PREVIEW / futures_5min / 2021-11-02

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-02.parquet
  size:    329 KB
  rows:    19,534

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
2021-11-02 00:00:00	ES	Futures	5188.76	5189.04	5188.47	5188.47	349.0
2021-11-02 00:05:00	ES	Futures	5188.76	5189.32	5188.47	5189.04	400.0
2021-11-02 00:10:00	ES	Futures	5189.04	5190.17	5189.04	5189.89	535.0
2021-11-02 00:15:00	ES	Futures	5189.6	5189.6	5188.76	5188.76	101.0
2021-11-02 00:20:00	ES	Futures	5189.04	5189.04	5188.19	5188.47	164.0
2021-11-02 00:25:00	ES	Futures	5188.47	5189.04	5188.19	5189.04	151.0
2021-11-02 00:30:00	ES	Futures	5189.04	5189.89	5189.04	5189.32	388.0
2021-11-02 00:35:00	ES	Futures	5189.32	5189.6	5188.76	5189.04	332.0
2021-11-02 00:40:00	ES	Futures	5188.76	5189.6	5188.76	5188.76	160.0
2021-11-02 00:45:00	ES	Futures	5189.04	5189.32	5188.76	5188.76	118.0
2021-11-02 00:50:00	ES	Futures	5188.76	5189.32	5188.19	5188.47	232.0
2021-11-02 00:55:00	ES	Futures	5188.47	5189.04	5188.19	5188.47	252.0
2021-11-02 01:00:00	ES	Futures	5188.19	5188.47	5186.5	5187.63	738.0
2021-11-02 01:05:00	ES	Futures	5187.35	5189.32	5187.06	5189.04	711.0
2021-11-02 01:10:00	ES	Futures	5189.04	5189.89	5188.76	5189.89	357.0
2021-11-02 01:15:00	ES	Futures	5189.89	5189.89	5188.76	5189.04	448.0
2021-11-02 01:20:00	ES	Futures	5189.04	5189.6	5188.76	5189.32	309.0
2021-11-02 01:25:00	ES	Futures	5189.04	5189.89	5189.04	5189.89	367.0
2021-11-02 01:30:00	ES	Futures	5189.6	5191.3	5189.6	5190.45	503.0
2021-11-02 01:35:00	ES	Futures	5190.17	5194.68	5189.89	5194.12	1147.0
2021-11-02 01:40:00	ES	Futures	5194.4	5195.53	5194.12	5194.68	724.0
2021-11-02 01:45:00	ES	Futures	5194.4	5194.97	5194.12	5194.12	295.0
2021-11-02 01:50:00	ES	Futures	5194.4	5195.81	5194.12	5194.4	485.0
2021-11-02 01:55:00	ES	Futures	5194.4	5194.4	5192.99	5193.55	958.0
2021-11-02 02:00:00	ES	Futures	5193.55	5193.55	5190.73	5191.3	803.0
2021-11-02 02:05:00	ES	Futures	5191.01	5192.99	5190.73	5192.99	510.0
2021-11-02 02:10:00	ES	Futures	5192.99	5192.99	5191.86	5192.14	501.0
2021-11-02 02:15:00	ES	Futures	5192.14	5194.12	5192.14	5193.55	319.0
2021-11-02 02:20:00	ES	Futures	5193.55	5194.12	5192.71	5193.27	217.0
2021-11-02 02:25:00	ES	Futures	5193.27	5193.27	5191.58	5192.14	268.0
2021-11-02 02:30:00	ES	Futures	5192.43	5193.84	5191.86	5193.84	238.0
2021-11-02 02:35:00	ES	Futures	5193.84	5194.68	5193.55	5193.84	196.0
2021-11-02 02:40:00	ES	Futures	5193.84	5194.12	5193.55	5193.84	89.0
2021-11-02 02:45:00	ES	Futures	5194.12	5194.68	5193.55	5194.4	190.0
2021-11-02 02:50:00	ES	Futures	5194.4	5196.94	5194.4	5196.94	671.0
2021-11-02 02:55:00	ES	Futures	5196.66	5196.66	5195.53	5195.81	413.0
2021-11-02 03:00:00	ES	Futures	5196.09	5196.38	5194.12	5194.68	575.0
2021-11-02 03:05:00	ES	Futures	5194.68	5195.81	5194.4	5194.97	322.0
2021-11-02 03:10:00	ES	Futures	5195.25	5196.38	5194.97	5196.38	363.0
2021-11-02 03:15:00	ES	Futures	5196.09	5198.63	5196.09	5197.79	1278.0
2021-11-02 03:20:00	ES	Futures	5198.07	5198.07	5194.4	5196.09	1326.0
2021-11-02 03:25:00	ES	Futures	5196.09	5196.09	5193.84	5195.25	736.0
2021-11-02 03:30:00	ES	Futures	5194.97	5195.53	5194.68	5195.53	556.0
2021-11-02 03:35:00	ES	Futures	5195.81	5196.94	5195.25	5196.94	493.0
2021-11-02 03:40:00	ES	Futures	5196.94	5196.94	5195.53	5195.81	633.0
2021-11-02 03:45:00	ES	Futures	5195.53	5196.94	5195.25	5196.66	381.0
2021-11-02 03:50:00	ES	Futures	5196.66	5199.2	5196.38	5199.2	1003.0
2021-11-02 03:55:00	ES	Futures	5199.2	5199.76	5197.51	5197.51	1089.0
2021-11-02 04:00:00	ES	Futures	5197.51	5198.35	5195.81	5196.66	3051.0
2021-11-02 04:05:00	ES	Futures	5196.38	5198.35	5196.09	5196.66	1982.0

> showing 50 of 19,534 rows — these rows as CSV

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