PREVIEW / futures_5min / 2021-10-06

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-06.parquet
  size:    383 KB
  rows:    19,926

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
2021-10-06 00:00:00	ES	Futures	4873.53	4874.94	4872.4	4873.81	781.0
2021-10-06 00:05:00	ES	Futures	4873.53	4874.65	4872.68	4873.24	544.0
2021-10-06 00:10:00	ES	Futures	4872.96	4873.81	4870.99	4872.11	758.0
2021-10-06 00:15:00	ES	Futures	4872.11	4874.09	4872.11	4873.53	956.0
2021-10-06 00:20:00	ES	Futures	4873.53	4873.81	4871.27	4871.55	767.0
2021-10-06 00:25:00	ES	Futures	4871.83	4872.4	4868.73	4868.73	913.0
2021-10-06 00:30:00	ES	Futures	4868.73	4869.86	4867.04	4869.01	955.0
2021-10-06 00:35:00	ES	Futures	4869.01	4869.57	4866.75	4866.75	468.0
2021-10-06 00:40:00	ES	Futures	4866.75	4867.32	4862.24	4865.34	1662.0
2021-10-06 00:45:00	ES	Futures	4865.34	4867.88	4865.06	4867.88	697.0
2021-10-06 00:50:00	ES	Futures	4867.6	4870.14	4867.6	4869.29	868.0
2021-10-06 00:55:00	ES	Futures	4869.01	4870.7	4867.88	4870.14	635.0
2021-10-06 01:00:00	ES	Futures	4870.14	4870.7	4866.47	4869.01	1044.0
2021-10-06 01:05:00	ES	Futures	4869.01	4872.68	4868.73	4872.68	872.0
2021-10-06 01:10:00	ES	Futures	4872.68	4877.76	4872.4	4877.19	1629.0
2021-10-06 01:15:00	ES	Futures	4877.19	4877.19	4870.14	4873.81	1585.0
2021-10-06 01:20:00	ES	Futures	4874.09	4876.63	4871.55	4871.55	983.0
2021-10-06 01:25:00	ES	Futures	4871.83	4874.94	4871.55	4874.09	743.0
2021-10-06 01:30:00	ES	Futures	4874.09	4874.37	4870.42	4870.7	1002.0
2021-10-06 01:35:00	ES	Futures	4870.7	4872.11	4868.16	4871.83	1212.0
2021-10-06 01:40:00	ES	Futures	4871.83	4872.4	4870.14	4870.7	566.0
2021-10-06 01:45:00	ES	Futures	4870.42	4872.11	4869.86	4871.27	586.0
2021-10-06 01:50:00	ES	Futures	4871.27	4872.4	4869.29	4870.99	867.0
2021-10-06 01:55:00	ES	Futures	4871.27	4871.55	4867.88	4870.42	794.0
2021-10-06 02:00:00	ES	Futures	4870.14	4871.83	4864.21	4867.6	2345.0
2021-10-06 02:05:00	ES	Futures	4867.6	4867.6	4862.8	4865.62	1432.0
2021-10-06 02:10:00	ES	Futures	4865.34	4866.75	4862.8	4865.06	1091.0
2021-10-06 02:15:00	ES	Futures	4865.34	4869.01	4865.06	4869.01	1092.0
2021-10-06 02:20:00	ES	Futures	4868.73	4872.96	4868.16	4870.14	1478.0
2021-10-06 02:25:00	ES	Futures	4870.42	4870.42	4867.6	4867.6	582.0
2021-10-06 02:30:00	ES	Futures	4867.32	4869.29	4866.47	4868.73	865.0
2021-10-06 02:35:00	ES	Futures	4868.45	4870.99	4867.6	4868.16	817.0
2021-10-06 02:40:00	ES	Futures	4868.16	4868.73	4865.62	4867.32	741.0
2021-10-06 02:45:00	ES	Futures	4867.32	4869.57	4866.19	4869.29	755.0
2021-10-06 02:50:00	ES	Futures	4869.29	4874.94	4869.01	4874.09	2056.0
2021-10-06 02:55:00	ES	Futures	4873.81	4875.78	4870.99	4873.53	1833.0
2021-10-06 03:00:00	ES	Futures	4873.53	4873.53	4861.67	4861.67	7148.0
2021-10-06 03:05:00	ES	Futures	4861.67	4861.67	4854.9	4855.18	9449.0
2021-10-06 03:10:00	ES	Futures	4855.46	4857.44	4854.9	4855.18	5987.0
2021-10-06 03:15:00	ES	Futures	4855.18	4858.85	4854.9	4857.72	4172.0
2021-10-06 03:20:00	ES	Futures	4857.44	4857.72	4853.21	4854.05	5575.0
2021-10-06 03:25:00	ES	Futures	4854.05	4860.26	4850.95	4856.88	6635.0
2021-10-06 03:30:00	ES	Futures	4856.88	4856.88	4848.97	4849.82	3864.0
2021-10-06 03:35:00	ES	Futures	4849.82	4850.38	4845.3	4847.56	7435.0
2021-10-06 03:40:00	ES	Futures	4847.84	4850.38	4845.87	4850.1	3483.0
2021-10-06 03:45:00	ES	Futures	4849.82	4849.82	4842.48	4846.15	4777.0
2021-10-06 03:50:00	ES	Futures	4845.87	4850.95	4845.02	4850.95	4826.0
2021-10-06 03:55:00	ES	Futures	4851.23	4851.51	4845.3	4845.59	3599.0
2021-10-06 04:00:00	ES	Futures	4845.87	4847.0	4842.48	4843.05	5792.0
2021-10-06 04:05:00	ES	Futures	4843.33	4844.18	4838.53	4839.38	6579.0

> showing 50 of 19,926 rows — these rows as CSV

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