PREVIEW / futures_5min / 2021-12-05

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-05.parquet
  size:    73 KB
  rows:    3,547

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
2021-12-05 18:00:00	ES	Futures	5127.52	5134.85	5119.33	5130.06	9143.0
2021-12-05 18:05:00	ES	Futures	5129.77	5138.52	5129.77	5136.27	3299.0
2021-12-05 18:10:00	ES	Futures	5136.55	5138.81	5132.31	5132.31	2318.0
2021-12-05 18:15:00	ES	Futures	5132.31	5137.68	5131.75	5135.7	1468.0
2021-12-05 18:20:00	ES	Futures	5135.98	5136.55	5129.21	5129.77	1609.0
2021-12-05 18:25:00	ES	Futures	5129.77	5135.98	5127.8	5135.98	1664.0
2021-12-05 18:30:00	ES	Futures	5135.98	5139.65	5134.57	5137.96	1470.0
2021-12-05 18:35:00	ES	Futures	5137.96	5142.47	5137.96	5141.91	1430.0
2021-12-05 18:40:00	ES	Futures	5142.19	5142.47	5139.65	5141.35	1128.0
2021-12-05 18:45:00	ES	Futures	5141.06	5142.76	5138.24	5141.91	1329.0
2021-12-05 18:50:00	ES	Futures	5141.63	5144.73	5140.22	5144.17	2026.0
2021-12-05 18:55:00	ES	Futures	5144.45	5146.71	5143.32	5144.17	1734.0
2021-12-05 19:00:00	ES	Futures	5144.17	5145.86	5141.35	5142.76	1699.0
2021-12-05 19:05:00	ES	Futures	5142.76	5143.6	5141.35	5142.47	1124.0
2021-12-05 19:10:00	ES	Futures	5142.76	5143.04	5131.47	5132.31	3613.0
2021-12-05 19:15:00	ES	Futures	5132.31	5134.29	5125.26	5130.9	4441.0
2021-12-05 19:20:00	ES	Futures	5131.19	5134.85	5130.34	5134.29	2151.0
2021-12-05 19:25:00	ES	Futures	5134.29	5137.11	5132.31	5135.7	1041.0
2021-12-05 19:30:00	ES	Futures	5135.98	5137.68	5131.47	5133.16	898.0
2021-12-05 19:35:00	ES	Futures	5132.88	5140.78	5132.31	5137.11	1795.0
2021-12-05 19:40:00	ES	Futures	5137.39	5140.78	5135.98	5140.5	736.0
2021-12-05 19:45:00	ES	Futures	5140.5	5143.6	5138.52	5140.78	1443.0
2021-12-05 19:50:00	ES	Futures	5140.78	5142.76	5137.39	5142.47	1050.0
2021-12-05 19:55:00	ES	Futures	5142.19	5143.89	5140.22	5142.19	1017.0
2021-12-05 20:00:00	ES	Futures	5141.91	5144.17	5139.09	5140.22	1740.0
2021-12-05 20:05:00	ES	Futures	5140.22	5146.43	5139.65	5146.14	1431.0
2021-12-05 20:10:00	ES	Futures	5145.86	5150.38	5144.45	5145.58	2506.0
2021-12-05 20:15:00	ES	Futures	5145.58	5146.99	5143.32	5145.58	1079.0
2021-12-05 20:20:00	ES	Futures	5145.3	5147.27	5144.17	5146.99	678.0
2021-12-05 20:25:00	ES	Futures	5146.99	5146.99	5144.45	5146.14	734.0
2021-12-05 20:30:00	ES	Futures	5146.43	5146.99	5141.35	5142.47	1271.0
2021-12-05 20:35:00	ES	Futures	5142.76	5143.6	5137.96	5139.93	1314.0
2021-12-05 20:40:00	ES	Futures	5139.93	5142.47	5137.68	5142.47	1090.0
2021-12-05 20:45:00	ES	Futures	5142.47	5148.4	5141.63	5148.12	1363.0
2021-12-05 20:50:00	ES	Futures	5148.68	5149.81	5146.71	5147.27	1687.0
2021-12-05 20:55:00	ES	Futures	5147.55	5148.4	5143.32	5144.73	1582.0
2021-12-05 21:00:00	ES	Futures	5144.73	5147.27	5142.47	5142.76	816.0
2021-12-05 21:05:00	ES	Futures	5142.76	5146.99	5142.76	5143.6	1068.0
2021-12-05 21:10:00	ES	Futures	5143.6	5146.99	5143.04	5146.71	517.0
2021-12-05 21:15:00	ES	Futures	5146.99	5148.12	5143.89	5145.3	840.0
2021-12-05 21:20:00	ES	Futures	5145.58	5147.55	5144.73	5145.3	527.0
2021-12-05 21:25:00	ES	Futures	5145.86	5147.27	5144.17	5145.3	760.0
2021-12-05 21:30:00	ES	Futures	5145.3	5145.86	5141.06	5143.89	1058.0
2021-12-05 21:35:00	ES	Futures	5143.6	5146.71	5142.76	5143.89	820.0
2021-12-05 21:40:00	ES	Futures	5143.6	5146.14	5142.47	5144.45	484.0
2021-12-05 21:45:00	ES	Futures	5144.73	5145.58	5143.32	5145.3	361.0
2021-12-05 21:50:00	ES	Futures	5145.3	5146.14	5143.89	5145.58	422.0
2021-12-05 21:55:00	ES	Futures	5145.3	5146.14	5144.17	5144.73	445.0
2021-12-05 22:00:00	ES	Futures	5144.73	5146.71	5144.73	5145.58	567.0
2021-12-05 22:05:00	ES	Futures	5145.3	5146.99	5145.3	5146.43	416.0

> showing 50 of 3,547 rows — these rows as CSV

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