PREVIEW / futures_5min / 2021-09-28

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-28.parquet
  size:    364 KB
  rows:    19,744

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
2021-09-28 00:00:00	ES	Futures	5001.09	5002.21	5000.8	5001.37	528.0
2021-09-28 00:05:00	ES	Futures	5001.09	5002.5	5000.8	5000.8	376.0
2021-09-28 00:10:00	ES	Futures	5000.8	5002.78	4999.67	5002.78	660.0
2021-09-28 00:15:00	ES	Futures	5002.5	5003.63	5002.21	5003.63	344.0
2021-09-28 00:20:00	ES	Futures	5003.63	5004.19	5003.34	5003.63	270.0
2021-09-28 00:25:00	ES	Futures	5003.63	5004.19	5003.34	5003.63	289.0
2021-09-28 00:30:00	ES	Futures	5003.63	5003.63	5001.09	5002.21	411.0
2021-09-28 00:35:00	ES	Futures	5002.5	5004.47	5001.65	5004.47	349.0
2021-09-28 00:40:00	ES	Futures	5004.47	5005.88	5004.19	5005.32	817.0
2021-09-28 00:45:00	ES	Futures	5005.04	5006.45	5004.75	5006.17	423.0
2021-09-28 00:50:00	ES	Futures	5005.88	5006.17	5004.75	5005.6	281.0
2021-09-28 00:55:00	ES	Futures	5005.6	5006.45	5005.04	5005.88	275.0
2021-09-28 01:00:00	ES	Futures	5005.88	5007.01	5002.5	5003.06	1097.0
2021-09-28 01:05:00	ES	Futures	5003.06	5005.6	5002.78	5005.6	435.0
2021-09-28 01:10:00	ES	Futures	5005.6	5005.88	5004.47	5005.6	524.0
2021-09-28 01:15:00	ES	Futures	5005.6	5008.14	5005.6	5007.58	785.0
2021-09-28 01:20:00	ES	Futures	5007.58	5007.58	5005.6	5006.17	523.0
2021-09-28 01:25:00	ES	Futures	5005.88	5006.73	5005.6	5006.45	492.0
2021-09-28 01:30:00	ES	Futures	5006.73	5008.14	5004.75	5007.86	911.0
2021-09-28 01:35:00	ES	Futures	5007.86	5007.86	5006.73	5007.01	572.0
2021-09-28 01:40:00	ES	Futures	5007.01	5008.14	5004.47	5005.6	1050.0
2021-09-28 01:45:00	ES	Futures	5005.6	5009.27	5005.32	5008.99	1097.0
2021-09-28 01:50:00	ES	Futures	5008.99	5010.68	5008.42	5009.55	1289.0
2021-09-28 01:55:00	ES	Futures	5009.83	5014.35	5009.83	5014.07	2210.0
2021-09-28 02:00:00	ES	Futures	5014.07	5014.35	5010.96	5012.09	1772.0
2021-09-28 02:05:00	ES	Futures	5012.09	5012.37	5008.14	5008.14	1082.0
2021-09-28 02:10:00	ES	Futures	5008.14	5008.14	5005.32	5005.6	1327.0
2021-09-28 02:15:00	ES	Futures	5005.6	5007.58	5004.47	5004.47	1515.0
2021-09-28 02:20:00	ES	Futures	5004.47	5004.47	4998.26	4998.83	2570.0
2021-09-28 02:25:00	ES	Futures	4998.83	4999.67	4996.01	4996.85	1704.0
2021-09-28 02:30:00	ES	Futures	4996.85	4996.85	4992.62	4993.47	2390.0
2021-09-28 02:35:00	ES	Futures	4993.47	4994.31	4991.49	4992.34	2032.0
2021-09-28 02:40:00	ES	Futures	4992.62	4996.01	4992.34	4994.03	1773.0
2021-09-28 02:45:00	ES	Futures	4994.03	4996.57	4992.9	4995.16	1188.0
2021-09-28 02:50:00	ES	Futures	4994.88	4995.72	4991.77	4992.06	1225.0
2021-09-28 02:55:00	ES	Futures	4992.06	4992.34	4985.0	4987.26	4936.0
2021-09-28 03:00:00	ES	Futures	4987.26	4990.64	4986.41	4986.69	5286.0
2021-09-28 03:05:00	ES	Futures	4986.69	4990.36	4985.56	4989.23	3745.0
2021-09-28 03:10:00	ES	Futures	4989.23	4990.08	4987.26	4987.82	2705.0
2021-09-28 03:15:00	ES	Futures	4987.54	4988.95	4981.05	4982.18	4110.0
2021-09-28 03:20:00	ES	Futures	4981.9	4982.74	4977.66	4981.05	6422.0
2021-09-28 03:25:00	ES	Futures	4980.77	4981.05	4973.43	4974.56	6607.0
2021-09-28 03:30:00	ES	Futures	4974.28	4977.94	4971.74	4977.1	4930.0
2021-09-28 03:35:00	ES	Futures	4976.82	4979.36	4974.84	4979.07	3345.0
2021-09-28 03:40:00	ES	Futures	4979.07	4979.36	4972.3	4972.58	3472.0
2021-09-28 03:45:00	ES	Futures	4972.86	4975.12	4970.32	4971.74	4993.0
2021-09-28 03:50:00	ES	Futures	4971.74	4974.28	4970.61	4973.71	4445.0
2021-09-28 03:55:00	ES	Futures	4973.99	4975.12	4970.89	4973.43	2818.0
2021-09-28 04:00:00	ES	Futures	4973.71	4973.71	4967.78	4968.07	4607.0
2021-09-28 04:05:00	ES	Futures	4967.78	4970.61	4966.37	4966.37	7011.0

> showing 50 of 19,744 rows — these rows as CSV

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