PREVIEW / futures_5min / 2021-09-13

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-13.parquet
  size:    294 KB
  rows:    17,951

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
2021-09-13 00:00:00	ES	Futures	5029.9	5029.9	5029.34	5029.62	116.0
2021-09-13 00:05:00	ES	Futures	5029.9	5030.47	5028.78	5029.62	395.0
2021-09-13 00:10:00	ES	Futures	5029.62	5029.9	5029.34	5029.62	63.0
2021-09-13 00:15:00	ES	Futures	5029.62	5030.18	5028.78	5030.18	156.0
2021-09-13 00:20:00	ES	Futures	5030.47	5030.75	5029.9	5030.18	197.0
2021-09-13 00:25:00	ES	Futures	5030.18	5031.31	5029.9	5030.18	150.0
2021-09-13 00:30:00	ES	Futures	5030.18	5030.18	5027.93	5029.34	251.0
2021-09-13 00:35:00	ES	Futures	5029.34	5030.75	5029.34	5030.47	185.0
2021-09-13 00:40:00	ES	Futures	5030.47	5030.47	5028.78	5028.78	110.0
2021-09-13 00:45:00	ES	Futures	5028.78	5029.34	5027.65	5029.06	255.0
2021-09-13 00:50:00	ES	Futures	5028.78	5028.78	5027.93	5027.93	133.0
2021-09-13 00:55:00	ES	Futures	5027.93	5028.78	5027.65	5028.21	114.0
2021-09-13 01:00:00	ES	Futures	5028.5	5029.62	5025.4	5026.24	646.0
2021-09-13 01:05:00	ES	Futures	5025.96	5026.24	5020.89	5022.58	1201.0
2021-09-13 01:10:00	ES	Futures	5022.58	5023.99	5018.92	5022.58	1464.0
2021-09-13 01:15:00	ES	Futures	5022.58	5022.86	5021.17	5021.17	435.0
2021-09-13 01:20:00	ES	Futures	5021.46	5023.43	5021.17	5023.15	306.0
2021-09-13 01:25:00	ES	Futures	5023.15	5025.4	5022.02	5025.12	534.0
2021-09-13 01:30:00	ES	Futures	5024.83	5025.68	5023.43	5023.99	649.0
2021-09-13 01:35:00	ES	Futures	5023.71	5025.68	5022.58	5025.12	371.0
2021-09-13 01:40:00	ES	Futures	5025.4	5026.81	5025.12	5025.96	420.0
2021-09-13 01:45:00	ES	Futures	5025.68	5029.62	5025.4	5028.5	600.0
2021-09-13 01:50:00	ES	Futures	5028.5	5030.47	5028.21	5030.18	587.0
2021-09-13 01:55:00	ES	Futures	5030.18	5032.44	5030.18	5032.44	459.0
2021-09-13 02:00:00	ES	Futures	5032.44	5036.38	5031.87	5036.1	1505.0
2021-09-13 02:05:00	ES	Futures	5036.1	5038.07	5035.25	5037.79	872.0
2021-09-13 02:10:00	ES	Futures	5037.79	5038.63	5036.94	5037.51	462.0
2021-09-13 02:15:00	ES	Futures	5037.79	5038.35	5036.38	5036.66	436.0
2021-09-13 02:20:00	ES	Futures	5036.66	5037.22	5036.38	5036.94	323.0
2021-09-13 02:25:00	ES	Futures	5036.94	5039.2	5036.94	5038.63	452.0
2021-09-13 02:30:00	ES	Futures	5038.63	5040.04	5038.35	5038.91	387.0
2021-09-13 02:35:00	ES	Futures	5038.91	5040.32	5038.91	5040.04	334.0
2021-09-13 02:40:00	ES	Futures	5040.04	5043.14	5040.04	5042.01	1171.0
2021-09-13 02:45:00	ES	Futures	5042.01	5042.57	5041.45	5041.73	349.0
2021-09-13 02:50:00	ES	Futures	5041.73	5041.73	5040.04	5040.88	398.0
2021-09-13 02:55:00	ES	Futures	5040.88	5041.45	5040.32	5040.32	390.0
2021-09-13 03:00:00	ES	Futures	5040.32	5044.83	5039.76	5044.55	1361.0
2021-09-13 03:05:00	ES	Futures	5044.26	5045.11	5041.45	5042.57	1285.0
2021-09-13 03:10:00	ES	Futures	5042.57	5044.26	5041.73	5043.42	710.0
2021-09-13 03:15:00	ES	Futures	5043.42	5044.83	5040.88	5041.45	775.0
2021-09-13 03:20:00	ES	Futures	5041.45	5044.26	5041.45	5043.14	700.0
2021-09-13 03:25:00	ES	Futures	5043.42	5045.11	5042.86	5042.86	403.0
2021-09-13 03:30:00	ES	Futures	5042.86	5045.11	5042.86	5044.83	701.0
2021-09-13 03:35:00	ES	Futures	5044.83	5045.95	5044.26	5045.11	575.0
2021-09-13 03:40:00	ES	Futures	5045.39	5046.23	5043.7	5043.98	391.0
2021-09-13 03:45:00	ES	Futures	5043.98	5045.67	5043.14	5043.7	453.0
2021-09-13 03:50:00	ES	Futures	5043.7	5044.83	5043.14	5043.42	413.0
2021-09-13 03:55:00	ES	Futures	5043.42	5043.98	5041.45	5042.01	483.0
2021-09-13 04:00:00	ES	Futures	5042.01	5044.83	5042.01	5043.14	832.0
2021-09-13 04:05:00	ES	Futures	5043.42	5046.52	5043.42	5044.55	933.0

> showing 50 of 17,951 rows — these rows as CSV

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