PREVIEW / futures_5min / 2021-09-16

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-16.parquet
  size:    312 KB
  rows:    18,558

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
2021-09-16 00:00:00	ES	Futures	5043.42	5045.68	5043.42	5045.11	574.0
2021-09-16 00:05:00	ES	Futures	5044.83	5045.11	5043.7	5044.26	473.0
2021-09-16 00:10:00	ES	Futures	5043.98	5044.26	5043.42	5043.7	211.0
2021-09-16 00:15:00	ES	Futures	5043.7	5043.7	5043.14	5043.14	326.0
2021-09-16 00:20:00	ES	Futures	5043.14	5043.98	5042.85	5043.98	342.0
2021-09-16 00:25:00	ES	Futures	5043.7	5044.26	5042.85	5043.14	361.0
2021-09-16 00:30:00	ES	Futures	5042.85	5044.83	5042.85	5044.26	502.0
2021-09-16 00:35:00	ES	Futures	5044.26	5045.39	5044.26	5044.83	342.0
2021-09-16 00:40:00	ES	Futures	5044.83	5045.11	5044.83	5044.83	166.0
2021-09-16 00:45:00	ES	Futures	5044.83	5046.24	5044.83	5045.68	496.0
2021-09-16 00:50:00	ES	Futures	5045.68	5045.68	5044.55	5045.39	187.0
2021-09-16 00:55:00	ES	Futures	5045.11	5045.39	5044.26	5044.55	241.0
2021-09-16 01:00:00	ES	Futures	5044.83	5045.96	5044.26	5045.39	529.0
2021-09-16 01:05:00	ES	Futures	5045.39	5047.09	5045.11	5045.68	584.0
2021-09-16 01:10:00	ES	Futures	5045.39	5045.68	5044.26	5045.11	551.0
2021-09-16 01:15:00	ES	Futures	5045.11	5045.96	5044.26	5044.55	552.0
2021-09-16 01:20:00	ES	Futures	5044.83	5045.11	5043.14	5044.55	760.0
2021-09-16 01:25:00	ES	Futures	5044.55	5045.11	5044.55	5044.55	215.0
2021-09-16 01:30:00	ES	Futures	5044.83	5044.83	5042.57	5042.85	513.0
2021-09-16 01:35:00	ES	Futures	5042.85	5043.14	5040.88	5041.16	988.0
2021-09-16 01:40:00	ES	Futures	5041.44	5043.42	5041.44	5042.57	707.0
2021-09-16 01:45:00	ES	Futures	5042.85	5044.26	5042.85	5043.98	876.0
2021-09-16 01:50:00	ES	Futures	5043.98	5044.83	5043.42	5044.55	1185.0
2021-09-16 01:55:00	ES	Futures	5044.55	5045.68	5044.26	5044.55	745.0
2021-09-16 02:00:00	ES	Futures	5044.83	5046.24	5043.98	5045.96	830.0
2021-09-16 02:05:00	ES	Futures	5045.96	5047.93	5045.39	5047.09	898.0
2021-09-16 02:10:00	ES	Futures	5047.09	5048.22	5046.52	5046.52	463.0
2021-09-16 02:15:00	ES	Futures	5046.52	5047.65	5045.96	5046.8	399.0
2021-09-16 02:20:00	ES	Futures	5046.8	5047.09	5045.96	5046.8	335.0
2021-09-16 02:25:00	ES	Futures	5046.52	5046.8	5045.68	5046.52	518.0
2021-09-16 02:30:00	ES	Futures	5046.52	5046.52	5043.98	5044.83	396.0
2021-09-16 02:35:00	ES	Futures	5044.83	5045.39	5043.98	5044.55	371.0
2021-09-16 02:40:00	ES	Futures	5044.55	5045.11	5043.98	5043.98	566.0
2021-09-16 02:45:00	ES	Futures	5044.26	5044.26	5042.01	5042.57	838.0
2021-09-16 02:50:00	ES	Futures	5042.57	5044.26	5042.57	5043.98	566.0
2021-09-16 02:55:00	ES	Futures	5043.7	5044.83	5043.7	5043.98	750.0
2021-09-16 03:00:00	ES	Futures	5043.7	5046.52	5043.42	5046.24	2276.0
2021-09-16 03:05:00	ES	Futures	5046.52	5047.09	5045.11	5045.68	1695.0
2021-09-16 03:10:00	ES	Futures	5045.68	5047.37	5043.7	5047.09	1453.0
2021-09-16 03:15:00	ES	Futures	5047.09	5049.34	5046.24	5049.06	1613.0
2021-09-16 03:20:00	ES	Futures	5049.34	5051.04	5048.5	5051.04	2020.0
2021-09-16 03:25:00	ES	Futures	5050.76	5051.04	5048.22	5049.63	1509.0
2021-09-16 03:30:00	ES	Futures	5049.63	5049.91	5046.8	5047.09	1266.0
2021-09-16 03:35:00	ES	Futures	5047.09	5049.06	5046.52	5046.8	1070.0
2021-09-16 03:40:00	ES	Futures	5046.52	5049.06	5045.96	5047.65	1090.0
2021-09-16 03:45:00	ES	Futures	5047.37	5048.22	5045.39	5045.96	786.0
2021-09-16 03:50:00	ES	Futures	5045.96	5046.8	5045.11	5045.68	1101.0
2021-09-16 03:55:00	ES	Futures	5045.39	5049.34	5045.39	5048.78	1057.0
2021-09-16 04:00:00	ES	Futures	5048.5	5049.34	5046.24	5049.06	1528.0
2021-09-16 04:05:00	ES	Futures	5049.06	5049.91	5048.5	5049.63	1270.0

> showing 50 of 18,558 rows — these rows as CSV

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