PREVIEW / futures_5min / 2021-11-01

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-01.parquet
  size:    338 KB
  rows:    19,916

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
2021-11-01 00:00:00	ES	Futures	5199.76	5200.05	5198.92	5199.48	303.0
2021-11-01 00:05:00	ES	Futures	5199.48	5200.33	5199.48	5200.05	297.0
2021-11-01 00:10:00	ES	Futures	5200.33	5200.61	5200.05	5200.05	281.0
2021-11-01 00:15:00	ES	Futures	5200.05	5200.05	5199.76	5199.76	163.0
2021-11-01 00:20:00	ES	Futures	5199.76	5199.76	5199.2	5199.48	252.0
2021-11-01 00:25:00	ES	Futures	5199.48	5199.76	5198.92	5199.76	284.0
2021-11-01 00:30:00	ES	Futures	5200.05	5200.05	5199.48	5199.76	329.0
2021-11-01 00:35:00	ES	Futures	5200.05	5200.61	5199.2	5199.2	826.0
2021-11-01 00:40:00	ES	Futures	5199.48	5199.48	5198.63	5199.2	188.0
2021-11-01 00:45:00	ES	Futures	5199.2	5199.76	5198.63	5198.92	597.0
2021-11-01 00:50:00	ES	Futures	5199.2	5199.2	5198.35	5198.92	297.0
2021-11-01 00:55:00	ES	Futures	5198.92	5199.48	5198.92	5199.2	356.0
2021-11-01 01:00:00	ES	Futures	5199.2	5201.46	5199.2	5201.17	952.0
2021-11-01 01:05:00	ES	Futures	5201.17	5201.46	5199.48	5199.76	617.0
2021-11-01 01:10:00	ES	Futures	5199.76	5200.61	5199.2	5200.05	434.0
2021-11-01 01:15:00	ES	Futures	5200.33	5200.61	5199.48	5200.05	358.0
2021-11-01 01:20:00	ES	Futures	5200.05	5201.74	5200.05	5200.89	343.0
2021-11-01 01:25:00	ES	Futures	5201.17	5201.17	5200.33	5200.89	212.0
2021-11-01 01:30:00	ES	Futures	5200.89	5202.02	5200.89	5202.02	379.0
2021-11-01 01:35:00	ES	Futures	5202.02	5202.3	5201.17	5201.74	499.0
2021-11-01 01:40:00	ES	Futures	5201.74	5202.02	5200.05	5200.05	557.0
2021-11-01 01:45:00	ES	Futures	5200.33	5200.33	5197.22	5197.51	1421.0
2021-11-01 01:50:00	ES	Futures	5197.51	5198.07	5196.94	5197.51	838.0
2021-11-01 01:55:00	ES	Futures	5197.79	5198.35	5197.22	5197.79	966.0
2021-11-01 02:00:00	ES	Futures	5198.07	5198.35	5194.68	5195.81	1588.0
2021-11-01 02:05:00	ES	Futures	5196.09	5196.66	5194.97	5196.09	651.0
2021-11-01 02:10:00	ES	Futures	5196.09	5196.94	5194.68	5195.25	639.0
2021-11-01 02:15:00	ES	Futures	5194.97	5195.53	5194.68	5195.25	419.0
2021-11-01 02:20:00	ES	Futures	5195.25	5195.53	5194.68	5194.97	548.0
2021-11-01 02:25:00	ES	Futures	5194.97	5195.25	5194.4	5195.25	883.0
2021-11-01 02:30:00	ES	Futures	5195.25	5195.81	5194.97	5195.81	388.0
2021-11-01 02:35:00	ES	Futures	5195.81	5197.22	5195.81	5196.66	499.0
2021-11-01 02:40:00	ES	Futures	5196.66	5197.51	5196.38	5197.22	384.0
2021-11-01 02:45:00	ES	Futures	5197.22	5197.22	5196.09	5196.66	362.0
2021-11-01 02:50:00	ES	Futures	5196.94	5197.79	5196.94	5197.51	204.0
2021-11-01 02:55:00	ES	Futures	5197.51	5197.79	5196.94	5197.51	468.0
2021-11-01 03:00:00	ES	Futures	5197.22	5198.92	5196.94	5197.79	874.0
2021-11-01 03:05:00	ES	Futures	5198.07	5199.2	5198.07	5198.35	417.0
2021-11-01 03:10:00	ES	Futures	5198.35	5199.76	5198.07	5198.92	550.0
2021-11-01 03:15:00	ES	Futures	5198.92	5199.2	5198.35	5198.63	297.0
2021-11-01 03:20:00	ES	Futures	5198.92	5199.2	5197.79	5198.07	538.0
2021-11-01 03:25:00	ES	Futures	5197.79	5198.92	5197.51	5198.35	602.0
2021-11-01 03:30:00	ES	Futures	5198.35	5198.63	5197.22	5198.35	636.0
2021-11-01 03:35:00	ES	Futures	5198.35	5198.92	5198.07	5198.92	347.0
2021-11-01 03:40:00	ES	Futures	5198.92	5199.48	5198.07	5198.35	561.0
2021-11-01 03:45:00	ES	Futures	5198.63	5199.48	5198.35	5199.2	382.0
2021-11-01 03:50:00	ES	Futures	5199.2	5199.48	5198.63	5198.92	299.0
2021-11-01 03:55:00	ES	Futures	5198.63	5198.92	5197.51	5198.07	645.0
2021-11-01 04:00:00	ES	Futures	5198.35	5201.17	5198.07	5199.2	3674.0
2021-11-01 04:05:00	ES	Futures	5199.2	5200.33	5198.63	5199.48	1467.0

> showing 50 of 19,916 rows — these rows as CSV

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