PREVIEW / futures_5min / 2021-10-01

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-01.parquet
  size:    314 KB
  rows:    16,164

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
2021-10-01 00:00:00	ES	Futures	4823.01	4825.27	4822.73	4823.29	692.0
2021-10-01 00:05:00	ES	Futures	4823.01	4824.42	4822.45	4824.14	757.0
2021-10-01 00:10:00	ES	Futures	4823.86	4824.42	4822.45	4824.42	526.0
2021-10-01 00:15:00	ES	Futures	4824.14	4825.27	4823.86	4824.99	448.0
2021-10-01 00:20:00	ES	Futures	4824.99	4824.99	4823.29	4824.7	550.0
2021-10-01 00:25:00	ES	Futures	4824.42	4825.55	4820.19	4820.75	713.0
2021-10-01 00:30:00	ES	Futures	4820.75	4823.29	4820.19	4821.6	718.0
2021-10-01 00:35:00	ES	Futures	4821.6	4823.29	4821.03	4823.01	556.0
2021-10-01 00:40:00	ES	Futures	4823.01	4823.57	4821.03	4821.6	825.0
2021-10-01 00:45:00	ES	Futures	4821.6	4824.99	4820.47	4824.14	995.0
2021-10-01 00:50:00	ES	Futures	4824.14	4826.11	4824.14	4824.42	939.0
2021-10-01 00:55:00	ES	Futures	4824.42	4826.96	4823.57	4825.55	747.0
2021-10-01 01:00:00	ES	Futures	4825.83	4826.96	4822.73	4823.29	1032.0
2021-10-01 01:05:00	ES	Futures	4823.29	4824.42	4821.03	4823.57	919.0
2021-10-01 01:10:00	ES	Futures	4823.29	4824.42	4821.6	4823.29	716.0
2021-10-01 01:15:00	ES	Futures	4823.29	4828.94	4823.01	4828.09	1661.0
2021-10-01 01:20:00	ES	Futures	4828.09	4828.09	4824.7	4826.4	714.0
2021-10-01 01:25:00	ES	Futures	4826.4	4828.09	4824.42	4825.55	570.0
2021-10-01 01:30:00	ES	Futures	4825.83	4827.81	4825.55	4826.11	504.0
2021-10-01 01:35:00	ES	Futures	4826.4	4828.37	4825.55	4828.09	823.0
2021-10-01 01:40:00	ES	Futures	4827.81	4830.07	4827.53	4828.65	926.0
2021-10-01 01:45:00	ES	Futures	4828.65	4832.32	4827.53	4828.65	2029.0
2021-10-01 01:50:00	ES	Futures	4828.37	4830.35	4826.11	4828.37	956.0
2021-10-01 01:55:00	ES	Futures	4828.37	4832.04	4826.4	4831.76	1015.0
2021-10-01 02:00:00	ES	Futures	4831.48	4836.84	4830.35	4833.73	2764.0
2021-10-01 02:05:00	ES	Futures	4834.02	4836.56	4832.61	4833.17	1711.0
2021-10-01 02:10:00	ES	Futures	4833.17	4833.73	4826.4	4826.4	1801.0
2021-10-01 02:15:00	ES	Futures	4826.4	4827.24	4821.03	4823.01	2444.0
2021-10-01 02:20:00	ES	Futures	4822.45	4822.45	4812.0	4815.67	6877.0
2021-10-01 02:25:00	ES	Futures	4815.95	4817.65	4811.16	4817.08	3192.0
2021-10-01 02:30:00	ES	Futures	4817.08	4817.37	4813.13	4814.54	2776.0
2021-10-01 02:35:00	ES	Futures	4814.54	4817.37	4814.54	4815.95	1769.0
2021-10-01 02:40:00	ES	Futures	4815.95	4817.65	4813.7	4814.26	1637.0
2021-10-01 02:45:00	ES	Futures	4814.26	4815.95	4812.85	4814.83	2194.0
2021-10-01 02:50:00	ES	Futures	4814.54	4816.24	4808.9	4810.59	2974.0
2021-10-01 02:55:00	ES	Futures	4810.59	4818.21	4808.9	4817.37	4601.0
2021-10-01 03:00:00	ES	Futures	4817.37	4820.75	4810.59	4814.26	9357.0
2021-10-01 03:05:00	ES	Futures	4813.98	4815.95	4809.18	4814.26	6617.0
2021-10-01 03:10:00	ES	Futures	4814.26	4820.75	4809.46	4819.91	6294.0
2021-10-01 03:15:00	ES	Futures	4819.91	4825.27	4815.11	4824.99	4796.0
2021-10-01 03:20:00	ES	Futures	4824.99	4827.81	4821.6	4826.68	5984.0
2021-10-01 03:25:00	ES	Futures	4826.68	4832.89	4823.01	4831.19	5207.0
2021-10-01 03:30:00	ES	Futures	4831.19	4832.61	4828.37	4830.07	4745.0
2021-10-01 03:35:00	ES	Futures	4830.07	4833.45	4825.27	4825.55	3009.0
2021-10-01 03:40:00	ES	Futures	4825.83	4829.5	4823.01	4824.42	3219.0
2021-10-01 03:45:00	ES	Futures	4824.99	4825.55	4818.78	4823.01	3476.0
2021-10-01 03:50:00	ES	Futures	4823.01	4828.65	4823.01	4828.65	2641.0
2021-10-01 03:55:00	ES	Futures	4828.37	4834.58	4826.4	4826.4	3873.0
2021-10-01 04:00:00	ES	Futures	4826.4	4830.63	4826.4	4827.53	4872.0
2021-10-01 04:05:00	ES	Futures	4827.81	4828.37	4821.6	4823.29	3377.0

> showing 50 of 16,164 rows — these rows as CSV

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