PREVIEW / futures_5min / 2021-10-12

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-12.parquet
  size:    333 KB
  rows:    19,392

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
2021-10-12 00:00:00	ES	Futures	4885.66	4889.61	4885.66	4889.05	777.0
2021-10-12 00:05:00	ES	Futures	4888.77	4888.77	4886.79	4887.92	336.0
2021-10-12 00:10:00	ES	Futures	4887.64	4889.33	4887.07	4888.2	370.0
2021-10-12 00:15:00	ES	Futures	4887.92	4889.33	4887.07	4888.77	373.0
2021-10-12 00:20:00	ES	Futures	4889.05	4889.61	4888.48	4889.33	276.0
2021-10-12 00:25:00	ES	Futures	4889.33	4889.89	4888.48	4888.48	211.0
2021-10-12 00:30:00	ES	Futures	4888.48	4889.33	4888.48	4888.77	229.0
2021-10-12 00:35:00	ES	Futures	4888.77	4889.33	4886.51	4886.79	480.0
2021-10-12 00:40:00	ES	Futures	4887.07	4890.18	4887.07	4889.33	515.0
2021-10-12 00:45:00	ES	Futures	4889.33	4892.72	4888.48	4892.72	753.0
2021-10-12 00:50:00	ES	Futures	4892.72	4892.72	4890.18	4890.46	365.0
2021-10-12 00:55:00	ES	Futures	4890.46	4891.87	4890.46	4891.02	620.0
2021-10-12 01:00:00	ES	Futures	4890.74	4895.26	4889.33	4894.69	973.0
2021-10-12 01:05:00	ES	Futures	4894.97	4897.51	4894.69	4895.54	1277.0
2021-10-12 01:10:00	ES	Futures	4895.82	4895.82	4893.56	4895.54	546.0
2021-10-12 01:15:00	ES	Futures	4895.82	4895.82	4893.85	4894.13	278.0
2021-10-12 01:20:00	ES	Futures	4894.13	4896.67	4894.13	4895.54	645.0
2021-10-12 01:25:00	ES	Futures	4895.54	4896.95	4894.97	4895.54	566.0
2021-10-12 01:30:00	ES	Futures	4895.82	4897.51	4892.72	4893.0	678.0
2021-10-12 01:35:00	ES	Futures	4892.72	4894.41	4892.15	4894.13	443.0
2021-10-12 01:40:00	ES	Futures	4893.85	4893.85	4892.15	4893.28	302.0
2021-10-12 01:45:00	ES	Futures	4893.0	4896.1	4893.0	4894.69	887.0
2021-10-12 01:50:00	ES	Futures	4894.69	4896.95	4893.85	4896.39	691.0
2021-10-12 01:55:00	ES	Futures	4896.1	4896.39	4893.28	4894.69	743.0
2021-10-12 02:00:00	ES	Futures	4894.69	4894.69	4881.71	4883.4	4160.0
2021-10-12 02:05:00	ES	Futures	4883.12	4887.07	4881.71	4886.79	1496.0
2021-10-12 02:10:00	ES	Futures	4886.79	4888.48	4885.1	4885.94	1470.0
2021-10-12 02:15:00	ES	Futures	4885.66	4885.66	4881.99	4883.4	1691.0
2021-10-12 02:20:00	ES	Futures	4883.4	4887.07	4882.84	4887.07	1085.0
2021-10-12 02:25:00	ES	Futures	4887.07	4888.77	4885.66	4887.92	684.0
2021-10-12 02:30:00	ES	Futures	4887.64	4888.2	4884.81	4885.1	1080.0
2021-10-12 02:35:00	ES	Futures	4885.1	4885.1	4883.12	4884.53	774.0
2021-10-12 02:40:00	ES	Futures	4884.53	4887.35	4884.53	4886.23	718.0
2021-10-12 02:45:00	ES	Futures	4886.23	4886.51	4880.02	4880.58	2078.0
2021-10-12 02:50:00	ES	Futures	4880.58	4883.97	4876.63	4877.76	2511.0
2021-10-12 02:55:00	ES	Futures	4877.76	4879.17	4873.53	4878.32	3387.0
2021-10-12 03:00:00	ES	Futures	4878.61	4880.3	4875.22	4877.48	3866.0
2021-10-12 03:05:00	ES	Futures	4877.48	4883.4	4876.07	4883.4	3659.0
2021-10-12 03:10:00	ES	Futures	4883.69	4894.13	4882.56	4893.0	5293.0
2021-10-12 03:15:00	ES	Futures	4892.72	4894.13	4887.64	4888.2	2831.0
2021-10-12 03:20:00	ES	Futures	4888.2	4890.74	4885.94	4890.46	2355.0
2021-10-12 03:25:00	ES	Futures	4890.46	4895.82	4889.05	4889.61	3070.0
2021-10-12 03:30:00	ES	Futures	4889.61	4893.28	4887.35	4892.72	1960.0
2021-10-12 03:35:00	ES	Futures	4893.0	4894.13	4891.59	4893.0	1357.0
2021-10-12 03:40:00	ES	Futures	4893.0	4893.85	4891.59	4891.87	1168.0
2021-10-12 03:45:00	ES	Futures	4892.15	4896.39	4890.46	4894.97	2453.0
2021-10-12 03:50:00	ES	Futures	4894.97	4896.39	4893.0	4895.54	1239.0
2021-10-12 03:55:00	ES	Futures	4895.54	4896.67	4893.0	4893.0	1249.0
2021-10-12 04:00:00	ES	Futures	4893.28	4898.64	4892.72	4892.72	2631.0
2021-10-12 04:05:00	ES	Futures	4892.72	4895.26	4891.31	4892.72	1393.0

> showing 50 of 19,392 rows — these rows as CSV

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