PREVIEW / futures_5min / 2021-10-10

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-10.parquet
  size:    83 KB
  rows:    3,814

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
2021-10-10 18:00:00	ES	Futures	4945.49	4953.39	4945.49	4949.72	2252.0
2021-10-10 18:05:00	ES	Futures	4949.72	4950.85	4942.39	4944.08	1906.0
2021-10-10 18:10:00	ES	Futures	4944.36	4946.05	4940.69	4941.82	1040.0
2021-10-10 18:15:00	ES	Futures	4942.1	4942.1	4936.74	4937.87	1822.0
2021-10-10 18:20:00	ES	Futures	4937.87	4940.13	4934.77	4935.61	1611.0
2021-10-10 18:25:00	ES	Futures	4935.61	4937.87	4934.48	4937.87	875.0
2021-10-10 18:30:00	ES	Futures	4937.87	4938.72	4933.92	4934.77	1178.0
2021-10-10 18:35:00	ES	Futures	4934.77	4936.46	4933.35	4934.77	798.0
2021-10-10 18:40:00	ES	Futures	4934.77	4935.61	4932.51	4933.07	1058.0
2021-10-10 18:45:00	ES	Futures	4933.07	4933.92	4932.51	4933.92	638.0
2021-10-10 18:50:00	ES	Futures	4933.92	4934.2	4931.1	4931.1	1276.0
2021-10-10 18:55:00	ES	Futures	4930.82	4933.07	4930.53	4931.94	840.0
2021-10-10 19:00:00	ES	Futures	4932.23	4934.77	4932.23	4934.2	1231.0
2021-10-10 19:05:00	ES	Futures	4934.2	4934.77	4926.02	4926.86	2768.0
2021-10-10 19:10:00	ES	Futures	4926.86	4930.25	4925.74	4929.97	1100.0
2021-10-10 19:15:00	ES	Futures	4929.69	4930.25	4926.3	4926.3	1766.0
2021-10-10 19:20:00	ES	Futures	4926.58	4930.25	4926.3	4928.84	1157.0
2021-10-10 19:25:00	ES	Futures	4928.84	4929.4	4927.71	4928.28	584.0
2021-10-10 19:30:00	ES	Futures	4928.56	4929.97	4926.58	4927.71	1268.0
2021-10-10 19:35:00	ES	Futures	4927.99	4928.56	4913.04	4918.4	5386.0
2021-10-10 19:40:00	ES	Futures	4918.4	4922.35	4917.55	4922.07	2235.0
2021-10-10 19:45:00	ES	Futures	4922.07	4923.2	4918.68	4920.94	1384.0
2021-10-10 19:50:00	ES	Futures	4920.66	4921.22	4918.12	4919.24	1085.0
2021-10-10 19:55:00	ES	Futures	4918.96	4921.22	4918.68	4919.81	714.0
2021-10-10 20:00:00	ES	Futures	4919.81	4922.35	4916.7	4920.66	2197.0
2021-10-10 20:05:00	ES	Futures	4920.66	4922.91	4919.81	4921.78	1274.0
2021-10-10 20:10:00	ES	Futures	4921.5	4922.63	4919.81	4922.63	711.0
2021-10-10 20:15:00	ES	Futures	4922.91	4925.17	4922.91	4923.76	1544.0
2021-10-10 20:20:00	ES	Futures	4923.48	4925.17	4923.2	4924.89	662.0
2021-10-10 20:25:00	ES	Futures	4924.89	4925.74	4924.04	4925.17	537.0
2021-10-10 20:30:00	ES	Futures	4925.45	4930.25	4924.89	4929.97	2136.0
2021-10-10 20:35:00	ES	Futures	4929.97	4933.64	4928.56	4932.23	2007.0
2021-10-10 20:40:00	ES	Futures	4932.23	4933.35	4930.82	4933.07	1197.0
2021-10-10 20:45:00	ES	Futures	4932.79	4933.07	4930.82	4932.23	756.0
2021-10-10 20:50:00	ES	Futures	4932.23	4932.23	4930.82	4931.94	448.0
2021-10-10 20:55:00	ES	Futures	4931.66	4931.94	4929.69	4930.82	665.0
2021-10-10 21:00:00	ES	Futures	4930.82	4938.15	4930.82	4937.31	2057.0
2021-10-10 21:05:00	ES	Futures	4937.31	4937.59	4934.77	4935.61	1357.0
2021-10-10 21:10:00	ES	Futures	4935.61	4935.61	4933.35	4934.77	641.0
2021-10-10 21:15:00	ES	Futures	4934.77	4935.61	4931.38	4934.48	1366.0
2021-10-10 21:20:00	ES	Futures	4934.2	4937.31	4934.2	4936.46	1111.0
2021-10-10 21:25:00	ES	Futures	4936.74	4937.02	4935.33	4935.33	538.0
2021-10-10 21:30:00	ES	Futures	4935.61	4938.72	4935.61	4938.43	1618.0
2021-10-10 21:35:00	ES	Futures	4938.72	4942.67	4937.59	4942.39	1887.0
2021-10-10 21:40:00	ES	Futures	4942.1	4942.67	4939.0	4939.28	1324.0
2021-10-10 21:45:00	ES	Futures	4939.28	4939.85	4935.61	4935.61	1371.0
2021-10-10 21:50:00	ES	Futures	4935.61	4937.02	4934.77	4935.05	806.0
2021-10-10 21:55:00	ES	Futures	4934.77	4937.87	4934.2	4935.89	773.0
2021-10-10 22:00:00	ES	Futures	4935.61	4938.15	4934.48	4935.33	737.0
2021-10-10 22:05:00	ES	Futures	4935.61	4938.15	4934.77	4937.87	608.0

> showing 50 of 3,814 rows — these rows as CSV

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