PREVIEW / futures_5min / 2021-10-19

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-19.parquet
  size:    336 KB
  rows:    19,618

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
2021-10-19 00:00:00	ES	Futures	5054.99	5055.27	5054.42	5054.99	225.0
2021-10-19 00:05:00	ES	Futures	5054.99	5054.99	5053.58	5054.42	193.0
2021-10-19 00:10:00	ES	Futures	5054.14	5054.99	5054.14	5054.99	235.0
2021-10-19 00:15:00	ES	Futures	5054.99	5055.55	5053.58	5054.14	350.0
2021-10-19 00:20:00	ES	Futures	5053.86	5054.99	5053.86	5054.99	165.0
2021-10-19 00:25:00	ES	Futures	5054.99	5054.99	5054.42	5054.71	176.0
2021-10-19 00:30:00	ES	Futures	5054.42	5055.55	5054.42	5055.55	138.0
2021-10-19 00:35:00	ES	Futures	5055.55	5055.55	5053.86	5054.14	201.0
2021-10-19 00:40:00	ES	Futures	5054.42	5054.71	5053.86	5054.71	159.0
2021-10-19 00:45:00	ES	Futures	5054.71	5054.71	5053.01	5053.58	202.0
2021-10-19 00:50:00	ES	Futures	5053.3	5053.58	5052.73	5053.3	150.0
2021-10-19 00:55:00	ES	Futures	5053.01	5054.99	5053.01	5054.42	461.0
2021-10-19 01:00:00	ES	Futures	5054.42	5055.84	5054.14	5054.71	351.0
2021-10-19 01:05:00	ES	Futures	5054.42	5054.42	5053.58	5053.86	242.0
2021-10-19 01:10:00	ES	Futures	5053.58	5054.71	5053.58	5054.14	180.0
2021-10-19 01:15:00	ES	Futures	5054.14	5054.71	5053.86	5054.42	137.0
2021-10-19 01:20:00	ES	Futures	5054.42	5054.71	5053.58	5053.58	145.0
2021-10-19 01:25:00	ES	Futures	5053.58	5054.42	5053.3	5054.14	267.0
2021-10-19 01:30:00	ES	Futures	5054.14	5055.55	5054.14	5055.27	248.0
2021-10-19 01:35:00	ES	Futures	5055.55	5055.84	5054.99	5055.27	274.0
2021-10-19 01:40:00	ES	Futures	5055.55	5057.81	5054.99	5057.53	709.0
2021-10-19 01:45:00	ES	Futures	5057.25	5059.5	5056.96	5058.94	811.0
2021-10-19 01:50:00	ES	Futures	5058.94	5059.5	5058.09	5058.09	437.0
2021-10-19 01:55:00	ES	Futures	5058.38	5060.07	5057.81	5060.07	677.0
2021-10-19 02:00:00	ES	Futures	5059.79	5062.61	5058.09	5062.61	1581.0
2021-10-19 02:05:00	ES	Futures	5062.61	5062.89	5060.35	5060.91	1312.0
2021-10-19 02:10:00	ES	Futures	5060.91	5061.2	5060.07	5061.2	529.0
2021-10-19 02:15:00	ES	Futures	5060.91	5062.33	5060.63	5061.76	359.0
2021-10-19 02:20:00	ES	Futures	5061.76	5062.61	5060.91	5062.33	628.0
2021-10-19 02:25:00	ES	Futures	5062.33	5062.89	5061.76	5062.33	601.0
2021-10-19 02:30:00	ES	Futures	5062.33	5067.69	5062.04	5066.84	3601.0
2021-10-19 02:35:00	ES	Futures	5067.12	5067.41	5065.15	5065.43	814.0
2021-10-19 02:40:00	ES	Futures	5065.43	5065.43	5063.45	5064.87	953.0
2021-10-19 02:45:00	ES	Futures	5064.87	5067.12	5064.58	5065.99	1949.0
2021-10-19 02:50:00	ES	Futures	5065.71	5067.12	5064.87	5066.84	707.0
2021-10-19 02:55:00	ES	Futures	5067.12	5067.69	5065.71	5067.41	629.0
2021-10-19 03:00:00	ES	Futures	5067.41	5067.41	5060.63	5064.02	3675.0
2021-10-19 03:05:00	ES	Futures	5064.02	5064.02	5060.63	5060.91	1771.0
2021-10-19 03:10:00	ES	Futures	5061.2	5061.2	5059.22	5060.63	1342.0
2021-10-19 03:15:00	ES	Futures	5060.63	5062.04	5059.5	5060.07	1342.0
2021-10-19 03:20:00	ES	Futures	5060.07	5062.04	5059.79	5061.48	1263.0
2021-10-19 03:25:00	ES	Futures	5061.48	5063.17	5061.2	5062.33	948.0
2021-10-19 03:30:00	ES	Futures	5062.33	5063.17	5062.04	5062.89	1063.0
2021-10-19 03:35:00	ES	Futures	5062.89	5063.17	5061.2	5061.76	951.0
2021-10-19 03:40:00	ES	Futures	5061.76	5062.89	5061.48	5062.04	703.0
2021-10-19 03:45:00	ES	Futures	5062.04	5063.45	5061.76	5062.33	611.0
2021-10-19 03:50:00	ES	Futures	5062.04	5062.89	5060.91	5062.89	748.0
2021-10-19 03:55:00	ES	Futures	5062.89	5064.02	5062.61	5063.74	892.0
2021-10-19 04:00:00	ES	Futures	5063.45	5064.3	5062.33	5062.61	1062.0
2021-10-19 04:05:00	ES	Futures	5062.89	5069.95	5062.33	5069.38	2510.0

> showing 50 of 19,618 rows — these rows as CSV

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