PREVIEW / futures_5min / 2021-10-07

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-07.parquet
  size:    343 KB
  rows:    19,418

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
2021-10-07 00:00:00	ES	Futures	4940.13	4940.97	4939.56	4940.97	412.0
2021-10-07 00:05:00	ES	Futures	4940.97	4941.54	4940.13	4940.97	414.0
2021-10-07 00:10:00	ES	Futures	4941.26	4941.26	4939.56	4940.13	473.0
2021-10-07 00:15:00	ES	Futures	4940.13	4941.54	4939.85	4941.54	271.0
2021-10-07 00:20:00	ES	Futures	4941.54	4941.54	4939.85	4940.41	351.0
2021-10-07 00:25:00	ES	Futures	4940.13	4940.97	4939.56	4939.85	282.0
2021-10-07 00:30:00	ES	Futures	4939.56	4941.26	4939.28	4940.13	563.0
2021-10-07 00:35:00	ES	Futures	4940.13	4940.69	4939.0	4940.41	608.0
2021-10-07 00:40:00	ES	Futures	4940.41	4940.69	4937.59	4938.15	561.0
2021-10-07 00:45:00	ES	Futures	4938.15	4938.43	4934.2	4936.18	1660.0
2021-10-07 00:50:00	ES	Futures	4935.89	4936.74	4935.33	4935.89	501.0
2021-10-07 00:55:00	ES	Futures	4935.61	4936.46	4935.33	4936.18	356.0
2021-10-07 01:00:00	ES	Futures	4936.18	4939.85	4932.51	4939.85	1833.0
2021-10-07 01:05:00	ES	Futures	4939.85	4940.13	4936.74	4937.02	719.0
2021-10-07 01:10:00	ES	Futures	4936.74	4937.31	4932.51	4935.89	1223.0
2021-10-07 01:15:00	ES	Futures	4935.89	4937.31	4935.33	4936.18	395.0
2021-10-07 01:20:00	ES	Futures	4936.18	4937.02	4935.33	4936.18	355.0
2021-10-07 01:25:00	ES	Futures	4935.89	4939.0	4935.05	4939.0	560.0
2021-10-07 01:30:00	ES	Futures	4939.0	4939.28	4936.18	4936.74	533.0
2021-10-07 01:35:00	ES	Futures	4937.02	4938.72	4936.74	4937.02	370.0
2021-10-07 01:40:00	ES	Futures	4936.74	4936.74	4932.79	4935.05	927.0
2021-10-07 01:45:00	ES	Futures	4935.33	4936.18	4934.2	4936.18	562.0
2021-10-07 01:50:00	ES	Futures	4935.89	4936.18	4932.51	4933.07	561.0
2021-10-07 01:55:00	ES	Futures	4932.79	4937.59	4932.79	4936.46	1215.0
2021-10-07 02:00:00	ES	Futures	4936.18	4942.39	4935.33	4941.54	2424.0
2021-10-07 02:05:00	ES	Futures	4941.82	4947.18	4940.97	4944.36	2323.0
2021-10-07 02:10:00	ES	Futures	4944.64	4946.34	4943.23	4943.51	1300.0
2021-10-07 02:15:00	ES	Futures	4943.51	4946.34	4942.95	4945.77	1159.0
2021-10-07 02:20:00	ES	Futures	4946.05	4949.44	4946.05	4946.62	2374.0
2021-10-07 02:25:00	ES	Futures	4946.34	4947.47	4945.77	4947.47	972.0
2021-10-07 02:30:00	ES	Futures	4947.47	4950.01	4946.62	4948.31	1680.0
2021-10-07 02:35:00	ES	Futures	4948.31	4949.44	4946.9	4947.47	974.0
2021-10-07 02:40:00	ES	Futures	4947.47	4947.47	4943.23	4943.23	1230.0
2021-10-07 02:45:00	ES	Futures	4943.51	4944.93	4940.13	4940.41	1962.0
2021-10-07 02:50:00	ES	Futures	4940.69	4942.1	4938.72	4941.26	1598.0
2021-10-07 02:55:00	ES	Futures	4941.82	4944.36	4939.85	4943.51	2099.0
2021-10-07 03:00:00	ES	Futures	4943.51	4946.05	4940.97	4942.67	3794.0
2021-10-07 03:05:00	ES	Futures	4942.67	4944.08	4941.26	4942.1	2713.0
2021-10-07 03:10:00	ES	Futures	4942.1	4945.21	4939.85	4940.97	2819.0
2021-10-07 03:15:00	ES	Futures	4940.97	4943.51	4935.61	4935.61	2797.0
2021-10-07 03:20:00	ES	Futures	4935.89	4940.97	4935.61	4939.56	1729.0
2021-10-07 03:25:00	ES	Futures	4939.28	4941.26	4937.87	4941.26	1341.0
2021-10-07 03:30:00	ES	Futures	4940.97	4943.23	4938.43	4938.72	2331.0
2021-10-07 03:35:00	ES	Futures	4938.72	4941.82	4938.72	4941.54	1460.0
2021-10-07 03:40:00	ES	Futures	4941.54	4941.82	4939.28	4940.69	1032.0
2021-10-07 03:45:00	ES	Futures	4940.97	4942.1	4939.56	4942.1	1372.0
2021-10-07 03:50:00	ES	Futures	4941.82	4944.64	4941.82	4942.95	2134.0
2021-10-07 03:55:00	ES	Futures	4942.95	4945.49	4942.1	4944.93	1292.0
2021-10-07 04:00:00	ES	Futures	4944.64	4944.64	4940.97	4941.82	1644.0
2021-10-07 04:05:00	ES	Futures	4941.54	4945.21	4941.26	4942.95	1896.0

> showing 50 of 19,418 rows — these rows as CSV

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