PREVIEW / futures_5min / 2021-10-04

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-04.parquet
  size:    345 KB
  rows:    19,445

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
2021-10-04 00:00:00	ES	Futures	4888.2	4890.74	4887.35	4888.77	1199.0
2021-10-04 00:05:00	ES	Futures	4889.05	4890.46	4886.79	4888.2	844.0
2021-10-04 00:10:00	ES	Futures	4888.2	4888.77	4886.23	4887.64	717.0
2021-10-04 00:15:00	ES	Futures	4887.64	4890.74	4887.64	4890.74	802.0
2021-10-04 00:20:00	ES	Futures	4890.46	4891.59	4887.92	4888.48	564.0
2021-10-04 00:25:00	ES	Futures	4888.48	4890.74	4888.2	4888.77	426.0
2021-10-04 00:30:00	ES	Futures	4888.77	4894.41	4887.64	4892.72	1258.0
2021-10-04 00:35:00	ES	Futures	4892.72	4897.51	4892.72	4897.23	1137.0
2021-10-04 00:40:00	ES	Futures	4897.23	4898.93	4896.39	4898.93	749.0
2021-10-04 00:45:00	ES	Futures	4898.64	4903.16	4898.64	4899.49	2170.0
2021-10-04 00:50:00	ES	Futures	4899.77	4901.46	4898.93	4900.62	646.0
2021-10-04 00:55:00	ES	Futures	4900.62	4902.88	4900.05	4901.46	708.0
2021-10-04 01:00:00	ES	Futures	4901.46	4910.21	4900.62	4903.16	3141.0
2021-10-04 01:05:00	ES	Futures	4903.16	4908.24	4901.18	4907.39	1714.0
2021-10-04 01:10:00	ES	Futures	4907.39	4908.8	4903.16	4904.85	1009.0
2021-10-04 01:15:00	ES	Futures	4905.42	4906.26	4904.29	4904.85	605.0
2021-10-04 01:20:00	ES	Futures	4904.85	4905.13	4901.18	4901.18	946.0
2021-10-04 01:25:00	ES	Futures	4901.46	4905.42	4901.46	4904.0	1203.0
2021-10-04 01:30:00	ES	Futures	4904.29	4904.29	4896.95	4897.23	1291.0
2021-10-04 01:35:00	ES	Futures	4897.23	4900.05	4896.67	4896.95	760.0
2021-10-04 01:40:00	ES	Futures	4896.95	4897.51	4893.85	4896.67	1385.0
2021-10-04 01:45:00	ES	Futures	4896.39	4898.08	4893.85	4898.08	1138.0
2021-10-04 01:50:00	ES	Futures	4897.8	4901.18	4897.23	4897.8	1096.0
2021-10-04 01:55:00	ES	Futures	4898.08	4898.64	4891.02	4895.26	1626.0
2021-10-04 02:00:00	ES	Futures	4894.97	4895.82	4889.33	4891.02	2263.0
2021-10-04 02:05:00	ES	Futures	4890.74	4891.02	4886.79	4888.2	2000.0
2021-10-04 02:10:00	ES	Futures	4888.2	4888.48	4882.84	4884.25	2517.0
2021-10-04 02:15:00	ES	Futures	4883.97	4883.97	4878.32	4880.02	3856.0
2021-10-04 02:20:00	ES	Futures	4879.73	4883.4	4877.19	4882.56	1824.0
2021-10-04 02:25:00	ES	Futures	4882.27	4889.05	4881.15	4889.05	2481.0
2021-10-04 02:30:00	ES	Futures	4889.05	4894.69	4888.48	4892.43	2682.0
2021-10-04 02:35:00	ES	Futures	4892.43	4894.41	4889.89	4891.02	1929.0
2021-10-04 02:40:00	ES	Futures	4891.31	4891.87	4889.89	4890.46	1052.0
2021-10-04 02:45:00	ES	Futures	4890.46	4890.74	4885.38	4885.66	1267.0
2021-10-04 02:50:00	ES	Futures	4885.66	4889.33	4884.81	4885.1	1478.0
2021-10-04 02:55:00	ES	Futures	4884.81	4886.23	4882.84	4886.23	1398.0
2021-10-04 03:00:00	ES	Futures	4885.94	4885.94	4876.35	4877.76	7390.0
2021-10-04 03:05:00	ES	Futures	4877.76	4884.53	4877.48	4883.97	4541.0
2021-10-04 03:10:00	ES	Futures	4884.25	4889.61	4883.69	4888.77	3672.0
2021-10-04 03:15:00	ES	Futures	4888.77	4889.05	4881.15	4881.99	2271.0
2021-10-04 03:20:00	ES	Futures	4881.71	4885.38	4878.61	4879.17	2468.0
2021-10-04 03:25:00	ES	Futures	4879.17	4880.02	4873.24	4875.5	4038.0
2021-10-04 03:30:00	ES	Futures	4875.5	4875.5	4870.99	4872.4	3697.0
2021-10-04 03:35:00	ES	Futures	4872.11	4877.48	4871.83	4876.07	2344.0
2021-10-04 03:40:00	ES	Futures	4876.07	4879.45	4874.09	4877.48	1788.0
2021-10-04 03:45:00	ES	Futures	4877.19	4883.12	4874.65	4881.43	3165.0
2021-10-04 03:50:00	ES	Futures	4881.43	4882.56	4878.32	4881.15	1982.0
2021-10-04 03:55:00	ES	Futures	4881.15	4883.97	4880.58	4882.84	1921.0
2021-10-04 04:00:00	ES	Futures	4882.84	4890.46	4882.84	4889.05	4147.0
2021-10-04 04:05:00	ES	Futures	4888.77	4891.59	4886.23	4887.07	2391.0

> showing 50 of 19,445 rows — these rows as CSV

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