PREVIEW / futures_5min / 2021-10-26

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-26.parquet
  size:    321 KB
  rows:    19,356

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
2021-10-26 00:00:00	ES	Futures	5158.0	5158.56	5157.43	5158.56	386.0
2021-10-26 00:05:00	ES	Futures	5158.56	5158.56	5158.0	5158.28	238.0
2021-10-26 00:10:00	ES	Futures	5158.28	5158.56	5158.28	5158.28	93.0
2021-10-26 00:15:00	ES	Futures	5158.28	5158.56	5158.0	5158.28	179.0
2021-10-26 00:20:00	ES	Futures	5158.56	5159.12	5158.28	5158.56	224.0
2021-10-26 00:25:00	ES	Futures	5158.56	5158.84	5158.0	5158.84	119.0
2021-10-26 00:30:00	ES	Futures	5158.84	5159.69	5158.56	5158.84	333.0
2021-10-26 00:35:00	ES	Futures	5158.56	5159.41	5158.28	5158.84	196.0
2021-10-26 00:40:00	ES	Futures	5159.12	5160.25	5158.84	5159.41	252.0
2021-10-26 00:45:00	ES	Futures	5159.69	5159.97	5158.56	5159.12	205.0
2021-10-26 00:50:00	ES	Futures	5159.12	5159.41	5158.28	5158.28	217.0
2021-10-26 00:55:00	ES	Futures	5158.56	5158.84	5158.28	5158.84	147.0
2021-10-26 01:00:00	ES	Futures	5158.84	5159.41	5158.28	5158.56	293.0
2021-10-26 01:05:00	ES	Futures	5158.56	5158.56	5157.43	5157.71	597.0
2021-10-26 01:10:00	ES	Futures	5158.0	5158.28	5157.15	5157.71	493.0
2021-10-26 01:15:00	ES	Futures	5157.71	5158.28	5157.15	5157.71	187.0
2021-10-26 01:20:00	ES	Futures	5157.71	5158.56	5157.43	5158.56	253.0
2021-10-26 01:25:00	ES	Futures	5158.28	5158.84	5157.71	5158.84	163.0
2021-10-26 01:30:00	ES	Futures	5158.56	5158.56	5156.87	5157.15	355.0
2021-10-26 01:35:00	ES	Futures	5157.15	5157.43	5156.3	5156.58	688.0
2021-10-26 01:40:00	ES	Futures	5156.58	5157.43	5156.02	5156.87	465.0
2021-10-26 01:45:00	ES	Futures	5157.15	5157.43	5156.02	5156.3	472.0
2021-10-26 01:50:00	ES	Futures	5156.3	5157.15	5155.74	5155.74	458.0
2021-10-26 01:55:00	ES	Futures	5155.74	5156.02	5154.33	5154.89	841.0
2021-10-26 02:00:00	ES	Futures	5154.89	5156.3	5154.33	5155.74	563.0
2021-10-26 02:05:00	ES	Futures	5156.02	5156.87	5154.89	5156.3	549.0
2021-10-26 02:10:00	ES	Futures	5156.3	5157.15	5155.74	5156.58	327.0
2021-10-26 02:15:00	ES	Futures	5156.58	5158.84	5156.58	5158.28	583.0
2021-10-26 02:20:00	ES	Futures	5158.28	5159.12	5157.71	5158.84	446.0
2021-10-26 02:25:00	ES	Futures	5158.84	5159.69	5157.71	5159.12	418.0
2021-10-26 02:30:00	ES	Futures	5159.12	5161.1	5159.12	5160.25	659.0
2021-10-26 02:35:00	ES	Futures	5160.25	5160.54	5159.12	5159.41	436.0
2021-10-26 02:40:00	ES	Futures	5159.41	5160.54	5158.84	5160.54	307.0
2021-10-26 02:45:00	ES	Futures	5160.82	5162.23	5160.54	5161.38	908.0
2021-10-26 02:50:00	ES	Futures	5161.1	5161.66	5160.82	5161.66	416.0
2021-10-26 02:55:00	ES	Futures	5161.38	5161.38	5159.41	5159.97	518.0
2021-10-26 03:00:00	ES	Futures	5159.97	5163.08	5159.41	5161.38	2953.0
2021-10-26 03:05:00	ES	Futures	5161.38	5161.95	5157.43	5158.84	1811.0
2021-10-26 03:10:00	ES	Futures	5158.84	5158.84	5156.87	5158.56	1577.0
2021-10-26 03:15:00	ES	Futures	5158.56	5159.97	5157.43	5157.43	698.0
2021-10-26 03:20:00	ES	Futures	5157.43	5159.41	5157.43	5158.84	519.0
2021-10-26 03:25:00	ES	Futures	5158.84	5159.41	5158.28	5158.84	458.0
2021-10-26 03:30:00	ES	Futures	5158.56	5159.97	5157.71	5159.12	769.0
2021-10-26 03:35:00	ES	Futures	5158.84	5160.54	5158.56	5160.54	740.0
2021-10-26 03:40:00	ES	Futures	5160.25	5162.51	5159.69	5161.1	1297.0
2021-10-26 03:45:00	ES	Futures	5161.1	5163.08	5161.1	5163.08	1247.0
2021-10-26 03:50:00	ES	Futures	5163.08	5165.05	5162.51	5163.64	2371.0
2021-10-26 03:55:00	ES	Futures	5163.64	5165.9	5162.79	5165.33	1831.0
2021-10-26 04:00:00	ES	Futures	5165.33	5166.46	5164.77	5166.18	1983.0
2021-10-26 04:05:00	ES	Futures	5165.9	5167.59	5165.33	5167.31	1743.0

> showing 50 of 19,356 rows — these rows as CSV

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