PREVIEW / futures_5min / 2021-09-21

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-21.parquet
  size:    335 KB
  rows:    19,023

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
2021-09-21 00:00:00	ES	Futures	4935.89	4936.18	4934.2	4934.77	780.0
2021-09-21 00:05:00	ES	Futures	4934.77	4934.77	4933.35	4934.2	499.0
2021-09-21 00:10:00	ES	Futures	4934.2	4935.33	4933.64	4935.33	595.0
2021-09-21 00:15:00	ES	Futures	4935.05	4935.89	4934.77	4935.33	481.0
2021-09-21 00:20:00	ES	Futures	4935.33	4937.31	4935.05	4936.46	598.0
2021-09-21 00:25:00	ES	Futures	4936.46	4937.59	4936.18	4936.74	427.0
2021-09-21 00:30:00	ES	Futures	4936.74	4936.74	4935.05	4935.89	490.0
2021-09-21 00:35:00	ES	Futures	4935.89	4936.74	4934.2	4934.77	432.0
2021-09-21 00:40:00	ES	Futures	4934.77	4936.18	4934.77	4935.61	246.0
2021-09-21 00:45:00	ES	Futures	4935.61	4935.61	4934.48	4935.05	311.0
2021-09-21 00:50:00	ES	Futures	4935.05	4936.74	4935.05	4936.18	358.0
2021-09-21 00:55:00	ES	Futures	4936.18	4936.46	4935.05	4936.18	283.0
2021-09-21 01:00:00	ES	Futures	4936.18	4936.18	4934.2	4934.77	637.0
2021-09-21 01:05:00	ES	Futures	4935.05	4935.33	4933.07	4935.05	921.0
2021-09-21 01:10:00	ES	Futures	4934.77	4939.28	4932.79	4933.64	2239.0
2021-09-21 01:15:00	ES	Futures	4933.64	4935.33	4931.1	4931.94	1169.0
2021-09-21 01:20:00	ES	Futures	4932.23	4932.51	4927.43	4928.28	1014.0
2021-09-21 01:25:00	ES	Futures	4928.56	4933.92	4928.56	4933.35	953.0
2021-09-21 01:30:00	ES	Futures	4933.07	4934.77	4931.38	4933.92	987.0
2021-09-21 01:35:00	ES	Futures	4934.2	4934.77	4931.38	4932.23	571.0
2021-09-21 01:40:00	ES	Futures	4932.51	4933.07	4929.97	4931.94	753.0
2021-09-21 01:45:00	ES	Futures	4931.94	4932.79	4928.84	4931.38	1062.0
2021-09-21 01:50:00	ES	Futures	4931.66	4931.66	4925.17	4925.74	1114.0
2021-09-21 01:55:00	ES	Futures	4925.74	4928.28	4925.45	4927.99	911.0
2021-09-21 02:00:00	ES	Futures	4927.99	4931.38	4924.89	4927.71	1664.0
2021-09-21 02:05:00	ES	Futures	4927.71	4930.82	4926.3	4929.12	1294.0
2021-09-21 02:10:00	ES	Futures	4929.12	4936.18	4929.12	4935.89	2176.0
2021-09-21 02:15:00	ES	Futures	4936.18	4937.59	4932.79	4934.77	1678.0
2021-09-21 02:20:00	ES	Futures	4935.05	4935.33	4932.51	4933.64	954.0
2021-09-21 02:25:00	ES	Futures	4933.64	4937.02	4933.35	4936.46	987.0
2021-09-21 02:30:00	ES	Futures	4936.46	4940.13	4935.89	4938.72	1660.0
2021-09-21 02:35:00	ES	Futures	4939.0	4939.56	4937.31	4937.87	1275.0
2021-09-21 02:40:00	ES	Futures	4938.15	4938.15	4933.35	4934.48	1257.0
2021-09-21 02:45:00	ES	Futures	4934.48	4937.02	4932.79	4937.02	1502.0
2021-09-21 02:50:00	ES	Futures	4937.02	4938.15	4935.33	4936.74	1034.0
2021-09-21 02:55:00	ES	Futures	4936.46	4936.74	4933.92	4933.92	774.0
2021-09-21 03:00:00	ES	Futures	4933.92	4941.82	4932.23	4936.46	5765.0
2021-09-21 03:05:00	ES	Futures	4936.46	4940.41	4935.33	4939.85	3085.0
2021-09-21 03:10:00	ES	Futures	4939.56	4940.97	4937.87	4940.13	2325.0
2021-09-21 03:15:00	ES	Futures	4939.85	4943.8	4938.43	4943.8	2463.0
2021-09-21 03:20:00	ES	Futures	4943.51	4947.75	4942.95	4945.49	4231.0
2021-09-21 03:25:00	ES	Futures	4945.21	4945.21	4941.54	4944.08	3209.0
2021-09-21 03:30:00	ES	Futures	4944.08	4947.75	4942.95	4946.9	2915.0
2021-09-21 03:35:00	ES	Futures	4946.9	4948.03	4944.93	4947.47	2240.0
2021-09-21 03:40:00	ES	Futures	4947.47	4954.24	4947.18	4953.11	5333.0
2021-09-21 03:45:00	ES	Futures	4953.11	4955.65	4951.7	4951.98	3245.0
2021-09-21 03:50:00	ES	Futures	4951.98	4955.37	4951.98	4954.8	2098.0
2021-09-21 03:55:00	ES	Futures	4954.8	4956.5	4954.24	4956.21	2438.0
2021-09-21 04:00:00	ES	Futures	4956.21	4958.19	4954.8	4955.09	3918.0
2021-09-21 04:05:00	ES	Futures	4955.09	4957.63	4954.8	4956.78	2640.0

> showing 50 of 19,023 rows — these rows as CSV

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