PREVIEW / futures_5min / 2021-12-12

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-12.parquet
  size:    68 KB
  rows:    3,536

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
2021-12-12 18:00:00	ES	Futures	5318.29	5325.35	5318.01	5324.5	1622.0
2021-12-12 18:05:00	ES	Futures	5324.78	5327.61	5323.94	5325.63	872.0
2021-12-12 18:10:00	ES	Futures	5325.91	5327.32	5324.5	5324.78	511.0
2021-12-12 18:15:00	ES	Futures	5324.78	5324.78	5323.09	5324.5	395.0
2021-12-12 18:20:00	ES	Futures	5324.5	5326.48	5323.37	5324.5	504.0
2021-12-12 18:25:00	ES	Futures	5324.5	5324.78	5323.94	5324.5	170.0
2021-12-12 18:30:00	ES	Futures	5324.78	5325.63	5323.65	5325.35	276.0
2021-12-12 18:35:00	ES	Futures	5325.07	5325.35	5323.09	5323.09	326.0
2021-12-12 18:40:00	ES	Futures	5323.37	5327.61	5323.09	5326.48	424.0
2021-12-12 18:45:00	ES	Futures	5326.48	5327.61	5323.94	5324.22	408.0
2021-12-12 18:50:00	ES	Futures	5324.5	5329.02	5324.5	5327.89	592.0
2021-12-12 18:55:00	ES	Futures	5328.17	5329.3	5326.76	5327.89	336.0
2021-12-12 19:00:00	ES	Futures	5327.89	5331.56	5327.89	5330.71	847.0
2021-12-12 19:05:00	ES	Futures	5330.99	5331.27	5328.45	5328.45	466.0
2021-12-12 19:10:00	ES	Futures	5328.73	5330.71	5328.45	5329.02	245.0
2021-12-12 19:15:00	ES	Futures	5329.02	5329.3	5327.04	5328.17	723.0
2021-12-12 19:20:00	ES	Futures	5328.45	5330.15	5327.89	5328.73	387.0
2021-12-12 19:25:00	ES	Futures	5328.73	5329.86	5328.45	5329.58	174.0
2021-12-12 19:30:00	ES	Futures	5329.58	5331.56	5328.73	5331.27	446.0
2021-12-12 19:35:00	ES	Futures	5331.27	5332.12	5330.43	5331.84	460.0
2021-12-12 19:40:00	ES	Futures	5331.84	5333.81	5331.56	5332.12	1319.0
2021-12-12 19:45:00	ES	Futures	5332.4	5334.94	5332.12	5334.38	405.0
2021-12-12 19:50:00	ES	Futures	5334.38	5334.94	5333.53	5334.66	330.0
2021-12-12 19:55:00	ES	Futures	5334.66	5335.23	5333.53	5334.94	480.0
2021-12-12 20:00:00	ES	Futures	5334.94	5336.07	5334.1	5335.79	481.0
2021-12-12 20:05:00	ES	Futures	5335.79	5338.33	5335.23	5335.79	1110.0
2021-12-12 20:10:00	ES	Futures	5335.79	5335.79	5333.81	5335.23	520.0
2021-12-12 20:15:00	ES	Futures	5335.51	5337.48	5335.23	5336.92	381.0
2021-12-12 20:20:00	ES	Futures	5336.92	5338.61	5336.92	5338.05	482.0
2021-12-12 20:25:00	ES	Futures	5338.05	5339.18	5337.2	5338.61	378.0
2021-12-12 20:30:00	ES	Futures	5338.61	5340.31	5337.77	5338.05	577.0
2021-12-12 20:35:00	ES	Futures	5338.05	5340.59	5337.77	5339.74	669.0
2021-12-12 20:40:00	ES	Futures	5339.74	5340.31	5339.18	5339.18	192.0
2021-12-12 20:45:00	ES	Futures	5339.18	5339.74	5337.77	5338.89	318.0
2021-12-12 20:50:00	ES	Futures	5338.89	5340.31	5338.61	5339.74	269.0
2021-12-12 20:55:00	ES	Futures	5339.74	5340.31	5339.18	5339.46	123.0
2021-12-12 21:00:00	ES	Futures	5339.74	5340.31	5338.33	5338.89	246.0
2021-12-12 21:05:00	ES	Futures	5338.89	5339.18	5336.64	5336.64	263.0
2021-12-12 21:10:00	ES	Futures	5336.64	5338.89	5336.35	5338.33	227.0
2021-12-12 21:15:00	ES	Futures	5338.61	5338.89	5336.64	5336.92	184.0
2021-12-12 21:20:00	ES	Futures	5336.64	5336.92	5335.79	5336.35	308.0
2021-12-12 21:25:00	ES	Futures	5336.35	5336.92	5335.51	5335.79	264.0
2021-12-12 21:30:00	ES	Futures	5335.79	5336.64	5335.51	5336.07	130.0
2021-12-12 21:35:00	ES	Futures	5336.07	5337.77	5336.07	5336.07	263.0
2021-12-12 21:40:00	ES	Futures	5336.07	5337.2	5336.07	5337.2	146.0
2021-12-12 21:45:00	ES	Futures	5336.92	5336.92	5336.35	5336.92	84.0
2021-12-12 21:50:00	ES	Futures	5336.92	5337.2	5336.64	5336.92	61.0
2021-12-12 21:55:00	ES	Futures	5336.64	5336.92	5335.79	5336.07	215.0
2021-12-12 22:00:00	ES	Futures	5336.07	5336.35	5335.23	5335.79	194.0
2021-12-12 22:05:00	ES	Futures	5335.51	5336.35	5335.23	5336.35	108.0

> showing 50 of 3,536 rows — these rows as CSV

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