PREVIEW / futures_5min / 2021-10-05

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-05.parquet
  size:    337 KB
  rows:    19,365

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
2021-10-05 00:00:00	ES	Futures	4851.23	4851.51	4848.13	4849.54	1035.0
2021-10-05 00:05:00	ES	Futures	4849.82	4851.23	4849.26	4850.38	658.0
2021-10-05 00:10:00	ES	Futures	4850.1	4850.95	4848.41	4848.69	643.0
2021-10-05 00:15:00	ES	Futures	4848.69	4850.1	4848.41	4849.26	584.0
2021-10-05 00:20:00	ES	Futures	4849.54	4850.1	4847.84	4849.82	663.0
2021-10-05 00:25:00	ES	Futures	4849.82	4849.82	4846.15	4846.43	662.0
2021-10-05 00:30:00	ES	Futures	4846.43	4847.0	4843.89	4845.02	810.0
2021-10-05 00:35:00	ES	Futures	4844.74	4847.28	4843.33	4844.18	560.0
2021-10-05 00:40:00	ES	Futures	4843.89	4846.15	4843.61	4846.15	266.0
2021-10-05 00:45:00	ES	Futures	4846.43	4850.1	4846.43	4847.0	965.0
2021-10-05 00:50:00	ES	Futures	4847.0	4848.41	4846.43	4847.84	341.0
2021-10-05 00:55:00	ES	Futures	4847.84	4848.97	4847.0	4848.69	347.0
2021-10-05 01:00:00	ES	Futures	4848.41	4850.38	4846.43	4847.28	887.0
2021-10-05 01:05:00	ES	Futures	4847.28	4850.67	4845.3	4848.69	1183.0
2021-10-05 01:10:00	ES	Futures	4848.69	4849.82	4845.3	4846.15	604.0
2021-10-05 01:15:00	ES	Futures	4846.72	4849.54	4845.87	4848.41	804.0
2021-10-05 01:20:00	ES	Futures	4848.41	4850.38	4848.13	4848.69	478.0
2021-10-05 01:25:00	ES	Futures	4848.69	4851.23	4847.56	4850.67	624.0
2021-10-05 01:30:00	ES	Futures	4850.67	4850.95	4845.87	4846.15	620.0
2021-10-05 01:35:00	ES	Futures	4846.15	4848.41	4844.74	4847.56	753.0
2021-10-05 01:40:00	ES	Futures	4847.56	4847.56	4843.89	4844.18	418.0
2021-10-05 01:45:00	ES	Futures	4844.18	4848.41	4844.18	4848.13	559.0
2021-10-05 01:50:00	ES	Futures	4847.84	4848.41	4845.59	4847.0	534.0
2021-10-05 01:55:00	ES	Futures	4847.28	4847.56	4844.18	4846.15	583.0
2021-10-05 02:00:00	ES	Futures	4846.43	4848.41	4844.46	4847.0	1175.0
2021-10-05 02:05:00	ES	Futures	4846.72	4847.0	4839.94	4841.07	1701.0
2021-10-05 02:10:00	ES	Futures	4840.79	4843.05	4839.66	4840.79	1096.0
2021-10-05 02:15:00	ES	Futures	4840.79	4841.07	4835.43	4837.68	2127.0
2021-10-05 02:20:00	ES	Futures	4837.68	4841.92	4837.12	4840.79	920.0
2021-10-05 02:25:00	ES	Futures	4840.79	4845.3	4840.79	4843.61	1062.0
2021-10-05 02:30:00	ES	Futures	4843.33	4843.61	4840.51	4841.07	822.0
2021-10-05 02:35:00	ES	Futures	4840.79	4842.2	4839.1	4841.64	1098.0
2021-10-05 02:40:00	ES	Futures	4841.92	4846.43	4841.92	4845.02	1491.0
2021-10-05 02:45:00	ES	Futures	4845.02	4846.43	4843.89	4843.89	532.0
2021-10-05 02:50:00	ES	Futures	4843.89	4848.13	4842.76	4847.84	1048.0
2021-10-05 02:55:00	ES	Futures	4847.84	4847.84	4845.02	4846.43	1052.0
2021-10-05 03:00:00	ES	Futures	4846.15	4848.41	4839.94	4846.15	6093.0
2021-10-05 03:05:00	ES	Futures	4845.87	4848.41	4844.18	4847.56	2742.0
2021-10-05 03:10:00	ES	Futures	4847.56	4854.05	4846.72	4852.92	5004.0
2021-10-05 03:15:00	ES	Futures	4852.64	4856.03	4848.97	4848.97	5602.0
2021-10-05 03:20:00	ES	Futures	4848.69	4854.34	4848.13	4852.36	2871.0
2021-10-05 03:25:00	ES	Futures	4852.36	4853.77	4849.82	4852.08	1443.0
2021-10-05 03:30:00	ES	Futures	4852.08	4852.92	4845.87	4848.69	2699.0
2021-10-05 03:35:00	ES	Futures	4848.69	4848.69	4844.46	4845.59	2187.0
2021-10-05 03:40:00	ES	Futures	4845.59	4849.26	4844.46	4845.02	2001.0
2021-10-05 03:45:00	ES	Futures	4845.02	4850.1	4843.61	4849.54	1939.0
2021-10-05 03:50:00	ES	Futures	4849.54	4849.82	4844.18	4845.87	1995.0
2021-10-05 03:55:00	ES	Futures	4845.87	4847.28	4839.66	4840.22	2895.0
2021-10-05 04:00:00	ES	Futures	4840.22	4845.87	4839.38	4845.02	3034.0
2021-10-05 04:05:00	ES	Futures	4844.74	4849.54	4843.89	4848.41	1911.0

> showing 50 of 19,365 rows — these rows as CSV

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