PREVIEW / futures_5min / 2021-10-29

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-29.parquet
  size:    304 KB
  rows:    16,094

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
2021-10-29 00:00:00	ES	Futures	5163.36	5163.92	5163.08	5163.64	265.0
2021-10-29 00:05:00	ES	Futures	5163.36	5163.92	5163.08	5163.64	165.0
2021-10-29 00:10:00	ES	Futures	5163.64	5163.92	5162.79	5163.08	204.0
2021-10-29 00:15:00	ES	Futures	5163.08	5163.92	5163.08	5163.92	156.0
2021-10-29 00:20:00	ES	Futures	5163.92	5164.77	5163.64	5163.92	206.0
2021-10-29 00:25:00	ES	Futures	5163.64	5163.92	5163.08	5163.36	150.0
2021-10-29 00:30:00	ES	Futures	5163.36	5163.36	5160.25	5160.25	828.0
2021-10-29 00:35:00	ES	Futures	5160.25	5160.54	5159.12	5159.12	869.0
2021-10-29 00:40:00	ES	Futures	5159.41	5160.54	5158.84	5159.69	383.0
2021-10-29 00:45:00	ES	Futures	5159.97	5159.97	5158.84	5158.84	428.0
2021-10-29 00:50:00	ES	Futures	5158.56	5159.69	5158.28	5159.12	502.0
2021-10-29 00:55:00	ES	Futures	5159.12	5159.41	5158.28	5158.28	826.0
2021-10-29 01:00:00	ES	Futures	5158.28	5158.84	5156.58	5157.15	1195.0
2021-10-29 01:05:00	ES	Futures	5157.43	5157.71	5155.46	5156.02	1069.0
2021-10-29 01:10:00	ES	Futures	5156.02	5156.87	5154.61	5156.58	888.0
2021-10-29 01:15:00	ES	Futures	5156.58	5159.12	5156.3	5158.56	837.0
2021-10-29 01:20:00	ES	Futures	5158.56	5158.84	5155.74	5156.87	809.0
2021-10-29 01:25:00	ES	Futures	5157.15	5157.43	5156.58	5156.87	329.0
2021-10-29 01:30:00	ES	Futures	5156.58	5158.56	5156.58	5157.43	646.0
2021-10-29 01:35:00	ES	Futures	5157.43	5158.28	5157.15	5157.71	301.0
2021-10-29 01:40:00	ES	Futures	5157.71	5158.0	5156.3	5157.15	575.0
2021-10-29 01:45:00	ES	Futures	5157.15	5157.15	5155.74	5156.58	316.0
2021-10-29 01:50:00	ES	Futures	5156.58	5156.58	5154.89	5156.02	486.0
2021-10-29 01:55:00	ES	Futures	5156.02	5157.71	5155.46	5155.74	1275.0
2021-10-29 02:00:00	ES	Futures	5156.02	5157.15	5153.2	5154.33	1956.0
2021-10-29 02:05:00	ES	Futures	5154.33	5154.61	5150.66	5150.94	2096.0
2021-10-29 02:10:00	ES	Futures	5150.94	5152.35	5150.09	5150.94	1207.0
2021-10-29 02:15:00	ES	Futures	5150.66	5153.48	5150.38	5153.2	951.0
2021-10-29 02:20:00	ES	Futures	5153.2	5153.2	5151.51	5152.63	618.0
2021-10-29 02:25:00	ES	Futures	5152.92	5155.74	5152.07	5155.74	986.0
2021-10-29 02:30:00	ES	Futures	5155.74	5156.87	5154.33	5156.3	780.0
2021-10-29 02:35:00	ES	Futures	5156.3	5156.58	5154.89	5155.74	942.0
2021-10-29 02:40:00	ES	Futures	5155.74	5156.02	5154.05	5154.33	595.0
2021-10-29 02:45:00	ES	Futures	5154.61	5154.89	5153.76	5153.76	540.0
2021-10-29 02:50:00	ES	Futures	5154.05	5155.17	5152.92	5154.61	652.0
2021-10-29 02:55:00	ES	Futures	5154.61	5155.74	5153.48	5155.17	720.0
2021-10-29 03:00:00	ES	Futures	5155.46	5155.46	5149.81	5149.81	3377.0
2021-10-29 03:05:00	ES	Futures	5150.09	5153.76	5147.27	5153.76	4013.0
2021-10-29 03:10:00	ES	Futures	5153.76	5159.41	5153.2	5158.56	2768.0
2021-10-29 03:15:00	ES	Futures	5158.56	5160.25	5156.58	5156.58	2219.0
2021-10-29 03:20:00	ES	Futures	5156.87	5160.54	5156.58	5160.25	1312.0
2021-10-29 03:25:00	ES	Futures	5159.97	5161.38	5158.56	5159.41	1813.0
2021-10-29 03:30:00	ES	Futures	5159.41	5161.66	5156.87	5158.0	1672.0
2021-10-29 03:35:00	ES	Futures	5158.0	5158.56	5156.87	5158.28	789.0
2021-10-29 03:40:00	ES	Futures	5158.28	5159.12	5157.15	5158.28	838.0
2021-10-29 03:45:00	ES	Futures	5158.0	5158.28	5156.87	5157.15	933.0
2021-10-29 03:50:00	ES	Futures	5157.43	5158.56	5154.05	5157.71	1553.0
2021-10-29 03:55:00	ES	Futures	5158.0	5158.28	5155.74	5156.58	1046.0
2021-10-29 04:00:00	ES	Futures	5156.58	5157.43	5155.46	5157.43	1093.0
2021-10-29 04:05:00	ES	Futures	5157.71	5159.41	5156.02	5156.87	1347.0

> showing 50 of 16,094 rows — these rows as CSV

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