PREVIEW / futures_5min / 2021-09-15

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-15.parquet
  size:    313 KB
  rows:    18,487

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
2021-09-15 00:00:00	ES	Futures	5012.66	5016.33	5012.66	5016.04	955.0
2021-09-15 00:05:00	ES	Futures	5016.04	5017.17	5015.76	5015.76	662.0
2021-09-15 00:10:00	ES	Futures	5016.04	5016.89	5015.76	5016.61	223.0
2021-09-15 00:15:00	ES	Futures	5016.61	5016.89	5015.76	5016.04	279.0
2021-09-15 00:20:00	ES	Futures	5016.33	5016.61	5015.76	5015.76	147.0
2021-09-15 00:25:00	ES	Futures	5015.76	5016.04	5014.63	5015.2	259.0
2021-09-15 00:30:00	ES	Futures	5015.2	5015.76	5014.63	5014.91	222.0
2021-09-15 00:35:00	ES	Futures	5014.63	5015.48	5014.35	5015.2	201.0
2021-09-15 00:40:00	ES	Futures	5014.91	5015.76	5014.91	5015.76	361.0
2021-09-15 00:45:00	ES	Futures	5015.48	5017.45	5015.2	5016.61	679.0
2021-09-15 00:50:00	ES	Futures	5016.61	5017.74	5016.33	5016.89	628.0
2021-09-15 00:55:00	ES	Futures	5016.89	5017.45	5016.61	5017.17	274.0
2021-09-15 01:00:00	ES	Futures	5017.17	5017.74	5016.04	5016.61	574.0
2021-09-15 01:05:00	ES	Futures	5016.33	5017.17	5014.63	5014.63	604.0
2021-09-15 01:10:00	ES	Futures	5014.63	5015.2	5013.5	5014.63	485.0
2021-09-15 01:15:00	ES	Futures	5014.63	5014.63	5010.68	5011.81	1093.0
2021-09-15 01:20:00	ES	Futures	5011.81	5015.2	5011.81	5014.07	503.0
2021-09-15 01:25:00	ES	Futures	5013.79	5014.07	5012.09	5012.37	362.0
2021-09-15 01:30:00	ES	Futures	5012.09	5013.5	5010.12	5010.96	1193.0
2021-09-15 01:35:00	ES	Futures	5010.96	5013.5	5010.96	5010.96	1228.0
2021-09-15 01:40:00	ES	Futures	5010.96	5012.66	5010.4	5011.25	862.0
2021-09-15 01:45:00	ES	Futures	5011.25	5012.37	5010.4	5012.09	468.0
2021-09-15 01:50:00	ES	Futures	5012.09	5014.35	5011.81	5013.5	724.0
2021-09-15 01:55:00	ES	Futures	5013.5	5013.79	5011.81	5011.81	877.0
2021-09-15 02:00:00	ES	Futures	5012.09	5012.66	5008.42	5009.83	1324.0
2021-09-15 02:05:00	ES	Futures	5009.55	5011.25	5009.27	5009.27	673.0
2021-09-15 02:10:00	ES	Futures	5009.27	5010.68	5008.14	5010.4	891.0
2021-09-15 02:15:00	ES	Futures	5010.12	5010.12	5007.29	5008.99	1077.0
2021-09-15 02:20:00	ES	Futures	5008.99	5011.25	5008.42	5010.68	597.0
2021-09-15 02:25:00	ES	Futures	5010.68	5011.81	5009.55	5009.55	625.0
2021-09-15 02:30:00	ES	Futures	5009.55	5010.96	5008.99	5009.55	609.0
2021-09-15 02:35:00	ES	Futures	5009.55	5010.68	5007.58	5010.68	857.0
2021-09-15 02:40:00	ES	Futures	5010.4	5013.79	5010.4	5013.22	1333.0
2021-09-15 02:45:00	ES	Futures	5013.5	5014.63	5012.66	5013.5	1182.0
2021-09-15 02:50:00	ES	Futures	5013.5	5014.63	5013.22	5013.5	616.0
2021-09-15 02:55:00	ES	Futures	5013.5	5015.48	5013.22	5013.79	816.0
2021-09-15 03:00:00	ES	Futures	5013.79	5017.17	5012.94	5014.07	3195.0
2021-09-15 03:05:00	ES	Futures	5014.07	5015.48	5012.37	5012.66	2482.0
2021-09-15 03:10:00	ES	Futures	5012.37	5013.22	5010.68	5011.25	2030.0
2021-09-15 03:15:00	ES	Futures	5011.25	5015.48	5010.96	5015.48	1520.0
2021-09-15 03:20:00	ES	Futures	5015.48	5016.33	5012.37	5012.94	1447.0
2021-09-15 03:25:00	ES	Futures	5012.94	5014.35	5011.25	5013.79	951.0
2021-09-15 03:30:00	ES	Futures	5013.5	5014.91	5012.94	5014.63	1389.0
2021-09-15 03:35:00	ES	Futures	5014.63	5014.91	5012.94	5013.79	759.0
2021-09-15 03:40:00	ES	Futures	5013.79	5013.79	5012.09	5012.94	1162.0
2021-09-15 03:45:00	ES	Futures	5012.66	5014.07	5012.09	5012.66	1139.0
2021-09-15 03:50:00	ES	Futures	5012.66	5014.07	5012.09	5013.22	830.0
2021-09-15 03:55:00	ES	Futures	5012.94	5013.5	5012.09	5013.5	784.0
2021-09-15 04:00:00	ES	Futures	5013.5	5016.33	5013.5	5016.04	1775.0
2021-09-15 04:05:00	ES	Futures	5016.04	5016.61	5015.2	5015.48	1207.0

> showing 50 of 18,487 rows — these rows as CSV

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