PREVIEW / futures_5min / 2021-11-03

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-03.parquet
  size:    344 KB
  rows:    19,551

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
2021-11-03 00:00:00	ES	Futures	5213.59	5214.16	5213.31	5213.87	201.0
2021-11-03 00:05:00	ES	Futures	5214.16	5214.72	5213.87	5214.44	206.0
2021-11-03 00:10:00	ES	Futures	5214.44	5214.44	5213.87	5213.87	137.0
2021-11-03 00:15:00	ES	Futures	5213.87	5214.16	5213.59	5213.59	86.0
2021-11-03 00:20:00	ES	Futures	5213.87	5213.87	5213.59	5213.87	68.0
2021-11-03 00:25:00	ES	Futures	5213.87	5214.16	5213.03	5213.31	232.0
2021-11-03 00:30:00	ES	Futures	5213.59	5213.87	5213.31	5213.59	61.0
2021-11-03 00:35:00	ES	Futures	5213.59	5213.87	5213.31	5213.31	38.0
2021-11-03 00:40:00	ES	Futures	5213.31	5213.87	5213.31	5213.59	79.0
2021-11-03 00:45:00	ES	Futures	5213.59	5214.44	5213.59	5214.16	176.0
2021-11-03 00:50:00	ES	Futures	5214.16	5214.44	5213.59	5213.87	85.0
2021-11-03 00:55:00	ES	Futures	5213.87	5214.16	5213.87	5213.87	39.0
2021-11-03 01:00:00	ES	Futures	5214.16	5214.72	5213.87	5214.16	321.0
2021-11-03 01:05:00	ES	Futures	5214.16	5214.16	5212.18	5212.18	639.0
2021-11-03 01:10:00	ES	Futures	5212.18	5212.75	5211.9	5212.46	298.0
2021-11-03 01:15:00	ES	Futures	5212.75	5213.03	5211.9	5212.46	211.0
2021-11-03 01:20:00	ES	Futures	5212.46	5212.75	5212.18	5212.18	192.0
2021-11-03 01:25:00	ES	Futures	5212.46	5213.31	5212.18	5213.03	133.0
2021-11-03 01:30:00	ES	Futures	5213.03	5213.31	5212.46	5212.46	188.0
2021-11-03 01:35:00	ES	Futures	5212.75	5213.03	5212.46	5212.46	119.0
2021-11-03 01:40:00	ES	Futures	5212.75	5213.03	5212.18	5212.75	124.0
2021-11-03 01:45:00	ES	Futures	5212.46	5212.46	5211.9	5212.18	185.0
2021-11-03 01:50:00	ES	Futures	5212.18	5212.46	5211.9	5212.18	193.0
2021-11-03 01:55:00	ES	Futures	5212.18	5212.75	5212.18	5212.46	240.0
2021-11-03 02:00:00	ES	Futures	5212.75	5213.03	5212.46	5212.75	350.0
2021-11-03 02:05:00	ES	Futures	5212.75	5213.03	5211.62	5211.9	370.0
2021-11-03 02:10:00	ES	Futures	5211.9	5213.31	5211.62	5213.31	306.0
2021-11-03 02:15:00	ES	Futures	5213.31	5214.72	5213.31	5214.44	565.0
2021-11-03 02:20:00	ES	Futures	5214.16	5215.29	5213.87	5215.0	457.0
2021-11-03 02:25:00	ES	Futures	5215.29	5215.85	5215.0	5215.0	596.0
2021-11-03 02:30:00	ES	Futures	5215.0	5215.29	5213.87	5213.87	291.0
2021-11-03 02:35:00	ES	Futures	5213.87	5214.16	5213.87	5213.87	180.0
2021-11-03 02:40:00	ES	Futures	5213.87	5214.44	5213.87	5213.87	178.0
2021-11-03 02:45:00	ES	Futures	5213.87	5213.87	5212.18	5212.75	356.0
2021-11-03 02:50:00	ES	Futures	5212.46	5213.31	5212.46	5213.31	236.0
2021-11-03 02:55:00	ES	Futures	5213.31	5214.16	5213.03	5213.59	292.0
2021-11-03 03:00:00	ES	Futures	5213.31	5214.72	5212.75	5213.87	807.0
2021-11-03 03:05:00	ES	Futures	5213.87	5213.87	5212.75	5213.31	305.0
2021-11-03 03:10:00	ES	Futures	5213.31	5213.31	5212.75	5212.75	208.0
2021-11-03 03:15:00	ES	Futures	5213.03	5213.59	5212.46	5213.59	281.0
2021-11-03 03:20:00	ES	Futures	5213.59	5214.72	5213.59	5214.72	390.0
2021-11-03 03:25:00	ES	Futures	5214.72	5215.0	5213.59	5214.72	469.0
2021-11-03 03:30:00	ES	Futures	5214.72	5215.57	5214.16	5214.44	493.0
2021-11-03 03:35:00	ES	Futures	5214.16	5214.72	5213.59	5213.87	329.0
2021-11-03 03:40:00	ES	Futures	5213.59	5214.16	5213.03	5213.31	312.0
2021-11-03 03:45:00	ES	Futures	5213.31	5213.87	5213.03	5213.59	234.0
2021-11-03 03:50:00	ES	Futures	5213.59	5214.44	5213.59	5214.16	158.0
2021-11-03 03:55:00	ES	Futures	5214.44	5215.57	5214.16	5214.44	471.0
2021-11-03 04:00:00	ES	Futures	5214.44	5217.26	5213.59	5216.7	2074.0
2021-11-03 04:05:00	ES	Futures	5216.7	5218.67	5215.57	5217.83	1713.0

> showing 50 of 19,551 rows — these rows as CSV

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