PREVIEW / futures_5min / 2021-12-22

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-22.parquet
  size:    326 KB
  rows:    18,800

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
2021-12-22 00:00:00	ES	Futures	5242.59	5245.7	5242.02	5245.41	575.0
2021-12-22 00:05:00	ES	Futures	5245.13	5245.41	5241.17	5241.74	413.0
2021-12-22 00:10:00	ES	Futures	5241.45	5242.02	5240.89	5241.17	274.0
2021-12-22 00:15:00	ES	Futures	5241.17	5241.17	5240.32	5240.32	169.0
2021-12-22 00:20:00	ES	Futures	5240.61	5240.61	5239.47	5240.32	391.0
2021-12-22 00:25:00	ES	Futures	5240.61	5241.74	5240.61	5241.74	257.0
2021-12-22 00:30:00	ES	Futures	5242.02	5244.28	5242.02	5243.72	391.0
2021-12-22 00:35:00	ES	Futures	5243.72	5244.28	5243.15	5243.15	135.0
2021-12-22 00:40:00	ES	Futures	5243.15	5243.43	5240.89	5241.17	247.0
2021-12-22 00:45:00	ES	Futures	5241.17	5242.59	5240.89	5242.59	253.0
2021-12-22 00:50:00	ES	Futures	5242.59	5244.0	5242.3	5242.87	167.0
2021-12-22 00:55:00	ES	Futures	5243.15	5245.13	5242.59	5245.13	256.0
2021-12-22 01:00:00	ES	Futures	5244.85	5245.7	5242.87	5243.43	438.0
2021-12-22 01:05:00	ES	Futures	5243.72	5247.39	5243.72	5246.26	607.0
2021-12-22 01:10:00	ES	Futures	5246.26	5247.68	5245.7	5245.98	348.0
2021-12-22 01:15:00	ES	Futures	5245.98	5249.66	5245.41	5249.37	388.0
2021-12-22 01:20:00	ES	Futures	5249.09	5251.63	5248.52	5249.66	706.0
2021-12-22 01:25:00	ES	Futures	5249.94	5249.94	5247.68	5248.24	339.0
2021-12-22 01:30:00	ES	Futures	5248.52	5250.79	5248.52	5248.52	450.0
2021-12-22 01:35:00	ES	Futures	5248.52	5249.37	5245.98	5246.26	298.0
2021-12-22 01:40:00	ES	Futures	5246.26	5247.39	5245.7	5246.83	305.0
2021-12-22 01:45:00	ES	Futures	5246.54	5246.83	5245.98	5246.54	146.0
2021-12-22 01:50:00	ES	Futures	5246.54	5246.54	5244.85	5245.41	241.0
2021-12-22 01:55:00	ES	Futures	5245.98	5246.26	5242.87	5244.56	783.0
2021-12-22 02:00:00	ES	Futures	5244.28	5245.41	5243.72	5245.13	343.0
2021-12-22 02:05:00	ES	Futures	5245.13	5245.7	5243.43	5244.85	458.0
2021-12-22 02:10:00	ES	Futures	5244.85	5248.24	5244.56	5246.83	647.0
2021-12-22 02:15:00	ES	Futures	5246.83	5246.83	5244.0	5244.85	377.0
2021-12-22 02:20:00	ES	Futures	5244.85	5245.98	5244.85	5245.41	273.0
2021-12-22 02:25:00	ES	Futures	5245.41	5245.41	5242.87	5243.15	378.0
2021-12-22 02:30:00	ES	Futures	5242.87	5243.15	5241.74	5242.87	576.0
2021-12-22 02:35:00	ES	Futures	5243.15	5243.72	5242.02	5242.3	361.0
2021-12-22 02:40:00	ES	Futures	5242.59	5244.0	5242.3	5243.72	343.0
2021-12-22 02:45:00	ES	Futures	5244.0	5244.0	5240.89	5242.3	453.0
2021-12-22 02:50:00	ES	Futures	5242.59	5242.59	5240.32	5240.89	689.0
2021-12-22 02:55:00	ES	Futures	5240.89	5243.15	5240.61	5241.17	690.0
2021-12-22 03:00:00	ES	Futures	5241.17	5243.15	5240.61	5241.45	1550.0
2021-12-22 03:05:00	ES	Futures	5241.45	5242.02	5238.63	5240.32	1514.0
2021-12-22 03:10:00	ES	Futures	5240.32	5244.0	5240.04	5242.87	951.0
2021-12-22 03:15:00	ES	Futures	5242.87	5243.15	5239.19	5239.47	1140.0
2021-12-22 03:20:00	ES	Futures	5239.19	5240.61	5236.08	5238.34	2110.0
2021-12-22 03:25:00	ES	Futures	5238.06	5238.06	5236.08	5236.93	794.0
2021-12-22 03:30:00	ES	Futures	5236.93	5238.06	5232.69	5234.67	2132.0
2021-12-22 03:35:00	ES	Futures	5234.67	5235.23	5230.42	5230.99	2461.0
2021-12-22 03:40:00	ES	Futures	5230.99	5235.23	5228.73	5233.54	1577.0
2021-12-22 03:45:00	ES	Futures	5233.25	5238.34	5232.97	5238.06	819.0
2021-12-22 03:50:00	ES	Futures	5238.06	5238.63	5235.52	5236.93	600.0
2021-12-22 03:55:00	ES	Futures	5236.65	5238.06	5235.8	5236.36	440.0
2021-12-22 04:00:00	ES	Futures	5236.36	5237.21	5235.23	5236.93	687.0
2021-12-22 04:05:00	ES	Futures	5236.93	5238.06	5234.95	5236.08	722.0

> showing 50 of 18,800 rows — these rows as CSV

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