PREVIEW / futures_5min / 2021-09-07

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-07.parquet
  size:    305 KB
  rows:    17,766

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
2021-09-07 00:00:00	ES	Futures	5112.41	5112.41	5111.56	5111.56	134.0
2021-09-07 00:05:00	ES	Futures	5111.84	5112.41	5111.84	5112.13	182.0
2021-09-07 00:10:00	ES	Futures	5111.84	5112.41	5111.84	5112.13	145.0
2021-09-07 00:15:00	ES	Futures	5112.13	5112.41	5111.84	5112.13	78.0
2021-09-07 00:20:00	ES	Futures	5112.13	5112.41	5111.84	5112.41	127.0
2021-09-07 00:25:00	ES	Futures	5112.41	5112.41	5112.13	5112.41	133.0
2021-09-07 00:30:00	ES	Futures	5112.41	5114.1	5112.41	5113.53	568.0
2021-09-07 00:35:00	ES	Futures	5113.53	5113.53	5112.69	5112.69	159.0
2021-09-07 00:40:00	ES	Futures	5112.97	5112.97	5111.84	5111.84	290.0
2021-09-07 00:45:00	ES	Futures	5111.84	5112.13	5111.0	5111.0	495.0
2021-09-07 00:50:00	ES	Futures	5111.0	5111.84	5110.72	5111.84	278.0
2021-09-07 00:55:00	ES	Futures	5111.56	5112.13	5111.56	5111.84	191.0
2021-09-07 01:00:00	ES	Futures	5112.13	5112.69	5111.0	5112.41	527.0
2021-09-07 01:05:00	ES	Futures	5112.41	5112.97	5111.84	5112.41	448.0
2021-09-07 01:10:00	ES	Futures	5112.69	5113.81	5112.69	5113.53	404.0
2021-09-07 01:15:00	ES	Futures	5113.53	5113.81	5112.97	5113.25	354.0
2021-09-07 01:20:00	ES	Futures	5113.25	5113.81	5112.69	5112.69	340.0
2021-09-07 01:25:00	ES	Futures	5112.97	5113.25	5111.56	5112.13	469.0
2021-09-07 01:30:00	ES	Futures	5112.13	5112.41	5111.28	5111.28	787.0
2021-09-07 01:35:00	ES	Futures	5111.56	5111.56	5110.72	5111.28	616.0
2021-09-07 01:40:00	ES	Futures	5111.56	5112.41	5111.56	5112.41	232.0
2021-09-07 01:45:00	ES	Futures	5112.13	5112.69	5112.13	5112.69	295.0
2021-09-07 01:50:00	ES	Futures	5112.69	5112.69	5111.84	5112.69	242.0
2021-09-07 01:55:00	ES	Futures	5112.69	5112.97	5112.41	5112.69	325.0
2021-09-07 02:00:00	ES	Futures	5112.69	5114.1	5112.41	5114.1	807.0
2021-09-07 02:05:00	ES	Futures	5113.81	5114.66	5113.81	5114.38	534.0
2021-09-07 02:10:00	ES	Futures	5114.1	5114.38	5113.53	5113.81	518.0
2021-09-07 02:15:00	ES	Futures	5113.81	5114.38	5113.53	5114.1	407.0
2021-09-07 02:20:00	ES	Futures	5114.1	5114.38	5113.25	5114.1	555.0
2021-09-07 02:25:00	ES	Futures	5114.1	5114.38	5112.97	5114.1	504.0
2021-09-07 02:30:00	ES	Futures	5114.1	5114.1	5113.25	5113.25	478.0
2021-09-07 02:35:00	ES	Futures	5113.53	5113.81	5112.97	5113.25	408.0
2021-09-07 02:40:00	ES	Futures	5112.97	5113.53	5112.41	5112.41	719.0
2021-09-07 02:45:00	ES	Futures	5112.41	5112.69	5111.84	5112.41	972.0
2021-09-07 02:50:00	ES	Futures	5112.13	5112.69	5112.13	5112.13	268.0
2021-09-07 02:55:00	ES	Futures	5112.13	5113.25	5111.84	5113.25	562.0
2021-09-07 03:00:00	ES	Futures	5112.97	5113.25	5111.56	5112.97	1629.0
2021-09-07 03:05:00	ES	Futures	5113.25	5113.25	5112.13	5112.13	834.0
2021-09-07 03:10:00	ES	Futures	5112.13	5112.13	5110.44	5111.84	1604.0
2021-09-07 03:15:00	ES	Futures	5111.84	5113.25	5111.28	5113.25	999.0
2021-09-07 03:20:00	ES	Futures	5113.25	5113.25	5112.13	5112.41	798.0
2021-09-07 03:25:00	ES	Futures	5112.69	5113.53	5111.84	5113.25	642.0
2021-09-07 03:30:00	ES	Futures	5112.97	5113.25	5112.41	5112.41	536.0
2021-09-07 03:35:00	ES	Futures	5112.69	5112.97	5111.56	5112.41	671.0
2021-09-07 03:40:00	ES	Futures	5112.41	5112.69	5111.28	5111.56	576.0
2021-09-07 03:45:00	ES	Futures	5111.84	5112.41	5110.72	5111.56	1376.0
2021-09-07 03:50:00	ES	Futures	5111.84	5113.53	5111.56	5112.69	1142.0
2021-09-07 03:55:00	ES	Futures	5112.69	5113.81	5112.41	5112.97	913.0
2021-09-07 04:00:00	ES	Futures	5112.69	5112.97	5110.72	5111.56	1751.0
2021-09-07 04:05:00	ES	Futures	5111.56	5111.84	5105.09	5107.9	5179.0

> showing 50 of 17,766 rows — these rows as CSV

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