PREVIEW / futures_5min / 2021-09-08

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-08.parquet
  size:    310 KB
  rows:    18,208

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
2021-09-08 00:00:00	ES	Futures	5089.6	5089.88	5089.04	5089.04	300.0
2021-09-08 00:05:00	ES	Futures	5089.04	5089.6	5088.75	5089.04	256.0
2021-09-08 00:10:00	ES	Futures	5089.32	5089.32	5088.75	5089.04	265.0
2021-09-08 00:15:00	ES	Futures	5089.04	5089.32	5089.04	5089.04	171.0
2021-09-08 00:20:00	ES	Futures	5089.04	5090.44	5089.04	5090.16	271.0
2021-09-08 00:25:00	ES	Futures	5090.16	5090.44	5089.88	5090.44	214.0
2021-09-08 00:30:00	ES	Futures	5090.16	5091.57	5090.16	5091.01	466.0
2021-09-08 00:35:00	ES	Futures	5090.72	5091.57	5090.44	5091.29	418.0
2021-09-08 00:40:00	ES	Futures	5091.01	5091.29	5090.44	5090.72	233.0
2021-09-08 00:45:00	ES	Futures	5090.72	5090.72	5090.16	5090.44	108.0
2021-09-08 00:50:00	ES	Futures	5090.44	5090.72	5090.16	5090.16	196.0
2021-09-08 00:55:00	ES	Futures	5090.16	5090.72	5090.16	5090.72	148.0
2021-09-08 01:00:00	ES	Futures	5090.72	5091.01	5090.16	5090.72	540.0
2021-09-08 01:05:00	ES	Futures	5090.72	5091.01	5089.88	5089.88	653.0
2021-09-08 01:10:00	ES	Futures	5089.88	5090.72	5088.75	5089.04	740.0
2021-09-08 01:15:00	ES	Futures	5089.04	5091.57	5089.04	5091.57	617.0
2021-09-08 01:20:00	ES	Futures	5091.57	5093.82	5091.57	5093.54	845.0
2021-09-08 01:25:00	ES	Futures	5093.54	5093.82	5092.41	5093.26	594.0
2021-09-08 01:30:00	ES	Futures	5093.54	5093.54	5092.13	5092.41	579.0
2021-09-08 01:35:00	ES	Futures	5092.41	5093.82	5092.41	5093.82	262.0
2021-09-08 01:40:00	ES	Futures	5093.82	5093.82	5092.98	5093.54	319.0
2021-09-08 01:45:00	ES	Futures	5093.82	5093.82	5092.98	5092.98	197.0
2021-09-08 01:50:00	ES	Futures	5093.26	5093.54	5092.98	5093.26	244.0
2021-09-08 01:55:00	ES	Futures	5093.26	5093.82	5092.41	5093.54	603.0
2021-09-08 02:00:00	ES	Futures	5093.54	5093.82	5092.98	5093.54	900.0
2021-09-08 02:05:00	ES	Futures	5093.82	5094.1	5092.7	5093.26	501.0
2021-09-08 02:10:00	ES	Futures	5093.26	5093.82	5092.7	5093.82	230.0
2021-09-08 02:15:00	ES	Futures	5093.54	5094.67	5092.98	5094.1	490.0
2021-09-08 02:20:00	ES	Futures	5094.39	5094.39	5092.98	5092.98	377.0
2021-09-08 02:25:00	ES	Futures	5092.98	5093.82	5092.13	5092.41	500.0
2021-09-08 02:30:00	ES	Futures	5092.41	5092.7	5090.72	5091.01	924.0
2021-09-08 02:35:00	ES	Futures	5091.01	5091.29	5088.75	5089.04	1307.0
2021-09-08 02:40:00	ES	Futures	5089.04	5089.32	5088.19	5089.04	691.0
2021-09-08 02:45:00	ES	Futures	5089.32	5089.32	5086.78	5087.35	1080.0
2021-09-08 02:50:00	ES	Futures	5087.35	5087.63	5085.94	5085.94	924.0
2021-09-08 02:55:00	ES	Futures	5085.94	5087.63	5085.66	5086.5	1157.0
2021-09-08 03:00:00	ES	Futures	5086.78	5087.06	5085.37	5085.37	11596.0
2021-09-08 03:05:00	ES	Futures	5085.37	5085.66	5079.74	5080.02	9982.0
2021-09-08 03:10:00	ES	Futures	5080.02	5080.31	5071.3	5072.42	10438.0
2021-09-08 03:15:00	ES	Futures	5072.7	5075.8	5071.3	5074.96	4414.0
2021-09-08 03:20:00	ES	Futures	5075.24	5075.24	5070.17	5071.86	4570.0
2021-09-08 03:25:00	ES	Futures	5071.58	5073.27	5068.48	5071.86	4316.0
2021-09-08 03:30:00	ES	Futures	5071.86	5072.7	5068.48	5071.3	4229.0
2021-09-08 03:35:00	ES	Futures	5071.58	5073.83	5070.17	5072.7	2983.0
2021-09-08 03:40:00	ES	Futures	5072.7	5073.27	5071.01	5072.99	1824.0
2021-09-08 03:45:00	ES	Futures	5072.99	5073.27	5069.61	5070.73	3453.0
2021-09-08 03:50:00	ES	Futures	5070.73	5073.55	5069.32	5072.99	1612.0
2021-09-08 03:55:00	ES	Futures	5072.99	5072.99	5070.45	5072.42	1908.0
2021-09-08 04:00:00	ES	Futures	5072.14	5075.24	5069.89	5073.83	2875.0
2021-09-08 04:05:00	ES	Futures	5073.83	5074.67	5068.48	5070.45	7072.0

> showing 50 of 18,208 rows — these rows as CSV

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