PREVIEW / futures_5min / 2021-12-09

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-09.parquet
  size:    327 KB
  rows:    18,733

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
2021-12-09 00:00:00	ES	Futures	5295.43	5297.41	5294.59	5296.84	486.0
2021-12-09 00:05:00	ES	Futures	5296.56	5297.69	5295.72	5296.0	599.0
2021-12-09 00:10:00	ES	Futures	5295.72	5296.84	5295.72	5296.28	288.0
2021-12-09 00:15:00	ES	Futures	5296.28	5296.84	5295.72	5296.28	168.0
2021-12-09 00:20:00	ES	Futures	5296.28	5297.13	5296.28	5296.84	198.0
2021-12-09 00:25:00	ES	Futures	5296.84	5297.69	5296.0	5296.56	310.0
2021-12-09 00:30:00	ES	Futures	5296.84	5297.69	5296.28	5297.13	398.0
2021-12-09 00:35:00	ES	Futures	5297.13	5297.69	5296.84	5297.41	172.0
2021-12-09 00:40:00	ES	Futures	5297.69	5299.1	5297.13	5297.69	668.0
2021-12-09 00:45:00	ES	Futures	5297.69	5298.26	5297.13	5297.97	291.0
2021-12-09 00:50:00	ES	Futures	5297.97	5298.26	5296.28	5296.84	331.0
2021-12-09 00:55:00	ES	Futures	5296.56	5296.84	5294.87	5295.15	436.0
2021-12-09 01:00:00	ES	Futures	5295.15	5297.13	5294.87	5295.15	531.0
2021-12-09 01:05:00	ES	Futures	5295.43	5297.13	5295.43	5296.56	224.0
2021-12-09 01:10:00	ES	Futures	5296.56	5297.97	5296.56	5297.13	255.0
2021-12-09 01:15:00	ES	Futures	5297.13	5297.13	5296.0	5296.28	211.0
2021-12-09 01:20:00	ES	Futures	5296.56	5297.69	5296.56	5297.69	163.0
2021-12-09 01:25:00	ES	Futures	5297.41	5297.97	5296.84	5297.97	188.0
2021-12-09 01:30:00	ES	Futures	5297.97	5299.38	5297.69	5298.26	550.0
2021-12-09 01:35:00	ES	Futures	5297.97	5299.38	5297.97	5299.38	193.0
2021-12-09 01:40:00	ES	Futures	5298.82	5299.38	5298.82	5299.38	224.0
2021-12-09 01:45:00	ES	Futures	5299.1	5301.08	5299.1	5300.51	648.0
2021-12-09 01:50:00	ES	Futures	5300.51	5301.08	5299.67	5299.95	351.0
2021-12-09 01:55:00	ES	Futures	5299.67	5300.51	5299.38	5299.95	242.0
2021-12-09 02:00:00	ES	Futures	5299.95	5301.64	5298.82	5300.51	578.0
2021-12-09 02:05:00	ES	Futures	5300.8	5301.92	5299.67	5299.67	327.0
2021-12-09 02:10:00	ES	Futures	5299.67	5301.08	5299.67	5300.23	295.0
2021-12-09 02:15:00	ES	Futures	5300.23	5300.8	5299.67	5300.23	402.0
2021-12-09 02:20:00	ES	Futures	5300.51	5304.18	5300.51	5303.05	1084.0
2021-12-09 02:25:00	ES	Futures	5303.34	5303.62	5302.21	5303.62	429.0
2021-12-09 02:30:00	ES	Futures	5303.62	5304.75	5303.34	5303.9	419.0
2021-12-09 02:35:00	ES	Futures	5303.9	5304.46	5303.05	5304.46	190.0
2021-12-09 02:40:00	ES	Futures	5304.46	5305.59	5304.46	5304.75	490.0
2021-12-09 02:45:00	ES	Futures	5304.75	5304.75	5303.05	5303.34	650.0
2021-12-09 02:50:00	ES	Futures	5303.62	5304.18	5302.21	5302.49	257.0
2021-12-09 02:55:00	ES	Futures	5302.21	5303.05	5301.64	5301.92	382.0
2021-12-09 03:00:00	ES	Futures	5301.92	5303.05	5297.69	5298.26	2397.0
2021-12-09 03:05:00	ES	Futures	5298.26	5298.82	5293.18	5293.46	2236.0
2021-12-09 03:10:00	ES	Futures	5293.18	5295.15	5290.64	5294.02	2455.0
2021-12-09 03:15:00	ES	Futures	5294.02	5298.82	5294.02	5297.97	1599.0
2021-12-09 03:20:00	ES	Futures	5298.26	5298.82	5297.41	5298.26	721.0
2021-12-09 03:25:00	ES	Futures	5298.26	5298.82	5296.84	5297.69	775.0
2021-12-09 03:30:00	ES	Futures	5297.69	5299.67	5296.84	5298.54	748.0
2021-12-09 03:35:00	ES	Futures	5298.54	5299.1	5296.56	5297.13	641.0
2021-12-09 03:40:00	ES	Futures	5297.13	5297.13	5294.02	5294.59	1316.0
2021-12-09 03:45:00	ES	Futures	5294.59	5297.13	5293.74	5296.56	824.0
2021-12-09 03:50:00	ES	Futures	5296.56	5297.13	5293.46	5295.15	908.0
2021-12-09 03:55:00	ES	Futures	5294.87	5295.72	5293.46	5293.74	975.0
2021-12-09 04:00:00	ES	Futures	5293.74	5294.59	5292.33	5293.18	815.0
2021-12-09 04:05:00	ES	Futures	5293.18	5294.59	5291.76	5291.76	1126.0

> showing 50 of 18,733 rows — these rows as CSV

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