PREVIEW / futures_5min / 2021-10-11

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-11.parquet
  size:    329 KB
  rows:    19,159

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
2021-10-11 00:00:00	ES	Futures	4935.61	4937.59	4934.2	4936.18	569.0
2021-10-11 00:05:00	ES	Futures	4936.18	4936.46	4934.48	4935.05	253.0
2021-10-11 00:10:00	ES	Futures	4934.77	4936.46	4934.48	4935.33	241.0
2021-10-11 00:15:00	ES	Futures	4935.05	4936.74	4935.05	4936.46	229.0
2021-10-11 00:20:00	ES	Futures	4936.46	4938.15	4936.46	4937.02	363.0
2021-10-11 00:25:00	ES	Futures	4936.74	4937.02	4935.61	4935.89	200.0
2021-10-11 00:30:00	ES	Futures	4935.89	4937.02	4935.61	4935.89	234.0
2021-10-11 00:35:00	ES	Futures	4935.61	4936.74	4935.61	4936.18	149.0
2021-10-11 00:40:00	ES	Futures	4936.18	4937.02	4935.61	4936.74	307.0
2021-10-11 00:45:00	ES	Futures	4937.02	4939.0	4937.02	4938.43	690.0
2021-10-11 00:50:00	ES	Futures	4938.43	4938.72	4937.87	4938.15	289.0
2021-10-11 00:55:00	ES	Futures	4938.43	4942.1	4937.87	4940.13	1217.0
2021-10-11 01:00:00	ES	Futures	4940.13	4942.1	4939.28	4942.1	463.0
2021-10-11 01:05:00	ES	Futures	4941.82	4944.93	4940.97	4943.8	1133.0
2021-10-11 01:10:00	ES	Futures	4943.8	4944.36	4941.82	4943.8	483.0
2021-10-11 01:15:00	ES	Futures	4943.8	4944.08	4941.82	4942.1	316.0
2021-10-11 01:20:00	ES	Futures	4942.1	4942.1	4938.43	4940.13	1342.0
2021-10-11 01:25:00	ES	Futures	4940.13	4942.1	4940.13	4940.69	397.0
2021-10-11 01:30:00	ES	Futures	4940.97	4942.1	4940.13	4940.69	339.0
2021-10-11 01:35:00	ES	Futures	4940.69	4941.82	4940.41	4941.54	305.0
2021-10-11 01:40:00	ES	Futures	4941.54	4942.95	4940.41	4942.1	370.0
2021-10-11 01:45:00	ES	Futures	4942.1	4944.64	4941.82	4943.8	428.0
2021-10-11 01:50:00	ES	Futures	4943.8	4944.93	4942.67	4943.8	490.0
2021-10-11 01:55:00	ES	Futures	4943.8	4944.64	4942.67	4944.36	447.0
2021-10-11 02:00:00	ES	Futures	4944.36	4947.75	4943.51	4944.64	1791.0
2021-10-11 02:05:00	ES	Futures	4944.64	4945.21	4937.02	4937.59	1658.0
2021-10-11 02:10:00	ES	Futures	4937.59	4937.59	4934.2	4935.61	1274.0
2021-10-11 02:15:00	ES	Futures	4935.61	4936.18	4931.94	4933.07	1272.0
2021-10-11 02:20:00	ES	Futures	4932.79	4934.77	4929.97	4931.38	1503.0
2021-10-11 02:25:00	ES	Futures	4931.1	4933.07	4929.69	4930.25	1018.0
2021-10-11 02:30:00	ES	Futures	4929.97	4929.97	4925.74	4927.71	2135.0
2021-10-11 02:35:00	ES	Futures	4927.71	4932.23	4926.86	4930.53	1698.0
2021-10-11 02:40:00	ES	Futures	4930.53	4932.23	4927.99	4931.66	1418.0
2021-10-11 02:45:00	ES	Futures	4931.66	4933.35	4931.66	4932.51	991.0
2021-10-11 02:50:00	ES	Futures	4932.51	4933.07	4929.97	4933.07	979.0
2021-10-11 02:55:00	ES	Futures	4932.51	4934.2	4931.66	4932.51	1072.0
2021-10-11 03:00:00	ES	Futures	4932.23	4932.79	4924.89	4929.97	4474.0
2021-10-11 03:05:00	ES	Futures	4929.97	4940.69	4929.97	4939.56	3951.0
2021-10-11 03:10:00	ES	Futures	4939.56	4940.97	4935.89	4938.15	2025.0
2021-10-11 03:15:00	ES	Futures	4938.15	4940.13	4936.74	4937.87	1397.0
2021-10-11 03:20:00	ES	Futures	4938.15	4939.28	4936.46	4937.31	1154.0
2021-10-11 03:25:00	ES	Futures	4937.31	4937.87	4933.07	4934.2	1993.0
2021-10-11 03:30:00	ES	Futures	4934.2	4937.02	4933.35	4935.61	1083.0
2021-10-11 03:35:00	ES	Futures	4935.33	4936.18	4929.69	4929.97	1512.0
2021-10-11 03:40:00	ES	Futures	4929.97	4930.25	4924.32	4924.32	2727.0
2021-10-11 03:45:00	ES	Futures	4924.61	4930.82	4924.32	4928.56	2002.0
2021-10-11 03:50:00	ES	Futures	4928.56	4928.84	4926.3	4927.15	1421.0
2021-10-11 03:55:00	ES	Futures	4926.86	4931.1	4925.45	4929.97	1442.0
2021-10-11 04:00:00	ES	Futures	4929.97	4935.61	4929.97	4934.2	2085.0
2021-10-11 04:05:00	ES	Futures	4934.2	4934.2	4930.25	4930.82	1362.0

> showing 50 of 19,159 rows — these rows as CSV

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