PREVIEW / futures_5min / 2021-12-02

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-02.parquet
  size:    349 KB
  rows:    19,026

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
2021-12-02 00:00:00	ES	Futures	5118.77	5119.9	5114.25	5116.79	1117.0
2021-12-02 00:05:00	ES	Futures	5117.08	5117.92	5115.1	5116.23	711.0
2021-12-02 00:10:00	ES	Futures	5116.51	5117.36	5115.38	5116.79	611.0
2021-12-02 00:15:00	ES	Futures	5116.79	5119.33	5115.38	5118.2	770.0
2021-12-02 00:20:00	ES	Futures	5117.92	5119.33	5116.51	5119.05	345.0
2021-12-02 00:25:00	ES	Futures	5119.33	5121.03	5118.2	5120.46	631.0
2021-12-02 00:30:00	ES	Futures	5120.74	5121.03	5117.92	5119.62	600.0
2021-12-02 00:35:00	ES	Futures	5119.9	5120.18	5118.77	5119.62	242.0
2021-12-02 00:40:00	ES	Futures	5119.05	5120.46	5118.77	5119.33	298.0
2021-12-02 00:45:00	ES	Futures	5119.33	5121.03	5119.05	5120.74	282.0
2021-12-02 00:50:00	ES	Futures	5121.03	5123.85	5120.74	5123.0	1028.0
2021-12-02 00:55:00	ES	Futures	5123.0	5123.28	5121.59	5122.16	424.0
2021-12-02 01:00:00	ES	Futures	5122.16	5122.72	5118.49	5119.05	1224.0
2021-12-02 01:05:00	ES	Futures	5119.33	5120.18	5117.64	5118.77	644.0
2021-12-02 01:10:00	ES	Futures	5118.49	5121.31	5118.2	5121.03	482.0
2021-12-02 01:15:00	ES	Futures	5121.31	5121.87	5119.62	5119.62	428.0
2021-12-02 01:20:00	ES	Futures	5119.9	5120.18	5117.08	5118.2	497.0
2021-12-02 01:25:00	ES	Futures	5117.92	5119.62	5117.92	5119.33	272.0
2021-12-02 01:30:00	ES	Futures	5119.62	5123.85	5119.33	5123.85	684.0
2021-12-02 01:35:00	ES	Futures	5123.57	5126.67	5123.57	5125.82	1148.0
2021-12-02 01:40:00	ES	Futures	5126.11	5128.08	5124.13	5126.11	2551.0
2021-12-02 01:45:00	ES	Futures	5126.11	5128.93	5124.98	5127.52	1443.0
2021-12-02 01:50:00	ES	Futures	5127.52	5127.52	5125.26	5126.67	703.0
2021-12-02 01:55:00	ES	Futures	5126.95	5135.14	5124.98	5133.73	3138.0
2021-12-02 02:00:00	ES	Futures	5133.44	5136.27	5129.49	5134.57	2405.0
2021-12-02 02:05:00	ES	Futures	5134.57	5138.52	5132.31	5132.6	3370.0
2021-12-02 02:10:00	ES	Futures	5132.6	5134.57	5129.77	5132.88	1986.0
2021-12-02 02:15:00	ES	Futures	5133.16	5134.01	5124.69	5128.93	1801.0
2021-12-02 02:20:00	ES	Futures	5128.93	5129.21	5123.28	5124.41	2149.0
2021-12-02 02:25:00	ES	Futures	5124.13	5126.67	5115.38	5118.2	3184.0
2021-12-02 02:30:00	ES	Futures	5118.2	5121.87	5116.51	5117.92	1740.0
2021-12-02 02:35:00	ES	Futures	5117.92	5124.13	5117.92	5122.72	883.0
2021-12-02 02:40:00	ES	Futures	5122.72	5123.57	5119.9	5123.57	1435.0
2021-12-02 02:45:00	ES	Futures	5123.28	5126.11	5122.72	5125.54	2705.0
2021-12-02 02:50:00	ES	Futures	5125.26	5128.08	5124.13	5126.11	1915.0
2021-12-02 02:55:00	ES	Futures	5126.11	5126.67	5119.62	5121.03	1985.0
2021-12-02 03:00:00	ES	Futures	5121.03	5125.82	5118.2	5120.46	4131.0
2021-12-02 03:05:00	ES	Futures	5120.18	5123.0	5111.15	5111.71	4479.0
2021-12-02 03:10:00	ES	Futures	5111.43	5112.0	5107.48	5111.15	3730.0
2021-12-02 03:15:00	ES	Futures	5111.15	5117.92	5109.46	5117.64	3137.0
2021-12-02 03:20:00	ES	Futures	5117.64	5123.85	5115.38	5123.57	2422.0
2021-12-02 03:25:00	ES	Futures	5123.57	5124.41	5118.77	5120.46	2991.0
2021-12-02 03:30:00	ES	Futures	5120.18	5120.18	5108.61	5111.15	2996.0
2021-12-02 03:35:00	ES	Futures	5111.43	5115.38	5109.17	5110.3	2421.0
2021-12-02 03:40:00	ES	Futures	5110.3	5116.79	5109.46	5115.1	2160.0
2021-12-02 03:45:00	ES	Futures	5115.1	5117.92	5113.41	5116.51	1838.0
2021-12-02 03:50:00	ES	Futures	5116.51	5122.16	5116.23	5121.87	2304.0
2021-12-02 03:55:00	ES	Futures	5121.59	5122.72	5119.33	5121.03	1929.0
2021-12-02 04:00:00	ES	Futures	5120.74	5126.95	5117.92	5126.67	2673.0
2021-12-02 04:05:00	ES	Futures	5126.67	5128.36	5126.11	5127.52	2013.0

> showing 50 of 19,026 rows — these rows as CSV

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