PREVIEW / futures_5min / 2021-10-24

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-24.parquet
  size:    79 KB
  rows:    3,836

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
2021-10-24 18:00:00	ES	Futures	5112.28	5116.51	5107.48	5110.87	2454.0
2021-10-24 18:05:00	ES	Futures	5111.15	5112.56	5110.3	5111.71	756.0
2021-10-24 18:10:00	ES	Futures	5111.71	5113.12	5110.02	5112.28	792.0
2021-10-24 18:15:00	ES	Futures	5112.56	5116.23	5112.56	5115.38	1084.0
2021-10-24 18:20:00	ES	Futures	5115.38	5116.23	5114.25	5114.54	495.0
2021-10-24 18:25:00	ES	Futures	5114.54	5116.51	5114.54	5114.82	270.0
2021-10-24 18:30:00	ES	Futures	5114.82	5115.1	5111.71	5111.71	710.0
2021-10-24 18:35:00	ES	Futures	5111.43	5113.41	5111.43	5112.56	478.0
2021-10-24 18:40:00	ES	Futures	5112.84	5113.41	5112.0	5112.28	274.0
2021-10-24 18:45:00	ES	Futures	5112.56	5112.84	5111.43	5111.43	312.0
2021-10-24 18:50:00	ES	Futures	5111.15	5112.56	5109.74	5111.43	719.0
2021-10-24 18:55:00	ES	Futures	5111.71	5112.84	5110.87	5111.43	229.0
2021-10-24 19:00:00	ES	Futures	5111.43	5113.41	5111.15	5112.28	536.0
2021-10-24 19:05:00	ES	Futures	5112.28	5113.41	5112.0	5112.84	290.0
2021-10-24 19:10:00	ES	Futures	5112.84	5113.41	5111.71	5112.84	427.0
2021-10-24 19:15:00	ES	Futures	5112.84	5113.41	5112.0	5112.56	380.0
2021-10-24 19:20:00	ES	Futures	5112.28	5113.41	5112.0	5112.84	263.0
2021-10-24 19:25:00	ES	Futures	5112.56	5113.12	5112.28	5112.84	203.0
2021-10-24 19:30:00	ES	Futures	5112.84	5113.41	5110.58	5110.87	719.0
2021-10-24 19:35:00	ES	Futures	5110.87	5110.87	5106.63	5107.2	1389.0
2021-10-24 19:40:00	ES	Futures	5107.2	5108.04	5105.79	5106.07	1000.0
2021-10-24 19:45:00	ES	Futures	5106.07	5108.04	5105.22	5107.76	997.0
2021-10-24 19:50:00	ES	Futures	5107.76	5109.46	5107.2	5109.17	679.0
2021-10-24 19:55:00	ES	Futures	5109.17	5109.17	5108.04	5108.89	275.0
2021-10-24 20:00:00	ES	Futures	5108.89	5111.15	5108.89	5110.3	829.0
2021-10-24 20:05:00	ES	Futures	5110.02	5112.28	5110.02	5110.87	910.0
2021-10-24 20:10:00	ES	Futures	5111.15	5112.56	5110.02	5111.71	571.0
2021-10-24 20:15:00	ES	Futures	5111.71	5113.12	5110.87	5112.84	788.0
2021-10-24 20:20:00	ES	Futures	5113.12	5113.12	5110.58	5112.28	552.0
2021-10-24 20:25:00	ES	Futures	5112.28	5112.28	5110.87	5111.71	234.0
2021-10-24 20:30:00	ES	Futures	5111.71	5112.84	5111.15	5112.56	416.0
2021-10-24 20:35:00	ES	Futures	5112.56	5115.38	5112.56	5114.54	1385.0
2021-10-24 20:40:00	ES	Futures	5114.54	5115.95	5114.25	5114.82	831.0
2021-10-24 20:45:00	ES	Futures	5114.54	5115.66	5114.25	5115.38	618.0
2021-10-24 20:50:00	ES	Futures	5115.38	5118.77	5114.82	5118.2	1599.0
2021-10-24 20:55:00	ES	Futures	5118.2	5118.49	5117.08	5117.36	585.0
2021-10-24 21:00:00	ES	Futures	5117.36	5117.92	5116.51	5117.08	519.0
2021-10-24 21:05:00	ES	Futures	5116.79	5117.64	5116.23	5117.64	494.0
2021-10-24 21:10:00	ES	Futures	5117.36	5118.2	5116.79	5116.79	557.0
2021-10-24 21:15:00	ES	Futures	5116.79	5117.08	5115.38	5115.66	647.0
2021-10-24 21:20:00	ES	Futures	5115.66	5116.23	5114.54	5114.82	407.0
2021-10-24 21:25:00	ES	Futures	5114.82	5117.08	5114.54	5115.95	605.0
2021-10-24 21:30:00	ES	Futures	5115.95	5118.2	5115.38	5117.08	915.0
2021-10-24 21:35:00	ES	Futures	5117.08	5118.49	5116.51	5117.64	612.0
2021-10-24 21:40:00	ES	Futures	5117.64	5117.64	5116.23	5117.36	492.0
2021-10-24 21:45:00	ES	Futures	5117.36	5117.92	5116.79	5117.64	311.0
2021-10-24 21:50:00	ES	Futures	5117.64	5117.64	5113.12	5114.82	1269.0
2021-10-24 21:55:00	ES	Futures	5114.82	5116.51	5113.97	5116.23	496.0
2021-10-24 22:00:00	ES	Futures	5116.23	5117.08	5115.66	5116.79	477.0
2021-10-24 22:05:00	ES	Futures	5116.79	5117.08	5115.1	5115.38	583.0

> showing 50 of 3,836 rows — these rows as CSV

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