PREVIEW / futures_5min / 2021-09-09

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-09.parquet
  size:    318 KB
  rows:    18,034

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
2021-09-09 00:00:00	ES	Futures	5068.2	5068.76	5067.92	5068.48	192.0
2021-09-09 00:05:00	ES	Futures	5068.48	5068.76	5067.64	5067.64	298.0
2021-09-09 00:10:00	ES	Futures	5067.64	5068.48	5066.79	5068.48	332.0
2021-09-09 00:15:00	ES	Futures	5068.2	5068.2	5067.35	5067.64	193.0
2021-09-09 00:20:00	ES	Futures	5067.64	5067.64	5065.38	5065.38	844.0
2021-09-09 00:25:00	ES	Futures	5065.66	5066.79	5065.38	5066.23	598.0
2021-09-09 00:30:00	ES	Futures	5065.95	5066.79	5065.66	5066.23	281.0
2021-09-09 00:35:00	ES	Futures	5065.95	5065.95	5064.54	5065.1	742.0
2021-09-09 00:40:00	ES	Futures	5065.1	5065.38	5063.41	5064.54	803.0
2021-09-09 00:45:00	ES	Futures	5064.54	5065.38	5062.85	5063.13	1803.0
2021-09-09 00:50:00	ES	Futures	5063.13	5063.97	5062.85	5063.69	1577.0
2021-09-09 00:55:00	ES	Futures	5063.69	5064.54	5063.41	5064.26	590.0
2021-09-09 01:00:00	ES	Futures	5063.97	5064.26	5062.85	5063.13	978.0
2021-09-09 01:05:00	ES	Futures	5063.41	5063.97	5062.85	5063.69	908.0
2021-09-09 01:10:00	ES	Futures	5063.41	5064.54	5062.85	5063.13	1115.0
2021-09-09 01:15:00	ES	Futures	5062.85	5064.26	5062.85	5063.41	1061.0
2021-09-09 01:20:00	ES	Futures	5063.41	5063.69	5062.85	5063.41	581.0
2021-09-09 01:25:00	ES	Futures	5063.69	5063.97	5059.19	5060.03	2595.0
2021-09-09 01:30:00	ES	Futures	5059.75	5060.6	5057.78	5058.34	1689.0
2021-09-09 01:35:00	ES	Futures	5058.34	5062.85	5058.34	5062.57	1489.0
2021-09-09 01:40:00	ES	Futures	5062.57	5062.85	5060.88	5061.16	774.0
2021-09-09 01:45:00	ES	Futures	5060.88	5063.97	5060.6	5063.41	1021.0
2021-09-09 01:50:00	ES	Futures	5063.41	5063.97	5061.16	5061.72	688.0
2021-09-09 01:55:00	ES	Futures	5061.72	5062.57	5060.03	5060.03	1138.0
2021-09-09 02:00:00	ES	Futures	5060.03	5062.85	5059.19	5062.57	1774.0
2021-09-09 02:05:00	ES	Futures	5062.57	5063.69	5060.6	5061.72	979.0
2021-09-09 02:10:00	ES	Futures	5061.72	5063.97	5061.16	5063.97	718.0
2021-09-09 02:15:00	ES	Futures	5064.26	5065.1	5063.41	5063.69	1072.0
2021-09-09 02:20:00	ES	Futures	5063.69	5066.79	5063.69	5065.1	1218.0
2021-09-09 02:25:00	ES	Futures	5064.82	5066.23	5064.54	5065.38	763.0
2021-09-09 02:30:00	ES	Futures	5065.38	5066.23	5063.13	5063.41	1351.0
2021-09-09 02:35:00	ES	Futures	5063.41	5063.69	5061.72	5062.29	1475.0
2021-09-09 02:40:00	ES	Futures	5062.0	5062.29	5060.31	5060.88	849.0
2021-09-09 02:45:00	ES	Futures	5061.16	5062.0	5060.31	5060.88	646.0
2021-09-09 02:50:00	ES	Futures	5060.88	5062.57	5060.03	5060.03	794.0
2021-09-09 02:55:00	ES	Futures	5060.03	5061.72	5059.75	5061.72	1223.0
2021-09-09 03:00:00	ES	Futures	5061.44	5062.57	5055.25	5056.94	6623.0
2021-09-09 03:05:00	ES	Futures	5057.22	5057.22	5052.43	5053.56	5096.0
2021-09-09 03:10:00	ES	Futures	5053.56	5059.75	5052.15	5059.19	3930.0
2021-09-09 03:15:00	ES	Futures	5059.19	5064.54	5059.19	5063.13	4273.0
2021-09-09 03:20:00	ES	Futures	5062.85	5065.95	5061.72	5065.66	2789.0
2021-09-09 03:25:00	ES	Futures	5065.95	5065.95	5062.85	5063.69	1788.0
2021-09-09 03:30:00	ES	Futures	5063.69	5065.38	5062.57	5063.13	1514.0
2021-09-09 03:35:00	ES	Futures	5063.13	5064.26	5058.62	5059.19	2986.0
2021-09-09 03:40:00	ES	Futures	5059.19	5061.16	5057.22	5060.31	2633.0
2021-09-09 03:45:00	ES	Futures	5060.31	5061.72	5058.06	5060.88	2781.0
2021-09-09 03:50:00	ES	Futures	5060.88	5068.48	5058.91	5066.51	6439.0
2021-09-09 03:55:00	ES	Futures	5066.51	5067.64	5064.82	5065.95	2716.0
2021-09-09 04:00:00	ES	Futures	5066.23	5070.73	5066.23	5069.61	3774.0
2021-09-09 04:05:00	ES	Futures	5069.61	5071.01	5067.07	5069.32	3552.0

> showing 50 of 18,034 rows — these rows as CSV

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