PREVIEW / futures_5min / 2021-12-10

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-10.parquet
  size:    264 KB
  rows:    14,469

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
2021-12-10 00:00:00	ES	Futures	5270.88	5272.29	5270.88	5272.29	278.0
2021-12-10 00:05:00	ES	Futures	5272.29	5272.57	5270.03	5270.03	241.0
2021-12-10 00:10:00	ES	Futures	5270.32	5271.16	5270.03	5270.32	215.0
2021-12-10 00:15:00	ES	Futures	5270.32	5271.16	5269.75	5270.6	206.0
2021-12-10 00:20:00	ES	Futures	5270.88	5271.16	5269.47	5269.75	155.0
2021-12-10 00:25:00	ES	Futures	5270.03	5270.6	5269.75	5270.03	212.0
2021-12-10 00:30:00	ES	Futures	5270.03	5270.32	5269.19	5269.19	187.0
2021-12-10 00:35:00	ES	Futures	5269.47	5269.47	5268.62	5269.47	238.0
2021-12-10 00:40:00	ES	Futures	5269.47	5269.47	5266.08	5266.65	504.0
2021-12-10 00:45:00	ES	Futures	5266.37	5267.49	5266.08	5266.93	461.0
2021-12-10 00:50:00	ES	Futures	5266.65	5267.49	5266.65	5266.65	236.0
2021-12-10 00:55:00	ES	Futures	5266.65	5267.49	5266.37	5267.49	319.0
2021-12-10 01:00:00	ES	Futures	5267.49	5269.19	5266.93	5269.19	491.0
2021-12-10 01:05:00	ES	Futures	5269.19	5270.88	5268.62	5270.88	336.0
2021-12-10 01:10:00	ES	Futures	5270.6	5270.88	5270.32	5270.6	317.0
2021-12-10 01:15:00	ES	Futures	5270.88	5271.73	5270.6	5271.45	175.0
2021-12-10 01:20:00	ES	Futures	5271.45	5271.73	5270.88	5271.45	306.0
2021-12-10 01:25:00	ES	Futures	5271.45	5271.45	5270.32	5270.32	291.0
2021-12-10 01:30:00	ES	Futures	5270.6	5270.88	5270.32	5270.32	231.0
2021-12-10 01:35:00	ES	Futures	5270.32	5271.16	5270.03	5270.32	360.0
2021-12-10 01:40:00	ES	Futures	5270.32	5270.32	5269.75	5270.03	226.0
2021-12-10 01:45:00	ES	Futures	5270.03	5270.32	5269.75	5269.75	172.0
2021-12-10 01:50:00	ES	Futures	5269.75	5271.45	5269.75	5270.88	456.0
2021-12-10 01:55:00	ES	Futures	5270.88	5272.86	5270.88	5272.57	371.0
2021-12-10 02:00:00	ES	Futures	5272.86	5274.27	5272.01	5272.57	694.0
2021-12-10 02:05:00	ES	Futures	5272.86	5272.86	5271.45	5272.01	693.0
2021-12-10 02:10:00	ES	Futures	5271.73	5272.01	5270.88	5271.45	607.0
2021-12-10 02:15:00	ES	Futures	5271.16	5272.01	5270.03	5271.45	649.0
2021-12-10 02:20:00	ES	Futures	5271.45	5273.99	5271.45	5273.99	1131.0
2021-12-10 02:25:00	ES	Futures	5273.99	5274.55	5272.86	5273.14	319.0
2021-12-10 02:30:00	ES	Futures	5273.14	5273.7	5272.86	5273.14	128.0
2021-12-10 02:35:00	ES	Futures	5273.14	5273.7	5272.57	5272.86	281.0
2021-12-10 02:40:00	ES	Futures	5272.57	5272.86	5272.01	5272.29	427.0
2021-12-10 02:45:00	ES	Futures	5272.29	5274.27	5272.01	5274.27	406.0
2021-12-10 02:50:00	ES	Futures	5274.27	5274.55	5273.42	5273.7	253.0
2021-12-10 02:55:00	ES	Futures	5273.42	5274.83	5273.14	5273.7	347.0
2021-12-10 03:00:00	ES	Futures	5273.99	5276.81	5272.86	5276.24	1650.0
2021-12-10 03:05:00	ES	Futures	5276.24	5278.5	5276.24	5277.65	1549.0
2021-12-10 03:10:00	ES	Futures	5277.94	5278.22	5274.55	5275.4	969.0
2021-12-10 03:15:00	ES	Futures	5275.4	5276.24	5273.99	5276.24	488.0
2021-12-10 03:20:00	ES	Futures	5276.24	5277.09	5274.55	5274.83	548.0
2021-12-10 03:25:00	ES	Futures	5275.11	5277.94	5275.11	5277.37	1000.0
2021-12-10 03:30:00	ES	Futures	5277.37	5280.19	5276.24	5279.63	1009.0
2021-12-10 03:35:00	ES	Futures	5279.91	5279.91	5277.94	5278.22	669.0
2021-12-10 03:40:00	ES	Futures	5278.22	5279.07	5277.37	5279.07	498.0
2021-12-10 03:45:00	ES	Futures	5278.78	5279.63	5278.22	5279.35	390.0
2021-12-10 03:50:00	ES	Futures	5279.07	5283.02	5278.78	5283.02	1444.0
2021-12-10 03:55:00	ES	Futures	5283.02	5283.3	5282.45	5283.02	663.0
2021-12-10 04:00:00	ES	Futures	5283.02	5283.3	5279.35	5279.63	909.0
2021-12-10 04:05:00	ES	Futures	5279.63	5279.63	5277.94	5278.5	694.0

> showing 50 of 14,469 rows — these rows as CSV

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