PREVIEW / futures_5min / 2021-09-17

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-17.parquet
  size:    279 KB
  rows:    15,090

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
2021-09-17 00:00:00	ES	Futures	5039.18	5040.03	5038.62	5039.75	324.0
2021-09-17 00:05:00	ES	Futures	5040.03	5040.31	5039.47	5039.47	224.0
2021-09-17 00:10:00	ES	Futures	5039.75	5040.31	5039.47	5039.75	200.0
2021-09-17 00:15:00	ES	Futures	5039.75	5040.31	5039.47	5039.47	168.0
2021-09-17 00:20:00	ES	Futures	5039.47	5043.42	5039.18	5042.57	1329.0
2021-09-17 00:25:00	ES	Futures	5042.57	5042.85	5040.6	5041.44	429.0
2021-09-17 00:30:00	ES	Futures	5041.44	5042.01	5040.6	5041.44	551.0
2021-09-17 00:35:00	ES	Futures	5041.44	5042.01	5040.88	5041.72	340.0
2021-09-17 00:40:00	ES	Futures	5041.72	5042.57	5041.72	5042.29	409.0
2021-09-17 00:45:00	ES	Futures	5042.01	5043.14	5041.72	5042.57	477.0
2021-09-17 00:50:00	ES	Futures	5042.57	5043.98	5042.01	5043.42	1100.0
2021-09-17 00:55:00	ES	Futures	5043.7	5044.26	5043.42	5043.98	668.0
2021-09-17 01:00:00	ES	Futures	5043.7	5044.55	5042.57	5043.7	937.0
2021-09-17 01:05:00	ES	Futures	5043.42	5044.83	5043.14	5044.26	757.0
2021-09-17 01:10:00	ES	Futures	5044.26	5044.55	5042.29	5042.57	698.0
2021-09-17 01:15:00	ES	Futures	5042.57	5044.55	5042.57	5044.26	566.0
2021-09-17 01:20:00	ES	Futures	5044.26	5045.68	5044.26	5045.11	858.0
2021-09-17 01:25:00	ES	Futures	5045.11	5045.11	5043.98	5044.55	602.0
2021-09-17 01:30:00	ES	Futures	5044.55	5044.83	5043.14	5043.42	653.0
2021-09-17 01:35:00	ES	Futures	5043.42	5043.7	5042.57	5042.85	477.0
2021-09-17 01:40:00	ES	Futures	5042.85	5043.98	5042.57	5042.57	320.0
2021-09-17 01:45:00	ES	Futures	5042.57	5043.14	5042.01	5042.57	342.0
2021-09-17 01:50:00	ES	Futures	5042.85	5043.98	5042.57	5043.42	883.0
2021-09-17 01:55:00	ES	Futures	5043.7	5045.96	5043.14	5045.39	1107.0
2021-09-17 02:00:00	ES	Futures	5045.11	5046.52	5043.42	5044.26	1698.0
2021-09-17 02:05:00	ES	Futures	5043.98	5046.24	5043.98	5045.39	1207.0
2021-09-17 02:10:00	ES	Futures	5045.39	5046.8	5044.83	5045.96	855.0
2021-09-17 02:15:00	ES	Futures	5045.68	5046.24	5045.39	5045.96	351.0
2021-09-17 02:20:00	ES	Futures	5045.68	5046.8	5045.68	5046.52	534.0
2021-09-17 02:25:00	ES	Futures	5046.52	5046.8	5045.68	5045.96	515.0
2021-09-17 02:30:00	ES	Futures	5045.96	5046.52	5044.55	5044.83	729.0
2021-09-17 02:35:00	ES	Futures	5045.11	5045.39	5044.55	5045.11	564.0
2021-09-17 02:40:00	ES	Futures	5044.83	5045.11	5044.26	5045.11	309.0
2021-09-17 02:45:00	ES	Futures	5044.83	5045.11	5043.98	5044.26	474.0
2021-09-17 02:50:00	ES	Futures	5044.26	5044.26	5043.42	5043.7	563.0
2021-09-17 02:55:00	ES	Futures	5043.42	5045.39	5043.42	5044.55	665.0
2021-09-17 03:00:00	ES	Futures	5044.83	5048.78	5044.55	5047.37	3686.0
2021-09-17 03:05:00	ES	Futures	5047.37	5048.22	5042.57	5042.57	2327.0
2021-09-17 03:10:00	ES	Futures	5042.57	5045.39	5042.57	5043.14	1869.0
2021-09-17 03:15:00	ES	Futures	5043.14	5044.55	5040.88	5041.72	1980.0
2021-09-17 03:20:00	ES	Futures	5041.44	5042.57	5040.88	5041.72	1333.0
2021-09-17 03:25:00	ES	Futures	5042.01	5042.85	5041.44	5041.72	968.0
2021-09-17 03:30:00	ES	Futures	5041.44	5042.29	5041.16	5041.44	957.0
2021-09-17 03:35:00	ES	Futures	5041.44	5041.72	5040.03	5040.6	1100.0
2021-09-17 03:40:00	ES	Futures	5040.6	5040.6	5038.62	5038.9	1114.0
2021-09-17 03:45:00	ES	Futures	5038.62	5039.18	5037.21	5037.77	1420.0
2021-09-17 03:50:00	ES	Futures	5037.49	5041.16	5037.49	5040.6	1402.0
2021-09-17 03:55:00	ES	Futures	5040.6	5042.01	5040.31	5041.72	938.0
2021-09-17 04:00:00	ES	Futures	5041.72	5042.01	5040.03	5041.44	1356.0
2021-09-17 04:05:00	ES	Futures	5041.72	5041.72	5040.03	5041.72	1313.0

> showing 50 of 15,090 rows — these rows as CSV

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