PREVIEW / futures_5min / 2021-10-18

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-18.parquet
  size:    336 KB
  rows:    19,597

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
2021-10-18 00:00:00	ES	Futures	5034.1	5034.39	5032.69	5032.98	592.0
2021-10-18 00:05:00	ES	Futures	5032.98	5032.98	5031.56	5032.98	651.0
2021-10-18 00:10:00	ES	Futures	5032.98	5032.98	5032.13	5032.69	172.0
2021-10-18 00:15:00	ES	Futures	5032.41	5033.54	5032.13	5033.54	288.0
2021-10-18 00:20:00	ES	Futures	5033.54	5033.54	5031.85	5032.13	315.0
2021-10-18 00:25:00	ES	Futures	5032.13	5032.41	5031.56	5031.56	196.0
2021-10-18 00:30:00	ES	Futures	5031.56	5033.26	5031.56	5032.41	290.0
2021-10-18 00:35:00	ES	Futures	5032.41	5033.26	5032.41	5032.69	251.0
2021-10-18 00:40:00	ES	Futures	5032.69	5032.98	5031.85	5032.69	183.0
2021-10-18 00:45:00	ES	Futures	5032.41	5032.41	5031.85	5031.85	178.0
2021-10-18 00:50:00	ES	Futures	5032.13	5032.98	5031.28	5032.41	269.0
2021-10-18 00:55:00	ES	Futures	5032.41	5032.41	5030.15	5030.44	490.0
2021-10-18 01:00:00	ES	Futures	5030.15	5032.13	5030.15	5032.13	289.0
2021-10-18 01:05:00	ES	Futures	5031.85	5032.41	5031.0	5031.56	258.0
2021-10-18 01:10:00	ES	Futures	5031.56	5032.13	5030.72	5031.0	349.0
2021-10-18 01:15:00	ES	Futures	5031.0	5032.13	5030.15	5031.56	201.0
2021-10-18 01:20:00	ES	Futures	5031.56	5032.41	5031.28	5032.13	211.0
2021-10-18 01:25:00	ES	Futures	5032.41	5032.69	5031.85	5031.85	217.0
2021-10-18 01:30:00	ES	Futures	5032.13	5032.13	5030.15	5031.56	453.0
2021-10-18 01:35:00	ES	Futures	5031.56	5032.13	5030.72	5031.56	313.0
2021-10-18 01:40:00	ES	Futures	5031.56	5031.85	5031.0	5031.28	194.0
2021-10-18 01:45:00	ES	Futures	5031.28	5031.28	5030.44	5030.72	325.0
2021-10-18 01:50:00	ES	Futures	5030.72	5031.28	5030.44	5031.0	306.0
2021-10-18 01:55:00	ES	Futures	5031.0	5031.56	5030.72	5030.72	235.0
2021-10-18 02:00:00	ES	Futures	5031.0	5031.0	5026.77	5027.05	1743.0
2021-10-18 02:05:00	ES	Futures	5027.05	5027.61	5024.79	5025.92	1320.0
2021-10-18 02:10:00	ES	Futures	5025.92	5026.2	5021.69	5022.82	2371.0
2021-10-18 02:15:00	ES	Futures	5022.82	5023.66	5019.71	5020.84	1751.0
2021-10-18 02:20:00	ES	Futures	5020.84	5021.97	5019.43	5021.97	1444.0
2021-10-18 02:25:00	ES	Futures	5021.97	5023.1	5021.12	5021.69	891.0
2021-10-18 02:30:00	ES	Futures	5021.69	5023.1	5020.56	5022.53	980.0
2021-10-18 02:35:00	ES	Futures	5022.53	5023.38	5021.12	5023.38	735.0
2021-10-18 02:40:00	ES	Futures	5023.1	5023.1	5021.41	5021.41	481.0
2021-10-18 02:45:00	ES	Futures	5021.41	5021.97	5019.15	5019.43	1118.0
2021-10-18 02:50:00	ES	Futures	5019.43	5022.53	5019.15	5022.53	919.0
2021-10-18 02:55:00	ES	Futures	5022.53	5025.64	5022.53	5024.23	1167.0
2021-10-18 03:00:00	ES	Futures	5023.95	5024.79	5021.41	5022.53	2789.0
2021-10-18 03:05:00	ES	Futures	5022.53	5025.07	5020.84	5022.53	2151.0
2021-10-18 03:10:00	ES	Futures	5022.53	5024.79	5022.25	5024.23	1321.0
2021-10-18 03:15:00	ES	Futures	5023.95	5025.36	5021.41	5021.69	1678.0
2021-10-18 03:20:00	ES	Futures	5021.69	5021.97	5014.07	5016.61	5115.0
2021-10-18 03:25:00	ES	Futures	5016.89	5023.1	5016.61	5021.41	2642.0
2021-10-18 03:30:00	ES	Futures	5021.41	5022.53	5018.58	5021.12	1442.0
2021-10-18 03:35:00	ES	Futures	5021.41	5022.53	5019.71	5019.99	840.0
2021-10-18 03:40:00	ES	Futures	5019.99	5020.28	5018.58	5019.71	1272.0
2021-10-18 03:45:00	ES	Futures	5019.71	5021.41	5019.43	5020.84	1215.0
2021-10-18 03:50:00	ES	Futures	5020.56	5021.97	5019.71	5021.41	958.0
2021-10-18 03:55:00	ES	Futures	5021.12	5024.23	5020.84	5021.97	1600.0
2021-10-18 04:00:00	ES	Futures	5021.69	5027.61	5020.84	5027.33	2030.0
2021-10-18 04:05:00	ES	Futures	5027.05	5028.46	5025.64	5028.18	1259.0

> showing 50 of 19,597 rows — these rows as CSV

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