PREVIEW / futures_5min / 2021-09-05

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-05.parquet
  size:    58 KB
  rows:    2,877

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
2021-09-05 18:00:00	ES	Futures	5105.65	5108.18	5105.09	5106.49	1071.0
2021-09-05 18:05:00	ES	Futures	5106.49	5106.78	5104.24	5104.8	502.0
2021-09-05 18:10:00	ES	Futures	5105.09	5105.93	5104.24	5105.93	298.0
2021-09-05 18:15:00	ES	Futures	5105.93	5106.21	5104.52	5104.52	203.0
2021-09-05 18:20:00	ES	Futures	5104.52	5105.37	5104.52	5104.52	199.0
2021-09-05 18:25:00	ES	Futures	5104.24	5104.52	5103.11	5103.68	416.0
2021-09-05 18:30:00	ES	Futures	5103.68	5104.52	5103.68	5104.24	123.0
2021-09-05 18:35:00	ES	Futures	5104.24	5104.24	5102.83	5102.83	199.0
2021-09-05 18:40:00	ES	Futures	5103.11	5103.4	5102.83	5103.4	108.0
2021-09-05 18:45:00	ES	Futures	5103.4	5103.96	5103.4	5103.68	122.0
2021-09-05 18:50:00	ES	Futures	5103.68	5103.96	5103.11	5103.96	122.0
2021-09-05 18:55:00	ES	Futures	5103.68	5103.96	5103.4	5103.96	73.0
2021-09-05 19:00:00	ES	Futures	5103.96	5103.96	5103.4	5103.4	96.0
2021-09-05 19:05:00	ES	Futures	5103.68	5104.52	5103.68	5103.96	120.0
2021-09-05 19:10:00	ES	Futures	5104.24	5104.24	5103.68	5103.68	67.0
2021-09-05 19:15:00	ES	Futures	5103.68	5103.96	5103.68	5103.96	48.0
2021-09-05 19:20:00	ES	Futures	5103.96	5104.24	5103.68	5103.68	60.0
2021-09-05 19:25:00	ES	Futures	5103.4	5103.96	5103.11	5103.4	174.0
2021-09-05 19:30:00	ES	Futures	5103.4	5103.4	5100.58	5101.43	767.0
2021-09-05 19:35:00	ES	Futures	5101.43	5101.71	5100.86	5101.14	292.0
2021-09-05 19:40:00	ES	Futures	5101.14	5102.83	5100.86	5102.55	343.0
2021-09-05 19:45:00	ES	Futures	5102.55	5103.96	5100.58	5100.86	616.0
2021-09-05 19:50:00	ES	Futures	5100.86	5101.71	5100.02	5100.86	871.0
2021-09-05 19:55:00	ES	Futures	5100.86	5101.14	5099.74	5100.3	433.0
2021-09-05 20:00:00	ES	Futures	5100.02	5100.58	5097.76	5098.33	2042.0
2021-09-05 20:05:00	ES	Futures	5098.33	5098.89	5097.2	5098.05	1174.0
2021-09-05 20:10:00	ES	Futures	5098.05	5098.89	5096.92	5097.48	641.0
2021-09-05 20:15:00	ES	Futures	5097.76	5099.17	5096.92	5098.05	861.0
2021-09-05 20:20:00	ES	Futures	5098.33	5099.17	5098.05	5098.05	402.0
2021-09-05 20:25:00	ES	Futures	5097.76	5098.33	5096.92	5097.2	494.0
2021-09-05 20:30:00	ES	Futures	5097.48	5097.76	5095.23	5095.51	1111.0
2021-09-05 20:35:00	ES	Futures	5095.51	5097.2	5095.51	5096.36	594.0
2021-09-05 20:40:00	ES	Futures	5096.36	5096.92	5096.07	5096.64	280.0
2021-09-05 20:45:00	ES	Futures	5096.92	5097.2	5096.36	5096.92	548.0
2021-09-05 20:50:00	ES	Futures	5097.2	5097.48	5096.64	5097.2	387.0
2021-09-05 20:55:00	ES	Futures	5097.2	5098.33	5096.92	5098.33	595.0
2021-09-05 21:00:00	ES	Futures	5098.05	5099.45	5098.05	5098.61	695.0
2021-09-05 21:05:00	ES	Futures	5098.33	5099.17	5098.33	5098.61	206.0
2021-09-05 21:10:00	ES	Futures	5098.33	5100.58	5098.33	5100.02	504.0
2021-09-05 21:15:00	ES	Futures	5100.02	5100.02	5098.89	5099.17	424.0
2021-09-05 21:20:00	ES	Futures	5098.89	5100.3	5098.89	5099.74	327.0
2021-09-05 21:25:00	ES	Futures	5100.02	5100.58	5099.45	5099.74	362.0
2021-09-05 21:30:00	ES	Futures	5099.74	5101.43	5099.45	5100.58	729.0
2021-09-05 21:35:00	ES	Futures	5100.58	5101.14	5100.02	5100.58	525.0
2021-09-05 21:40:00	ES	Futures	5100.86	5103.11	5100.58	5102.83	925.0
2021-09-05 21:45:00	ES	Futures	5103.11	5104.24	5103.11	5103.96	685.0
2021-09-05 21:50:00	ES	Futures	5103.96	5104.24	5102.55	5102.55	555.0
2021-09-05 21:55:00	ES	Futures	5102.27	5102.55	5100.58	5101.71	577.0
2021-09-05 22:00:00	ES	Futures	5101.71	5102.83	5101.43	5102.83	415.0
2021-09-05 22:05:00	ES	Futures	5102.83	5103.11	5101.71	5101.99	457.0

> showing 50 of 2,877 rows — these rows as CSV

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