PREVIEW / futures_5min / 2021-09-14

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-14.parquet
  size:    318 KB
  rows:    18,319

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
2021-09-14 00:00:00	ES	Futures	5043.98	5044.26	5043.42	5043.42	301.0
2021-09-14 00:05:00	ES	Futures	5043.42	5043.7	5042.57	5042.57	162.0
2021-09-14 00:10:00	ES	Futures	5042.57	5043.14	5041.72	5042.29	550.0
2021-09-14 00:15:00	ES	Futures	5042.57	5042.85	5042.29	5042.57	141.0
2021-09-14 00:20:00	ES	Futures	5042.57	5042.85	5042.29	5042.57	71.0
2021-09-14 00:25:00	ES	Futures	5042.57	5043.42	5042.57	5043.42	162.0
2021-09-14 00:30:00	ES	Futures	5043.42	5043.98	5042.85	5043.98	195.0
2021-09-14 00:35:00	ES	Futures	5043.98	5044.83	5043.98	5044.26	186.0
2021-09-14 00:40:00	ES	Futures	5043.98	5044.26	5043.42	5043.7	186.0
2021-09-14 00:45:00	ES	Futures	5043.7	5043.7	5042.85	5043.14	98.0
2021-09-14 00:50:00	ES	Futures	5043.42	5043.98	5042.85	5043.98	194.0
2021-09-14 00:55:00	ES	Futures	5043.7	5044.26	5043.42	5043.7	155.0
2021-09-14 01:00:00	ES	Futures	5043.7	5045.39	5043.14	5044.83	589.0
2021-09-14 01:05:00	ES	Futures	5044.83	5044.83	5043.14	5043.7	408.0
2021-09-14 01:10:00	ES	Futures	5043.7	5044.26	5042.85	5043.98	618.0
2021-09-14 01:15:00	ES	Futures	5043.98	5044.55	5042.29	5042.29	761.0
2021-09-14 01:20:00	ES	Futures	5042.57	5045.96	5042.29	5045.68	947.0
2021-09-14 01:25:00	ES	Futures	5045.68	5046.8	5045.39	5045.96	472.0
2021-09-14 01:30:00	ES	Futures	5045.96	5046.24	5043.14	5043.98	1017.0
2021-09-14 01:35:00	ES	Futures	5043.98	5045.11	5043.98	5045.11	327.0
2021-09-14 01:40:00	ES	Futures	5045.11	5045.11	5042.29	5043.14	573.0
2021-09-14 01:45:00	ES	Futures	5043.14	5044.83	5042.85	5044.83	434.0
2021-09-14 01:50:00	ES	Futures	5044.83	5044.83	5043.14	5043.7	360.0
2021-09-14 01:55:00	ES	Futures	5043.42	5043.98	5042.57	5042.85	879.0
2021-09-14 02:00:00	ES	Futures	5042.85	5043.42	5038.9	5039.18	1928.0
2021-09-14 02:05:00	ES	Futures	5039.47	5040.88	5038.34	5040.31	1320.0
2021-09-14 02:10:00	ES	Futures	5040.03	5040.03	5037.49	5037.77	1286.0
2021-09-14 02:15:00	ES	Futures	5037.77	5040.03	5037.21	5039.47	1254.0
2021-09-14 02:20:00	ES	Futures	5039.75	5042.29	5039.18	5042.01	781.0
2021-09-14 02:25:00	ES	Futures	5041.72	5042.01	5040.31	5041.44	851.0
2021-09-14 02:30:00	ES	Futures	5041.44	5041.44	5040.03	5040.31	340.0
2021-09-14 02:35:00	ES	Futures	5040.31	5040.6	5036.64	5036.64	1338.0
2021-09-14 02:40:00	ES	Futures	5036.64	5037.49	5035.52	5036.08	1413.0
2021-09-14 02:45:00	ES	Futures	5036.08	5038.06	5035.8	5037.21	939.0
2021-09-14 02:50:00	ES	Futures	5036.93	5037.21	5035.23	5035.8	1112.0
2021-09-14 02:55:00	ES	Futures	5035.52	5035.52	5033.26	5033.54	2108.0
2021-09-14 03:00:00	ES	Futures	5033.54	5036.36	5032.13	5034.67	3235.0
2021-09-14 03:05:00	ES	Futures	5034.39	5037.21	5033.82	5036.93	1707.0
2021-09-14 03:10:00	ES	Futures	5037.21	5037.77	5031.0	5031.0	2203.0
2021-09-14 03:15:00	ES	Futures	5031.28	5033.82	5029.59	5033.54	4193.0
2021-09-14 03:20:00	ES	Futures	5033.82	5034.1	5027.33	5028.18	4699.0
2021-09-14 03:25:00	ES	Futures	5027.9	5030.44	5027.61	5030.15	5233.0
2021-09-14 03:30:00	ES	Futures	5030.15	5030.72	5026.49	5027.05	3058.0
2021-09-14 03:35:00	ES	Futures	5026.77	5028.46	5026.49	5028.46	2149.0
2021-09-14 03:40:00	ES	Futures	5028.46	5028.46	5026.49	5026.49	2617.0
2021-09-14 03:45:00	ES	Futures	5026.77	5029.59	5026.49	5029.31	2388.0
2021-09-14 03:50:00	ES	Futures	5029.31	5032.69	5029.02	5032.41	1569.0
2021-09-14 03:55:00	ES	Futures	5032.69	5035.52	5032.41	5034.95	2298.0
2021-09-14 04:00:00	ES	Futures	5034.95	5037.49	5034.1	5035.52	2209.0
2021-09-14 04:05:00	ES	Futures	5035.52	5036.93	5034.1	5035.8	2868.0

> showing 50 of 18,319 rows — these rows as CSV

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