PREVIEW / futures_5min / 2021-10-15

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-15.parquet
  size:    276 KB
  rows:    15,639

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
2021-10-15 00:00:00	ES	Futures	5015.76	5017.74	5014.63	5014.63	953.0
2021-10-15 00:05:00	ES	Futures	5014.63	5014.91	5014.07	5014.35	279.0
2021-10-15 00:10:00	ES	Futures	5014.35	5015.48	5014.35	5015.48	372.0
2021-10-15 00:15:00	ES	Futures	5015.48	5017.45	5015.2	5016.89	456.0
2021-10-15 00:20:00	ES	Futures	5016.89	5017.45	5015.76	5016.89	354.0
2021-10-15 00:25:00	ES	Futures	5016.61	5016.89	5016.04	5016.61	210.0
2021-10-15 00:30:00	ES	Futures	5016.89	5020.56	5016.33	5019.43	1542.0
2021-10-15 00:35:00	ES	Futures	5019.43	5019.71	5018.58	5018.87	500.0
2021-10-15 00:40:00	ES	Futures	5018.87	5019.99	5018.58	5019.71	326.0
2021-10-15 00:45:00	ES	Futures	5019.71	5020.84	5019.71	5020.84	479.0
2021-10-15 00:50:00	ES	Futures	5020.56	5020.56	5018.87	5019.15	490.0
2021-10-15 00:55:00	ES	Futures	5019.15	5019.15	5018.3	5019.15	470.0
2021-10-15 01:00:00	ES	Futures	5019.15	5019.99	5018.3	5018.87	727.0
2021-10-15 01:05:00	ES	Futures	5019.15	5019.15	5017.74	5018.02	453.0
2021-10-15 01:10:00	ES	Futures	5018.02	5019.15	5016.89	5019.15	576.0
2021-10-15 01:15:00	ES	Futures	5019.15	5019.71	5018.02	5019.43	380.0
2021-10-15 01:20:00	ES	Futures	5019.43	5020.28	5018.87	5019.99	452.0
2021-10-15 01:25:00	ES	Futures	5019.99	5019.99	5018.02	5018.87	437.0
2021-10-15 01:30:00	ES	Futures	5018.87	5019.15	5017.74	5018.3	268.0
2021-10-15 01:35:00	ES	Futures	5018.3	5018.87	5017.74	5018.02	381.0
2021-10-15 01:40:00	ES	Futures	5018.02	5018.87	5018.02	5018.87	358.0
2021-10-15 01:45:00	ES	Futures	5018.87	5019.15	5017.17	5018.02	424.0
2021-10-15 01:50:00	ES	Futures	5018.02	5019.15	5017.74	5019.15	419.0
2021-10-15 01:55:00	ES	Futures	5019.43	5020.84	5019.43	5019.99	867.0
2021-10-15 02:00:00	ES	Futures	5020.28	5022.25	5019.71	5021.41	1539.0
2021-10-15 02:05:00	ES	Futures	5021.41	5021.69	5019.99	5020.56	710.0
2021-10-15 02:10:00	ES	Futures	5020.28	5020.56	5017.45	5017.74	1160.0
2021-10-15 02:15:00	ES	Futures	5018.02	5018.02	5014.63	5016.04	1377.0
2021-10-15 02:20:00	ES	Futures	5015.76	5015.76	5012.94	5014.35	1039.0
2021-10-15 02:25:00	ES	Futures	5014.35	5016.04	5013.79	5015.76	630.0
2021-10-15 02:30:00	ES	Futures	5015.76	5016.04	5013.79	5014.63	726.0
2021-10-15 02:35:00	ES	Futures	5014.63	5015.2	5013.79	5014.91	490.0
2021-10-15 02:40:00	ES	Futures	5014.91	5015.2	5013.79	5014.63	526.0
2021-10-15 02:45:00	ES	Futures	5014.63	5014.63	5013.22	5013.79	529.0
2021-10-15 02:50:00	ES	Futures	5014.07	5015.2	5013.5	5015.2	428.0
2021-10-15 02:55:00	ES	Futures	5014.91	5018.02	5014.35	5017.17	1183.0
2021-10-15 03:00:00	ES	Futures	5017.17	5017.45	5013.5	5014.63	3913.0
2021-10-15 03:05:00	ES	Futures	5014.63	5017.74	5014.07	5017.17	1898.0
2021-10-15 03:10:00	ES	Futures	5017.17	5017.45	5015.2	5017.17	1384.0
2021-10-15 03:15:00	ES	Futures	5016.89	5018.3	5013.5	5013.79	1648.0
2021-10-15 03:20:00	ES	Futures	5013.79	5016.33	5011.53	5015.2	1958.0
2021-10-15 03:25:00	ES	Futures	5015.2	5016.61	5013.5	5013.79	1043.0
2021-10-15 03:30:00	ES	Futures	5013.5	5014.63	5012.37	5014.35	1668.0
2021-10-15 03:35:00	ES	Futures	5014.63	5014.63	5010.68	5010.96	1857.0
2021-10-15 03:40:00	ES	Futures	5010.68	5011.53	5008.71	5008.71	2518.0
2021-10-15 03:45:00	ES	Futures	5008.99	5012.37	5007.86	5012.37	1786.0
2021-10-15 03:50:00	ES	Futures	5012.37	5013.79	5010.96	5012.66	1696.0
2021-10-15 03:55:00	ES	Futures	5012.94	5014.35	5011.81	5013.79	1178.0
2021-10-15 04:00:00	ES	Futures	5013.5	5016.61	5012.94	5016.33	1379.0
2021-10-15 04:05:00	ES	Futures	5016.04	5017.45	5015.76	5017.17	1077.0

> showing 50 of 15,639 rows — these rows as CSV

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