PREVIEW / futures_5min / 2021-12-06

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-06.parquet
  size:    339 KB
  rows:    18,694

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
2021-12-06 00:00:00	ES	Futures	5146.71	5147.84	5145.58	5146.99	360.0
2021-12-06 00:05:00	ES	Futures	5146.99	5148.68	5146.71	5147.55	345.0
2021-12-06 00:10:00	ES	Futures	5147.27	5148.4	5146.99	5147.27	196.0
2021-12-06 00:15:00	ES	Futures	5147.55	5148.4	5146.99	5148.4	204.0
2021-12-06 00:20:00	ES	Futures	5148.12	5148.97	5147.27	5147.27	246.0
2021-12-06 00:25:00	ES	Futures	5147.27	5150.09	5147.27	5149.53	383.0
2021-12-06 00:30:00	ES	Futures	5149.53	5150.09	5145.58	5146.99	773.0
2021-12-06 00:35:00	ES	Futures	5146.99	5148.4	5145.86	5147.84	390.0
2021-12-06 00:40:00	ES	Futures	5147.55	5149.25	5146.43	5148.68	271.0
2021-12-06 00:45:00	ES	Futures	5148.97	5153.48	5148.68	5152.92	1586.0
2021-12-06 00:50:00	ES	Futures	5152.92	5154.89	5151.51	5153.2	1070.0
2021-12-06 00:55:00	ES	Futures	5153.2	5153.2	5150.94	5151.22	564.0
2021-12-06 01:00:00	ES	Futures	5151.51	5153.2	5146.99	5148.12	1494.0
2021-12-06 01:05:00	ES	Futures	5148.4	5150.38	5147.84	5148.97	869.0
2021-12-06 01:10:00	ES	Futures	5148.97	5151.22	5148.97	5150.38	329.0
2021-12-06 01:15:00	ES	Futures	5149.81	5151.22	5148.12	5148.12	387.0
2021-12-06 01:20:00	ES	Futures	5148.12	5148.97	5146.99	5147.27	381.0
2021-12-06 01:25:00	ES	Futures	5147.27	5149.25	5145.86	5148.4	811.0
2021-12-06 01:30:00	ES	Futures	5148.12	5149.53	5145.58	5146.71	385.0
2021-12-06 01:35:00	ES	Futures	5146.99	5148.4	5146.43	5147.84	424.0
2021-12-06 01:40:00	ES	Futures	5148.12	5149.81	5148.12	5148.97	273.0
2021-12-06 01:45:00	ES	Futures	5149.25	5150.38	5147.55	5148.4	243.0
2021-12-06 01:50:00	ES	Futures	5148.4	5150.38	5148.4	5150.38	213.0
2021-12-06 01:55:00	ES	Futures	5150.09	5150.38	5147.84	5148.12	257.0
2021-12-06 02:00:00	ES	Futures	5148.4	5150.38	5145.58	5146.14	699.0
2021-12-06 02:05:00	ES	Futures	5146.43	5152.07	5146.14	5150.94	1073.0
2021-12-06 02:10:00	ES	Futures	5150.94	5151.22	5148.12	5148.68	500.0
2021-12-06 02:15:00	ES	Futures	5148.68	5149.81	5146.99	5148.97	738.0
2021-12-06 02:20:00	ES	Futures	5148.68	5149.25	5146.14	5146.43	650.0
2021-12-06 02:25:00	ES	Futures	5146.43	5146.99	5139.65	5141.63	2121.0
2021-12-06 02:30:00	ES	Futures	5141.35	5143.32	5138.81	5140.5	1325.0
2021-12-06 02:35:00	ES	Futures	5140.5	5143.89	5139.93	5143.04	1139.0
2021-12-06 02:40:00	ES	Futures	5143.04	5146.14	5142.47	5142.76	1048.0
2021-12-06 02:45:00	ES	Futures	5142.47	5146.43	5141.91	5145.01	1037.0
2021-12-06 02:50:00	ES	Futures	5145.3	5148.12	5144.45	5147.84	853.0
2021-12-06 02:55:00	ES	Futures	5148.12	5148.4	5145.3	5145.58	930.0
2021-12-06 03:00:00	ES	Futures	5145.58	5152.07	5145.3	5150.94	4964.0
2021-12-06 03:05:00	ES	Futures	5151.22	5151.79	5147.55	5148.12	3215.0
2021-12-06 03:10:00	ES	Futures	5148.12	5151.51	5145.86	5147.55	2187.0
2021-12-06 03:15:00	ES	Futures	5147.55	5149.53	5145.58	5146.71	1499.0
2021-12-06 03:20:00	ES	Futures	5146.71	5148.4	5143.04	5143.04	1648.0
2021-12-06 03:25:00	ES	Futures	5143.32	5145.86	5138.81	5145.58	3211.0
2021-12-06 03:30:00	ES	Futures	5145.58	5147.84	5142.19	5143.04	2070.0
2021-12-06 03:35:00	ES	Futures	5143.32	5149.81	5143.04	5148.4	1385.0
2021-12-06 03:40:00	ES	Futures	5148.4	5148.97	5144.73	5144.73	1212.0
2021-12-06 03:45:00	ES	Futures	5144.73	5146.71	5143.04	5144.45	1572.0
2021-12-06 03:50:00	ES	Futures	5144.45	5147.27	5144.45	5146.71	1641.0
2021-12-06 03:55:00	ES	Futures	5146.43	5147.84	5144.73	5146.99	1859.0
2021-12-06 04:00:00	ES	Futures	5146.99	5160.82	5146.43	5157.43	7880.0
2021-12-06 04:05:00	ES	Futures	5157.43	5158.56	5151.79	5155.74	3485.0

> showing 50 of 18,694 rows — these rows as CSV

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