PREVIEW / futures_5min / 2021-12-23

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-23.parquet
  size:    270 KB
  rows:    15,293

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
2021-12-23 00:00:00	ES	Futures	5304.52	5305.37	5304.52	5305.08	182.0
2021-12-23 00:05:00	ES	Futures	5305.08	5305.37	5304.52	5305.08	163.0
2021-12-23 00:10:00	ES	Futures	5305.08	5305.37	5304.52	5304.52	95.0
2021-12-23 00:15:00	ES	Futures	5304.52	5305.08	5304.52	5305.08	69.0
2021-12-23 00:20:00	ES	Futures	5305.08	5306.22	5305.08	5306.22	266.0
2021-12-23 00:25:00	ES	Futures	5306.22	5306.22	5304.8	5305.08	166.0
2021-12-23 00:30:00	ES	Futures	5305.08	5306.5	5305.08	5305.93	161.0
2021-12-23 00:35:00	ES	Futures	5305.93	5306.22	5305.65	5305.93	98.0
2021-12-23 00:40:00	ES	Futures	5306.22	5306.5	5305.93	5306.5	148.0
2021-12-23 00:45:00	ES	Futures	5306.5	5306.78	5305.93	5306.5	149.0
2021-12-23 00:50:00	ES	Futures	5306.5	5306.5	5305.37	5305.37	288.0
2021-12-23 00:55:00	ES	Futures	5305.08	5306.5	5305.08	5305.37	526.0
2021-12-23 01:00:00	ES	Futures	5305.65	5309.04	5305.65	5308.48	834.0
2021-12-23 01:05:00	ES	Futures	5308.48	5308.48	5306.5	5306.78	269.0
2021-12-23 01:10:00	ES	Futures	5306.78	5306.78	5304.8	5305.08	321.0
2021-12-23 01:15:00	ES	Futures	5304.8	5305.65	5304.24	5304.24	338.0
2021-12-23 01:20:00	ES	Futures	5304.24	5305.08	5303.39	5304.52	298.0
2021-12-23 01:25:00	ES	Futures	5304.52	5305.65	5303.95	5304.8	364.0
2021-12-23 01:30:00	ES	Futures	5305.08	5305.37	5304.8	5305.08	149.0
2021-12-23 01:35:00	ES	Futures	5305.37	5305.37	5303.95	5304.24	158.0
2021-12-23 01:40:00	ES	Futures	5304.24	5304.8	5304.24	5304.52	86.0
2021-12-23 01:45:00	ES	Futures	5304.52	5305.08	5304.24	5304.8	130.0
2021-12-23 01:50:00	ES	Futures	5304.8	5305.08	5304.24	5304.24	62.0
2021-12-23 01:55:00	ES	Futures	5304.52	5306.78	5304.24	5306.22	456.0
2021-12-23 02:00:00	ES	Futures	5306.22	5306.78	5305.08	5305.37	498.0
2021-12-23 02:05:00	ES	Futures	5305.37	5306.22	5305.37	5306.22	298.0
2021-12-23 02:10:00	ES	Futures	5306.22	5306.5	5305.65	5305.93	228.0
2021-12-23 02:15:00	ES	Futures	5306.22	5306.22	5304.52	5305.65	382.0
2021-12-23 02:20:00	ES	Futures	5305.93	5305.93	5304.8	5305.08	208.0
2021-12-23 02:25:00	ES	Futures	5305.08	5305.65	5304.8	5305.08	334.0
2021-12-23 02:30:00	ES	Futures	5305.08	5305.65	5303.95	5304.8	478.0
2021-12-23 02:35:00	ES	Futures	5304.52	5307.91	5304.52	5307.06	689.0
2021-12-23 02:40:00	ES	Futures	5307.06	5307.91	5306.22	5307.06	488.0
2021-12-23 02:45:00	ES	Futures	5307.35	5307.35	5305.93	5306.22	306.0
2021-12-23 02:50:00	ES	Futures	5306.5	5306.78	5305.65	5305.93	183.0
2021-12-23 02:55:00	ES	Futures	5306.22	5307.63	5305.93	5306.5	373.0
2021-12-23 03:00:00	ES	Futures	5306.5	5307.63	5305.37	5306.22	1648.0
2021-12-23 03:05:00	ES	Futures	5305.93	5306.5	5304.8	5305.65	847.0
2021-12-23 03:10:00	ES	Futures	5305.93	5306.22	5303.67	5303.95	964.0
2021-12-23 03:15:00	ES	Futures	5304.24	5305.08	5301.97	5302.26	1191.0
2021-12-23 03:20:00	ES	Futures	5302.26	5304.8	5301.41	5304.8	857.0
2021-12-23 03:25:00	ES	Futures	5304.8	5305.93	5303.95	5305.65	493.0
2021-12-23 03:30:00	ES	Futures	5305.37	5306.22	5304.24	5305.93	560.0
2021-12-23 03:35:00	ES	Futures	5305.93	5305.93	5298.86	5301.41	1850.0
2021-12-23 03:40:00	ES	Futures	5301.41	5303.39	5300.84	5301.97	865.0
2021-12-23 03:45:00	ES	Futures	5302.26	5304.24	5301.13	5304.24	534.0
2021-12-23 03:50:00	ES	Futures	5303.95	5311.02	5303.39	5309.61	1722.0
2021-12-23 03:55:00	ES	Futures	5309.61	5312.15	5309.33	5310.17	1331.0
2021-12-23 04:00:00	ES	Futures	5310.17	5310.17	5307.63	5309.33	1226.0
2021-12-23 04:05:00	ES	Futures	5309.33	5312.72	5309.33	5311.87	1383.0

> showing 50 of 15,293 rows — these rows as CSV

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