PREVIEW / futures_5min / 2021-09-10

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-10.parquet
  size:    260 KB
  rows:    14,205

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
2021-09-10 00:00:00	ES	Futures	5068.76	5068.76	5067.64	5067.92	194.0
2021-09-10 00:05:00	ES	Futures	5068.2	5068.76	5068.2	5068.76	71.0
2021-09-10 00:10:00	ES	Futures	5068.76	5068.76	5068.2	5068.2	104.0
2021-09-10 00:15:00	ES	Futures	5068.2	5069.04	5068.2	5068.76	99.0
2021-09-10 00:20:00	ES	Futures	5069.04	5069.89	5068.76	5069.04	188.0
2021-09-10 00:25:00	ES	Futures	5069.04	5069.32	5068.48	5069.32	182.0
2021-09-10 00:30:00	ES	Futures	5069.04	5070.73	5069.04	5070.73	291.0
2021-09-10 00:35:00	ES	Futures	5070.73	5074.67	5070.73	5072.99	1939.0
2021-09-10 00:40:00	ES	Futures	5072.99	5074.39	5071.86	5072.42	569.0
2021-09-10 00:45:00	ES	Futures	5072.42	5074.11	5072.42	5073.27	295.0
2021-09-10 00:50:00	ES	Futures	5073.27	5073.55	5072.99	5073.27	159.0
2021-09-10 00:55:00	ES	Futures	5072.99	5073.27	5072.7	5072.99	120.0
2021-09-10 01:00:00	ES	Futures	5072.7	5073.27	5072.42	5073.27	574.0
2021-09-10 01:05:00	ES	Futures	5073.27	5074.11	5072.99	5073.27	390.0
2021-09-10 01:10:00	ES	Futures	5073.55	5075.8	5073.27	5075.24	547.0
2021-09-10 01:15:00	ES	Futures	5075.24	5075.52	5072.7	5072.99	357.0
2021-09-10 01:20:00	ES	Futures	5072.99	5074.39	5072.7	5074.11	162.0
2021-09-10 01:25:00	ES	Futures	5074.39	5075.8	5074.39	5074.96	295.0
2021-09-10 01:30:00	ES	Futures	5074.96	5074.96	5074.39	5074.96	190.0
2021-09-10 01:35:00	ES	Futures	5075.24	5076.08	5074.11	5075.24	315.0
2021-09-10 01:40:00	ES	Futures	5074.96	5075.52	5072.99	5072.99	317.0
2021-09-10 01:45:00	ES	Futures	5073.27	5073.27	5071.01	5071.86	663.0
2021-09-10 01:50:00	ES	Futures	5071.86	5073.55	5071.58	5073.55	439.0
2021-09-10 01:55:00	ES	Futures	5073.55	5074.67	5072.99	5074.11	872.0
2021-09-10 02:00:00	ES	Futures	5074.11	5074.67	5073.27	5074.39	1085.0
2021-09-10 02:05:00	ES	Futures	5074.39	5074.67	5072.14	5072.14	618.0
2021-09-10 02:10:00	ES	Futures	5072.14	5072.7	5071.3	5072.42	611.0
2021-09-10 02:15:00	ES	Futures	5072.42	5074.11	5071.58	5072.99	623.0
2021-09-10 02:20:00	ES	Futures	5072.99	5073.27	5071.01	5071.86	461.0
2021-09-10 02:25:00	ES	Futures	5071.86	5072.42	5071.01	5072.14	440.0
2021-09-10 02:30:00	ES	Futures	5072.14	5073.27	5072.14	5072.14	364.0
2021-09-10 02:35:00	ES	Futures	5072.14	5072.7	5070.73	5070.73	337.0
2021-09-10 02:40:00	ES	Futures	5070.73	5071.58	5070.17	5070.73	633.0
2021-09-10 02:45:00	ES	Futures	5071.01	5074.67	5070.73	5074.39	911.0
2021-09-10 02:50:00	ES	Futures	5074.39	5074.96	5072.7	5072.99	564.0
2021-09-10 02:55:00	ES	Futures	5072.99	5074.96	5072.99	5074.39	612.0
2021-09-10 03:00:00	ES	Futures	5074.11	5076.36	5070.45	5072.42	3559.0
2021-09-10 03:05:00	ES	Futures	5072.14	5073.55	5070.45	5071.3	1772.0
2021-09-10 03:10:00	ES	Futures	5071.01	5075.52	5071.01	5074.67	1354.0
2021-09-10 03:15:00	ES	Futures	5074.67	5076.08	5073.27	5074.96	895.0
2021-09-10 03:20:00	ES	Futures	5074.96	5078.34	5074.39	5078.05	1609.0
2021-09-10 03:25:00	ES	Futures	5078.05	5078.62	5076.93	5078.05	977.0
2021-09-10 03:30:00	ES	Futures	5078.05	5078.9	5075.52	5076.08	1116.0
2021-09-10 03:35:00	ES	Futures	5076.08	5078.62	5075.8	5077.77	998.0
2021-09-10 03:40:00	ES	Futures	5077.21	5077.77	5076.36	5077.77	403.0
2021-09-10 03:45:00	ES	Futures	5077.77	5079.74	5077.49	5078.9	985.0
2021-09-10 03:50:00	ES	Futures	5078.9	5079.46	5077.77	5078.05	592.0
2021-09-10 03:55:00	ES	Futures	5078.05	5079.18	5078.05	5078.62	697.0
2021-09-10 04:00:00	ES	Futures	5078.62	5079.46	5077.77	5078.34	886.0
2021-09-10 04:05:00	ES	Futures	5078.34	5080.87	5078.05	5080.02	1333.0

> showing 50 of 14,205 rows — these rows as CSV

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