PREVIEW / futures_5min / 2021-12-15

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-15.parquet
  size:    343 KB
  rows:    19,149

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
2021-12-15 00:00:00	ES	Futures	5241.74	5242.3	5241.17	5242.3	226.0
2021-12-15 00:05:00	ES	Futures	5242.59	5242.59	5239.76	5239.76	367.0
2021-12-15 00:10:00	ES	Futures	5240.04	5240.04	5238.06	5239.47	779.0
2021-12-15 00:15:00	ES	Futures	5239.47	5240.61	5239.19	5239.19	315.0
2021-12-15 00:20:00	ES	Futures	5239.19	5239.76	5238.06	5239.76	294.0
2021-12-15 00:25:00	ES	Futures	5239.47	5240.89	5239.47	5240.89	221.0
2021-12-15 00:30:00	ES	Futures	5240.61	5243.15	5240.61	5242.87	1117.0
2021-12-15 00:35:00	ES	Futures	5242.87	5242.87	5242.02	5242.3	337.0
2021-12-15 00:40:00	ES	Futures	5242.59	5243.15	5242.3	5242.3	535.0
2021-12-15 00:45:00	ES	Futures	5242.3	5243.15	5242.3	5243.15	669.0
2021-12-15 00:50:00	ES	Futures	5242.87	5243.15	5242.87	5242.87	327.0
2021-12-15 00:55:00	ES	Futures	5243.15	5246.83	5241.17	5242.59	2405.0
2021-12-15 01:00:00	ES	Futures	5242.87	5245.7	5242.02	5244.85	1140.0
2021-12-15 01:05:00	ES	Futures	5245.13	5245.7	5244.0	5244.28	287.0
2021-12-15 01:10:00	ES	Futures	5244.28	5245.13	5242.3	5244.0	393.0
2021-12-15 01:15:00	ES	Futures	5244.0	5244.85	5242.87	5242.87	327.0
2021-12-15 01:20:00	ES	Futures	5243.15	5243.72	5241.17	5241.45	306.0
2021-12-15 01:25:00	ES	Futures	5241.45	5242.02	5241.17	5241.45	302.0
2021-12-15 01:30:00	ES	Futures	5241.45	5242.02	5236.36	5236.36	935.0
2021-12-15 01:35:00	ES	Futures	5236.36	5237.49	5235.23	5237.21	479.0
2021-12-15 01:40:00	ES	Futures	5237.49	5238.34	5235.52	5236.08	539.0
2021-12-15 01:45:00	ES	Futures	5235.8	5237.49	5235.8	5237.49	254.0
2021-12-15 01:50:00	ES	Futures	5237.21	5237.49	5234.1	5234.1	415.0
2021-12-15 01:55:00	ES	Futures	5234.1	5234.67	5232.69	5234.38	511.0
2021-12-15 02:00:00	ES	Futures	5234.1	5235.8	5229.29	5230.42	1185.0
2021-12-15 02:05:00	ES	Futures	5230.14	5232.97	5230.14	5231.56	748.0
2021-12-15 02:10:00	ES	Futures	5231.84	5232.4	5229.29	5232.12	475.0
2021-12-15 02:15:00	ES	Futures	5232.12	5233.25	5231.27	5232.4	770.0
2021-12-15 02:20:00	ES	Futures	5232.69	5234.38	5232.12	5233.82	456.0
2021-12-15 02:25:00	ES	Futures	5233.54	5234.1	5232.12	5232.97	637.0
2021-12-15 02:30:00	ES	Futures	5232.97	5233.82	5232.12	5233.82	761.0
2021-12-15 02:35:00	ES	Futures	5233.54	5238.63	5233.54	5238.06	1800.0
2021-12-15 02:40:00	ES	Futures	5238.06	5239.76	5237.78	5239.47	587.0
2021-12-15 02:45:00	ES	Futures	5239.76	5241.17	5238.91	5240.32	797.0
2021-12-15 02:50:00	ES	Futures	5240.32	5240.61	5238.91	5240.32	743.0
2021-12-15 02:55:00	ES	Futures	5240.04	5240.04	5237.21	5237.49	737.0
2021-12-15 03:00:00	ES	Futures	5237.21	5244.0	5236.93	5241.74	3997.0
2021-12-15 03:05:00	ES	Futures	5242.02	5245.13	5240.89	5243.72	2500.0
2021-12-15 03:10:00	ES	Futures	5243.72	5244.28	5240.61	5241.74	1142.0
2021-12-15 03:15:00	ES	Futures	5241.74	5244.85	5240.61	5244.85	865.0
2021-12-15 03:20:00	ES	Futures	5244.85	5245.41	5242.87	5243.43	1240.0
2021-12-15 03:25:00	ES	Futures	5243.72	5243.72	5239.47	5239.47	1060.0
2021-12-15 03:30:00	ES	Futures	5239.19	5241.45	5238.34	5238.91	1435.0
2021-12-15 03:35:00	ES	Futures	5238.91	5239.76	5236.65	5238.06	788.0
2021-12-15 03:40:00	ES	Futures	5237.78	5239.19	5236.08	5239.19	1035.0
2021-12-15 03:45:00	ES	Futures	5239.19	5240.89	5238.06	5238.34	1363.0
2021-12-15 03:50:00	ES	Futures	5238.06	5243.15	5238.06	5242.59	752.0
2021-12-15 03:55:00	ES	Futures	5242.59	5243.15	5238.91	5239.47	855.0
2021-12-15 04:00:00	ES	Futures	5239.47	5241.17	5238.91	5240.04	636.0
2021-12-15 04:05:00	ES	Futures	5240.04	5240.32	5237.49	5238.34	659.0

> showing 50 of 19,149 rows — these rows as CSV

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