PREVIEW / futures_5min / 2021-12-19

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-19.parquet
  size:    83 KB
  rows:    3,922

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
2021-12-19 18:00:00	ES	Futures	5217.13	5227.88	5217.13	5217.98	6431.0
2021-12-19 18:05:00	ES	Futures	5218.55	5219.11	5207.52	5209.5	3872.0
2021-12-19 18:10:00	ES	Futures	5209.78	5213.46	5204.41	5205.54	2744.0
2021-12-19 18:15:00	ES	Futures	5206.1	5207.52	5198.47	5201.58	3633.0
2021-12-19 18:20:00	ES	Futures	5201.58	5203.28	5192.81	5194.79	3327.0
2021-12-19 18:25:00	ES	Futures	5194.79	5201.86	5194.79	5201.86	2173.0
2021-12-19 18:30:00	ES	Futures	5202.14	5203.56	5199.32	5202.43	2364.0
2021-12-19 18:35:00	ES	Futures	5202.71	5203.56	5200.73	5203.56	2223.0
2021-12-19 18:40:00	ES	Futures	5203.56	5203.56	5202.14	5203.28	1309.0
2021-12-19 18:45:00	ES	Futures	5203.28	5203.56	5193.94	5195.36	3313.0
2021-12-19 18:50:00	ES	Futures	5195.36	5197.9	5187.72	5190.83	3298.0
2021-12-19 18:55:00	ES	Futures	5190.83	5191.4	5183.76	5185.74	3726.0
2021-12-19 19:00:00	ES	Futures	5186.02	5189.7	5172.73	5176.98	6330.0
2021-12-19 19:05:00	ES	Futures	5176.98	5184.61	5175.84	5183.76	2841.0
2021-12-19 19:10:00	ES	Futures	5184.05	5186.31	5178.39	5184.33	2497.0
2021-12-19 19:15:00	ES	Futures	5184.33	5184.33	5176.69	5178.67	2978.0
2021-12-19 19:20:00	ES	Futures	5178.39	5185.46	5177.82	5181.22	2022.0
2021-12-19 19:25:00	ES	Futures	5181.5	5185.74	5181.22	5185.74	1094.0
2021-12-19 19:30:00	ES	Futures	5185.74	5188.85	5183.48	5187.72	1910.0
2021-12-19 19:35:00	ES	Futures	5188.0	5189.42	5182.35	5184.05	1426.0
2021-12-19 19:40:00	ES	Futures	5184.05	5194.51	5183.48	5193.38	2339.0
2021-12-19 19:45:00	ES	Futures	5193.38	5195.07	5189.14	5189.7	1742.0
2021-12-19 19:50:00	ES	Futures	5189.42	5191.68	5188.0	5189.98	1115.0
2021-12-19 19:55:00	ES	Futures	5189.98	5194.51	5189.98	5193.09	1553.0
2021-12-19 20:00:00	ES	Futures	5193.38	5194.51	5190.27	5190.55	974.0
2021-12-19 20:05:00	ES	Futures	5190.55	5190.83	5184.89	5186.02	1602.0
2021-12-19 20:10:00	ES	Futures	5186.02	5192.25	5184.89	5191.96	989.0
2021-12-19 20:15:00	ES	Futures	5191.96	5193.94	5186.87	5187.72	1579.0
2021-12-19 20:20:00	ES	Futures	5187.72	5191.4	5185.74	5189.42	1305.0
2021-12-19 20:25:00	ES	Futures	5189.42	5190.55	5188.0	5188.85	637.0
2021-12-19 20:30:00	ES	Futures	5188.85	5190.83	5185.74	5189.98	1098.0
2021-12-19 20:35:00	ES	Futures	5189.98	5193.94	5189.14	5189.98	1622.0
2021-12-19 20:40:00	ES	Futures	5190.27	5191.12	5179.52	5180.93	2372.0
2021-12-19 20:45:00	ES	Futures	5180.93	5184.05	5179.24	5183.2	1755.0
2021-12-19 20:50:00	ES	Futures	5183.48	5184.05	5180.09	5181.78	1824.0
2021-12-19 20:55:00	ES	Futures	5181.5	5182.91	5175.28	5176.41	1797.0
2021-12-19 21:00:00	ES	Futures	5176.13	5176.13	5169.91	5170.47	3430.0
2021-12-19 21:05:00	ES	Futures	5170.47	5170.47	5165.66	5168.77	3333.0
2021-12-19 21:10:00	ES	Futures	5169.06	5172.17	5166.51	5171.88	2035.0
2021-12-19 21:15:00	ES	Futures	5171.88	5174.71	5171.04	5173.3	1576.0
2021-12-19 21:20:00	ES	Futures	5173.58	5174.43	5171.88	5173.86	907.0
2021-12-19 21:25:00	ES	Futures	5173.58	5174.71	5172.17	5173.3	960.0
2021-12-19 21:30:00	ES	Futures	5173.3	5174.15	5170.75	5173.02	1241.0
2021-12-19 21:35:00	ES	Futures	5172.45	5172.45	5169.06	5170.75	1324.0
2021-12-19 21:40:00	ES	Futures	5170.47	5171.04	5164.25	5169.62	2425.0
2021-12-19 21:45:00	ES	Futures	5169.34	5169.62	5162.27	5167.08	2100.0
2021-12-19 21:50:00	ES	Futures	5167.08	5168.21	5157.18	5159.16	2922.0
2021-12-19 21:55:00	ES	Futures	5159.44	5164.25	5159.44	5163.97	1414.0
2021-12-19 22:00:00	ES	Futures	5163.68	5165.95	5162.55	5163.68	987.0
2021-12-19 22:05:00	ES	Futures	5163.68	5166.51	5162.84	5166.23	971.0

> showing 50 of 3,922 rows — these rows as CSV

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