PREVIEW / futures_5min / 2021-10-17

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-17.parquet
  size:    82 KB
  rows:    3,902

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
2021-10-17 18:00:00	ES	Futures	5040.88	5045.39	5040.31	5044.26	2804.0
2021-10-17 18:05:00	ES	Futures	5044.26	5044.55	5043.14	5043.14	733.0
2021-10-17 18:10:00	ES	Futures	5043.42	5044.26	5042.01	5042.01	761.0
2021-10-17 18:15:00	ES	Futures	5042.29	5042.29	5040.6	5041.72	844.0
2021-10-17 18:20:00	ES	Futures	5041.44	5042.57	5036.36	5036.64	1540.0
2021-10-17 18:25:00	ES	Futures	5036.64	5037.49	5033.82	5035.52	1405.0
2021-10-17 18:30:00	ES	Futures	5035.8	5036.08	5030.44	5031.0	1101.0
2021-10-17 18:35:00	ES	Futures	5031.28	5033.26	5029.31	5032.69	1195.0
2021-10-17 18:40:00	ES	Futures	5032.69	5033.54	5031.85	5032.69	323.0
2021-10-17 18:45:00	ES	Futures	5032.41	5032.69	5031.0	5032.41	437.0
2021-10-17 18:50:00	ES	Futures	5032.13	5032.98	5031.85	5032.41	361.0
2021-10-17 18:55:00	ES	Futures	5032.41	5033.54	5032.41	5033.26	261.0
2021-10-17 19:00:00	ES	Futures	5033.26	5033.54	5030.72	5031.56	710.0
2021-10-17 19:05:00	ES	Futures	5031.56	5034.67	5031.28	5034.39	746.0
2021-10-17 19:10:00	ES	Futures	5034.67	5034.67	5032.98	5034.1	537.0
2021-10-17 19:15:00	ES	Futures	5034.39	5034.67	5032.41	5032.98	467.0
2021-10-17 19:20:00	ES	Futures	5032.98	5033.82	5031.85	5033.26	386.0
2021-10-17 19:25:00	ES	Futures	5033.26	5033.54	5029.31	5031.85	976.0
2021-10-17 19:30:00	ES	Futures	5032.13	5032.41	5027.9	5030.15	1012.0
2021-10-17 19:35:00	ES	Futures	5030.15	5031.0	5027.9	5027.9	626.0
2021-10-17 19:40:00	ES	Futures	5028.18	5030.15	5027.9	5029.59	945.0
2021-10-17 19:45:00	ES	Futures	5029.59	5029.59	5025.92	5026.2	1656.0
2021-10-17 19:50:00	ES	Futures	5026.49	5028.18	5026.49	5027.05	652.0
2021-10-17 19:55:00	ES	Futures	5026.77	5027.61	5026.2	5026.2	719.0
2021-10-17 20:00:00	ES	Futures	5026.2	5027.05	5024.23	5026.49	2573.0
2021-10-17 20:05:00	ES	Futures	5026.49	5029.59	5025.92	5029.02	1522.0
2021-10-17 20:10:00	ES	Futures	5029.31	5029.31	5026.77	5028.46	989.0
2021-10-17 20:15:00	ES	Futures	5028.18	5028.74	5026.77	5028.74	714.0
2021-10-17 20:20:00	ES	Futures	5029.02	5031.56	5028.46	5030.44	1640.0
2021-10-17 20:25:00	ES	Futures	5030.72	5031.28	5029.31	5029.59	759.0
2021-10-17 20:30:00	ES	Futures	5029.59	5032.69	5028.74	5032.69	1163.0
2021-10-17 20:35:00	ES	Futures	5032.69	5034.1	5031.85	5033.54	1397.0
2021-10-17 20:40:00	ES	Futures	5033.54	5036.36	5033.26	5035.52	1538.0
2021-10-17 20:45:00	ES	Futures	5035.23	5035.52	5032.98	5034.39	971.0
2021-10-17 20:50:00	ES	Futures	5034.1	5039.75	5034.1	5038.62	1778.0
2021-10-17 20:55:00	ES	Futures	5038.62	5038.9	5033.82	5034.67	1431.0
2021-10-17 21:00:00	ES	Futures	5034.39	5035.23	5030.44	5034.67	1910.0
2021-10-17 21:05:00	ES	Futures	5034.67	5036.93	5032.98	5036.08	1109.0
2021-10-17 21:10:00	ES	Futures	5036.08	5036.08	5031.56	5033.26	1312.0
2021-10-17 21:15:00	ES	Futures	5033.26	5035.52	5032.69	5034.67	899.0
2021-10-17 21:20:00	ES	Futures	5034.39	5036.36	5034.39	5035.52	873.0
2021-10-17 21:25:00	ES	Futures	5035.8	5035.8	5034.1	5034.67	771.0
2021-10-17 21:30:00	ES	Futures	5034.67	5034.95	5032.13	5033.54	1034.0
2021-10-17 21:35:00	ES	Futures	5033.26	5034.1	5032.41	5032.69	977.0
2021-10-17 21:40:00	ES	Futures	5032.69	5033.82	5031.28	5031.56	1358.0
2021-10-17 21:45:00	ES	Futures	5031.85	5032.98	5030.15	5032.13	1291.0
2021-10-17 21:50:00	ES	Futures	5032.13	5035.23	5031.56	5034.39	1112.0
2021-10-17 21:55:00	ES	Futures	5034.39	5036.08	5034.39	5035.23	917.0
2021-10-17 22:00:00	ES	Futures	5035.23	5035.52	5033.54	5035.23	932.0
2021-10-17 22:05:00	ES	Futures	5035.52	5035.8	5034.67	5035.8	1034.0

> showing 50 of 3,902 rows — these rows as CSV

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