PREVIEW / futures_5min / 2021-12-13

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-13.parquet
  size:    325 KB
  rows:    18,550

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
2021-12-13 00:00:00	ES	Futures	5337.2	5337.48	5336.35	5336.35	108.0
2021-12-13 00:05:00	ES	Futures	5336.35	5336.92	5335.79	5336.07	100.0
2021-12-13 00:10:00	ES	Futures	5335.79	5336.35	5335.51	5335.51	113.0
2021-12-13 00:15:00	ES	Futures	5335.51	5336.64	5335.23	5335.79	139.0
2021-12-13 00:20:00	ES	Futures	5335.79	5336.07	5334.94	5334.94	110.0
2021-12-13 00:25:00	ES	Futures	5334.94	5334.94	5331.84	5332.12	376.0
2021-12-13 00:30:00	ES	Futures	5332.4	5332.97	5331.56	5332.97	323.0
2021-12-13 00:35:00	ES	Futures	5332.97	5333.81	5332.97	5333.53	91.0
2021-12-13 00:40:00	ES	Futures	5333.53	5334.1	5332.69	5333.53	225.0
2021-12-13 00:45:00	ES	Futures	5333.25	5335.51	5333.25	5334.66	314.0
2021-12-13 00:50:00	ES	Futures	5334.66	5335.79	5334.38	5335.23	162.0
2021-12-13 00:55:00	ES	Futures	5335.23	5336.07	5334.38	5334.38	138.0
2021-12-13 01:00:00	ES	Futures	5334.1	5335.23	5333.81	5334.66	267.0
2021-12-13 01:05:00	ES	Futures	5334.38	5334.94	5333.53	5333.53	224.0
2021-12-13 01:10:00	ES	Futures	5333.25	5333.81	5332.69	5333.53	164.0
2021-12-13 01:15:00	ES	Futures	5333.53	5335.51	5333.53	5335.23	142.0
2021-12-13 01:20:00	ES	Futures	5334.94	5335.23	5334.38	5334.94	78.0
2021-12-13 01:25:00	ES	Futures	5335.23	5335.23	5334.38	5334.94	168.0
2021-12-13 01:30:00	ES	Futures	5334.94	5336.07	5334.94	5335.79	250.0
2021-12-13 01:35:00	ES	Futures	5336.07	5337.77	5335.79	5337.2	278.0
2021-12-13 01:40:00	ES	Futures	5337.2	5337.77	5335.51	5336.35	237.0
2021-12-13 01:45:00	ES	Futures	5336.64	5336.64	5335.79	5336.07	121.0
2021-12-13 01:50:00	ES	Futures	5335.79	5336.07	5335.51	5335.51	181.0
2021-12-13 01:55:00	ES	Futures	5335.79	5336.07	5334.94	5336.07	205.0
2021-12-13 02:00:00	ES	Futures	5336.07	5337.77	5333.53	5335.51	513.0
2021-12-13 02:05:00	ES	Futures	5335.51	5336.07	5333.81	5334.1	300.0
2021-12-13 02:10:00	ES	Futures	5333.81	5333.81	5331.27	5331.84	618.0
2021-12-13 02:15:00	ES	Futures	5331.84	5333.53	5331.56	5332.69	430.0
2021-12-13 02:20:00	ES	Futures	5332.69	5332.69	5330.43	5330.99	183.0
2021-12-13 02:25:00	ES	Futures	5330.99	5330.99	5329.58	5330.15	220.0
2021-12-13 02:30:00	ES	Futures	5330.15	5332.69	5330.15	5331.56	256.0
2021-12-13 02:35:00	ES	Futures	5331.84	5331.84	5330.71	5331.27	121.0
2021-12-13 02:40:00	ES	Futures	5331.27	5331.27	5329.58	5330.15	481.0
2021-12-13 02:45:00	ES	Futures	5330.43	5332.12	5330.15	5331.27	206.0
2021-12-13 02:50:00	ES	Futures	5331.56	5332.4	5331.27	5331.84	230.0
2021-12-13 02:55:00	ES	Futures	5331.84	5332.12	5330.99	5331.27	113.0
2021-12-13 03:00:00	ES	Futures	5331.27	5332.4	5326.19	5326.48	1121.0
2021-12-13 03:05:00	ES	Futures	5326.76	5327.89	5324.22	5324.5	708.0
2021-12-13 03:10:00	ES	Futures	5324.78	5328.17	5324.78	5326.76	755.0
2021-12-13 03:15:00	ES	Futures	5327.04	5330.15	5326.48	5329.86	620.0
2021-12-13 03:20:00	ES	Futures	5329.58	5332.12	5328.45	5331.27	638.0
2021-12-13 03:25:00	ES	Futures	5331.56	5331.56	5329.58	5330.43	504.0
2021-12-13 03:30:00	ES	Futures	5330.71	5333.25	5329.3	5332.97	509.0
2021-12-13 03:35:00	ES	Futures	5332.97	5333.53	5331.84	5333.25	524.0
2021-12-13 03:40:00	ES	Futures	5332.97	5332.97	5331.56	5332.12	536.0
2021-12-13 03:45:00	ES	Futures	5332.12	5333.25	5332.12	5332.97	266.0
2021-12-13 03:50:00	ES	Futures	5332.97	5334.66	5331.84	5333.53	675.0
2021-12-13 03:55:00	ES	Futures	5333.25	5333.25	5330.43	5330.71	326.0
2021-12-13 04:00:00	ES	Futures	5330.71	5333.25	5329.3	5333.25	620.0
2021-12-13 04:05:00	ES	Futures	5333.25	5334.1	5331.56	5332.12	568.0

> showing 50 of 18,550 rows — these rows as CSV

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