PREVIEW / futures_5min / 2021-10-08

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-08.parquet
  size:    278 KB
  rows:    15,736

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
2021-10-08 00:00:00	ES	Futures	4958.47	4958.47	4956.5	4957.34	465.0
2021-10-08 00:05:00	ES	Futures	4957.34	4958.47	4956.78	4958.19	505.0
2021-10-08 00:10:00	ES	Futures	4958.19	4959.04	4957.63	4958.47	634.0
2021-10-08 00:15:00	ES	Futures	4958.75	4959.32	4958.47	4959.04	255.0
2021-10-08 00:20:00	ES	Futures	4958.75	4959.04	4958.19	4958.75	139.0
2021-10-08 00:25:00	ES	Futures	4958.75	4959.6	4957.91	4958.47	634.0
2021-10-08 00:30:00	ES	Futures	4958.19	4960.73	4958.19	4960.17	715.0
2021-10-08 00:35:00	ES	Futures	4960.17	4960.73	4959.04	4959.04	298.0
2021-10-08 00:40:00	ES	Futures	4959.04	4960.17	4958.47	4959.88	259.0
2021-10-08 00:45:00	ES	Futures	4959.6	4960.17	4959.04	4959.32	350.0
2021-10-08 00:50:00	ES	Futures	4959.04	4959.04	4957.91	4958.19	264.0
2021-10-08 00:55:00	ES	Futures	4958.19	4958.47	4956.21	4957.06	668.0
2021-10-08 01:00:00	ES	Futures	4957.06	4959.6	4956.5	4959.04	766.0
2021-10-08 01:05:00	ES	Futures	4959.04	4959.04	4953.96	4956.21	1086.0
2021-10-08 01:10:00	ES	Futures	4956.21	4956.21	4952.55	4954.24	946.0
2021-10-08 01:15:00	ES	Futures	4954.24	4955.37	4952.83	4955.37	423.0
2021-10-08 01:20:00	ES	Futures	4955.09	4956.5	4953.67	4953.96	694.0
2021-10-08 01:25:00	ES	Futures	4953.96	4954.52	4952.55	4953.39	436.0
2021-10-08 01:30:00	ES	Futures	4953.39	4955.65	4952.83	4953.67	651.0
2021-10-08 01:35:00	ES	Futures	4953.96	4954.52	4952.83	4954.52	485.0
2021-10-08 01:40:00	ES	Futures	4954.52	4958.75	4954.52	4957.06	1152.0
2021-10-08 01:45:00	ES	Futures	4957.06	4959.04	4955.37	4958.47	714.0
2021-10-08 01:50:00	ES	Futures	4958.47	4958.47	4955.93	4955.93	459.0
2021-10-08 01:55:00	ES	Futures	4955.93	4958.19	4953.67	4953.67	701.0
2021-10-08 02:00:00	ES	Futures	4953.67	4957.63	4953.67	4954.8	1272.0
2021-10-08 02:05:00	ES	Futures	4954.8	4957.63	4954.24	4955.65	859.0
2021-10-08 02:10:00	ES	Futures	4955.65	4958.47	4952.55	4957.06	2094.0
2021-10-08 02:15:00	ES	Futures	4957.34	4958.47	4956.78	4957.34	767.0
2021-10-08 02:20:00	ES	Futures	4957.63	4957.63	4955.93	4957.34	533.0
2021-10-08 02:25:00	ES	Futures	4957.06	4958.19	4955.37	4957.91	523.0
2021-10-08 02:30:00	ES	Futures	4957.91	4960.17	4957.63	4959.32	819.0
2021-10-08 02:35:00	ES	Futures	4959.32	4959.88	4956.5	4957.91	548.0
2021-10-08 02:40:00	ES	Futures	4957.91	4959.32	4957.06	4959.04	401.0
2021-10-08 02:45:00	ES	Futures	4959.04	4960.17	4958.19	4958.47	570.0
2021-10-08 02:50:00	ES	Futures	4958.75	4959.04	4957.91	4958.47	306.0
2021-10-08 02:55:00	ES	Futures	4958.47	4959.6	4957.06	4959.6	579.0
2021-10-08 03:00:00	ES	Futures	4959.6	4964.12	4959.32	4962.99	3217.0
2021-10-08 03:05:00	ES	Futures	4962.99	4968.91	4962.14	4966.66	3677.0
2021-10-08 03:10:00	ES	Futures	4966.66	4967.78	4963.55	4963.83	1634.0
2021-10-08 03:15:00	ES	Futures	4963.83	4964.12	4957.34	4959.32	2207.0
2021-10-08 03:20:00	ES	Futures	4959.32	4959.6	4955.93	4958.75	2008.0
2021-10-08 03:25:00	ES	Futures	4958.19	4961.58	4956.5	4956.78	2173.0
2021-10-08 03:30:00	ES	Futures	4957.06	4957.06	4952.55	4953.96	3592.0
2021-10-08 03:35:00	ES	Futures	4953.67	4956.78	4952.55	4956.5	3209.0
2021-10-08 03:40:00	ES	Futures	4956.78	4958.47	4955.65	4957.91	1712.0
2021-10-08 03:45:00	ES	Futures	4957.91	4959.88	4957.91	4958.75	1574.0
2021-10-08 03:50:00	ES	Futures	4958.47	4960.45	4957.34	4957.34	1711.0
2021-10-08 03:55:00	ES	Futures	4957.06	4957.91	4956.5	4957.34	674.0
2021-10-08 04:00:00	ES	Futures	4957.34	4958.75	4955.65	4955.65	1309.0
2021-10-08 04:05:00	ES	Futures	4955.65	4959.6	4955.65	4957.06	1174.0

> showing 50 of 15,736 rows — these rows as CSV

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