PREVIEW / futures_5min / 2021-12-08

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-08.parquet
  size:    332 KB
  rows:    18,903

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
2021-12-08 00:00:00	ES	Futures	5307.85	5309.54	5307.57	5307.57	674.0
2021-12-08 00:05:00	ES	Futures	5307.57	5307.57	5304.46	5305.31	778.0
2021-12-08 00:10:00	ES	Futures	5305.31	5306.16	5303.9	5305.03	561.0
2021-12-08 00:15:00	ES	Futures	5305.03	5305.59	5304.18	5304.46	249.0
2021-12-08 00:20:00	ES	Futures	5304.46	5305.03	5303.62	5304.18	339.0
2021-12-08 00:25:00	ES	Futures	5304.18	5306.44	5304.18	5305.88	378.0
2021-12-08 00:30:00	ES	Futures	5305.88	5305.88	5302.77	5303.62	632.0
2021-12-08 00:35:00	ES	Futures	5303.62	5305.03	5303.62	5304.46	333.0
2021-12-08 00:40:00	ES	Futures	5304.75	5304.75	5303.62	5304.18	161.0
2021-12-08 00:45:00	ES	Futures	5303.9	5303.9	5302.77	5303.62	233.0
2021-12-08 00:50:00	ES	Futures	5303.62	5305.31	5303.62	5305.03	278.0
2021-12-08 00:55:00	ES	Futures	5305.03	5309.83	5305.03	5309.26	1391.0
2021-12-08 01:00:00	ES	Futures	5309.26	5310.11	5306.44	5308.13	955.0
2021-12-08 01:05:00	ES	Futures	5307.85	5308.13	5306.72	5307.29	314.0
2021-12-08 01:10:00	ES	Futures	5307.57	5307.85	5305.03	5305.31	489.0
2021-12-08 01:15:00	ES	Futures	5305.59	5307.0	5305.59	5306.44	192.0
2021-12-08 01:20:00	ES	Futures	5306.44	5307.85	5305.31	5305.59	416.0
2021-12-08 01:25:00	ES	Futures	5305.31	5307.57	5305.31	5307.29	365.0
2021-12-08 01:30:00	ES	Futures	5307.57	5307.85	5305.88	5307.0	276.0
2021-12-08 01:35:00	ES	Futures	5306.72	5306.72	5304.18	5304.18	357.0
2021-12-08 01:40:00	ES	Futures	5304.18	5305.03	5303.34	5304.18	387.0
2021-12-08 01:45:00	ES	Futures	5303.9	5305.03	5303.34	5305.03	338.0
2021-12-08 01:50:00	ES	Futures	5305.03	5305.88	5303.9	5303.9	254.0
2021-12-08 01:55:00	ES	Futures	5304.18	5305.31	5303.62	5303.9	366.0
2021-12-08 02:00:00	ES	Futures	5304.18	5306.72	5301.92	5302.49	745.0
2021-12-08 02:05:00	ES	Futures	5303.05	5304.75	5299.1	5299.38	1536.0
2021-12-08 02:10:00	ES	Futures	5299.67	5301.64	5297.97	5301.08	857.0
2021-12-08 02:15:00	ES	Futures	5301.08	5301.36	5299.67	5300.51	418.0
2021-12-08 02:20:00	ES	Futures	5300.23	5300.51	5297.69	5297.69	685.0
2021-12-08 02:25:00	ES	Futures	5297.69	5298.82	5295.15	5296.84	1260.0
2021-12-08 02:30:00	ES	Futures	5296.84	5297.97	5296.0	5297.41	456.0
2021-12-08 02:35:00	ES	Futures	5297.69	5299.67	5296.84	5298.26	653.0
2021-12-08 02:40:00	ES	Futures	5297.97	5298.54	5296.56	5297.41	392.0
2021-12-08 02:45:00	ES	Futures	5297.69	5300.8	5297.41	5300.23	484.0
2021-12-08 02:50:00	ES	Futures	5300.23	5300.8	5298.54	5299.38	563.0
2021-12-08 02:55:00	ES	Futures	5299.38	5302.49	5299.38	5301.08	874.0
2021-12-08 03:00:00	ES	Futures	5301.36	5305.03	5299.67	5302.21	3118.0
2021-12-08 03:05:00	ES	Futures	5302.21	5305.31	5302.21	5303.34	1922.0
2021-12-08 03:10:00	ES	Futures	5303.05	5305.31	5299.67	5299.67	1748.0
2021-12-08 03:15:00	ES	Futures	5299.67	5300.23	5296.84	5298.82	1729.0
2021-12-08 03:20:00	ES	Futures	5298.82	5301.36	5296.84	5300.8	1185.0
2021-12-08 03:25:00	ES	Futures	5300.8	5304.46	5299.67	5302.49	1237.0
2021-12-08 03:30:00	ES	Futures	5302.49	5306.44	5300.51	5306.16	1606.0
2021-12-08 03:35:00	ES	Futures	5306.44	5307.57	5305.03	5306.16	2195.0
2021-12-08 03:40:00	ES	Futures	5306.16	5306.16	5304.75	5305.88	1153.0
2021-12-08 03:45:00	ES	Futures	5305.59	5306.44	5303.62	5303.9	909.0
2021-12-08 03:50:00	ES	Futures	5303.9	5305.03	5301.92	5305.03	1545.0
2021-12-08 03:55:00	ES	Futures	5304.75	5307.29	5303.9	5307.0	1313.0
2021-12-08 04:00:00	ES	Futures	5307.0	5307.29	5304.18	5305.31	964.0
2021-12-08 04:05:00	ES	Futures	5305.03	5307.0	5304.46	5305.59	663.0

> showing 50 of 18,903 rows — these rows as CSV

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