PREVIEW / futures_5min / 2021-09-19

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-19.parquet
  size:    80 KB
  rows:    3,658

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
2021-09-19 18:00:00	ES	Futures	4980.2	4983.59	4978.51	4979.36	4331.0
2021-09-19 18:05:00	ES	Futures	4979.07	4980.2	4975.69	4977.1	1865.0
2021-09-19 18:10:00	ES	Futures	4977.1	4977.66	4973.15	4975.4	2169.0
2021-09-19 18:15:00	ES	Futures	4975.69	4977.1	4974.28	4976.82	1061.0
2021-09-19 18:20:00	ES	Futures	4976.53	4977.38	4973.15	4973.99	1574.0
2021-09-19 18:25:00	ES	Futures	4973.99	4975.4	4971.74	4974.84	2010.0
2021-09-19 18:30:00	ES	Futures	4974.84	4976.53	4974.56	4976.25	837.0
2021-09-19 18:35:00	ES	Futures	4976.25	4978.79	4976.25	4978.51	929.0
2021-09-19 18:40:00	ES	Futures	4978.51	4980.77	4977.94	4980.48	1005.0
2021-09-19 18:45:00	ES	Futures	4980.48	4982.18	4979.07	4981.05	1584.0
2021-09-19 18:50:00	ES	Futures	4981.05	4982.74	4980.77	4982.46	771.0
2021-09-19 18:55:00	ES	Futures	4982.46	4982.74	4981.33	4982.18	500.0
2021-09-19 19:00:00	ES	Futures	4982.46	4983.02	4981.05	4981.33	1058.0
2021-09-19 19:05:00	ES	Futures	4981.33	4982.46	4981.05	4982.46	603.0
2021-09-19 19:10:00	ES	Futures	4982.46	4983.02	4981.9	4982.18	500.0
2021-09-19 19:15:00	ES	Futures	4982.18	4982.46	4981.05	4981.33	321.0
2021-09-19 19:20:00	ES	Futures	4981.05	4982.18	4978.79	4981.9	1027.0
2021-09-19 19:25:00	ES	Futures	4981.9	4984.72	4981.9	4984.44	836.0
2021-09-19 19:30:00	ES	Futures	4984.15	4985.0	4983.31	4984.72	684.0
2021-09-19 19:35:00	ES	Futures	4984.72	4984.72	4983.31	4983.87	384.0
2021-09-19 19:40:00	ES	Futures	4983.59	4984.44	4983.02	4983.87	294.0
2021-09-19 19:45:00	ES	Futures	4984.15	4984.72	4983.59	4984.44	285.0
2021-09-19 19:50:00	ES	Futures	4984.44	4985.0	4983.59	4984.44	479.0
2021-09-19 19:55:00	ES	Futures	4984.44	4985.28	4984.15	4984.72	563.0
2021-09-19 20:00:00	ES	Futures	4984.72	4986.41	4984.44	4986.13	973.0
2021-09-19 20:05:00	ES	Futures	4986.13	4986.13	4984.72	4985.28	752.0
2021-09-19 20:10:00	ES	Futures	4985.0	4985.56	4983.59	4984.44	635.0
2021-09-19 20:15:00	ES	Futures	4984.72	4987.26	4984.72	4986.13	1215.0
2021-09-19 20:20:00	ES	Futures	4986.41	4986.69	4982.18	4984.72	1156.0
2021-09-19 20:25:00	ES	Futures	4984.72	4986.98	4984.15	4986.69	637.0
2021-09-19 20:30:00	ES	Futures	4986.69	4986.69	4985.28	4985.85	476.0
2021-09-19 20:35:00	ES	Futures	4985.85	4986.13	4982.18	4982.74	1005.0
2021-09-19 20:40:00	ES	Futures	4982.74	4984.15	4979.64	4981.05	1614.0
2021-09-19 20:45:00	ES	Futures	4980.77	4982.74	4980.77	4982.46	601.0
2021-09-19 20:50:00	ES	Futures	4982.18	4983.02	4981.33	4981.9	361.0
2021-09-19 20:55:00	ES	Futures	4982.18	4982.46	4980.77	4981.61	430.0
2021-09-19 21:00:00	ES	Futures	4981.33	4981.61	4977.38	4978.51	1938.0
2021-09-19 21:05:00	ES	Futures	4978.23	4979.64	4976.53	4977.1	878.0
2021-09-19 21:10:00	ES	Futures	4976.82	4977.1	4973.99	4976.82	1238.0
2021-09-19 21:15:00	ES	Futures	4976.82	4976.82	4974.56	4976.25	794.0
2021-09-19 21:20:00	ES	Futures	4976.53	4976.82	4972.02	4973.99	1760.0
2021-09-19 21:25:00	ES	Futures	4973.99	4974.84	4973.43	4973.99	900.0
2021-09-19 21:30:00	ES	Futures	4973.99	4973.99	4971.74	4973.15	1332.0
2021-09-19 21:35:00	ES	Futures	4973.43	4973.99	4970.61	4973.15	1832.0
2021-09-19 21:40:00	ES	Futures	4973.43	4973.71	4969.76	4971.74	1645.0
2021-09-19 21:45:00	ES	Futures	4971.74	4971.74	4969.76	4970.04	1346.0
2021-09-19 21:50:00	ES	Futures	4970.32	4972.3	4969.48	4972.3	893.0
2021-09-19 21:55:00	ES	Futures	4972.3	4972.3	4969.76	4970.04	858.0
2021-09-19 22:00:00	ES	Futures	4970.32	4970.61	4969.2	4970.04	1204.0
2021-09-19 22:05:00	ES	Futures	4970.04	4970.04	4967.5	4968.63	1669.0

> showing 50 of 3,658 rows — these rows as CSV

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