PREVIEW / futures_5min / 2021-10-20

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-20.parquet
  size:    328 KB
  rows:    19,409

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
2021-10-20 00:00:00	ES	Futures	5092.8	5093.09	5091.39	5091.68	503.0
2021-10-20 00:05:00	ES	Futures	5091.68	5091.68	5090.55	5091.11	501.0
2021-10-20 00:10:00	ES	Futures	5090.83	5091.39	5090.83	5091.39	303.0
2021-10-20 00:15:00	ES	Futures	5091.39	5091.39	5090.55	5090.83	253.0
2021-10-20 00:20:00	ES	Futures	5090.83	5091.11	5089.7	5090.27	261.0
2021-10-20 00:25:00	ES	Futures	5090.27	5090.83	5089.98	5090.83	133.0
2021-10-20 00:30:00	ES	Futures	5090.83	5091.11	5090.55	5091.11	218.0
2021-10-20 00:35:00	ES	Futures	5091.11	5091.11	5090.55	5090.83	137.0
2021-10-20 00:40:00	ES	Futures	5091.11	5091.11	5090.27	5090.27	120.0
2021-10-20 00:45:00	ES	Futures	5090.55	5090.83	5090.27	5090.83	194.0
2021-10-20 00:50:00	ES	Futures	5090.83	5091.11	5090.55	5090.55	129.0
2021-10-20 00:55:00	ES	Futures	5090.55	5090.83	5089.98	5089.98	142.0
2021-10-20 01:00:00	ES	Futures	5090.27	5091.11	5089.7	5089.98	431.0
2021-10-20 01:05:00	ES	Futures	5089.98	5090.27	5087.73	5088.29	663.0
2021-10-20 01:10:00	ES	Futures	5088.29	5088.57	5086.31	5088.01	1099.0
2021-10-20 01:15:00	ES	Futures	5087.73	5088.85	5087.73	5088.57	507.0
2021-10-20 01:20:00	ES	Futures	5088.57	5088.57	5087.16	5087.44	486.0
2021-10-20 01:25:00	ES	Futures	5087.44	5088.29	5087.44	5087.73	241.0
2021-10-20 01:30:00	ES	Futures	5087.73	5087.73	5086.88	5087.44	307.0
2021-10-20 01:35:00	ES	Futures	5087.16	5088.29	5087.16	5087.73	370.0
2021-10-20 01:40:00	ES	Futures	5087.73	5088.57	5087.73	5087.73	421.0
2021-10-20 01:45:00	ES	Futures	5087.73	5088.57	5087.73	5088.29	247.0
2021-10-20 01:50:00	ES	Futures	5088.29	5089.98	5088.29	5089.14	661.0
2021-10-20 01:55:00	ES	Futures	5089.14	5089.7	5088.57	5088.57	483.0
2021-10-20 02:00:00	ES	Futures	5088.57	5088.85	5086.31	5087.44	1695.0
2021-10-20 02:05:00	ES	Futures	5087.44	5087.44	5085.75	5086.6	577.0
2021-10-20 02:10:00	ES	Futures	5086.6	5087.44	5086.31	5086.88	411.0
2021-10-20 02:15:00	ES	Futures	5086.88	5087.44	5084.62	5084.9	1015.0
2021-10-20 02:20:00	ES	Futures	5084.62	5085.47	5084.62	5085.19	698.0
2021-10-20 02:25:00	ES	Futures	5084.9	5085.47	5084.9	5085.19	513.0
2021-10-20 02:30:00	ES	Futures	5085.47	5087.16	5084.9	5086.03	752.0
2021-10-20 02:35:00	ES	Futures	5086.03	5086.6	5085.19	5086.03	629.0
2021-10-20 02:40:00	ES	Futures	5086.03	5087.44	5085.75	5087.44	400.0
2021-10-20 02:45:00	ES	Futures	5087.16	5087.44	5086.03	5086.6	500.0
2021-10-20 02:50:00	ES	Futures	5086.31	5087.44	5086.31	5087.44	453.0
2021-10-20 02:55:00	ES	Futures	5087.44	5087.44	5085.47	5086.03	655.0
2021-10-20 03:00:00	ES	Futures	5086.31	5087.16	5084.34	5086.88	2509.0
2021-10-20 03:05:00	ES	Futures	5086.88	5088.85	5085.75	5088.85	1104.0
2021-10-20 03:10:00	ES	Futures	5088.85	5093.09	5088.01	5091.96	2273.0
2021-10-20 03:15:00	ES	Futures	5091.68	5095.91	5090.55	5094.78	2310.0
2021-10-20 03:20:00	ES	Futures	5094.78	5097.04	5093.65	5096.76	2028.0
2021-10-20 03:25:00	ES	Futures	5096.76	5097.6	5095.91	5096.19	1334.0
2021-10-20 03:30:00	ES	Futures	5096.19	5097.32	5094.22	5095.34	1314.0
2021-10-20 03:35:00	ES	Futures	5095.34	5095.63	5093.65	5094.78	1117.0
2021-10-20 03:40:00	ES	Futures	5094.78	5095.06	5093.93	5094.22	966.0
2021-10-20 03:45:00	ES	Futures	5094.22	5094.22	5091.68	5091.68	1573.0
2021-10-20 03:50:00	ES	Futures	5091.39	5091.96	5090.27	5090.55	1561.0
2021-10-20 03:55:00	ES	Futures	5090.55	5090.55	5087.73	5089.14	1922.0
2021-10-20 04:00:00	ES	Futures	5089.14	5090.55	5088.01	5090.55	1979.0
2021-10-20 04:05:00	ES	Futures	5090.55	5091.11	5088.57	5089.14	1537.0

> showing 50 of 19,409 rows — these rows as CSV

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