PREVIEW / futures_5min / 2021-12-01

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-01.parquet
  size:    391 KB
  rows:    19,649

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
2021-12-01 00:00:00	ES	Futures	5200.05	5201.17	5196.38	5197.51	792.0
2021-12-01 00:05:00	ES	Futures	5197.51	5198.92	5196.94	5197.79	513.0
2021-12-01 00:10:00	ES	Futures	5197.79	5198.07	5195.81	5196.66	550.0
2021-12-01 00:15:00	ES	Futures	5196.66	5198.92	5196.66	5198.63	487.0
2021-12-01 00:20:00	ES	Futures	5198.63	5200.89	5198.63	5200.61	513.0
2021-12-01 00:25:00	ES	Futures	5200.89	5201.46	5199.2	5199.48	416.0
2021-12-01 00:30:00	ES	Futures	5199.48	5199.48	5196.09	5196.38	722.0
2021-12-01 00:35:00	ES	Futures	5196.38	5199.48	5196.09	5199.48	559.0
2021-12-01 00:40:00	ES	Futures	5199.48	5200.05	5198.35	5199.2	362.0
2021-12-01 00:45:00	ES	Futures	5199.48	5200.05	5198.63	5198.92	297.0
2021-12-01 00:50:00	ES	Futures	5198.92	5198.92	5197.22	5197.51	404.0
2021-12-01 00:55:00	ES	Futures	5197.79	5198.35	5196.09	5196.94	664.0
2021-12-01 01:00:00	ES	Futures	5196.94	5198.35	5193.84	5195.53	1427.0
2021-12-01 01:05:00	ES	Futures	5195.53	5202.87	5195.53	5202.3	1260.0
2021-12-01 01:10:00	ES	Futures	5202.59	5206.82	5201.74	5205.69	2199.0
2021-12-01 01:15:00	ES	Futures	5205.97	5207.95	5204.0	5204.28	1110.0
2021-12-01 01:20:00	ES	Futures	5204.28	5208.51	5204.28	5205.69	702.0
2021-12-01 01:25:00	ES	Futures	5205.69	5206.82	5203.15	5206.54	664.0
2021-12-01 01:30:00	ES	Futures	5206.54	5207.67	5205.97	5206.25	620.0
2021-12-01 01:35:00	ES	Futures	5206.82	5207.67	5204.0	5204.84	889.0
2021-12-01 01:40:00	ES	Futures	5204.84	5204.84	5198.92	5198.92	834.0
2021-12-01 01:45:00	ES	Futures	5199.48	5201.46	5198.92	5200.05	573.0
2021-12-01 01:50:00	ES	Futures	5200.33	5202.3	5199.48	5200.33	517.0
2021-12-01 01:55:00	ES	Futures	5200.33	5203.43	5200.33	5202.02	740.0
2021-12-01 02:00:00	ES	Futures	5201.74	5206.25	5199.2	5199.48	2053.0
2021-12-01 02:05:00	ES	Futures	5199.2	5205.41	5197.79	5202.87	1293.0
2021-12-01 02:10:00	ES	Futures	5202.59	5205.13	5202.59	5204.56	1177.0
2021-12-01 02:15:00	ES	Futures	5204.28	5205.69	5202.87	5203.15	737.0
2021-12-01 02:20:00	ES	Futures	5203.15	5203.43	5199.76	5200.89	838.0
2021-12-01 02:25:00	ES	Futures	5200.61	5201.74	5199.2	5200.89	743.0
2021-12-01 02:30:00	ES	Futures	5200.61	5202.02	5197.51	5198.35	1096.0
2021-12-01 02:35:00	ES	Futures	5198.35	5202.02	5197.79	5199.2	1127.0
2021-12-01 02:40:00	ES	Futures	5198.92	5205.41	5198.63	5204.84	1159.0
2021-12-01 02:45:00	ES	Futures	5204.56	5205.97	5202.87	5205.13	1146.0
2021-12-01 02:50:00	ES	Futures	5205.13	5205.41	5201.74	5202.59	1222.0
2021-12-01 02:55:00	ES	Futures	5202.59	5202.87	5199.76	5201.17	1108.0
2021-12-01 03:00:00	ES	Futures	5200.89	5204.28	5197.51	5202.87	4555.0
2021-12-01 03:05:00	ES	Futures	5202.87	5204.28	5199.2	5200.05	2394.0
2021-12-01 03:10:00	ES	Futures	5200.33	5200.61	5197.51	5199.2	2082.0
2021-12-01 03:15:00	ES	Futures	5198.92	5204.84	5198.07	5204.84	1502.0
2021-12-01 03:20:00	ES	Futures	5204.56	5204.84	5200.33	5201.17	1149.0
2021-12-01 03:25:00	ES	Futures	5200.89	5202.02	5197.79	5198.35	2295.0
2021-12-01 03:30:00	ES	Futures	5198.07	5198.07	5190.45	5196.09	4565.0
2021-12-01 03:35:00	ES	Futures	5195.81	5196.66	5192.14	5195.25	2053.0
2021-12-01 03:40:00	ES	Futures	5194.97	5195.81	5188.19	5190.73	2224.0
2021-12-01 03:45:00	ES	Futures	5190.45	5193.27	5189.6	5192.99	1353.0
2021-12-01 03:50:00	ES	Futures	5193.27	5198.07	5191.3	5195.53	1811.0
2021-12-01 03:55:00	ES	Futures	5195.53	5202.02	5194.12	5201.74	2883.0
2021-12-01 04:00:00	ES	Futures	5201.74	5205.97	5200.61	5204.0	3302.0
2021-12-01 04:05:00	ES	Futures	5204.0	5213.03	5204.0	5209.92	5203.0

> showing 50 of 19,649 rows — these rows as CSV

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