PREVIEW / futures_5min / 2021-12-17

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-17.parquet
  size:    295 KB
  rows:    15,561

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
2021-12-17 00:00:00	ES	Futures	5264.93	5268.04	5261.53	5261.53	981.0
2021-12-17 00:05:00	ES	Futures	5261.53	5261.82	5259.55	5259.55	765.0
2021-12-17 00:10:00	ES	Futures	5259.27	5259.84	5256.73	5256.73	744.0
2021-12-17 00:15:00	ES	Futures	5257.01	5260.4	5257.01	5260.12	697.0
2021-12-17 00:20:00	ES	Futures	5259.55	5261.25	5259.27	5260.4	476.0
2021-12-17 00:25:00	ES	Futures	5260.12	5261.82	5259.55	5261.53	465.0
2021-12-17 00:30:00	ES	Futures	5261.25	5262.38	5259.27	5259.55	439.0
2021-12-17 00:35:00	ES	Futures	5259.55	5267.47	5259.55	5263.51	1542.0
2021-12-17 00:40:00	ES	Futures	5263.8	5265.78	5262.38	5265.49	530.0
2021-12-17 00:45:00	ES	Futures	5265.49	5266.34	5262.95	5263.51	432.0
2021-12-17 00:50:00	ES	Futures	5263.51	5264.64	5262.1	5263.51	452.0
2021-12-17 00:55:00	ES	Futures	5263.51	5264.64	5261.82	5262.95	453.0
2021-12-17 01:00:00	ES	Futures	5262.95	5266.34	5262.66	5265.21	1146.0
2021-12-17 01:05:00	ES	Futures	5265.21	5267.19	5263.8	5264.93	885.0
2021-12-17 01:10:00	ES	Futures	5265.21	5267.19	5264.08	5264.64	394.0
2021-12-17 01:15:00	ES	Futures	5264.93	5266.91	5263.8	5264.64	298.0
2021-12-17 01:20:00	ES	Futures	5264.64	5266.62	5264.36	5265.49	436.0
2021-12-17 01:25:00	ES	Futures	5265.21	5266.34	5261.53	5262.66	566.0
2021-12-17 01:30:00	ES	Futures	5262.95	5264.36	5262.1	5262.1	573.0
2021-12-17 01:35:00	ES	Futures	5262.1	5265.21	5262.1	5264.64	482.0
2021-12-17 01:40:00	ES	Futures	5264.36	5265.78	5264.36	5264.64	441.0
2021-12-17 01:45:00	ES	Futures	5264.36	5266.06	5263.8	5263.8	345.0
2021-12-17 01:50:00	ES	Futures	5263.8	5264.64	5256.44	5257.86	996.0
2021-12-17 01:55:00	ES	Futures	5257.86	5264.08	5257.01	5262.1	1290.0
2021-12-17 02:00:00	ES	Futures	5262.38	5265.49	5261.25	5265.21	1378.0
2021-12-17 02:05:00	ES	Futures	5265.21	5268.89	5264.36	5266.91	1028.0
2021-12-17 02:10:00	ES	Futures	5266.91	5268.04	5266.06	5266.91	361.0
2021-12-17 02:15:00	ES	Futures	5266.62	5271.71	5264.93	5271.71	1302.0
2021-12-17 02:20:00	ES	Futures	5271.71	5273.41	5270.3	5272.0	1226.0
2021-12-17 02:25:00	ES	Futures	5271.71	5272.28	5270.02	5271.43	449.0
2021-12-17 02:30:00	ES	Futures	5271.71	5273.98	5270.3	5273.13	993.0
2021-12-17 02:35:00	ES	Futures	5273.13	5274.54	5270.02	5271.71	765.0
2021-12-17 02:40:00	ES	Futures	5271.71	5274.26	5271.43	5271.43	1057.0
2021-12-17 02:45:00	ES	Futures	5271.43	5273.98	5270.02	5273.41	825.0
2021-12-17 02:50:00	ES	Futures	5273.13	5274.26	5271.43	5273.69	757.0
2021-12-17 02:55:00	ES	Futures	5273.69	5274.82	5272.28	5273.69	1114.0
2021-12-17 03:00:00	ES	Futures	5273.98	5277.65	5271.43	5273.41	4208.0
2021-12-17 03:05:00	ES	Futures	5273.69	5278.22	5273.13	5273.41	2380.0
2021-12-17 03:10:00	ES	Futures	5273.69	5275.11	5268.32	5270.58	2364.0
2021-12-17 03:15:00	ES	Futures	5270.87	5275.39	5267.75	5272.85	2188.0
2021-12-17 03:20:00	ES	Futures	5272.85	5275.67	5270.87	5274.26	1932.0
2021-12-17 03:25:00	ES	Futures	5274.54	5276.24	5272.85	5275.67	1626.0
2021-12-17 03:30:00	ES	Futures	5275.11	5275.96	5270.87	5271.71	1776.0
2021-12-17 03:35:00	ES	Futures	5271.71	5272.56	5269.45	5270.3	1157.0
2021-12-17 03:40:00	ES	Futures	5270.02	5270.87	5263.51	5264.64	2323.0
2021-12-17 03:45:00	ES	Futures	5264.64	5266.06	5262.1	5266.06	1442.0
2021-12-17 03:50:00	ES	Futures	5265.78	5267.47	5265.21	5266.91	888.0
2021-12-17 03:55:00	ES	Futures	5267.19	5268.32	5264.93	5265.78	991.0
2021-12-17 04:00:00	ES	Futures	5265.78	5266.62	5259.27	5262.1	2636.0
2021-12-17 04:05:00	ES	Futures	5261.82	5261.82	5257.01	5259.55	2406.0

> showing 50 of 15,561 rows — these rows as CSV

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