PREVIEW / futures_5min / 2021-10-22

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-22.parquet
  size:    286 KB
  rows:    15,754

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
2021-10-22 00:00:00	ES	Futures	5123.85	5124.13	5122.72	5123.28	695.0
2021-10-22 00:05:00	ES	Futures	5123.28	5123.85	5121.31	5122.72	926.0
2021-10-22 00:10:00	ES	Futures	5122.72	5123.57	5122.16	5123.28	205.0
2021-10-22 00:15:00	ES	Futures	5123.28	5123.28	5122.44	5122.44	167.0
2021-10-22 00:20:00	ES	Futures	5122.72	5122.72	5121.87	5121.87	198.0
2021-10-22 00:25:00	ES	Futures	5122.16	5122.16	5121.31	5121.31	235.0
2021-10-22 00:30:00	ES	Futures	5121.03	5121.87	5120.74	5120.74	175.0
2021-10-22 00:35:00	ES	Futures	5121.03	5121.31	5119.62	5119.62	449.0
2021-10-22 00:40:00	ES	Futures	5119.9	5121.87	5118.2	5121.59	899.0
2021-10-22 00:45:00	ES	Futures	5121.59	5121.87	5120.46	5120.74	248.0
2021-10-22 00:50:00	ES	Futures	5120.74	5121.31	5120.18	5121.31	128.0
2021-10-22 00:55:00	ES	Futures	5121.31	5121.59	5121.03	5121.31	96.0
2021-10-22 01:00:00	ES	Futures	5121.31	5122.44	5121.03	5122.44	399.0
2021-10-22 01:05:00	ES	Futures	5122.16	5122.44	5121.31	5121.31	267.0
2021-10-22 01:10:00	ES	Futures	5121.31	5121.59	5120.18	5120.74	373.0
2021-10-22 01:15:00	ES	Futures	5120.46	5120.46	5119.05	5119.62	360.0
2021-10-22 01:20:00	ES	Futures	5119.33	5119.62	5117.92	5119.05	353.0
2021-10-22 01:25:00	ES	Futures	5118.77	5120.74	5118.49	5120.74	337.0
2021-10-22 01:30:00	ES	Futures	5120.74	5120.74	5119.62	5119.9	431.0
2021-10-22 01:35:00	ES	Futures	5119.9	5120.18	5119.05	5119.33	207.0
2021-10-22 01:40:00	ES	Futures	5119.33	5119.33	5117.92	5118.2	291.0
2021-10-22 01:45:00	ES	Futures	5118.2	5119.62	5117.92	5118.49	228.0
2021-10-22 01:50:00	ES	Futures	5118.49	5118.77	5117.64	5118.49	313.0
2021-10-22 01:55:00	ES	Futures	5118.77	5119.33	5117.92	5118.77	295.0
2021-10-22 02:00:00	ES	Futures	5118.49	5121.59	5118.49	5121.59	949.0
2021-10-22 02:05:00	ES	Futures	5121.87	5122.72	5118.77	5119.05	791.0
2021-10-22 02:10:00	ES	Futures	5119.33	5119.9	5117.36	5119.33	752.0
2021-10-22 02:15:00	ES	Futures	5119.33	5119.33	5118.2	5118.77	468.0
2021-10-22 02:20:00	ES	Futures	5119.05	5120.46	5118.49	5120.46	487.0
2021-10-22 02:25:00	ES	Futures	5120.46	5121.87	5120.18	5121.31	671.0
2021-10-22 02:30:00	ES	Futures	5121.03	5121.59	5119.9	5119.9	380.0
2021-10-22 02:35:00	ES	Futures	5120.18	5120.74	5119.05	5120.74	359.0
2021-10-22 02:40:00	ES	Futures	5120.74	5121.03	5119.33	5120.46	345.0
2021-10-22 02:45:00	ES	Futures	5120.74	5121.59	5120.18	5120.74	434.0
2021-10-22 02:50:00	ES	Futures	5120.74	5121.03	5119.9	5120.74	421.0
2021-10-22 02:55:00	ES	Futures	5120.74	5121.31	5120.18	5121.03	675.0
2021-10-22 03:00:00	ES	Futures	5121.03	5121.31	5119.05	5119.62	2373.0
2021-10-22 03:05:00	ES	Futures	5119.62	5120.18	5117.92	5118.49	1584.0
2021-10-22 03:10:00	ES	Futures	5118.49	5119.33	5115.95	5118.2	1622.0
2021-10-22 03:15:00	ES	Futures	5118.49	5121.31	5117.36	5120.46	2505.0
2021-10-22 03:20:00	ES	Futures	5120.18	5126.67	5118.2	5126.39	3643.0
2021-10-22 03:25:00	ES	Futures	5126.39	5127.52	5121.87	5123.85	3956.0
2021-10-22 03:30:00	ES	Futures	5123.85	5128.08	5122.72	5123.85	3178.0
2021-10-22 03:35:00	ES	Futures	5123.85	5124.69	5122.44	5124.13	1279.0
2021-10-22 03:40:00	ES	Futures	5124.41	5124.98	5121.31	5122.16	1416.0
2021-10-22 03:45:00	ES	Futures	5121.87	5122.44	5120.18	5120.74	955.0
2021-10-22 03:50:00	ES	Futures	5120.46	5122.16	5119.33	5121.87	1126.0
2021-10-22 03:55:00	ES	Futures	5121.87	5121.87	5119.9	5121.59	886.0
2021-10-22 04:00:00	ES	Futures	5121.59	5122.16	5117.92	5118.77	2507.0
2021-10-22 04:05:00	ES	Futures	5118.49	5121.31	5118.49	5120.74	1174.0

> showing 50 of 15,754 rows — these rows as CSV

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