PREVIEW / futures_5min / 2021-10-27

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-27.parquet
  size:    347 KB
  rows:    19,769

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
2021-10-27 00:00:00	ES	Futures	5153.48	5154.61	5153.48	5154.33	194.0
2021-10-27 00:05:00	ES	Futures	5154.33	5154.33	5153.2	5154.05	163.0
2021-10-27 00:10:00	ES	Futures	5154.05	5154.33	5154.05	5154.33	59.0
2021-10-27 00:15:00	ES	Futures	5154.05	5154.89	5154.05	5154.61	172.0
2021-10-27 00:20:00	ES	Futures	5154.61	5155.17	5154.33	5154.33	111.0
2021-10-27 00:25:00	ES	Futures	5154.33	5154.61	5154.33	5154.61	131.0
2021-10-27 00:30:00	ES	Futures	5154.89	5155.17	5154.33	5154.89	335.0
2021-10-27 00:35:00	ES	Futures	5154.89	5155.17	5154.61	5154.61	208.0
2021-10-27 00:40:00	ES	Futures	5154.61	5155.46	5154.61	5155.17	401.0
2021-10-27 00:45:00	ES	Futures	5155.17	5156.3	5154.89	5155.74	370.0
2021-10-27 00:50:00	ES	Futures	5156.02	5156.3	5155.74	5156.3	144.0
2021-10-27 00:55:00	ES	Futures	5156.3	5156.3	5155.74	5156.3	157.0
2021-10-27 01:00:00	ES	Futures	5156.3	5158.0	5156.3	5156.87	778.0
2021-10-27 01:05:00	ES	Futures	5156.87	5157.43	5155.74	5155.74	605.0
2021-10-27 01:10:00	ES	Futures	5155.46	5157.43	5155.46	5157.43	391.0
2021-10-27 01:15:00	ES	Futures	5157.43	5157.71	5156.87	5156.87	242.0
2021-10-27 01:20:00	ES	Futures	5156.87	5156.87	5156.3	5156.87	201.0
2021-10-27 01:25:00	ES	Futures	5156.87	5158.28	5156.58	5158.28	463.0
2021-10-27 01:30:00	ES	Futures	5158.0	5158.28	5157.71	5158.28	326.0
2021-10-27 01:35:00	ES	Futures	5158.56	5159.12	5157.43	5158.28	350.0
2021-10-27 01:40:00	ES	Futures	5158.28	5159.12	5157.71	5158.84	320.0
2021-10-27 01:45:00	ES	Futures	5158.84	5159.12	5158.56	5158.56	201.0
2021-10-27 01:50:00	ES	Futures	5158.56	5161.38	5158.56	5160.82	981.0
2021-10-27 01:55:00	ES	Futures	5160.82	5161.66	5160.25	5161.38	738.0
2021-10-27 02:00:00	ES	Futures	5161.66	5161.95	5159.12	5159.69	693.0
2021-10-27 02:05:00	ES	Futures	5159.41	5160.25	5158.28	5158.56	501.0
2021-10-27 02:10:00	ES	Futures	5158.84	5158.84	5158.0	5158.28	385.0
2021-10-27 02:15:00	ES	Futures	5158.0	5159.41	5157.15	5159.12	749.0
2021-10-27 02:20:00	ES	Futures	5159.12	5160.25	5158.84	5160.25	400.0
2021-10-27 02:25:00	ES	Futures	5159.97	5160.54	5159.41	5159.69	311.0
2021-10-27 02:30:00	ES	Futures	5159.41	5159.97	5158.84	5159.41	298.0
2021-10-27 02:35:00	ES	Futures	5159.41	5160.54	5159.41	5159.69	302.0
2021-10-27 02:40:00	ES	Futures	5159.69	5160.54	5159.69	5159.69	229.0
2021-10-27 02:45:00	ES	Futures	5159.97	5160.82	5159.69	5159.97	282.0
2021-10-27 02:50:00	ES	Futures	5159.97	5160.82	5159.69	5159.69	304.0
2021-10-27 02:55:00	ES	Futures	5159.41	5159.69	5158.0	5159.12	398.0
2021-10-27 03:00:00	ES	Futures	5159.41	5163.64	5158.84	5163.36	2702.0
2021-10-27 03:05:00	ES	Futures	5163.36	5165.9	5162.51	5163.08	2244.0
2021-10-27 03:10:00	ES	Futures	5163.08	5163.64	5160.54	5161.95	1255.0
2021-10-27 03:15:00	ES	Futures	5162.23	5164.2	5161.66	5163.36	925.0
2021-10-27 03:20:00	ES	Futures	5163.36	5163.92	5161.1	5161.1	823.0
2021-10-27 03:25:00	ES	Futures	5161.38	5161.95	5160.25	5160.54	1001.0
2021-10-27 03:30:00	ES	Futures	5160.54	5161.95	5160.25	5161.95	764.0
2021-10-27 03:35:00	ES	Futures	5161.66	5162.23	5159.69	5160.25	674.0
2021-10-27 03:40:00	ES	Futures	5160.25	5161.38	5159.97	5160.54	1324.0
2021-10-27 03:45:00	ES	Futures	5160.82	5162.23	5158.56	5161.1	1616.0
2021-10-27 03:50:00	ES	Futures	5161.1	5161.38	5160.25	5161.38	635.0
2021-10-27 03:55:00	ES	Futures	5161.38	5161.66	5160.54	5161.66	785.0
2021-10-27 04:00:00	ES	Futures	5161.95	5162.51	5161.38	5161.38	1018.0
2021-10-27 04:05:00	ES	Futures	5161.38	5163.92	5161.1	5163.64	1279.0

> showing 50 of 19,769 rows — these rows as CSV

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