PREVIEW / futures_5min / 2021-12-29

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-29.parquet
  size:    317 KB
  rows:    18,746

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
2021-12-29 00:00:00	ES	Futures	5410.85	5410.85	5409.44	5410.0	268.0
2021-12-29 00:05:00	ES	Futures	5410.0	5411.14	5410.0	5410.57	148.0
2021-12-29 00:10:00	ES	Futures	5410.57	5411.42	5410.57	5410.85	175.0
2021-12-29 00:15:00	ES	Futures	5410.57	5411.7	5410.57	5411.7	172.0
2021-12-29 00:20:00	ES	Futures	5411.42	5411.7	5410.29	5410.57	180.0
2021-12-29 00:25:00	ES	Futures	5410.29	5410.29	5407.74	5408.31	262.0
2021-12-29 00:30:00	ES	Futures	5408.31	5410.29	5408.02	5410.0	248.0
2021-12-29 00:35:00	ES	Futures	5410.29	5414.53	5410.0	5414.25	904.0
2021-12-29 00:40:00	ES	Futures	5414.25	5414.53	5413.11	5414.53	293.0
2021-12-29 00:45:00	ES	Futures	5414.25	5415.38	5413.96	5415.09	240.0
2021-12-29 00:50:00	ES	Futures	5414.81	5415.09	5413.96	5414.25	206.0
2021-12-29 00:55:00	ES	Futures	5414.25	5414.53	5413.4	5413.68	207.0
2021-12-29 01:00:00	ES	Futures	5413.68	5415.38	5412.83	5413.4	564.0
2021-12-29 01:05:00	ES	Futures	5413.4	5413.4	5412.27	5412.55	203.0
2021-12-29 01:10:00	ES	Futures	5412.55	5413.11	5410.0	5410.29	384.0
2021-12-29 01:15:00	ES	Futures	5410.0	5411.14	5410.0	5410.57	279.0
2021-12-29 01:20:00	ES	Futures	5410.85	5412.27	5410.85	5411.7	219.0
2021-12-29 01:25:00	ES	Futures	5411.7	5411.98	5411.42	5411.98	62.0
2021-12-29 01:30:00	ES	Futures	5412.27	5413.4	5411.98	5412.55	376.0
2021-12-29 01:35:00	ES	Futures	5412.55	5413.11	5411.98	5412.83	190.0
2021-12-29 01:40:00	ES	Futures	5412.83	5413.4	5412.55	5412.55	107.0
2021-12-29 01:45:00	ES	Futures	5412.83	5413.11	5412.27	5412.83	156.0
2021-12-29 01:50:00	ES	Futures	5412.83	5413.68	5412.55	5413.11	157.0
2021-12-29 01:55:00	ES	Futures	5413.11	5413.96	5412.83	5413.11	218.0
2021-12-29 02:00:00	ES	Futures	5413.4	5415.09	5413.11	5414.81	437.0
2021-12-29 02:05:00	ES	Futures	5414.81	5415.38	5413.96	5414.25	343.0
2021-12-29 02:10:00	ES	Futures	5414.25	5415.66	5414.25	5415.38	416.0
2021-12-29 02:15:00	ES	Futures	5415.38	5416.23	5415.09	5415.94	369.0
2021-12-29 02:20:00	ES	Futures	5415.94	5417.64	5415.09	5415.38	918.0
2021-12-29 02:25:00	ES	Futures	5415.38	5415.66	5414.53	5415.38	268.0
2021-12-29 02:30:00	ES	Futures	5415.38	5415.38	5413.4	5413.96	280.0
2021-12-29 02:35:00	ES	Futures	5413.68	5414.81	5413.68	5414.81	253.0
2021-12-29 02:40:00	ES	Futures	5414.81	5417.36	5414.81	5415.66	396.0
2021-12-29 02:45:00	ES	Futures	5415.94	5417.07	5415.66	5416.51	319.0
2021-12-29 02:50:00	ES	Futures	5416.51	5417.36	5415.94	5416.79	401.0
2021-12-29 02:55:00	ES	Futures	5416.79	5418.49	5416.23	5417.07	565.0
2021-12-29 03:00:00	ES	Futures	5417.07	5418.49	5414.53	5415.38	2595.0
2021-12-29 03:05:00	ES	Futures	5415.38	5417.64	5414.53	5415.38	817.0
2021-12-29 03:10:00	ES	Futures	5415.38	5415.66	5413.4	5413.96	1099.0
2021-12-29 03:15:00	ES	Futures	5413.96	5416.23	5413.4	5413.96	799.0
2021-12-29 03:20:00	ES	Futures	5413.96	5416.23	5413.96	5415.09	808.0
2021-12-29 03:25:00	ES	Futures	5415.38	5416.51	5415.09	5415.09	696.0
2021-12-29 03:30:00	ES	Futures	5415.09	5417.36	5413.4	5416.51	754.0
2021-12-29 03:35:00	ES	Futures	5416.79	5417.36	5416.23	5416.79	240.0
2021-12-29 03:40:00	ES	Futures	5416.79	5417.92	5416.51	5417.36	415.0
2021-12-29 03:45:00	ES	Futures	5417.64	5418.21	5416.79	5417.36	479.0
2021-12-29 03:50:00	ES	Futures	5417.64	5417.92	5415.94	5415.94	295.0
2021-12-29 03:55:00	ES	Futures	5415.94	5417.36	5415.66	5415.94	318.0
2021-12-29 04:00:00	ES	Futures	5416.23	5418.21	5415.66	5417.64	566.0
2021-12-29 04:05:00	ES	Futures	5417.64	5417.92	5414.81	5415.38	456.0

> showing 50 of 18,746 rows — these rows as CSV

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