PREVIEW / futures_5min / 2021-10-28

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-28.parquet
  size:    343 KB
  rows:    19,907

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
2021-10-28 00:00:00	ES	Futures	5138.52	5138.52	5137.96	5137.96	146.0
2021-10-28 00:05:00	ES	Futures	5137.96	5138.81	5137.39	5138.52	179.0
2021-10-28 00:10:00	ES	Futures	5138.81	5139.65	5138.52	5139.37	345.0
2021-10-28 00:15:00	ES	Futures	5139.37	5139.65	5138.52	5139.65	143.0
2021-10-28 00:20:00	ES	Futures	5139.65	5139.65	5138.81	5138.81	129.0
2021-10-28 00:25:00	ES	Futures	5138.81	5139.37	5138.81	5139.09	115.0
2021-10-28 00:30:00	ES	Futures	5138.81	5139.09	5137.39	5137.68	320.0
2021-10-28 00:35:00	ES	Futures	5137.39	5137.96	5137.39	5137.68	122.0
2021-10-28 00:40:00	ES	Futures	5137.68	5138.52	5137.68	5138.24	384.0
2021-10-28 00:45:00	ES	Futures	5137.96	5138.81	5137.68	5138.52	152.0
2021-10-28 00:50:00	ES	Futures	5138.81	5138.81	5137.39	5137.68	241.0
2021-10-28 00:55:00	ES	Futures	5137.96	5139.09	5137.96	5138.81	349.0
2021-10-28 01:00:00	ES	Futures	5138.52	5140.22	5138.52	5139.37	896.0
2021-10-28 01:05:00	ES	Futures	5139.09	5140.22	5139.09	5139.65	360.0
2021-10-28 01:10:00	ES	Futures	5139.65	5139.65	5138.81	5139.09	265.0
2021-10-28 01:15:00	ES	Futures	5139.37	5140.5	5139.09	5139.37	569.0
2021-10-28 01:20:00	ES	Futures	5139.09	5139.09	5137.68	5137.68	272.0
2021-10-28 01:25:00	ES	Futures	5137.68	5138.52	5137.39	5137.68	246.0
2021-10-28 01:30:00	ES	Futures	5137.96	5138.52	5137.68	5138.24	234.0
2021-10-28 01:35:00	ES	Futures	5137.96	5138.81	5137.39	5138.24	273.0
2021-10-28 01:40:00	ES	Futures	5138.24	5139.37	5137.96	5138.81	298.0
2021-10-28 01:45:00	ES	Futures	5138.81	5139.37	5137.68	5138.52	572.0
2021-10-28 01:50:00	ES	Futures	5138.52	5138.81	5137.11	5138.52	356.0
2021-10-28 01:55:00	ES	Futures	5138.52	5139.09	5137.39	5137.68	271.0
2021-10-28 02:00:00	ES	Futures	5137.68	5138.81	5135.14	5135.14	908.0
2021-10-28 02:05:00	ES	Futures	5135.14	5135.42	5133.16	5134.01	995.0
2021-10-28 02:10:00	ES	Futures	5134.29	5135.14	5133.44	5134.85	672.0
2021-10-28 02:15:00	ES	Futures	5134.57	5136.55	5134.29	5135.98	758.0
2021-10-28 02:20:00	ES	Futures	5136.27	5138.52	5135.42	5137.96	1155.0
2021-10-28 02:25:00	ES	Futures	5138.24	5139.09	5137.11	5138.24	614.0
2021-10-28 02:30:00	ES	Futures	5138.24	5138.81	5135.98	5135.98	725.0
2021-10-28 02:35:00	ES	Futures	5135.98	5136.55	5132.03	5133.16	1452.0
2021-10-28 02:40:00	ES	Futures	5133.16	5134.57	5132.31	5134.01	702.0
2021-10-28 02:45:00	ES	Futures	5134.01	5134.57	5132.88	5132.88	611.0
2021-10-28 02:50:00	ES	Futures	5133.16	5133.73	5131.47	5131.47	908.0
2021-10-28 02:55:00	ES	Futures	5131.19	5132.31	5130.9	5131.47	1145.0
2021-10-28 03:00:00	ES	Futures	5131.75	5136.27	5130.9	5135.42	3575.0
2021-10-28 03:05:00	ES	Futures	5135.42	5136.83	5132.6	5135.98	2295.0
2021-10-28 03:10:00	ES	Futures	5136.27	5137.39	5135.14	5136.55	1206.0
2021-10-28 03:15:00	ES	Futures	5136.55	5142.47	5136.27	5140.22	2620.0
2021-10-28 03:20:00	ES	Futures	5140.22	5141.91	5138.81	5139.37	1422.0
2021-10-28 03:25:00	ES	Futures	5139.09	5140.22	5139.09	5139.65	799.0
2021-10-28 03:30:00	ES	Futures	5139.37	5139.65	5135.14	5136.55	1869.0
2021-10-28 03:35:00	ES	Futures	5136.83	5137.96	5136.27	5137.39	1049.0
2021-10-28 03:40:00	ES	Futures	5137.11	5137.68	5135.7	5137.11	1225.0
2021-10-28 03:45:00	ES	Futures	5137.11	5139.65	5136.83	5139.09	1310.0
2021-10-28 03:50:00	ES	Futures	5139.37	5139.93	5138.24	5139.37	1196.0
2021-10-28 03:55:00	ES	Futures	5139.37	5139.93	5137.68	5139.37	892.0
2021-10-28 04:00:00	ES	Futures	5139.65	5139.93	5135.7	5136.27	1880.0
2021-10-28 04:05:00	ES	Futures	5135.98	5135.98	5134.01	5135.14	2012.0

> showing 50 of 19,907 rows — these rows as CSV

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