PREVIEW / futures_5min / 2021-12-30

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-30.parquet
  size:    304 KB
  rows:    18,090

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
2021-12-30 00:00:00	ES	Futures	5410.57	5411.42	5410.57	5411.14	374.0
2021-12-30 00:05:00	ES	Futures	5411.42	5411.42	5410.0	5410.29	190.0
2021-12-30 00:10:00	ES	Futures	5410.29	5410.85	5409.72	5410.0	137.0
2021-12-30 00:15:00	ES	Futures	5409.72	5410.85	5409.72	5410.29	174.0
2021-12-30 00:20:00	ES	Futures	5410.0	5410.29	5409.72	5410.0	61.0
2021-12-30 00:25:00	ES	Futures	5410.0	5410.29	5408.87	5409.44	112.0
2021-12-30 00:30:00	ES	Futures	5409.44	5409.44	5408.31	5409.16	156.0
2021-12-30 00:35:00	ES	Futures	5408.87	5409.72	5408.31	5408.87	214.0
2021-12-30 00:40:00	ES	Futures	5408.87	5409.16	5407.74	5408.31	299.0
2021-12-30 00:45:00	ES	Futures	5408.31	5408.87	5408.02	5408.59	177.0
2021-12-30 00:50:00	ES	Futures	5408.31	5408.59	5408.02	5408.59	135.0
2021-12-30 00:55:00	ES	Futures	5408.59	5408.59	5406.33	5406.33	387.0
2021-12-30 01:00:00	ES	Futures	5406.04	5408.31	5405.48	5406.89	521.0
2021-12-30 01:05:00	ES	Futures	5406.89	5410.0	5406.33	5409.44	388.0
2021-12-30 01:10:00	ES	Futures	5409.44	5411.42	5408.87	5410.85	317.0
2021-12-30 01:15:00	ES	Futures	5411.14	5411.14	5409.44	5410.29	165.0
2021-12-30 01:20:00	ES	Futures	5410.29	5410.29	5409.44	5410.0	122.0
2021-12-30 01:25:00	ES	Futures	5409.72	5410.0	5408.87	5409.16	140.0
2021-12-30 01:30:00	ES	Futures	5409.16	5409.44	5408.59	5409.44	119.0
2021-12-30 01:35:00	ES	Futures	5409.16	5410.29	5409.16	5410.0	115.0
2021-12-30 01:40:00	ES	Futures	5410.0	5410.29	5409.44	5410.0	124.0
2021-12-30 01:45:00	ES	Futures	5409.72	5410.0	5408.87	5409.72	167.0
2021-12-30 01:50:00	ES	Futures	5409.72	5410.85	5409.44	5410.57	128.0
2021-12-30 01:55:00	ES	Futures	5410.57	5411.14	5410.0	5410.57	245.0
2021-12-30 02:00:00	ES	Futures	5410.85	5411.42	5409.72	5410.29	227.0
2021-12-30 02:05:00	ES	Futures	5410.0	5410.57	5408.59	5408.87	221.0
2021-12-30 02:10:00	ES	Futures	5408.87	5409.44	5407.74	5408.31	244.0
2021-12-30 02:15:00	ES	Futures	5408.31	5409.16	5407.74	5408.87	315.0
2021-12-30 02:20:00	ES	Futures	5408.87	5410.29	5408.31	5410.0	206.0
2021-12-30 02:25:00	ES	Futures	5410.0	5411.42	5409.72	5411.42	207.0
2021-12-30 02:30:00	ES	Futures	5411.14	5415.09	5411.14	5414.25	1582.0
2021-12-30 02:35:00	ES	Futures	5414.53	5414.53	5412.55	5412.83	662.0
2021-12-30 02:40:00	ES	Futures	5412.83	5413.11	5411.42	5411.42	585.0
2021-12-30 02:45:00	ES	Futures	5411.42	5411.7	5410.57	5410.85	255.0
2021-12-30 02:50:00	ES	Futures	5410.85	5411.14	5409.44	5409.72	275.0
2021-12-30 02:55:00	ES	Futures	5410.0	5411.14	5409.44	5410.57	358.0
2021-12-30 03:00:00	ES	Futures	5410.57	5413.11	5410.29	5411.7	1311.0
2021-12-30 03:05:00	ES	Futures	5411.7	5413.4	5410.0	5413.11	809.0
2021-12-30 03:10:00	ES	Futures	5412.83	5413.11	5411.7	5412.27	490.0
2021-12-30 03:15:00	ES	Futures	5412.55	5413.96	5412.27	5413.11	461.0
2021-12-30 03:20:00	ES	Futures	5413.4	5415.66	5412.55	5415.66	851.0
2021-12-30 03:25:00	ES	Futures	5415.94	5416.79	5414.81	5415.38	770.0
2021-12-30 03:30:00	ES	Futures	5415.38	5415.94	5413.96	5414.25	347.0
2021-12-30 03:35:00	ES	Futures	5414.25	5414.25	5412.55	5412.83	268.0
2021-12-30 03:40:00	ES	Futures	5412.55	5414.53	5412.55	5414.53	263.0
2021-12-30 03:45:00	ES	Futures	5414.53	5416.23	5413.68	5416.23	266.0
2021-12-30 03:50:00	ES	Futures	5415.94	5416.51	5415.66	5416.23	209.0
2021-12-30 03:55:00	ES	Futures	5416.51	5417.07	5415.66	5416.51	437.0
2021-12-30 04:00:00	ES	Futures	5416.79	5417.36	5414.53	5417.36	546.0
2021-12-30 04:05:00	ES	Futures	5417.36	5418.21	5416.79	5417.92	716.0

> showing 50 of 18,090 rows — these rows as CSV

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