PREVIEW / futures_5min / 2021-10-31

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-10-31.parquet
  size:    75 KB
  rows:    3,855

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
2021-10-31 18:00:00	ES	Futures	5201.74	5204.56	5199.48	5202.3	3422.0
2021-10-31 18:05:00	ES	Futures	5202.3	5204.0	5201.46	5202.02	924.0
2021-10-31 18:10:00	ES	Futures	5202.3	5203.71	5201.74	5203.15	788.0
2021-10-31 18:15:00	ES	Futures	5203.15	5203.43	5201.17	5201.74	873.0
2021-10-31 18:20:00	ES	Futures	5202.02	5202.87	5201.46	5201.74	377.0
2021-10-31 18:25:00	ES	Futures	5201.74	5207.38	5201.74	5207.38	3146.0
2021-10-31 18:30:00	ES	Futures	5207.1	5207.67	5202.87	5202.87	2302.0
2021-10-31 18:35:00	ES	Futures	5202.87	5204.0	5202.59	5202.87	630.0
2021-10-31 18:40:00	ES	Futures	5202.59	5203.15	5200.61	5201.17	926.0
2021-10-31 18:45:00	ES	Futures	5201.17	5202.59	5200.61	5202.59	883.0
2021-10-31 18:50:00	ES	Futures	5202.3	5202.87	5201.46	5202.87	885.0
2021-10-31 18:55:00	ES	Futures	5202.87	5203.15	5200.61	5200.61	927.0
2021-10-31 19:00:00	ES	Futures	5200.89	5201.46	5198.92	5198.92	1200.0
2021-10-31 19:05:00	ES	Futures	5198.92	5199.48	5198.63	5198.63	772.0
2021-10-31 19:10:00	ES	Futures	5198.63	5198.92	5195.81	5197.22	1543.0
2021-10-31 19:15:00	ES	Futures	5197.22	5200.89	5197.22	5200.33	1099.0
2021-10-31 19:20:00	ES	Futures	5200.33	5201.46	5199.2	5200.05	903.0
2021-10-31 19:25:00	ES	Futures	5200.05	5202.87	5199.76	5202.87	826.0
2021-10-31 19:30:00	ES	Futures	5202.87	5204.28	5201.74	5204.0	1138.0
2021-10-31 19:35:00	ES	Futures	5203.71	5205.13	5202.87	5203.15	838.0
2021-10-31 19:40:00	ES	Futures	5203.43	5205.41	5203.15	5205.41	776.0
2021-10-31 19:45:00	ES	Futures	5205.41	5206.25	5204.56	5205.41	742.0
2021-10-31 19:50:00	ES	Futures	5205.69	5205.69	5203.71	5203.71	667.0
2021-10-31 19:55:00	ES	Futures	5203.71	5205.13	5203.71	5204.28	578.0
2021-10-31 20:00:00	ES	Futures	5204.28	5204.84	5203.43	5204.0	953.0
2021-10-31 20:05:00	ES	Futures	5204.28	5205.69	5203.43	5205.13	1503.0
2021-10-31 20:10:00	ES	Futures	5205.41	5207.38	5205.13	5207.1	1665.0
2021-10-31 20:15:00	ES	Futures	5207.1	5210.21	5207.1	5209.64	2830.0
2021-10-31 20:20:00	ES	Futures	5209.64	5209.64	5207.1	5207.38	992.0
2021-10-31 20:25:00	ES	Futures	5207.67	5208.51	5207.38	5207.95	753.0
2021-10-31 20:30:00	ES	Futures	5207.95	5208.51	5207.38	5207.95	761.0
2021-10-31 20:35:00	ES	Futures	5207.95	5208.23	5207.67	5207.95	341.0
2021-10-31 20:40:00	ES	Futures	5207.95	5207.95	5206.82	5207.38	579.0
2021-10-31 20:45:00	ES	Futures	5207.38	5207.67	5206.54	5206.82	825.0
2021-10-31 20:50:00	ES	Futures	5206.82	5207.1	5205.41	5205.97	925.0
2021-10-31 20:55:00	ES	Futures	5206.25	5206.54	5205.69	5206.25	487.0
2021-10-31 21:00:00	ES	Futures	5205.97	5205.97	5204.28	5204.56	915.0
2021-10-31 21:05:00	ES	Futures	5204.56	5205.41	5204.28	5204.84	932.0
2021-10-31 21:10:00	ES	Futures	5204.84	5205.69	5204.84	5205.41	425.0
2021-10-31 21:15:00	ES	Futures	5205.41	5205.97	5202.02	5202.59	1306.0
2021-10-31 21:20:00	ES	Futures	5202.59	5202.87	5201.17	5201.74	1082.0
2021-10-31 21:25:00	ES	Futures	5201.46	5202.3	5201.46	5202.3	409.0
2021-10-31 21:30:00	ES	Futures	5202.02	5202.3	5200.05	5200.33	1309.0
2021-10-31 21:35:00	ES	Futures	5200.33	5200.89	5198.92	5200.33	896.0
2021-10-31 21:40:00	ES	Futures	5200.33	5201.17	5198.07	5200.89	1321.0
2021-10-31 21:45:00	ES	Futures	5200.89	5202.3	5200.89	5201.17	855.0
2021-10-31 21:50:00	ES	Futures	5201.17	5202.87	5201.17	5202.87	701.0
2021-10-31 21:55:00	ES	Futures	5202.87	5203.43	5201.74	5202.02	594.0
2021-10-31 22:00:00	ES	Futures	5202.02	5202.3	5200.61	5201.74	386.0
2021-10-31 22:05:00	ES	Futures	5201.74	5202.02	5200.61	5202.02	548.0

> showing 50 of 3,855 rows — these rows as CSV

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