PREVIEW / futures_5min / 2021-09-23

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-23.parquet
  size:    342 KB
  rows:    19,147

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
2021-09-23 00:00:00	ES	Futures	4959.88	4961.29	4959.32	4960.73	268.0
2021-09-23 00:05:00	ES	Futures	4960.73	4961.01	4959.32	4959.6	330.0
2021-09-23 00:10:00	ES	Futures	4959.32	4961.01	4959.04	4961.01	570.0
2021-09-23 00:15:00	ES	Futures	4961.01	4961.29	4959.88	4960.45	201.0
2021-09-23 00:20:00	ES	Futures	4960.45	4961.01	4959.88	4960.45	171.0
2021-09-23 00:25:00	ES	Futures	4960.45	4961.01	4960.45	4960.73	164.0
2021-09-23 00:30:00	ES	Futures	4961.01	4962.14	4959.88	4959.88	525.0
2021-09-23 00:35:00	ES	Futures	4959.88	4961.01	4959.6	4960.73	318.0
2021-09-23 00:40:00	ES	Futures	4960.73	4960.73	4960.17	4960.73	72.0
2021-09-23 00:45:00	ES	Futures	4960.45	4961.01	4960.45	4960.73	59.0
2021-09-23 00:50:00	ES	Futures	4960.45	4961.01	4960.45	4961.01	54.0
2021-09-23 00:55:00	ES	Futures	4961.29	4962.99	4961.01	4961.86	481.0
2021-09-23 01:00:00	ES	Futures	4961.86	4962.42	4961.01	4961.01	229.0
2021-09-23 01:05:00	ES	Futures	4961.29	4963.55	4961.01	4962.71	380.0
2021-09-23 01:10:00	ES	Futures	4962.71	4964.68	4962.14	4962.71	751.0
2021-09-23 01:15:00	ES	Futures	4962.99	4964.4	4962.71	4962.99	284.0
2021-09-23 01:20:00	ES	Futures	4962.99	4963.27	4961.01	4962.42	557.0
2021-09-23 01:25:00	ES	Futures	4962.42	4962.42	4960.73	4961.86	267.0
2021-09-23 01:30:00	ES	Futures	4961.86	4962.71	4961.29	4962.14	199.0
2021-09-23 01:35:00	ES	Futures	4962.14	4964.12	4961.58	4964.12	635.0
2021-09-23 01:40:00	ES	Futures	4964.12	4964.4	4962.99	4964.12	490.0
2021-09-23 01:45:00	ES	Futures	4964.12	4964.4	4963.55	4964.12	718.0
2021-09-23 01:50:00	ES	Futures	4964.12	4964.68	4963.55	4964.68	344.0
2021-09-23 01:55:00	ES	Futures	4964.4	4964.68	4963.27	4963.83	512.0
2021-09-23 02:00:00	ES	Futures	4964.12	4965.24	4962.99	4962.99	990.0
2021-09-23 02:05:00	ES	Futures	4962.99	4963.55	4960.73	4961.01	1244.0
2021-09-23 02:10:00	ES	Futures	4961.01	4962.99	4960.73	4962.42	610.0
2021-09-23 02:15:00	ES	Futures	4962.71	4963.55	4961.86	4961.86	805.0
2021-09-23 02:20:00	ES	Futures	4961.86	4962.71	4961.58	4961.86	1111.0
2021-09-23 02:25:00	ES	Futures	4962.14	4962.71	4961.58	4962.42	556.0
2021-09-23 02:30:00	ES	Futures	4962.14	4963.55	4962.14	4963.27	1332.0
2021-09-23 02:35:00	ES	Futures	4963.55	4964.4	4963.27	4963.83	906.0
2021-09-23 02:40:00	ES	Futures	4963.83	4965.24	4963.55	4965.24	793.0
2021-09-23 02:45:00	ES	Futures	4965.24	4969.76	4965.24	4969.48	3633.0
2021-09-23 02:50:00	ES	Futures	4969.48	4973.15	4969.2	4972.58	3031.0
2021-09-23 02:55:00	ES	Futures	4972.58	4974.28	4972.3	4972.58	1943.0
2021-09-23 03:00:00	ES	Futures	4972.86	4973.71	4968.91	4969.2	4705.0
2021-09-23 03:05:00	ES	Futures	4969.2	4969.76	4967.78	4968.63	2630.0
2021-09-23 03:10:00	ES	Futures	4968.91	4970.89	4968.35	4969.48	2341.0
2021-09-23 03:15:00	ES	Futures	4969.48	4970.61	4967.78	4969.2	2059.0
2021-09-23 03:20:00	ES	Futures	4969.2	4972.02	4968.91	4970.89	1452.0
2021-09-23 03:25:00	ES	Futures	4971.17	4971.74	4970.61	4971.17	1375.0
2021-09-23 03:30:00	ES	Futures	4971.17	4976.82	4966.94	4974.28	6862.0
2021-09-23 03:35:00	ES	Futures	4974.28	4975.97	4973.71	4974.28	1732.0
2021-09-23 03:40:00	ES	Futures	4974.28	4980.2	4973.99	4979.92	3395.0
2021-09-23 03:45:00	ES	Futures	4979.92	4982.46	4979.07	4981.05	3974.0
2021-09-23 03:50:00	ES	Futures	4981.05	4981.9	4979.36	4979.36	1324.0
2021-09-23 03:55:00	ES	Futures	4979.64	4983.31	4979.36	4982.18	2408.0
2021-09-23 04:00:00	ES	Futures	4982.18	4983.02	4980.2	4981.33	2237.0
2021-09-23 04:05:00	ES	Futures	4981.33	4983.02	4980.77	4981.05	1361.0

> showing 50 of 19,147 rows — these rows as CSV

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