PREVIEW / futures_5min / 2021-09-26

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-26.parquet
  size:    80 KB
  rows:    3,769

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
2021-09-26 18:00:00	ES	Futures	5018.87	5023.66	5017.74	5022.53	2285.0
2021-09-26 18:05:00	ES	Futures	5022.25	5024.23	5021.12	5023.66	1293.0
2021-09-26 18:10:00	ES	Futures	5023.66	5024.23	5022.25	5022.53	1036.0
2021-09-26 18:15:00	ES	Futures	5022.53	5027.9	5022.53	5026.49	2263.0
2021-09-26 18:20:00	ES	Futures	5026.49	5026.49	5024.79	5024.79	738.0
2021-09-26 18:25:00	ES	Futures	5025.07	5025.64	5023.95	5025.64	824.0
2021-09-26 18:30:00	ES	Futures	5025.36	5026.49	5023.66	5023.66	516.0
2021-09-26 18:35:00	ES	Futures	5023.95	5025.07	5023.66	5024.23	340.0
2021-09-26 18:40:00	ES	Futures	5024.51	5025.07	5023.66	5024.51	384.0
2021-09-26 18:45:00	ES	Futures	5024.51	5025.36	5023.66	5025.36	470.0
2021-09-26 18:50:00	ES	Futures	5025.36	5026.77	5025.07	5025.07	387.0
2021-09-26 18:55:00	ES	Futures	5025.07	5025.64	5025.07	5025.36	208.0
2021-09-26 19:00:00	ES	Futures	5025.36	5025.92	5023.95	5024.23	515.0
2021-09-26 19:05:00	ES	Futures	5024.51	5025.36	5023.66	5024.79	481.0
2021-09-26 19:10:00	ES	Futures	5025.07	5025.07	5024.51	5025.07	221.0
2021-09-26 19:15:00	ES	Futures	5024.79	5025.07	5023.95	5024.23	202.0
2021-09-26 19:20:00	ES	Futures	5024.23	5024.79	5023.95	5024.51	236.0
2021-09-26 19:25:00	ES	Futures	5024.51	5024.51	5023.66	5023.66	406.0
2021-09-26 19:30:00	ES	Futures	5023.95	5023.95	5021.41	5021.41	894.0
2021-09-26 19:35:00	ES	Futures	5021.41	5022.25	5020.84	5021.97	493.0
2021-09-26 19:40:00	ES	Futures	5021.69	5025.36	5021.69	5024.23	678.0
2021-09-26 19:45:00	ES	Futures	5024.51	5025.64	5024.23	5024.79	416.0
2021-09-26 19:50:00	ES	Futures	5024.79	5025.64	5023.95	5024.23	525.0
2021-09-26 19:55:00	ES	Futures	5024.51	5026.49	5024.23	5025.64	788.0
2021-09-26 20:00:00	ES	Futures	5025.92	5033.82	5023.95	5033.54	4335.0
2021-09-26 20:05:00	ES	Futures	5033.54	5034.39	5032.41	5033.82	1946.0
2021-09-26 20:10:00	ES	Futures	5033.82	5036.08	5032.98	5036.08	1973.0
2021-09-26 20:15:00	ES	Futures	5035.8	5036.36	5031.85	5032.98	3294.0
2021-09-26 20:20:00	ES	Futures	5032.69	5034.1	5029.31	5033.26	1942.0
2021-09-26 20:25:00	ES	Futures	5033.26	5035.8	5032.98	5034.95	1147.0
2021-09-26 20:30:00	ES	Futures	5034.95	5035.23	5033.54	5034.1	650.0
2021-09-26 20:35:00	ES	Futures	5034.1	5034.95	5032.98	5033.82	689.0
2021-09-26 20:40:00	ES	Futures	5033.82	5035.8	5033.54	5035.52	641.0
2021-09-26 20:45:00	ES	Futures	5035.23	5037.49	5034.95	5036.08	1695.0
2021-09-26 20:50:00	ES	Futures	5036.36	5037.77	5036.08	5036.08	702.0
2021-09-26 20:55:00	ES	Futures	5036.08	5036.93	5035.23	5036.08	538.0
2021-09-26 21:00:00	ES	Futures	5036.08	5037.49	5035.8	5036.64	614.0
2021-09-26 21:05:00	ES	Futures	5036.64	5037.49	5036.08	5037.21	656.0
2021-09-26 21:10:00	ES	Futures	5036.93	5037.49	5036.08	5036.36	390.0
2021-09-26 21:15:00	ES	Futures	5036.36	5038.62	5036.36	5038.06	1120.0
2021-09-26 21:20:00	ES	Futures	5038.34	5039.75	5038.34	5038.9	902.0
2021-09-26 21:25:00	ES	Futures	5038.9	5038.9	5037.77	5038.9	691.0
2021-09-26 21:30:00	ES	Futures	5038.9	5040.31	5038.9	5040.03	1065.0
2021-09-26 21:35:00	ES	Futures	5040.31	5043.14	5040.03	5042.01	2367.0
2021-09-26 21:40:00	ES	Futures	5042.29	5042.57	5040.31	5040.88	827.0
2021-09-26 21:45:00	ES	Futures	5040.88	5042.01	5040.31	5040.88	634.0
2021-09-26 21:50:00	ES	Futures	5041.16	5042.29	5040.88	5041.44	517.0
2021-09-26 21:55:00	ES	Futures	5041.72	5042.29	5041.16	5042.01	499.0
2021-09-26 22:00:00	ES	Futures	5042.01	5042.29	5041.16	5042.01	396.0
2021-09-26 22:05:00	ES	Futures	5042.29	5043.14	5041.72	5042.01	676.0

> showing 50 of 3,769 rows — these rows as CSV

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