PREVIEW / futures_5min / 2021-09-29

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-09-29.parquet
  size:    343 KB
  rows:    19,250

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
2021-09-29 00:00:00	ES	Futures	4927.71	4927.71	4924.32	4926.02	862.0
2021-09-29 00:05:00	ES	Futures	4926.02	4928.56	4926.02	4927.99	617.0
2021-09-29 00:10:00	ES	Futures	4927.99	4928.56	4925.74	4926.02	569.0
2021-09-29 00:15:00	ES	Futures	4925.74	4927.99	4924.61	4927.71	725.0
2021-09-29 00:20:00	ES	Futures	4927.71	4929.69	4927.71	4929.12	521.0
2021-09-29 00:25:00	ES	Futures	4929.12	4930.82	4927.99	4928.84	881.0
2021-09-29 00:30:00	ES	Futures	4928.84	4931.38	4928.28	4931.1	1292.0
2021-09-29 00:35:00	ES	Futures	4931.38	4933.07	4929.97	4933.07	1080.0
2021-09-29 00:40:00	ES	Futures	4933.07	4934.2	4932.23	4932.51	1714.0
2021-09-29 00:45:00	ES	Futures	4932.51	4934.77	4932.51	4933.64	1261.0
2021-09-29 00:50:00	ES	Futures	4933.92	4933.92	4932.79	4933.92	479.0
2021-09-29 00:55:00	ES	Futures	4933.92	4934.48	4933.35	4933.92	882.0
2021-09-29 01:00:00	ES	Futures	4933.64	4934.2	4929.12	4933.92	2575.0
2021-09-29 01:05:00	ES	Futures	4933.64	4934.2	4925.74	4929.12	2663.0
2021-09-29 01:10:00	ES	Futures	4929.4	4930.53	4922.63	4924.89	1763.0
2021-09-29 01:15:00	ES	Futures	4924.89	4929.69	4924.32	4929.69	1510.0
2021-09-29 01:20:00	ES	Futures	4929.97	4931.38	4924.32	4924.89	1604.0
2021-09-29 01:25:00	ES	Futures	4925.17	4930.25	4925.17	4926.86	1768.0
2021-09-29 01:30:00	ES	Futures	4926.86	4929.97	4926.02	4927.71	1747.0
2021-09-29 01:35:00	ES	Futures	4927.43	4932.23	4926.58	4929.4	1698.0
2021-09-29 01:40:00	ES	Futures	4929.12	4931.66	4927.99	4931.66	1598.0
2021-09-29 01:45:00	ES	Futures	4931.66	4931.66	4925.74	4927.71	1736.0
2021-09-29 01:50:00	ES	Futures	4927.71	4929.69	4925.17	4927.71	1647.0
2021-09-29 01:55:00	ES	Futures	4927.71	4930.82	4924.61	4930.25	1818.0
2021-09-29 02:00:00	ES	Futures	4930.25	4935.61	4926.3	4926.58	3629.0
2021-09-29 02:05:00	ES	Futures	4926.86	4927.99	4923.2	4927.43	2335.0
2021-09-29 02:10:00	ES	Futures	4927.71	4931.1	4926.3	4930.82	1608.0
2021-09-29 02:15:00	ES	Futures	4930.53	4934.2	4930.53	4933.35	2513.0
2021-09-29 02:20:00	ES	Futures	4933.35	4935.05	4931.1	4931.94	1618.0
2021-09-29 02:25:00	ES	Futures	4932.23	4933.35	4927.43	4928.28	1963.0
2021-09-29 02:30:00	ES	Futures	4927.99	4928.84	4924.89	4926.86	1404.0
2021-09-29 02:35:00	ES	Futures	4926.86	4927.71	4924.61	4926.58	1054.0
2021-09-29 02:40:00	ES	Futures	4926.3	4929.97	4924.04	4929.97	1701.0
2021-09-29 02:45:00	ES	Futures	4929.97	4931.66	4929.97	4930.53	1104.0
2021-09-29 02:50:00	ES	Futures	4930.53	4932.79	4930.25	4931.38	909.0
2021-09-29 02:55:00	ES	Futures	4931.38	4932.51	4928.28	4929.12	1287.0
2021-09-29 03:00:00	ES	Futures	4928.84	4935.05	4923.48	4924.04	5480.0
2021-09-29 03:05:00	ES	Futures	4924.04	4930.25	4923.76	4929.12	3469.0
2021-09-29 03:10:00	ES	Futures	4929.12	4931.38	4927.71	4931.38	1873.0
2021-09-29 03:15:00	ES	Futures	4931.38	4934.48	4930.25	4934.2	2704.0
2021-09-29 03:20:00	ES	Futures	4934.2	4939.0	4933.92	4937.87	4371.0
2021-09-29 03:25:00	ES	Futures	4937.87	4942.1	4937.02	4940.13	4077.0
2021-09-29 03:30:00	ES	Futures	4939.85	4942.1	4938.72	4941.54	2708.0
2021-09-29 03:35:00	ES	Futures	4941.54	4942.95	4940.97	4942.67	2601.0
2021-09-29 03:40:00	ES	Futures	4942.67	4942.67	4940.41	4941.26	1838.0
2021-09-29 03:45:00	ES	Futures	4941.26	4941.82	4939.28	4940.69	2612.0
2021-09-29 03:50:00	ES	Futures	4940.69	4942.39	4938.72	4939.0	2335.0
2021-09-29 03:55:00	ES	Futures	4939.28	4940.13	4938.72	4939.0	2434.0
2021-09-29 04:00:00	ES	Futures	4938.72	4940.69	4938.43	4939.0	3706.0
2021-09-29 04:05:00	ES	Futures	4939.0	4939.0	4934.2	4935.89	3708.0

> showing 50 of 19,250 rows — these rows as CSV

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