PREVIEW / futures_5min / 2021-09-27

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-27.parquet
  size:    324 KB
  rows:    19,007

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
2021-09-27 00:00:00	ES	Futures	5036.64	5037.49	5036.64	5037.49	225.0
2021-09-27 00:05:00	ES	Futures	5037.49	5037.77	5037.21	5037.77	177.0
2021-09-27 00:10:00	ES	Futures	5037.77	5037.77	5036.64	5036.93	250.0
2021-09-27 00:15:00	ES	Futures	5036.64	5037.21	5036.36	5036.93	215.0
2021-09-27 00:20:00	ES	Futures	5036.93	5037.21	5036.64	5037.21	94.0
2021-09-27 00:25:00	ES	Futures	5037.49	5037.49	5037.21	5037.49	123.0
2021-09-27 00:30:00	ES	Futures	5037.21	5037.77	5036.93	5037.21	195.0
2021-09-27 00:35:00	ES	Futures	5037.21	5037.49	5036.36	5036.64	216.0
2021-09-27 00:40:00	ES	Futures	5036.64	5036.93	5036.08	5036.93	210.0
2021-09-27 00:45:00	ES	Futures	5036.64	5036.93	5035.8	5035.8	218.0
2021-09-27 00:50:00	ES	Futures	5036.08	5036.93	5035.23	5036.93	331.0
2021-09-27 00:55:00	ES	Futures	5036.64	5036.64	5036.08	5036.64	196.0
2021-09-27 01:00:00	ES	Futures	5036.64	5038.06	5034.67	5037.77	1086.0
2021-09-27 01:05:00	ES	Futures	5037.77	5038.06	5035.8	5036.36	327.0
2021-09-27 01:10:00	ES	Futures	5036.08	5037.77	5035.8	5037.77	362.0
2021-09-27 01:15:00	ES	Futures	5037.49	5038.34	5037.21	5038.06	218.0
2021-09-27 01:20:00	ES	Futures	5038.06	5038.34	5037.77	5038.06	323.0
2021-09-27 01:25:00	ES	Futures	5038.06	5038.34	5037.77	5038.06	151.0
2021-09-27 01:30:00	ES	Futures	5038.06	5038.34	5036.93	5037.77	342.0
2021-09-27 01:35:00	ES	Futures	5037.77	5038.06	5037.21	5037.21	237.0
2021-09-27 01:40:00	ES	Futures	5037.49	5040.6	5037.49	5040.6	734.0
2021-09-27 01:45:00	ES	Futures	5040.6	5042.29	5040.03	5042.01	832.0
2021-09-27 01:50:00	ES	Futures	5042.01	5043.98	5041.16	5043.42	1225.0
2021-09-27 01:55:00	ES	Futures	5043.7	5045.39	5043.42	5045.11	1780.0
2021-09-27 02:00:00	ES	Futures	5045.39	5047.09	5044.26	5045.11	2227.0
2021-09-27 02:05:00	ES	Futures	5045.39	5045.96	5043.42	5045.68	1294.0
2021-09-27 02:10:00	ES	Futures	5045.68	5048.22	5043.14	5043.7	1567.0
2021-09-27 02:15:00	ES	Futures	5043.7	5045.68	5043.42	5044.26	955.0
2021-09-27 02:20:00	ES	Futures	5044.55	5044.83	5042.57	5042.57	778.0
2021-09-27 02:25:00	ES	Futures	5042.57	5043.42	5041.44	5041.72	568.0
2021-09-27 02:30:00	ES	Futures	5042.01	5042.57	5039.18	5039.47	948.0
2021-09-27 02:35:00	ES	Futures	5039.47	5040.88	5039.18	5040.31	760.0
2021-09-27 02:40:00	ES	Futures	5040.31	5041.44	5039.75	5040.03	614.0
2021-09-27 02:45:00	ES	Futures	5040.31	5041.16	5039.75	5040.03	784.0
2021-09-27 02:50:00	ES	Futures	5040.03	5040.88	5039.75	5040.6	410.0
2021-09-27 02:55:00	ES	Futures	5040.31	5041.44	5039.75	5040.31	569.0
2021-09-27 03:00:00	ES	Futures	5040.31	5041.72	5037.49	5037.49	2990.0
2021-09-27 03:05:00	ES	Futures	5037.77	5038.9	5035.8	5036.36	1636.0
2021-09-27 03:10:00	ES	Futures	5036.36	5036.93	5035.23	5036.36	1648.0
2021-09-27 03:15:00	ES	Futures	5036.36	5037.49	5036.08	5037.21	930.0
2021-09-27 03:20:00	ES	Futures	5036.93	5037.49	5035.23	5036.93	1069.0
2021-09-27 03:25:00	ES	Futures	5037.21	5037.21	5035.23	5035.23	1125.0
2021-09-27 03:30:00	ES	Futures	5035.23	5035.8	5033.82	5034.67	1729.0
2021-09-27 03:35:00	ES	Futures	5034.67	5034.67	5033.54	5033.82	812.0
2021-09-27 03:40:00	ES	Futures	5033.54	5034.67	5032.41	5034.67	1240.0
2021-09-27 03:45:00	ES	Futures	5034.67	5035.23	5033.26	5033.26	995.0
2021-09-27 03:50:00	ES	Futures	5032.98	5033.26	5031.85	5032.13	1097.0
2021-09-27 03:55:00	ES	Futures	5032.41	5032.98	5031.28	5031.28	715.0
2021-09-27 04:00:00	ES	Futures	5031.28	5031.56	5030.15	5030.44	1636.0
2021-09-27 04:05:00	ES	Futures	5030.44	5033.26	5030.44	5031.85	1162.0

> showing 50 of 19,007 rows — these rows as CSV

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