PREVIEW / futures_5min / 2021-12-27

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-27.parquet
  size:    294 KB
  rows:    17,325

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
2021-12-27 00:00:00	ES	Futures	5339.59	5339.87	5338.74	5339.3	124.0
2021-12-27 00:05:00	ES	Futures	5339.02	5339.87	5338.74	5339.3	169.0
2021-12-27 00:10:00	ES	Futures	5339.3	5340.43	5339.02	5340.15	180.0
2021-12-27 00:15:00	ES	Futures	5339.87	5341.0	5339.87	5340.43	168.0
2021-12-27 00:20:00	ES	Futures	5340.43	5340.72	5339.87	5340.43	132.0
2021-12-27 00:25:00	ES	Futures	5340.43	5340.72	5339.59	5339.59	201.0
2021-12-27 00:30:00	ES	Futures	5339.59	5340.15	5339.3	5339.59	139.0
2021-12-27 00:35:00	ES	Futures	5339.3	5339.59	5339.02	5339.59	195.0
2021-12-27 00:40:00	ES	Futures	5339.3	5339.59	5338.74	5338.74	104.0
2021-12-27 00:45:00	ES	Futures	5338.74	5339.59	5338.46	5339.3	280.0
2021-12-27 00:50:00	ES	Futures	5339.3	5339.3	5338.17	5338.17	296.0
2021-12-27 00:55:00	ES	Futures	5338.46	5339.3	5337.89	5339.02	293.0
2021-12-27 01:00:00	ES	Futures	5338.74	5339.87	5338.46	5339.59	396.0
2021-12-27 01:05:00	ES	Futures	5339.59	5339.59	5338.74	5339.02	167.0
2021-12-27 01:10:00	ES	Futures	5339.02	5339.02	5335.91	5336.48	728.0
2021-12-27 01:15:00	ES	Futures	5336.19	5337.04	5333.93	5336.76	685.0
2021-12-27 01:20:00	ES	Futures	5336.76	5338.74	5336.19	5338.46	306.0
2021-12-27 01:25:00	ES	Futures	5338.46	5338.46	5335.91	5336.19	229.0
2021-12-27 01:30:00	ES	Futures	5336.19	5337.89	5336.19	5337.32	210.0
2021-12-27 01:35:00	ES	Futures	5337.32	5337.32	5335.63	5335.91	139.0
2021-12-27 01:40:00	ES	Futures	5335.91	5337.04	5335.91	5336.76	270.0
2021-12-27 01:45:00	ES	Futures	5336.76	5337.32	5336.48	5336.48	141.0
2021-12-27 01:50:00	ES	Futures	5336.48	5336.76	5336.19	5336.76	104.0
2021-12-27 01:55:00	ES	Futures	5336.76	5337.89	5336.48	5337.61	340.0
2021-12-27 02:00:00	ES	Futures	5337.61	5339.87	5337.61	5339.59	588.0
2021-12-27 02:05:00	ES	Futures	5339.59	5341.28	5339.02	5339.59	664.0
2021-12-27 02:10:00	ES	Futures	5339.87	5340.43	5339.02	5340.15	279.0
2021-12-27 02:15:00	ES	Futures	5340.15	5340.72	5339.3	5339.87	310.0
2021-12-27 02:20:00	ES	Futures	5339.59	5339.87	5337.04	5337.32	397.0
2021-12-27 02:25:00	ES	Futures	5337.04	5337.61	5336.48	5336.48	233.0
2021-12-27 02:30:00	ES	Futures	5336.76	5337.04	5332.23	5332.52	1086.0
2021-12-27 02:35:00	ES	Futures	5332.52	5333.65	5331.95	5332.52	598.0
2021-12-27 02:40:00	ES	Futures	5332.23	5334.21	5331.67	5332.8	525.0
2021-12-27 02:45:00	ES	Futures	5333.08	5333.36	5331.67	5332.8	360.0
2021-12-27 02:50:00	ES	Futures	5333.08	5334.78	5333.08	5334.78	452.0
2021-12-27 02:55:00	ES	Futures	5334.78	5336.48	5334.78	5335.06	509.0
2021-12-27 03:00:00	ES	Futures	5335.06	5335.91	5333.36	5334.5	1267.0
2021-12-27 03:05:00	ES	Futures	5334.78	5339.59	5334.78	5337.04	1257.0
2021-12-27 03:10:00	ES	Futures	5337.32	5340.15	5337.32	5338.46	760.0
2021-12-27 03:15:00	ES	Futures	5338.46	5340.72	5337.89	5338.74	644.0
2021-12-27 03:20:00	ES	Futures	5338.74	5340.15	5336.48	5337.32	544.0
2021-12-27 03:25:00	ES	Futures	5337.32	5337.89	5335.34	5335.91	473.0
2021-12-27 03:30:00	ES	Futures	5335.91	5338.74	5335.63	5338.74	407.0
2021-12-27 03:35:00	ES	Futures	5339.02	5340.43	5338.46	5339.87	442.0
2021-12-27 03:40:00	ES	Futures	5339.87	5340.43	5338.46	5339.3	431.0
2021-12-27 03:45:00	ES	Futures	5339.3	5339.59	5337.32	5339.02	305.0
2021-12-27 03:50:00	ES	Futures	5339.3	5340.72	5338.74	5339.59	308.0
2021-12-27 03:55:00	ES	Futures	5339.59	5343.26	5339.59	5340.43	950.0
2021-12-27 04:00:00	ES	Futures	5340.43	5340.72	5336.19	5337.04	1543.0
2021-12-27 04:05:00	ES	Futures	5336.76	5341.85	5336.48	5341.57	559.0

> showing 50 of 17,325 rows — these rows as CSV

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