PREVIEW / futures_5min / 2021-12-07

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-07.parquet
  size:    335 KB
  rows:    18,711

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
2021-12-07 00:00:00	ES	Futures	5200.33	5200.61	5198.92	5199.76	427.0
2021-12-07 00:05:00	ES	Futures	5199.76	5200.61	5198.92	5200.33	228.0
2021-12-07 00:10:00	ES	Futures	5200.33	5203.71	5200.33	5203.15	1133.0
2021-12-07 00:15:00	ES	Futures	5203.15	5204.0	5202.59	5203.71	636.0
2021-12-07 00:20:00	ES	Futures	5203.71	5204.56	5202.87	5203.43	779.0
2021-12-07 00:25:00	ES	Futures	5203.15	5204.56	5203.15	5204.28	443.0
2021-12-07 00:30:00	ES	Futures	5204.28	5204.84	5203.15	5203.15	387.0
2021-12-07 00:35:00	ES	Futures	5203.43	5209.36	5203.15	5206.54	2467.0
2021-12-07 00:40:00	ES	Futures	5206.54	5208.79	5205.41	5208.51	762.0
2021-12-07 00:45:00	ES	Futures	5208.51	5209.08	5206.25	5208.79	812.0
2021-12-07 00:50:00	ES	Futures	5209.08	5213.03	5208.79	5211.9	2264.0
2021-12-07 00:55:00	ES	Futures	5211.9	5214.16	5211.62	5214.16	1362.0
2021-12-07 01:00:00	ES	Futures	5214.16	5214.16	5209.08	5209.92	1718.0
2021-12-07 01:05:00	ES	Futures	5209.92	5211.9	5209.64	5210.49	458.0
2021-12-07 01:10:00	ES	Futures	5210.49	5212.46	5209.92	5211.05	604.0
2021-12-07 01:15:00	ES	Futures	5211.33	5212.18	5210.21	5211.62	402.0
2021-12-07 01:20:00	ES	Futures	5211.62	5213.59	5211.33	5212.46	534.0
2021-12-07 01:25:00	ES	Futures	5212.46	5212.75	5210.49	5210.77	452.0
2021-12-07 01:30:00	ES	Futures	5210.49	5212.18	5210.21	5211.33	364.0
2021-12-07 01:35:00	ES	Futures	5211.33	5212.46	5210.77	5211.9	324.0
2021-12-07 01:40:00	ES	Futures	5211.9	5213.87	5211.62	5211.9	511.0
2021-12-07 01:45:00	ES	Futures	5212.18	5213.59	5211.33	5212.75	384.0
2021-12-07 01:50:00	ES	Futures	5212.75	5215.85	5212.46	5215.0	965.0
2021-12-07 01:55:00	ES	Futures	5214.72	5214.72	5212.75	5213.87	467.0
2021-12-07 02:00:00	ES	Futures	5213.87	5218.67	5213.31	5217.26	1875.0
2021-12-07 02:05:00	ES	Futures	5217.26	5220.08	5216.7	5218.11	903.0
2021-12-07 02:10:00	ES	Futures	5217.83	5218.39	5215.57	5216.41	477.0
2021-12-07 02:15:00	ES	Futures	5216.98	5219.52	5216.41	5218.39	464.0
2021-12-07 02:20:00	ES	Futures	5218.11	5219.24	5216.41	5216.98	841.0
2021-12-07 02:25:00	ES	Futures	5216.98	5218.11	5215.85	5216.13	628.0
2021-12-07 02:30:00	ES	Futures	5216.13	5218.39	5215.0	5215.57	746.0
2021-12-07 02:35:00	ES	Futures	5215.57	5217.83	5215.29	5216.41	748.0
2021-12-07 02:40:00	ES	Futures	5216.41	5217.54	5215.57	5215.85	653.0
2021-12-07 02:45:00	ES	Futures	5215.85	5218.39	5215.57	5216.7	699.0
2021-12-07 02:50:00	ES	Futures	5216.41	5222.62	5216.41	5221.78	2066.0
2021-12-07 02:55:00	ES	Futures	5221.78	5225.16	5221.21	5223.47	2584.0
2021-12-07 03:00:00	ES	Futures	5223.75	5225.16	5220.36	5223.19	5379.0
2021-12-07 03:05:00	ES	Futures	5223.19	5225.44	5220.36	5224.88	3206.0
2021-12-07 03:10:00	ES	Futures	5224.88	5229.68	5224.6	5228.27	4352.0
2021-12-07 03:15:00	ES	Futures	5228.55	5229.11	5225.16	5228.83	2660.0
2021-12-07 03:20:00	ES	Futures	5229.11	5230.52	5227.42	5228.55	2330.0
2021-12-07 03:25:00	ES	Futures	5228.55	5232.5	5228.27	5231.65	3495.0
2021-12-07 03:30:00	ES	Futures	5231.94	5233.91	5229.4	5233.06	3615.0
2021-12-07 03:35:00	ES	Futures	5232.78	5234.19	5231.65	5233.63	2015.0
2021-12-07 03:40:00	ES	Futures	5233.35	5235.6	5232.22	5235.32	2569.0
2021-12-07 03:45:00	ES	Futures	5235.32	5238.99	5235.04	5237.58	3221.0
2021-12-07 03:50:00	ES	Futures	5237.58	5239.56	5235.89	5237.58	3436.0
2021-12-07 03:55:00	ES	Futures	5237.58	5240.4	5237.58	5238.99	2447.0
2021-12-07 04:00:00	ES	Futures	5239.27	5241.81	5238.14	5239.84	3659.0
2021-12-07 04:05:00	ES	Futures	5240.12	5242.1	5239.56	5240.4	2353.0

> showing 50 of 18,711 rows — these rows as CSV

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