PREVIEW / futures_5min / 2021-12-26

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-26.parquet
  size:    62 KB
  rows:    3,388

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
2021-12-26 18:00:00	ES	Futures	5335.91	5344.96	5335.63	5339.87	3198.0
2021-12-26 18:05:00	ES	Futures	5339.87	5343.55	5339.3	5343.55	1767.0
2021-12-26 18:10:00	ES	Futures	5343.26	5344.39	5342.13	5342.7	699.0
2021-12-26 18:15:00	ES	Futures	5342.41	5344.68	5341.28	5341.85	931.0
2021-12-26 18:20:00	ES	Futures	5342.13	5343.26	5341.28	5341.85	430.0
2021-12-26 18:25:00	ES	Futures	5341.85	5342.7	5340.43	5341.0	372.0
2021-12-26 18:30:00	ES	Futures	5341.0	5342.98	5340.15	5342.98	500.0
2021-12-26 18:35:00	ES	Futures	5342.98	5344.96	5342.41	5342.98	646.0
2021-12-26 18:40:00	ES	Futures	5342.98	5343.26	5340.15	5341.57	554.0
2021-12-26 18:45:00	ES	Futures	5341.57	5342.13	5340.43	5340.72	313.0
2021-12-26 18:50:00	ES	Futures	5340.72	5341.85	5339.87	5341.28	513.0
2021-12-26 18:55:00	ES	Futures	5341.0	5342.7	5341.0	5342.41	345.0
2021-12-26 19:00:00	ES	Futures	5342.7	5344.96	5340.72	5344.11	814.0
2021-12-26 19:05:00	ES	Futures	5344.39	5346.66	5342.98	5345.81	940.0
2021-12-26 19:10:00	ES	Futures	5346.09	5346.09	5341.28	5341.85	873.0
2021-12-26 19:15:00	ES	Futures	5341.57	5342.41	5340.72	5341.28	650.0
2021-12-26 19:20:00	ES	Futures	5341.0	5344.39	5340.72	5344.11	483.0
2021-12-26 19:25:00	ES	Futures	5344.39	5344.68	5342.7	5344.39	397.0
2021-12-26 19:30:00	ES	Futures	5344.39	5344.96	5343.83	5343.83	410.0
2021-12-26 19:35:00	ES	Futures	5343.83	5344.68	5342.41	5343.83	429.0
2021-12-26 19:40:00	ES	Futures	5343.55	5343.55	5341.85	5342.13	196.0
2021-12-26 19:45:00	ES	Futures	5341.85	5342.41	5341.57	5342.41	276.0
2021-12-26 19:50:00	ES	Futures	5342.13	5342.41	5339.02	5339.59	831.0
2021-12-26 19:55:00	ES	Futures	5339.3	5341.0	5339.3	5340.15	477.0
2021-12-26 20:00:00	ES	Futures	5340.43	5341.28	5337.89	5338.74	760.0
2021-12-26 20:05:00	ES	Futures	5338.17	5339.87	5337.04	5339.02	822.0
2021-12-26 20:10:00	ES	Futures	5339.02	5340.15	5338.17	5338.17	438.0
2021-12-26 20:15:00	ES	Futures	5337.89	5338.46	5336.48	5337.61	686.0
2021-12-26 20:20:00	ES	Futures	5337.89	5339.02	5337.04	5338.74	413.0
2021-12-26 20:25:00	ES	Futures	5339.02	5340.72	5338.46	5339.87	465.0
2021-12-26 20:30:00	ES	Futures	5339.87	5342.13	5339.3	5340.43	574.0
2021-12-26 20:35:00	ES	Futures	5340.43	5340.43	5338.46	5339.02	316.0
2021-12-26 20:40:00	ES	Futures	5339.02	5341.28	5339.02	5341.0	337.0
2021-12-26 20:45:00	ES	Futures	5341.0	5342.13	5340.43	5340.43	419.0
2021-12-26 20:50:00	ES	Futures	5340.72	5341.57	5339.87	5341.28	184.0
2021-12-26 20:55:00	ES	Futures	5341.28	5341.28	5339.3	5339.59	189.0
2021-12-26 21:00:00	ES	Futures	5339.87	5341.0	5338.74	5338.74	308.0
2021-12-26 21:05:00	ES	Futures	5339.02	5340.15	5338.46	5339.3	326.0
2021-12-26 21:10:00	ES	Futures	5339.3	5340.72	5339.3	5340.43	160.0
2021-12-26 21:15:00	ES	Futures	5340.72	5340.72	5339.3	5339.59	191.0
2021-12-26 21:20:00	ES	Futures	5339.87	5340.43	5339.59	5340.15	113.0
2021-12-26 21:25:00	ES	Futures	5340.43	5341.0	5340.15	5340.72	102.0
2021-12-26 21:30:00	ES	Futures	5340.72	5342.98	5340.72	5341.85	699.0
2021-12-26 21:35:00	ES	Futures	5341.85	5342.7	5341.57	5342.7	204.0
2021-12-26 21:40:00	ES	Futures	5342.98	5342.98	5341.85	5341.85	157.0
2021-12-26 21:45:00	ES	Futures	5342.13	5342.41	5341.0	5341.57	223.0
2021-12-26 21:50:00	ES	Futures	5341.57	5341.85	5340.43	5341.0	171.0
2021-12-26 21:55:00	ES	Futures	5341.0	5341.57	5340.72	5341.28	129.0
2021-12-26 22:00:00	ES	Futures	5341.28	5341.85	5341.0	5341.57	70.0
2021-12-26 22:05:00	ES	Futures	5341.28	5342.7	5341.0	5342.7	187.0

> showing 50 of 3,388 rows — these rows as CSV

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