PREVIEW / futures_5min / 2021-09-12

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-12.parquet
  size:    66 KB
  rows:    3,375

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
2021-09-12 18:00:00	ES	Futures	5024.55	5032.16	5023.15	5029.62	1786.0
2021-09-12 18:05:00	ES	Futures	5029.62	5030.18	5026.81	5027.65	982.0
2021-09-12 18:10:00	ES	Futures	5027.65	5032.72	5027.65	5031.59	970.0
2021-09-12 18:15:00	ES	Futures	5031.87	5032.44	5030.18	5031.31	335.0
2021-09-12 18:20:00	ES	Futures	5031.59	5033.28	5031.31	5032.72	439.0
2021-09-12 18:25:00	ES	Futures	5032.44	5032.44	5031.31	5031.59	194.0
2021-09-12 18:30:00	ES	Futures	5031.87	5033.0	5031.31	5032.16	249.0
2021-09-12 18:35:00	ES	Futures	5032.16	5033.28	5031.87	5033.28	394.0
2021-09-12 18:40:00	ES	Futures	5033.0	5035.25	5033.0	5034.41	638.0
2021-09-12 18:45:00	ES	Futures	5034.13	5036.1	5034.13	5034.41	581.0
2021-09-12 18:50:00	ES	Futures	5034.69	5036.66	5034.13	5036.66	376.0
2021-09-12 18:55:00	ES	Futures	5036.66	5036.66	5034.97	5035.82	253.0
2021-09-12 19:00:00	ES	Futures	5035.82	5036.38	5034.41	5034.69	239.0
2021-09-12 19:05:00	ES	Futures	5034.97	5036.38	5034.97	5036.1	311.0
2021-09-12 19:10:00	ES	Futures	5036.1	5036.66	5035.25	5035.25	334.0
2021-09-12 19:15:00	ES	Futures	5035.25	5035.82	5034.69	5034.69	227.0
2021-09-12 19:20:00	ES	Futures	5034.69	5035.82	5033.28	5035.82	524.0
2021-09-12 19:25:00	ES	Futures	5035.82	5036.94	5034.41	5036.66	473.0
2021-09-12 19:30:00	ES	Futures	5036.94	5040.32	5036.94	5039.76	1316.0
2021-09-12 19:35:00	ES	Futures	5039.76	5039.76	5038.35	5038.91	501.0
2021-09-12 19:40:00	ES	Futures	5039.2	5039.48	5038.35	5038.63	442.0
2021-09-12 19:45:00	ES	Futures	5038.91	5040.32	5038.63	5040.04	299.0
2021-09-12 19:50:00	ES	Futures	5040.04	5041.17	5039.48	5040.88	408.0
2021-09-12 19:55:00	ES	Futures	5040.88	5041.17	5039.48	5039.76	337.0
2021-09-12 20:00:00	ES	Futures	5040.04	5040.88	5038.63	5040.6	551.0
2021-09-12 20:05:00	ES	Futures	5040.6	5041.45	5039.48	5039.76	518.0
2021-09-12 20:10:00	ES	Futures	5040.04	5040.32	5038.63	5039.48	332.0
2021-09-12 20:15:00	ES	Futures	5039.76	5041.17	5038.35	5038.63	510.0
2021-09-12 20:20:00	ES	Futures	5038.63	5038.91	5035.53	5036.94	695.0
2021-09-12 20:25:00	ES	Futures	5036.94	5037.51	5031.87	5032.44	965.0
2021-09-12 20:30:00	ES	Futures	5032.44	5034.97	5031.59	5034.97	731.0
2021-09-12 20:35:00	ES	Futures	5035.25	5038.07	5034.69	5037.51	488.0
2021-09-12 20:40:00	ES	Futures	5037.51	5038.63	5037.51	5038.35	217.0
2021-09-12 20:45:00	ES	Futures	5038.35	5039.2	5037.79	5038.91	278.0
2021-09-12 20:50:00	ES	Futures	5038.91	5038.91	5036.38	5036.66	486.0
2021-09-12 20:55:00	ES	Futures	5036.66	5036.94	5032.16	5032.44	1024.0
2021-09-12 21:00:00	ES	Futures	5032.44	5034.97	5030.47	5033.85	1137.0
2021-09-12 21:05:00	ES	Futures	5033.85	5034.97	5030.18	5031.31	775.0
2021-09-12 21:10:00	ES	Futures	5031.31	5033.0	5030.47	5033.0	306.0
2021-09-12 21:15:00	ES	Futures	5033.0	5033.56	5029.34	5030.75	528.0
2021-09-12 21:20:00	ES	Futures	5030.47	5031.31	5027.93	5028.5	612.0
2021-09-12 21:25:00	ES	Futures	5028.5	5030.47	5027.93	5028.78	495.0
2021-09-12 21:30:00	ES	Futures	5028.78	5031.87	5027.93	5031.31	732.0
2021-09-12 21:35:00	ES	Futures	5031.31	5031.59	5027.65	5027.93	524.0
2021-09-12 21:40:00	ES	Futures	5027.93	5030.47	5027.09	5029.62	481.0
2021-09-12 21:45:00	ES	Futures	5029.62	5031.31	5027.65	5029.34	594.0
2021-09-12 21:50:00	ES	Futures	5029.06	5030.47	5027.37	5030.47	543.0
2021-09-12 21:55:00	ES	Futures	5030.47	5031.03	5027.37	5027.65	670.0
2021-09-12 22:00:00	ES	Futures	5027.93	5030.47	5027.09	5029.62	619.0
2021-09-12 22:05:00	ES	Futures	5029.62	5031.59	5028.21	5031.03	364.0

> showing 50 of 3,375 rows — these rows as CSV

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