51	4434.54	4436.51	1205.0
2021-03-31 04:05:00	ES	Futures	4436.79	4436.79	4434.54	4435.1	940.0

> showing 50 of 18,394 rows — these rows as CSV

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