PREVIEW / futures_5min / 2021-12-20

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-20.parquet
  size:    351 KB
  rows:    19,414

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
2021-12-20 00:00:00	ES	Futures	5167.93	5168.21	5160.86	5162.84	1905.0
2021-12-20 00:05:00	ES	Futures	5162.55	5165.66	5160.86	5164.81	877.0
2021-12-20 00:10:00	ES	Futures	5164.53	5166.51	5163.97	5164.81	657.0
2021-12-20 00:15:00	ES	Futures	5165.1	5167.93	5160.86	5161.14	1116.0
2021-12-20 00:20:00	ES	Futures	5161.42	5163.4	5161.14	5163.4	620.0
2021-12-20 00:25:00	ES	Futures	5163.4	5164.53	5163.12	5163.97	396.0
2021-12-20 00:30:00	ES	Futures	5163.68	5165.38	5161.99	5164.53	700.0
2021-12-20 00:35:00	ES	Futures	5164.53	5165.1	5161.99	5163.12	450.0
2021-12-20 00:40:00	ES	Futures	5162.84	5163.4	5159.44	5160.86	763.0
2021-12-20 00:45:00	ES	Futures	5160.57	5162.84	5160.57	5161.99	626.0
2021-12-20 00:50:00	ES	Futures	5161.99	5162.27	5152.94	5154.92	2935.0
2021-12-20 00:55:00	ES	Futures	5154.92	5156.9	5154.07	5154.63	976.0
2021-12-20 01:00:00	ES	Futures	5154.63	5156.61	5151.24	5156.33	2297.0
2021-12-20 01:05:00	ES	Futures	5156.05	5158.31	5154.35	5158.03	1161.0
2021-12-20 01:10:00	ES	Futures	5158.03	5159.44	5152.09	5156.9	1204.0
2021-12-20 01:15:00	ES	Futures	5156.9	5157.46	5154.92	5154.92	532.0
2021-12-20 01:20:00	ES	Futures	5155.2	5157.46	5154.63	5156.33	574.0
2021-12-20 01:25:00	ES	Futures	5156.33	5157.46	5142.76	5143.32	3145.0
2021-12-20 01:30:00	ES	Futures	5143.6	5151.81	5142.47	5150.96	3380.0
2021-12-20 01:35:00	ES	Futures	5150.96	5151.52	5145.58	5150.96	1854.0
2021-12-20 01:40:00	ES	Futures	5151.24	5152.09	5145.87	5146.43	1283.0
2021-12-20 01:45:00	ES	Futures	5146.43	5150.39	5145.58	5149.83	1400.0
2021-12-20 01:50:00	ES	Futures	5149.83	5152.65	5149.26	5151.24	1124.0
2021-12-20 01:55:00	ES	Futures	5151.24	5153.5	5149.83	5151.81	1206.0
2021-12-20 02:00:00	ES	Futures	5152.09	5155.48	5148.13	5148.69	2095.0
2021-12-20 02:05:00	ES	Futures	5148.98	5149.54	5145.02	5145.58	1448.0
2021-12-20 02:10:00	ES	Futures	5145.58	5147.28	5143.04	5144.74	1529.0
2021-12-20 02:15:00	ES	Futures	5144.45	5147.28	5140.78	5144.74	1702.0
2021-12-20 02:20:00	ES	Futures	5144.74	5144.74	5139.08	5141.34	1873.0
2021-12-20 02:25:00	ES	Futures	5141.34	5141.91	5131.44	5137.95	4100.0
2021-12-20 02:30:00	ES	Futures	5137.95	5144.45	5137.67	5143.32	2078.0
2021-12-20 02:35:00	ES	Futures	5143.32	5145.02	5141.34	5143.04	1191.0
2021-12-20 02:40:00	ES	Futures	5143.32	5149.54	5142.19	5147.28	2595.0
2021-12-20 02:45:00	ES	Futures	5147.28	5147.85	5142.47	5143.04	1668.0
2021-12-20 02:50:00	ES	Futures	5143.32	5148.13	5143.32	5146.43	1674.0
2021-12-20 02:55:00	ES	Futures	5146.43	5151.24	5145.58	5150.11	2202.0
2021-12-20 03:00:00	ES	Futures	5150.11	5152.09	5140.78	5142.19	4382.0
2021-12-20 03:05:00	ES	Futures	5142.47	5149.26	5140.78	5143.32	3241.0
2021-12-20 03:10:00	ES	Futures	5143.32	5144.74	5137.95	5139.93	2722.0
2021-12-20 03:15:00	ES	Futures	5139.65	5145.58	5138.23	5145.02	3097.0
2021-12-20 03:20:00	ES	Futures	5145.02	5147.0	5132.86	5137.67	4284.0
2021-12-20 03:25:00	ES	Futures	5137.95	5148.69	5137.67	5147.28	3172.0
2021-12-20 03:30:00	ES	Futures	5147.0	5148.69	5142.19	5144.74	3127.0
2021-12-20 03:35:00	ES	Futures	5144.74	5147.56	5132.86	5133.71	4424.0
2021-12-20 03:40:00	ES	Futures	5133.71	5137.38	5126.35	5136.25	4689.0
2021-12-20 03:45:00	ES	Futures	5135.97	5138.51	5133.71	5135.4	2163.0
2021-12-20 03:50:00	ES	Futures	5135.12	5135.4	5128.05	5129.75	2857.0
2021-12-20 03:55:00	ES	Futures	5129.75	5133.42	5125.79	5131.73	3426.0
2021-12-20 04:00:00	ES	Futures	5131.73	5133.14	5125.79	5127.48	3120.0
2021-12-20 04:05:00	ES	Futures	5127.2	5127.2	5120.98	5124.09	4024.0

> showing 50 of 19,414 rows — these rows as CSV

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