PREVIEW / futures_5min / 2021-12-21

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-21.parquet
  size:    340 KB
  rows:    19,126

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
2021-12-21 00:00:00	ES	Futures	5189.42	5197.9	5189.42	5193.38	3063.0
2021-12-21 00:05:00	ES	Futures	5193.38	5195.07	5192.53	5194.79	860.0
2021-12-21 00:10:00	ES	Futures	5194.79	5195.92	5193.38	5195.64	370.0
2021-12-21 00:15:00	ES	Futures	5195.36	5195.92	5194.23	5195.36	312.0
2021-12-21 00:20:00	ES	Futures	5195.64	5196.21	5193.94	5196.21	361.0
2021-12-21 00:25:00	ES	Futures	5195.92	5195.92	5194.79	5195.36	501.0
2021-12-21 00:30:00	ES	Futures	5194.79	5195.92	5194.23	5195.64	254.0
2021-12-21 00:35:00	ES	Futures	5195.36	5195.64	5193.94	5195.07	301.0
2021-12-21 00:40:00	ES	Futures	5195.07	5197.05	5195.07	5196.49	400.0
2021-12-21 00:45:00	ES	Futures	5197.05	5197.9	5195.92	5197.62	505.0
2021-12-21 00:50:00	ES	Futures	5197.62	5198.75	5196.77	5196.77	768.0
2021-12-21 00:55:00	ES	Futures	5197.05	5198.75	5196.49	5198.19	508.0
2021-12-21 01:00:00	ES	Futures	5197.9	5200.73	5197.05	5200.45	1218.0
2021-12-21 01:05:00	ES	Futures	5200.45	5200.73	5198.19	5198.47	816.0
2021-12-21 01:10:00	ES	Futures	5198.47	5199.6	5197.9	5199.6	344.0
2021-12-21 01:15:00	ES	Futures	5199.6	5201.01	5199.32	5200.45	643.0
2021-12-21 01:20:00	ES	Futures	5200.73	5201.01	5199.32	5199.88	230.0
2021-12-21 01:25:00	ES	Futures	5199.88	5200.16	5196.49	5196.49	952.0
2021-12-21 01:30:00	ES	Futures	5196.77	5199.32	5196.49	5198.47	740.0
2021-12-21 01:35:00	ES	Futures	5198.47	5199.6	5198.19	5198.47	276.0
2021-12-21 01:40:00	ES	Futures	5198.47	5199.32	5197.34	5199.32	303.0
2021-12-21 01:45:00	ES	Futures	5199.32	5201.86	5198.47	5201.58	624.0
2021-12-21 01:50:00	ES	Futures	5201.86	5205.54	5201.86	5205.26	1740.0
2021-12-21 01:55:00	ES	Futures	5205.54	5205.82	5204.12	5204.41	701.0
2021-12-21 02:00:00	ES	Futures	5204.41	5204.69	5199.6	5200.16	1239.0
2021-12-21 02:05:00	ES	Futures	5199.88	5202.99	5199.03	5202.71	900.0
2021-12-21 02:10:00	ES	Futures	5202.99	5203.56	5201.3	5202.99	420.0
2021-12-21 02:15:00	ES	Futures	5202.71	5205.26	5201.86	5202.43	655.0
2021-12-21 02:20:00	ES	Futures	5202.14	5202.43	5199.6	5201.3	737.0
2021-12-21 02:25:00	ES	Futures	5201.3	5202.71	5199.32	5202.71	619.0
2021-12-21 02:30:00	ES	Futures	5202.71	5202.71	5196.21	5197.05	959.0
2021-12-21 02:35:00	ES	Futures	5197.05	5199.88	5196.49	5199.03	784.0
2021-12-21 02:40:00	ES	Futures	5199.32	5199.32	5194.23	5196.21	1518.0
2021-12-21 02:45:00	ES	Futures	5195.92	5196.21	5191.4	5193.66	1750.0
2021-12-21 02:50:00	ES	Futures	5193.38	5195.07	5191.4	5192.53	1065.0
2021-12-21 02:55:00	ES	Futures	5192.25	5194.23	5190.55	5193.09	912.0
2021-12-21 03:00:00	ES	Futures	5193.09	5193.38	5183.48	5186.87	5860.0
2021-12-21 03:05:00	ES	Futures	5186.87	5189.98	5184.89	5187.72	2013.0
2021-12-21 03:10:00	ES	Futures	5187.72	5190.83	5185.74	5189.7	1835.0
2021-12-21 03:15:00	ES	Futures	5189.7	5190.27	5185.18	5187.16	1006.0
2021-12-21 03:20:00	ES	Futures	5187.16	5189.7	5184.89	5187.72	1114.0
2021-12-21 03:25:00	ES	Futures	5187.72	5187.72	5181.78	5182.63	2216.0
2021-12-21 03:30:00	ES	Futures	5182.63	5182.63	5178.39	5181.78	2606.0
2021-12-21 03:35:00	ES	Futures	5182.07	5186.59	5181.78	5186.31	1208.0
2021-12-21 03:40:00	ES	Futures	5186.31	5187.72	5184.33	5187.16	1317.0
2021-12-21 03:45:00	ES	Futures	5187.16	5189.98	5186.59	5187.44	1384.0
2021-12-21 03:50:00	ES	Futures	5187.72	5189.98	5186.87	5188.0	850.0
2021-12-21 03:55:00	ES	Futures	5188.0	5189.98	5186.87	5189.42	912.0
2021-12-21 04:00:00	ES	Futures	5189.42	5189.42	5185.46	5187.16	1207.0
2021-12-21 04:05:00	ES	Futures	5187.72	5193.09	5187.72	5192.81	1399.0

> showing 50 of 19,126 rows — these rows as CSV

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