PREVIEW / futures_5min / 2021-12-31

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-12-31.parquet
  size:    213 KB
  rows:    11,576

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
2021-12-31 00:00:00	ES	Futures	5388.23	5388.23	5387.1	5387.38	176.0
2021-12-31 00:05:00	ES	Futures	5387.38	5387.38	5385.97	5386.81	173.0
2021-12-31 00:10:00	ES	Futures	5386.81	5388.51	5386.81	5388.51	95.0
2021-12-31 00:15:00	ES	Futures	5388.51	5389.08	5388.23	5388.23	137.0
2021-12-31 00:20:00	ES	Futures	5388.23	5388.79	5387.66	5387.66	96.0
2021-12-31 00:25:00	ES	Futures	5387.66	5387.95	5387.1	5387.66	162.0
2021-12-31 00:30:00	ES	Futures	5387.66	5393.32	5387.66	5392.19	944.0
2021-12-31 00:35:00	ES	Futures	5391.9	5392.19	5389.93	5390.49	428.0
2021-12-31 00:40:00	ES	Futures	5390.49	5390.49	5389.64	5389.93	154.0
2021-12-31 00:45:00	ES	Futures	5389.93	5390.49	5389.36	5390.49	118.0
2021-12-31 00:50:00	ES	Futures	5390.49	5391.62	5390.49	5391.62	125.0
2021-12-31 00:55:00	ES	Futures	5391.9	5392.47	5391.62	5391.9	157.0
2021-12-31 01:00:00	ES	Futures	5391.9	5393.04	5391.06	5391.62	510.0
2021-12-31 01:05:00	ES	Futures	5391.62	5393.88	5391.62	5392.47	249.0
2021-12-31 01:10:00	ES	Futures	5392.47	5392.75	5391.34	5391.62	67.0
2021-12-31 01:15:00	ES	Futures	5391.62	5392.19	5391.62	5392.19	82.0
2021-12-31 01:20:00	ES	Futures	5392.19	5392.75	5389.93	5390.77	273.0
2021-12-31 01:25:00	ES	Futures	5390.77	5391.06	5390.49	5390.77	110.0
2021-12-31 01:30:00	ES	Futures	5390.77	5391.06	5389.93	5390.21	105.0
2021-12-31 01:35:00	ES	Futures	5390.21	5390.49	5389.08	5389.93	153.0
2021-12-31 01:40:00	ES	Futures	5390.21	5391.06	5390.21	5390.77	69.0
2021-12-31 01:45:00	ES	Futures	5390.49	5390.49	5389.93	5390.21	71.0
2021-12-31 01:50:00	ES	Futures	5390.21	5390.77	5389.64	5390.21	101.0
2021-12-31 01:55:00	ES	Futures	5390.21	5390.77	5389.36	5389.93	187.0
2021-12-31 02:00:00	ES	Futures	5389.93	5391.9	5389.93	5391.62	334.0
2021-12-31 02:05:00	ES	Futures	5391.62	5392.47	5391.62	5392.47	137.0
2021-12-31 02:10:00	ES	Futures	5392.47	5393.32	5392.19	5393.04	206.0
2021-12-31 02:15:00	ES	Futures	5393.32	5393.88	5392.19	5393.32	188.0
2021-12-31 02:20:00	ES	Futures	5393.32	5393.6	5392.75	5392.75	109.0
2021-12-31 02:25:00	ES	Futures	5392.47	5392.75	5392.19	5392.75	56.0
2021-12-31 02:30:00	ES	Futures	5392.75	5393.04	5392.19	5392.75	105.0
2021-12-31 02:35:00	ES	Futures	5392.47	5393.32	5391.9	5393.32	124.0
2021-12-31 02:40:00	ES	Futures	5393.04	5393.6	5393.04	5393.32	152.0
2021-12-31 02:45:00	ES	Futures	5393.32	5393.88	5391.9	5392.19	320.0
2021-12-31 02:50:00	ES	Futures	5392.19	5392.75	5390.49	5390.77	541.0
2021-12-31 02:55:00	ES	Futures	5390.77	5392.47	5390.49	5392.47	301.0
2021-12-31 03:00:00	ES	Futures	5392.47	5394.73	5392.19	5393.88	798.0
2021-12-31 03:05:00	ES	Futures	5394.17	5394.73	5392.47	5394.45	683.0
2021-12-31 03:10:00	ES	Futures	5394.45	5397.28	5394.45	5396.71	868.0
2021-12-31 03:15:00	ES	Futures	5396.71	5397.28	5394.17	5394.17	527.0
2021-12-31 03:20:00	ES	Futures	5394.17	5395.02	5393.88	5394.45	173.0
2021-12-31 03:25:00	ES	Futures	5394.45	5395.3	5394.17	5394.45	145.0
2021-12-31 03:30:00	ES	Futures	5394.73	5397.0	5394.45	5397.0	326.0
2021-12-31 03:35:00	ES	Futures	5397.0	5397.0	5395.02	5395.58	146.0
2021-12-31 03:40:00	ES	Futures	5395.3	5396.71	5394.73	5396.43	314.0
2021-12-31 03:45:00	ES	Futures	5396.43	5397.28	5395.3	5395.3	262.0
2021-12-31 03:50:00	ES	Futures	5395.58	5395.86	5395.02	5395.02	288.0
2021-12-31 03:55:00	ES	Futures	5395.02	5395.02	5393.88	5394.45	182.0
2021-12-31 04:00:00	ES	Futures	5394.45	5394.45	5393.6	5394.45	363.0
2021-12-31 04:05:00	ES	Futures	5394.45	5396.71	5394.17	5396.43	488.0

> showing 50 of 11,576 rows — these rows as CSV

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