PREVIEW / futures_5min / 2021-09-22

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-22.parquet
  size:    335 KB
  rows:    19,100

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
2021-09-22 00:00:00	ES	Futures	4907.11	4908.24	4906.83	4907.96	355.0
2021-09-22 00:05:00	ES	Futures	4907.96	4908.8	4906.54	4907.67	325.0
2021-09-22 00:10:00	ES	Futures	4907.67	4908.52	4906.83	4908.24	280.0
2021-09-22 00:15:00	ES	Futures	4908.24	4908.8	4907.11	4908.24	199.0
2021-09-22 00:20:00	ES	Futures	4908.24	4908.8	4906.83	4907.67	202.0
2021-09-22 00:25:00	ES	Futures	4907.67	4909.65	4907.39	4909.37	345.0
2021-09-22 00:30:00	ES	Futures	4909.37	4909.65	4907.67	4908.52	240.0
2021-09-22 00:35:00	ES	Futures	4908.52	4908.52	4906.83	4907.39	258.0
2021-09-22 00:40:00	ES	Futures	4907.39	4907.96	4906.83	4907.67	138.0
2021-09-22 00:45:00	ES	Futures	4907.67	4913.88	4907.39	4912.75	931.0
2021-09-22 00:50:00	ES	Futures	4912.47	4913.04	4911.34	4912.47	464.0
2021-09-22 00:55:00	ES	Futures	4912.47	4913.32	4911.91	4912.19	207.0
2021-09-22 01:00:00	ES	Futures	4912.47	4916.99	4911.62	4916.99	777.0
2021-09-22 01:05:00	ES	Futures	4916.7	4918.12	4912.75	4916.99	1079.0
2021-09-22 01:10:00	ES	Futures	4916.99	4919.24	4915.86	4917.83	1018.0
2021-09-22 01:15:00	ES	Futures	4918.4	4921.78	4916.99	4921.5	770.0
2021-09-22 01:20:00	ES	Futures	4921.5	4924.61	4920.37	4920.94	1345.0
2021-09-22 01:25:00	ES	Futures	4921.22	4921.78	4918.68	4919.81	761.0
2021-09-22 01:30:00	ES	Futures	4919.81	4920.09	4918.68	4918.68	440.0
2021-09-22 01:35:00	ES	Futures	4919.24	4919.81	4916.7	4919.24	564.0
2021-09-22 01:40:00	ES	Futures	4919.24	4920.37	4917.55	4919.81	560.0
2021-09-22 01:45:00	ES	Futures	4919.53	4920.09	4918.4	4919.53	692.0
2021-09-22 01:50:00	ES	Futures	4919.81	4921.78	4918.4	4918.96	1060.0
2021-09-22 01:55:00	ES	Futures	4919.24	4920.37	4918.4	4918.4	812.0
2021-09-22 02:00:00	ES	Futures	4918.68	4922.63	4918.4	4919.24	1199.0
2021-09-22 02:05:00	ES	Futures	4919.24	4921.78	4917.55	4920.09	584.0
2021-09-22 02:10:00	ES	Futures	4920.37	4924.04	4918.96	4923.2	722.0
2021-09-22 02:15:00	ES	Futures	4923.2	4925.45	4922.91	4924.32	1169.0
2021-09-22 02:20:00	ES	Futures	4924.04	4927.71	4924.04	4925.74	1527.0
2021-09-22 02:25:00	ES	Futures	4926.02	4927.71	4924.89	4926.02	949.0
2021-09-22 02:30:00	ES	Futures	4926.02	4930.53	4924.89	4929.69	1732.0
2021-09-22 02:35:00	ES	Futures	4929.69	4931.94	4929.4	4929.97	1208.0
2021-09-22 02:40:00	ES	Futures	4929.97	4930.25	4926.86	4928.28	1188.0
2021-09-22 02:45:00	ES	Futures	4927.99	4932.23	4926.86	4931.38	1361.0
2021-09-22 02:50:00	ES	Futures	4931.38	4931.66	4929.12	4929.69	750.0
2021-09-22 02:55:00	ES	Futures	4929.69	4931.38	4927.99	4929.97	1109.0
2021-09-22 03:00:00	ES	Futures	4929.69	4932.51	4928.56	4931.38	3114.0
2021-09-22 03:05:00	ES	Futures	4931.66	4936.46	4930.82	4933.35	4087.0
2021-09-22 03:10:00	ES	Futures	4933.35	4934.48	4932.23	4933.35	1554.0
2021-09-22 03:15:00	ES	Futures	4933.35	4934.2	4930.25	4930.82	1571.0
2021-09-22 03:20:00	ES	Futures	4930.82	4933.07	4930.82	4932.51	1266.0
2021-09-22 03:25:00	ES	Futures	4932.23	4933.64	4929.69	4929.97	1909.0
2021-09-22 03:30:00	ES	Futures	4929.97	4931.1	4929.69	4930.25	830.0
2021-09-22 03:35:00	ES	Futures	4929.97	4930.53	4926.3	4926.86	2239.0
2021-09-22 03:40:00	ES	Futures	4926.86	4926.86	4923.2	4924.04	1826.0
2021-09-22 03:45:00	ES	Futures	4923.76	4926.02	4921.22	4922.91	2245.0
2021-09-22 03:50:00	ES	Futures	4922.91	4922.91	4916.7	4918.96	3174.0
2021-09-22 03:55:00	ES	Futures	4919.24	4921.22	4916.99	4917.55	1377.0
2021-09-22 04:00:00	ES	Futures	4918.12	4919.53	4916.7	4918.4	1510.0
2021-09-22 04:05:00	ES	Futures	4918.12	4922.35	4917.83	4921.78	1515.0

> showing 50 of 19,100 rows — these rows as CSV

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