PREVIEW / futures_5min / 2021-10-03

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-03.parquet
  size:    82 KB
  rows:    3,768

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
2021-10-03 18:00:00	ES	Futures	4909.37	4916.7	4907.67	4907.96	3992.0
2021-10-03 18:05:00	ES	Futures	4907.96	4911.06	4907.67	4910.21	1434.0
2021-10-03 18:10:00	ES	Futures	4910.21	4913.6	4910.21	4911.06	1319.0
2021-10-03 18:15:00	ES	Futures	4911.06	4914.73	4910.5	4913.88	1298.0
2021-10-03 18:20:00	ES	Futures	4913.88	4919.24	4913.32	4918.96	1824.0
2021-10-03 18:25:00	ES	Futures	4918.96	4922.63	4917.83	4922.35	1619.0
2021-10-03 18:30:00	ES	Futures	4922.35	4922.63	4920.66	4920.94	1517.0
2021-10-03 18:35:00	ES	Futures	4920.94	4921.5	4920.66	4920.94	607.0
2021-10-03 18:40:00	ES	Futures	4920.66	4921.22	4918.4	4920.09	1040.0
2021-10-03 18:45:00	ES	Futures	4920.09	4920.37	4918.96	4919.53	501.0
2021-10-03 18:50:00	ES	Futures	4919.53	4922.91	4918.96	4922.07	1144.0
2021-10-03 18:55:00	ES	Futures	4922.07	4924.04	4920.94	4922.63	1225.0
2021-10-03 19:00:00	ES	Futures	4922.63	4923.48	4920.37	4920.94	787.0
2021-10-03 19:05:00	ES	Futures	4920.94	4923.76	4920.37	4923.76	708.0
2021-10-03 19:10:00	ES	Futures	4923.76	4923.76	4921.5	4922.63	561.0
2021-10-03 19:15:00	ES	Futures	4922.91	4922.91	4920.66	4920.94	549.0
2021-10-03 19:20:00	ES	Futures	4920.94	4921.78	4920.66	4921.5	372.0
2021-10-03 19:25:00	ES	Futures	4921.5	4923.48	4921.22	4922.63	463.0
2021-10-03 19:30:00	ES	Futures	4922.63	4923.76	4921.5	4921.5	735.0
2021-10-03 19:35:00	ES	Futures	4921.5	4923.76	4921.5	4922.91	504.0
2021-10-03 19:40:00	ES	Futures	4922.91	4923.48	4921.5	4921.5	476.0
2021-10-03 19:45:00	ES	Futures	4921.5	4921.78	4918.68	4919.24	1136.0
2021-10-03 19:50:00	ES	Futures	4918.96	4920.37	4917.83	4919.81	681.0
2021-10-03 19:55:00	ES	Futures	4919.81	4920.37	4918.68	4919.81	701.0
2021-10-03 20:00:00	ES	Futures	4919.81	4920.37	4916.7	4917.83	2550.0
2021-10-03 20:05:00	ES	Futures	4917.83	4919.53	4916.7	4917.27	1190.0
2021-10-03 20:10:00	ES	Futures	4916.99	4918.68	4916.14	4917.27	1395.0
2021-10-03 20:15:00	ES	Futures	4916.99	4916.99	4911.06	4911.34	3129.0
2021-10-03 20:20:00	ES	Futures	4911.34	4914.45	4910.78	4913.32	1423.0
2021-10-03 20:25:00	ES	Futures	4913.32	4914.16	4911.62	4912.19	1056.0
2021-10-03 20:30:00	ES	Futures	4912.47	4914.45	4911.34	4911.34	1132.0
2021-10-03 20:35:00	ES	Futures	4911.62	4912.75	4906.54	4908.52	2606.0
2021-10-03 20:40:00	ES	Futures	4908.52	4909.08	4902.88	4903.44	3220.0
2021-10-03 20:45:00	ES	Futures	4903.44	4904.85	4901.18	4903.72	2581.0
2021-10-03 20:50:00	ES	Futures	4903.72	4905.42	4899.77	4900.9	2193.0
2021-10-03 20:55:00	ES	Futures	4900.9	4904.0	4900.9	4903.44	1253.0
2021-10-03 21:00:00	ES	Futures	4903.44	4903.72	4897.51	4897.51	1828.0
2021-10-03 21:05:00	ES	Futures	4897.51	4897.8	4895.26	4897.51	1964.0
2021-10-03 21:10:00	ES	Futures	4897.23	4899.49	4896.67	4898.64	974.0
2021-10-03 21:15:00	ES	Futures	4898.64	4903.44	4898.36	4902.31	3012.0
2021-10-03 21:20:00	ES	Futures	4902.03	4906.54	4901.46	4904.85	1598.0
2021-10-03 21:25:00	ES	Futures	4904.57	4906.54	4903.16	4905.7	1349.0
2021-10-03 21:30:00	ES	Futures	4905.7	4905.7	4902.03	4902.88	1351.0
2021-10-03 21:35:00	ES	Futures	4903.16	4903.16	4891.87	4893.0	3807.0
2021-10-03 21:40:00	ES	Futures	4892.72	4894.41	4890.46	4893.0	2675.0
2021-10-03 21:45:00	ES	Futures	4892.72	4895.54	4892.15	4892.43	1597.0
2021-10-03 21:50:00	ES	Futures	4892.43	4892.43	4883.97	4884.53	4130.0
2021-10-03 21:55:00	ES	Futures	4884.53	4891.02	4883.97	4888.77	2970.0
2021-10-03 22:00:00	ES	Futures	4889.05	4889.05	4885.38	4887.92	2023.0
2021-10-03 22:05:00	ES	Futures	4888.2	4888.2	4886.23	4886.23	1540.0

> showing 50 of 3,768 rows — these rows as CSV

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