PREVIEW / futures_5min / 2021-09-03

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-03.parquet
  size:    254 KB
  rows:    14,373

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
2021-09-03 00:00:00	ES	Futures	5117.19	5117.48	5116.63	5117.48	395.0
2021-09-03 00:05:00	ES	Futures	5117.19	5117.76	5116.63	5117.48	294.0
2021-09-03 00:10:00	ES	Futures	5117.19	5117.76	5117.19	5117.76	345.0
2021-09-03 00:15:00	ES	Futures	5117.48	5117.76	5117.19	5117.48	161.0
2021-09-03 00:20:00	ES	Futures	5117.48	5119.16	5117.48	5118.6	795.0
2021-09-03 00:25:00	ES	Futures	5118.6	5119.45	5118.6	5118.88	723.0
2021-09-03 00:30:00	ES	Futures	5118.6	5118.6	5118.04	5118.04	479.0
2021-09-03 00:35:00	ES	Futures	5118.32	5118.32	5117.76	5118.04	249.0
2021-09-03 00:40:00	ES	Futures	5117.76	5118.04	5116.91	5117.48	501.0
2021-09-03 00:45:00	ES	Futures	5117.48	5117.76	5116.91	5117.48	491.0
2021-09-03 00:50:00	ES	Futures	5117.48	5118.32	5116.91	5118.04	405.0
2021-09-03 00:55:00	ES	Futures	5117.76	5118.6	5117.76	5118.6	395.0
2021-09-03 01:00:00	ES	Futures	5118.32	5119.45	5118.04	5119.45	1278.0
2021-09-03 01:05:00	ES	Futures	5119.16	5119.16	5117.19	5117.76	719.0
2021-09-03 01:10:00	ES	Futures	5117.48	5117.76	5116.91	5117.19	483.0
2021-09-03 01:15:00	ES	Futures	5116.91	5117.76	5116.63	5117.48	376.0
2021-09-03 01:20:00	ES	Futures	5117.48	5118.04	5117.19	5117.48	257.0
2021-09-03 01:25:00	ES	Futures	5117.48	5118.04	5117.19	5118.04	253.0
2021-09-03 01:30:00	ES	Futures	5117.76	5118.6	5117.48	5118.6	396.0
2021-09-03 01:35:00	ES	Futures	5118.32	5119.16	5117.76	5118.32	486.0
2021-09-03 01:40:00	ES	Futures	5118.04	5118.88	5118.04	5118.88	494.0
2021-09-03 01:45:00	ES	Futures	5118.88	5120.01	5118.32	5119.73	713.0
2021-09-03 01:50:00	ES	Futures	5120.01	5120.01	5118.32	5118.32	585.0
2021-09-03 01:55:00	ES	Futures	5118.32	5118.88	5118.04	5118.6	523.0
2021-09-03 02:00:00	ES	Futures	5118.6	5118.88	5117.48	5118.32	781.0
2021-09-03 02:05:00	ES	Futures	5118.32	5118.32	5116.63	5116.63	877.0
2021-09-03 02:10:00	ES	Futures	5116.91	5117.19	5116.35	5117.19	1006.0
2021-09-03 02:15:00	ES	Futures	5116.91	5117.19	5116.07	5116.35	512.0
2021-09-03 02:20:00	ES	Futures	5116.35	5116.91	5116.07	5116.35	453.0
2021-09-03 02:25:00	ES	Futures	5116.63	5116.63	5114.94	5115.5	611.0
2021-09-03 02:30:00	ES	Futures	5115.22	5115.79	5114.94	5115.79	450.0
2021-09-03 02:35:00	ES	Futures	5115.79	5116.35	5115.22	5115.79	436.0
2021-09-03 02:40:00	ES	Futures	5116.07	5116.35	5115.79	5115.79	292.0
2021-09-03 02:45:00	ES	Futures	5115.79	5116.07	5114.38	5116.07	870.0
2021-09-03 02:50:00	ES	Futures	5116.07	5116.63	5115.79	5116.63	511.0
2021-09-03 02:55:00	ES	Futures	5116.35	5116.63	5116.07	5116.63	390.0
2021-09-03 03:00:00	ES	Futures	5116.35	5117.76	5114.66	5114.66	2265.0
2021-09-03 03:05:00	ES	Futures	5114.94	5115.5	5112.13	5112.97	2806.0
2021-09-03 03:10:00	ES	Futures	5112.97	5113.81	5112.41	5113.53	1541.0
2021-09-03 03:15:00	ES	Futures	5113.53	5113.53	5112.13	5112.97	1347.0
2021-09-03 03:20:00	ES	Futures	5112.69	5113.25	5112.41	5112.97	921.0
2021-09-03 03:25:00	ES	Futures	5112.97	5113.53	5112.69	5113.25	721.0
2021-09-03 03:30:00	ES	Futures	5113.25	5113.81	5112.69	5113.53	1351.0
2021-09-03 03:35:00	ES	Futures	5113.53	5115.79	5113.25	5115.22	1736.0
2021-09-03 03:40:00	ES	Futures	5115.22	5116.07	5114.38	5116.07	945.0
2021-09-03 03:45:00	ES	Futures	5116.07	5118.04	5115.79	5116.63	1535.0
2021-09-03 03:50:00	ES	Futures	5116.91	5116.91	5116.07	5116.63	654.0
2021-09-03 03:55:00	ES	Futures	5116.63	5117.19	5116.35	5117.19	831.0
2021-09-03 04:00:00	ES	Futures	5117.19	5118.04	5116.63	5117.76	1567.0
2021-09-03 04:05:00	ES	Futures	5117.48	5118.04	5117.19	5118.04	869.0

> showing 50 of 14,373 rows — these rows as CSV

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