PREVIEW / futures_5min / 2021-12-16

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-16.parquet
  size:    356 KB
  rows:    19,422

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
2021-12-16 00:00:00	ES	Futures	5328.56	5329.12	5264.93	5328.56	515.0
2021-12-16 00:05:00	ES	Futures	5328.56	5329.12	5326.86	5327.14	385.0
2021-12-16 00:10:00	ES	Futures	5326.86	5328.56	5326.58	5327.43	458.0
2021-12-16 00:15:00	ES	Futures	5327.99	5328.56	5327.43	5328.27	186.0
2021-12-16 00:20:00	ES	Futures	5328.27	5329.12	5327.43	5327.43	279.0
2021-12-16 00:25:00	ES	Futures	5327.71	5329.12	5327.71	5328.84	140.0
2021-12-16 00:30:00	ES	Futures	5329.12	5333.08	5329.12	5331.67	1556.0
2021-12-16 00:35:00	ES	Futures	5331.67	5333.36	5331.67	5331.95	494.0
2021-12-16 00:40:00	ES	Futures	5331.95	5332.23	5330.82	5331.1	240.0
2021-12-16 00:45:00	ES	Futures	5331.1	5334.21	5331.1	5332.8	865.0
2021-12-16 00:50:00	ES	Futures	5332.8	5334.21	5332.52	5333.65	575.0
2021-12-16 00:55:00	ES	Futures	5333.65	5333.65	5332.52	5333.65	332.0
2021-12-16 01:00:00	ES	Futures	5333.65	5334.78	5332.52	5333.93	1075.0
2021-12-16 01:05:00	ES	Futures	5333.93	5337.04	5333.93	5336.19	939.0
2021-12-16 01:10:00	ES	Futures	5335.91	5336.19	5334.5	5336.19	645.0
2021-12-16 01:15:00	ES	Futures	5336.19	5336.76	5335.34	5336.76	367.0
2021-12-16 01:20:00	ES	Futures	5337.04	5337.32	5335.91	5335.91	378.0
2021-12-16 01:25:00	ES	Futures	5336.48	5339.3	5336.19	5337.04	1413.0
2021-12-16 01:30:00	ES	Futures	5336.76	5337.32	5334.78	5335.34	673.0
2021-12-16 01:35:00	ES	Futures	5335.34	5336.76	5334.78	5336.19	293.0
2021-12-16 01:40:00	ES	Futures	5336.19	5338.46	5335.91	5337.89	506.0
2021-12-16 01:45:00	ES	Futures	5337.89	5338.74	5335.91	5336.19	667.0
2021-12-16 01:50:00	ES	Futures	5335.91	5338.74	5335.91	5338.17	507.0
2021-12-16 01:55:00	ES	Futures	5337.89	5338.46	5337.04	5338.17	517.0
2021-12-16 02:00:00	ES	Futures	5337.89	5341.85	5335.91	5341.0	2746.0
2021-12-16 02:05:00	ES	Futures	5341.0	5344.68	5341.0	5344.11	2117.0
2021-12-16 02:10:00	ES	Futures	5344.39	5348.92	5343.26	5345.81	2640.0
2021-12-16 02:15:00	ES	Futures	5346.09	5350.05	5346.09	5348.64	2216.0
2021-12-16 02:20:00	ES	Futures	5348.92	5353.16	5348.64	5349.77	2429.0
2021-12-16 02:25:00	ES	Futures	5349.77	5350.33	5348.35	5350.05	1324.0
2021-12-16 02:30:00	ES	Futures	5350.33	5351.75	5348.35	5349.48	1135.0
2021-12-16 02:35:00	ES	Futures	5349.48	5349.77	5348.07	5349.2	1087.0
2021-12-16 02:40:00	ES	Futures	5349.2	5351.18	5348.64	5350.9	1029.0
2021-12-16 02:45:00	ES	Futures	5351.18	5351.18	5347.5	5348.07	724.0
2021-12-16 02:50:00	ES	Futures	5348.07	5348.35	5343.83	5344.11	1341.0
2021-12-16 02:55:00	ES	Futures	5344.39	5344.96	5343.26	5344.68	920.0
2021-12-16 03:00:00	ES	Futures	5344.39	5346.37	5337.04	5337.89	5301.0
2021-12-16 03:05:00	ES	Futures	5337.89	5341.28	5337.32	5339.59	2844.0
2021-12-16 03:10:00	ES	Futures	5339.87	5340.43	5336.19	5337.61	1879.0
2021-12-16 03:15:00	ES	Futures	5337.61	5339.59	5335.91	5336.76	1714.0
2021-12-16 03:20:00	ES	Futures	5337.04	5342.7	5337.04	5341.85	1901.0
2021-12-16 03:25:00	ES	Futures	5341.85	5342.41	5339.59	5340.15	1294.0
2021-12-16 03:30:00	ES	Futures	5339.87	5342.98	5339.02	5342.7	1634.0
2021-12-16 03:35:00	ES	Futures	5342.41	5348.35	5342.41	5347.22	2396.0
2021-12-16 03:40:00	ES	Futures	5347.22	5348.07	5345.81	5347.22	1855.0
2021-12-16 03:45:00	ES	Futures	5347.5	5348.64	5346.37	5348.64	1595.0
2021-12-16 03:50:00	ES	Futures	5348.64	5350.62	5346.37	5348.64	1805.0
2021-12-16 03:55:00	ES	Futures	5348.35	5350.05	5346.66	5348.07	1584.0
2021-12-16 04:00:00	ES	Futures	5348.07	5348.07	5344.96	5345.53	3222.0
2021-12-16 04:05:00	ES	Futures	5345.53	5346.09	5341.85	5342.13	2139.0

> showing 50 of 19,422 rows — these rows as CSV

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