PREVIEW / futures_5min / 2021-10-25

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-25.parquet
  size:    314 KB
  rows:    19,260

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
2021-10-25 00:00:00	ES	Futures	5123.57	5124.13	5123.28	5123.57	379.0
2021-10-25 00:05:00	ES	Futures	5123.28	5124.13	5123.0	5123.57	356.0
2021-10-25 00:10:00	ES	Futures	5123.57	5124.13	5123.28	5123.85	201.0
2021-10-25 00:15:00	ES	Futures	5123.57	5123.85	5122.72	5123.0	363.0
2021-10-25 00:20:00	ES	Futures	5122.72	5123.57	5122.16	5123.57	440.0
2021-10-25 00:25:00	ES	Futures	5123.28	5124.13	5123.28	5123.85	256.0
2021-10-25 00:30:00	ES	Futures	5123.85	5124.13	5123.0	5123.57	426.0
2021-10-25 00:35:00	ES	Futures	5123.28	5123.85	5123.0	5123.85	188.0
2021-10-25 00:40:00	ES	Futures	5123.85	5124.98	5123.85	5124.13	430.0
2021-10-25 00:45:00	ES	Futures	5124.13	5124.41	5123.85	5124.41	178.0
2021-10-25 00:50:00	ES	Futures	5124.13	5125.26	5124.13	5124.98	269.0
2021-10-25 00:55:00	ES	Futures	5124.98	5125.26	5124.69	5124.98	148.0
2021-10-25 01:00:00	ES	Futures	5124.98	5126.11	5123.57	5123.57	1097.0
2021-10-25 01:05:00	ES	Futures	5123.57	5124.41	5123.0	5123.85	564.0
2021-10-25 01:10:00	ES	Futures	5123.85	5124.69	5123.57	5124.13	411.0
2021-10-25 01:15:00	ES	Futures	5124.41	5125.26	5123.85	5124.41	426.0
2021-10-25 01:20:00	ES	Futures	5124.13	5125.54	5124.13	5125.26	298.0
2021-10-25 01:25:00	ES	Futures	5125.54	5125.82	5124.98	5125.54	363.0
2021-10-25 01:30:00	ES	Futures	5125.54	5126.11	5124.69	5125.54	560.0
2021-10-25 01:35:00	ES	Futures	5125.26	5125.54	5124.69	5125.54	422.0
2021-10-25 01:40:00	ES	Futures	5125.54	5126.11	5125.26	5125.82	295.0
2021-10-25 01:45:00	ES	Futures	5125.82	5126.67	5125.82	5126.39	523.0
2021-10-25 01:50:00	ES	Futures	5126.39	5128.08	5126.11	5128.08	922.0
2021-10-25 01:55:00	ES	Futures	5128.08	5128.36	5126.39	5128.08	1230.0
2021-10-25 02:00:00	ES	Futures	5128.08	5128.36	5125.82	5126.11	1098.0
2021-10-25 02:05:00	ES	Futures	5126.11	5126.39	5125.26	5125.54	647.0
2021-10-25 02:10:00	ES	Futures	5125.26	5126.11	5124.41	5126.11	616.0
2021-10-25 02:15:00	ES	Futures	5126.39	5126.67	5125.54	5125.82	334.0
2021-10-25 02:20:00	ES	Futures	5126.11	5126.11	5124.13	5125.54	515.0
2021-10-25 02:25:00	ES	Futures	5125.54	5126.39	5125.26	5126.11	365.0
2021-10-25 02:30:00	ES	Futures	5126.11	5128.36	5126.11	5127.52	691.0
2021-10-25 02:35:00	ES	Futures	5127.8	5128.93	5126.67	5127.52	847.0
2021-10-25 02:40:00	ES	Futures	5127.8	5128.65	5127.23	5127.52	454.0
2021-10-25 02:45:00	ES	Futures	5127.52	5128.36	5126.67	5127.8	473.0
2021-10-25 02:50:00	ES	Futures	5127.8	5128.08	5126.95	5127.8	361.0
2021-10-25 02:55:00	ES	Futures	5127.8	5128.65	5126.95	5128.36	485.0
2021-10-25 03:00:00	ES	Futures	5128.36	5128.65	5123.57	5123.85	3007.0
2021-10-25 03:05:00	ES	Futures	5123.85	5126.11	5123.0	5124.41	1386.0
2021-10-25 03:10:00	ES	Futures	5124.69	5125.54	5123.57	5123.57	1308.0
2021-10-25 03:15:00	ES	Futures	5123.85	5125.82	5123.57	5125.26	1159.0
2021-10-25 03:20:00	ES	Futures	5125.26	5125.26	5123.28	5124.98	1129.0
2021-10-25 03:25:00	ES	Futures	5124.98	5125.82	5124.13	5124.69	807.0
2021-10-25 03:30:00	ES	Futures	5124.69	5125.82	5122.72	5125.26	1274.0
2021-10-25 03:35:00	ES	Futures	5125.26	5126.39	5125.26	5125.82	702.0
2021-10-25 03:40:00	ES	Futures	5125.54	5126.95	5125.26	5126.11	973.0
2021-10-25 03:45:00	ES	Futures	5126.11	5126.95	5124.69	5126.11	900.0
2021-10-25 03:50:00	ES	Futures	5126.11	5126.11	5124.69	5124.98	624.0
2021-10-25 03:55:00	ES	Futures	5124.98	5126.39	5124.98	5125.54	539.0
2021-10-25 04:00:00	ES	Futures	5125.54	5128.93	5124.98	5128.36	1580.0
2021-10-25 04:05:00	ES	Futures	5128.65	5132.03	5128.36	5130.9	2702.0

> showing 50 of 19,260 rows — these rows as CSV

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