PREVIEW / futures_5min / 2021-12-14

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-14.parquet
  size:    330 KB
  rows:    18,857

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
2021-12-14 00:00:00	ES	Futures	5278.22	5278.78	5277.65	5278.78	204.0
2021-12-14 00:05:00	ES	Futures	5278.78	5278.78	5277.94	5277.94	111.0
2021-12-14 00:10:00	ES	Futures	5277.94	5278.78	5277.65	5277.94	95.0
2021-12-14 00:15:00	ES	Futures	5277.94	5277.94	5276.8	5277.37	189.0
2021-12-14 00:20:00	ES	Futures	5277.09	5277.65	5276.52	5276.8	187.0
2021-12-14 00:25:00	ES	Futures	5277.09	5278.5	5276.8	5278.22	183.0
2021-12-14 00:30:00	ES	Futures	5278.22	5279.63	5277.09	5278.78	290.0
2021-12-14 00:35:00	ES	Futures	5278.78	5279.92	5278.78	5279.35	260.0
2021-12-14 00:40:00	ES	Futures	5279.35	5279.92	5278.5	5278.5	224.0
2021-12-14 00:45:00	ES	Futures	5278.5	5278.78	5277.94	5277.94	147.0
2021-12-14 00:50:00	ES	Futures	5278.22	5278.22	5276.8	5276.8	276.0
2021-12-14 00:55:00	ES	Futures	5276.8	5278.22	5276.52	5277.65	428.0
2021-12-14 01:00:00	ES	Futures	5277.94	5277.94	5276.24	5277.94	582.0
2021-12-14 01:05:00	ES	Futures	5277.94	5278.22	5277.09	5277.37	214.0
2021-12-14 01:10:00	ES	Futures	5277.09	5277.09	5275.11	5276.52	368.0
2021-12-14 01:15:00	ES	Futures	5276.52	5277.09	5275.39	5276.52	221.0
2021-12-14 01:20:00	ES	Futures	5276.24	5278.78	5276.24	5278.22	264.0
2021-12-14 01:25:00	ES	Futures	5278.22	5279.35	5278.22	5279.07	216.0
2021-12-14 01:30:00	ES	Futures	5279.35	5280.2	5278.5	5279.63	432.0
2021-12-14 01:35:00	ES	Futures	5279.63	5279.63	5279.07	5279.35	133.0
2021-12-14 01:40:00	ES	Futures	5279.35	5279.92	5279.07	5279.92	78.0
2021-12-14 01:45:00	ES	Futures	5279.92	5282.46	5279.92	5281.61	749.0
2021-12-14 01:50:00	ES	Futures	5281.89	5282.46	5281.33	5281.61	360.0
2021-12-14 01:55:00	ES	Futures	5281.61	5281.61	5280.2	5280.2	204.0
2021-12-14 02:00:00	ES	Futures	5280.48	5281.33	5279.63	5281.33	524.0
2021-12-14 02:05:00	ES	Futures	5281.33	5281.89	5278.78	5278.78	464.0
2021-12-14 02:10:00	ES	Futures	5278.78	5281.89	5278.5	5281.61	386.0
2021-12-14 02:15:00	ES	Futures	5281.61	5286.14	5281.33	5285.57	1547.0
2021-12-14 02:20:00	ES	Futures	5285.57	5285.85	5283.87	5284.16	733.0
2021-12-14 02:25:00	ES	Futures	5284.16	5284.44	5283.31	5283.59	391.0
2021-12-14 02:30:00	ES	Futures	5283.87	5284.72	5283.59	5283.87	313.0
2021-12-14 02:35:00	ES	Futures	5283.87	5283.87	5282.74	5282.74	241.0
2021-12-14 02:40:00	ES	Futures	5282.74	5285.57	5282.74	5284.16	466.0
2021-12-14 02:45:00	ES	Futures	5284.16	5284.72	5283.03	5283.87	403.0
2021-12-14 02:50:00	ES	Futures	5284.16	5285.57	5284.16	5285.01	343.0
2021-12-14 02:55:00	ES	Futures	5285.01	5285.29	5283.03	5283.31	502.0
2021-12-14 03:00:00	ES	Futures	5283.59	5288.12	5282.74	5287.55	2463.0
2021-12-14 03:05:00	ES	Futures	5287.55	5290.1	5287.55	5289.53	1633.0
2021-12-14 03:10:00	ES	Futures	5289.53	5290.38	5288.12	5288.4	1055.0
2021-12-14 03:15:00	ES	Futures	5288.4	5288.4	5285.85	5286.14	1172.0
2021-12-14 03:20:00	ES	Futures	5286.14	5288.68	5285.85	5287.83	1021.0
2021-12-14 03:25:00	ES	Futures	5287.55	5288.4	5285.85	5286.42	672.0
2021-12-14 03:30:00	ES	Futures	5286.7	5287.27	5285.01	5286.14	888.0
2021-12-14 03:35:00	ES	Futures	5286.14	5287.27	5284.44	5287.27	937.0
2021-12-14 03:40:00	ES	Futures	5286.99	5288.4	5286.14	5287.83	684.0
2021-12-14 03:45:00	ES	Futures	5287.83	5287.83	5285.57	5285.57	793.0
2021-12-14 03:50:00	ES	Futures	5285.57	5286.7	5284.72	5285.01	933.0
2021-12-14 03:55:00	ES	Futures	5284.72	5285.57	5282.74	5283.31	927.0
2021-12-14 04:00:00	ES	Futures	5283.31	5284.16	5281.61	5281.89	1224.0
2021-12-14 04:05:00	ES	Futures	5281.89	5286.99	5281.89	5286.99	1660.0

> showing 50 of 18,857 rows — these rows as CSV

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