PREVIEW / futures_5min / 2021-10-14

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-14.parquet
  size:    342 KB
  rows:    19,558

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
2021-10-14 00:00:00	ES	Futures	4932.23	4932.79	4931.38	4931.38	415.0
2021-10-14 00:05:00	ES	Futures	4931.38	4933.35	4931.38	4932.51	440.0
2021-10-14 00:10:00	ES	Futures	4932.51	4933.07	4931.66	4931.66	234.0
2021-10-14 00:15:00	ES	Futures	4931.66	4932.51	4931.38	4932.23	184.0
2021-10-14 00:20:00	ES	Futures	4931.94	4932.23	4931.1	4931.94	156.0
2021-10-14 00:25:00	ES	Futures	4931.94	4932.51	4931.66	4931.94	133.0
2021-10-14 00:30:00	ES	Futures	4931.66	4933.07	4931.66	4931.94	225.0
2021-10-14 00:35:00	ES	Futures	4931.94	4932.51	4931.66	4932.51	124.0
2021-10-14 00:40:00	ES	Futures	4932.51	4932.79	4931.66	4931.66	191.0
2021-10-14 00:45:00	ES	Futures	4931.66	4931.66	4930.82	4931.1	221.0
2021-10-14 00:50:00	ES	Futures	4931.38	4932.51	4931.38	4932.23	254.0
2021-10-14 00:55:00	ES	Futures	4931.94	4932.79	4931.94	4932.51	262.0
2021-10-14 01:00:00	ES	Futures	4932.23	4932.23	4930.82	4931.1	319.0
2021-10-14 01:05:00	ES	Futures	4931.1	4931.94	4930.25	4930.53	484.0
2021-10-14 01:10:00	ES	Futures	4930.53	4932.23	4930.53	4932.23	260.0
2021-10-14 01:15:00	ES	Futures	4932.23	4934.48	4932.23	4933.35	639.0
2021-10-14 01:20:00	ES	Futures	4933.35	4933.92	4931.94	4933.64	469.0
2021-10-14 01:25:00	ES	Futures	4933.92	4933.92	4932.23	4932.23	289.0
2021-10-14 01:30:00	ES	Futures	4932.23	4933.07	4931.38	4931.94	340.0
2021-10-14 01:35:00	ES	Futures	4931.94	4932.51	4931.38	4931.66	329.0
2021-10-14 01:40:00	ES	Futures	4931.94	4933.35	4931.38	4932.79	362.0
2021-10-14 01:45:00	ES	Futures	4932.79	4934.48	4932.51	4933.35	330.0
2021-10-14 01:50:00	ES	Futures	4933.64	4937.59	4933.64	4936.74	2118.0
2021-10-14 01:55:00	ES	Futures	4937.02	4938.15	4935.61	4937.87	991.0
2021-10-14 02:00:00	ES	Futures	4938.15	4940.41	4933.07	4934.2	3495.0
2021-10-14 02:05:00	ES	Futures	4934.2	4934.2	4933.07	4933.92	1039.0
2021-10-14 02:10:00	ES	Futures	4934.2	4938.43	4933.92	4937.59	1074.0
2021-10-14 02:15:00	ES	Futures	4937.31	4940.69	4936.18	4940.41	1534.0
2021-10-14 02:20:00	ES	Futures	4940.41	4943.51	4939.85	4941.82	1982.0
2021-10-14 02:25:00	ES	Futures	4941.82	4942.67	4941.26	4942.1	835.0
2021-10-14 02:30:00	ES	Futures	4942.39	4945.21	4941.54	4943.8	1611.0
2021-10-14 02:35:00	ES	Futures	4943.8	4945.77	4943.51	4944.93	1194.0
2021-10-14 02:40:00	ES	Futures	4945.21	4946.9	4944.08	4944.36	1326.0
2021-10-14 02:45:00	ES	Futures	4944.36	4944.93	4942.67	4943.8	866.0
2021-10-14 02:50:00	ES	Futures	4944.08	4944.08	4941.82	4942.39	680.0
2021-10-14 02:55:00	ES	Futures	4942.1	4946.9	4941.82	4945.77	1857.0
2021-10-14 03:00:00	ES	Futures	4945.77	4945.77	4940.13	4940.41	3908.0
2021-10-14 03:05:00	ES	Futures	4940.41	4941.26	4938.15	4940.97	2657.0
2021-10-14 03:10:00	ES	Futures	4941.26	4942.39	4937.59	4939.0	1880.0
2021-10-14 03:15:00	ES	Futures	4939.0	4940.13	4936.46	4938.43	2112.0
2021-10-14 03:20:00	ES	Futures	4938.15	4943.51	4937.59	4943.23	2104.0
2021-10-14 03:25:00	ES	Futures	4943.23	4945.21	4941.54	4942.67	3461.0
2021-10-14 03:30:00	ES	Futures	4942.39	4942.39	4937.02	4939.56	2390.0
2021-10-14 03:35:00	ES	Futures	4939.56	4942.39	4939.56	4942.39	1086.0
2021-10-14 03:40:00	ES	Futures	4942.1	4943.51	4940.97	4942.67	990.0
2021-10-14 03:45:00	ES	Futures	4942.67	4943.23	4941.82	4942.67	919.0
2021-10-14 03:50:00	ES	Futures	4942.67	4943.23	4942.39	4943.23	818.0
2021-10-14 03:55:00	ES	Futures	4943.51	4944.36	4942.67	4943.8	1033.0
2021-10-14 04:00:00	ES	Futures	4943.8	4947.75	4943.8	4946.9	1979.0
2021-10-14 04:05:00	ES	Futures	4946.9	4948.88	4945.77	4947.47	2019.0

> showing 50 of 19,558 rows — these rows as CSV

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