PREVIEW / futures_5min / 2021-10-21

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-21.parquet
  size:    339 KB
  rows:    19,677

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
2021-10-21 00:00:00	ES	Futures	5103.81	5105.22	5103.53	5104.38	735.0
2021-10-21 00:05:00	ES	Futures	5104.38	5104.38	5103.53	5103.81	548.0
2021-10-21 00:10:00	ES	Futures	5104.09	5104.09	5101.55	5102.12	986.0
2021-10-21 00:15:00	ES	Futures	5101.84	5101.84	5098.45	5099.58	1992.0
2021-10-21 00:20:00	ES	Futures	5099.3	5101.27	5099.01	5100.42	890.0
2021-10-21 00:25:00	ES	Futures	5100.42	5100.71	5098.45	5099.3	814.0
2021-10-21 00:30:00	ES	Futures	5099.01	5099.3	5097.88	5098.45	708.0
2021-10-21 00:35:00	ES	Futures	5098.45	5099.58	5097.88	5099.3	779.0
2021-10-21 00:40:00	ES	Futures	5099.3	5100.42	5099.01	5100.42	373.0
2021-10-21 00:45:00	ES	Futures	5100.14	5100.42	5099.3	5099.86	409.0
2021-10-21 00:50:00	ES	Futures	5099.86	5100.71	5099.58	5099.86	310.0
2021-10-21 00:55:00	ES	Futures	5100.14	5100.99	5099.58	5100.99	421.0
2021-10-21 01:00:00	ES	Futures	5100.99	5100.99	5098.45	5099.3	974.0
2021-10-21 01:05:00	ES	Futures	5099.3	5100.14	5098.45	5099.01	421.0
2021-10-21 01:10:00	ES	Futures	5099.01	5099.58	5098.17	5098.17	432.0
2021-10-21 01:15:00	ES	Futures	5098.17	5098.17	5095.06	5097.32	1864.0
2021-10-21 01:20:00	ES	Futures	5097.32	5097.88	5096.19	5096.47	466.0
2021-10-21 01:25:00	ES	Futures	5096.76	5097.6	5095.91	5097.6	717.0
2021-10-21 01:30:00	ES	Futures	5097.6	5098.45	5097.04	5097.88	465.0
2021-10-21 01:35:00	ES	Futures	5097.88	5098.17	5096.47	5097.04	730.0
2021-10-21 01:40:00	ES	Futures	5097.04	5097.6	5095.34	5095.63	600.0
2021-10-21 01:45:00	ES	Futures	5095.63	5096.19	5094.5	5095.06	686.0
2021-10-21 01:50:00	ES	Futures	5095.06	5097.32	5094.22	5097.04	591.0
2021-10-21 01:55:00	ES	Futures	5096.76	5098.17	5096.47	5097.32	784.0
2021-10-21 02:00:00	ES	Futures	5097.32	5101.27	5096.76	5099.58	1527.0
2021-10-21 02:05:00	ES	Futures	5099.86	5100.99	5099.58	5099.86	613.0
2021-10-21 02:10:00	ES	Futures	5100.14	5100.71	5098.17	5099.58	732.0
2021-10-21 02:15:00	ES	Futures	5099.86	5100.42	5098.73	5099.58	368.0
2021-10-21 02:20:00	ES	Futures	5099.58	5100.14	5098.73	5099.3	274.0
2021-10-21 02:25:00	ES	Futures	5099.3	5099.58	5098.45	5099.3	395.0
2021-10-21 02:30:00	ES	Futures	5099.58	5099.58	5096.47	5097.88	910.0
2021-10-21 02:35:00	ES	Futures	5098.17	5099.01	5097.6	5098.17	496.0
2021-10-21 02:40:00	ES	Futures	5098.45	5098.73	5096.47	5096.47	528.0
2021-10-21 02:45:00	ES	Futures	5096.76	5097.04	5095.91	5096.19	421.0
2021-10-21 02:50:00	ES	Futures	5096.19	5096.47	5093.65	5093.65	1350.0
2021-10-21 02:55:00	ES	Futures	5093.65	5095.06	5092.52	5094.5	1566.0
2021-10-21 03:00:00	ES	Futures	5094.22	5095.06	5091.39	5094.5	4489.0
2021-10-21 03:05:00	ES	Futures	5094.5	5097.04	5092.8	5097.04	2788.0
2021-10-21 03:10:00	ES	Futures	5096.76	5099.3	5094.5	5095.91	2888.0
2021-10-21 03:15:00	ES	Futures	5095.63	5096.76	5095.06	5095.63	1479.0
2021-10-21 03:20:00	ES	Futures	5095.91	5099.58	5095.91	5097.88	1718.0
2021-10-21 03:25:00	ES	Futures	5098.17	5101.55	5097.6	5100.42	1993.0
2021-10-21 03:30:00	ES	Futures	5100.42	5102.4	5099.58	5102.12	1354.0
2021-10-21 03:35:00	ES	Futures	5102.12	5102.4	5099.86	5100.42	1279.0
2021-10-21 03:40:00	ES	Futures	5100.14	5101.27	5099.3	5100.42	619.0
2021-10-21 03:45:00	ES	Futures	5100.71	5100.99	5099.58	5100.14	820.0
2021-10-21 03:50:00	ES	Futures	5100.42	5101.55	5099.58	5100.42	612.0
2021-10-21 03:55:00	ES	Futures	5100.71	5102.4	5100.14	5100.14	896.0
2021-10-21 04:00:00	ES	Futures	5100.14	5100.99	5097.32	5097.32	1122.0
2021-10-21 04:05:00	ES	Futures	5097.6	5098.17	5095.63	5095.91	1806.0

> showing 50 of 19,677 rows — these rows as CSV

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