PREVIEW / futures_5min / 2021-09-20

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-20.parquet
  size:    353 KB
  rows:    19,364

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
2021-09-20 00:00:00	ES	Futures	4953.67	4954.8	4952.55	4952.83	369.0
2021-09-20 00:05:00	ES	Futures	4952.83	4953.67	4951.7	4953.11	529.0
2021-09-20 00:10:00	ES	Futures	4952.83	4953.11	4951.98	4952.55	230.0
2021-09-20 00:15:00	ES	Futures	4952.55	4953.39	4948.03	4948.59	948.0
2021-09-20 00:20:00	ES	Futures	4948.88	4949.72	4946.9	4948.88	824.0
2021-09-20 00:25:00	ES	Futures	4948.88	4950.85	4948.31	4950.01	638.0
2021-09-20 00:30:00	ES	Futures	4950.29	4951.98	4949.72	4951.42	804.0
2021-09-20 00:35:00	ES	Futures	4951.42	4951.98	4948.31	4949.16	1017.0
2021-09-20 00:40:00	ES	Futures	4949.16	4953.11	4948.88	4952.55	712.0
2021-09-20 00:45:00	ES	Futures	4952.55	4953.67	4951.98	4953.39	519.0
2021-09-20 00:50:00	ES	Futures	4953.67	4955.37	4953.39	4955.09	638.0
2021-09-20 00:55:00	ES	Futures	4954.8	4954.8	4953.67	4954.24	1106.0
2021-09-20 01:00:00	ES	Futures	4954.52	4955.65	4951.7	4954.52	1465.0
2021-09-20 01:05:00	ES	Futures	4954.52	4957.63	4953.11	4953.39	1188.0
2021-09-20 01:10:00	ES	Futures	4953.39	4955.09	4952.83	4954.52	791.0
2021-09-20 01:15:00	ES	Futures	4954.52	4958.47	4954.52	4956.21	1186.0
2021-09-20 01:20:00	ES	Futures	4956.5	4957.34	4954.8	4956.21	518.0
2021-09-20 01:25:00	ES	Futures	4956.5	4957.06	4954.24	4955.65	467.0
2021-09-20 01:30:00	ES	Futures	4955.65	4958.75	4955.09	4955.65	1364.0
2021-09-20 01:35:00	ES	Futures	4955.93	4957.34	4953.96	4953.96	629.0
2021-09-20 01:40:00	ES	Futures	4953.96	4956.21	4953.96	4955.09	421.0
2021-09-20 01:45:00	ES	Futures	4955.09	4957.34	4955.09	4955.37	580.0
2021-09-20 01:50:00	ES	Futures	4955.37	4955.65	4952.55	4953.39	1371.0
2021-09-20 01:55:00	ES	Futures	4953.11	4957.91	4953.11	4957.34	766.0
2021-09-20 02:00:00	ES	Futures	4957.34	4959.88	4954.24	4954.24	1772.0
2021-09-20 02:05:00	ES	Futures	4954.24	4955.09	4948.31	4950.29	2516.0
2021-09-20 02:10:00	ES	Futures	4950.29	4952.55	4949.72	4950.01	1111.0
2021-09-20 02:15:00	ES	Futures	4949.72	4952.83	4944.36	4946.34	4049.0
2021-09-20 02:20:00	ES	Futures	4946.34	4949.44	4945.77	4947.75	2023.0
2021-09-20 02:25:00	ES	Futures	4947.47	4949.44	4947.47	4948.88	912.0
2021-09-20 02:30:00	ES	Futures	4948.88	4948.88	4945.21	4945.49	1294.0
2021-09-20 02:35:00	ES	Futures	4945.77	4946.9	4938.43	4939.0	4487.0
2021-09-20 02:40:00	ES	Futures	4939.0	4941.26	4936.18	4937.59	4528.0
2021-09-20 02:45:00	ES	Futures	4937.31	4943.23	4935.61	4943.23	4346.0
2021-09-20 02:50:00	ES	Futures	4942.95	4943.23	4940.13	4940.97	1688.0
2021-09-20 02:55:00	ES	Futures	4940.69	4945.21	4940.41	4942.1	2598.0
2021-09-20 03:00:00	ES	Futures	4942.1	4947.47	4938.72	4940.69	6554.0
2021-09-20 03:05:00	ES	Futures	4940.97	4947.18	4939.85	4943.8	3634.0
2021-09-20 03:10:00	ES	Futures	4943.51	4946.62	4940.13	4941.54	3793.0
2021-09-20 03:15:00	ES	Futures	4941.26	4943.51	4936.46	4943.23	4285.0
2021-09-20 03:20:00	ES	Futures	4943.23	4943.23	4938.15	4940.97	2779.0
2021-09-20 03:25:00	ES	Futures	4940.97	4940.97	4936.18	4937.59	3674.0
2021-09-20 03:30:00	ES	Futures	4937.59	4942.67	4936.74	4941.82	3085.0
2021-09-20 03:35:00	ES	Futures	4941.82	4946.05	4940.69	4945.77	2067.0
2021-09-20 03:40:00	ES	Futures	4945.77	4946.34	4939.85	4944.93	2848.0
2021-09-20 03:45:00	ES	Futures	4944.64	4944.93	4941.26	4942.95	1798.0
2021-09-20 03:50:00	ES	Futures	4942.67	4942.67	4936.18	4938.15	3236.0
2021-09-20 03:55:00	ES	Futures	4938.15	4939.0	4934.77	4937.59	3754.0
2021-09-20 04:00:00	ES	Futures	4937.59	4939.0	4933.64	4937.59	5677.0
2021-09-20 04:05:00	ES	Futures	4937.87	4939.56	4934.48	4938.15	4387.0

> showing 50 of 19,364 rows — these rows as CSV

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