PREVIEW / futures_5min / 2021-11-04

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-04.parquet
  size:    347 KB
  rows:    19,716

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
2021-11-04 00:00:00	ES	Futures	5251.41	5252.25	5251.13	5251.69	330.0
2021-11-04 00:05:00	ES	Futures	5251.69	5252.25	5251.69	5252.25	217.0
2021-11-04 00:10:00	ES	Futures	5252.25	5253.38	5251.97	5252.82	300.0
2021-11-04 00:15:00	ES	Futures	5253.1	5253.1	5252.82	5253.1	97.0
2021-11-04 00:20:00	ES	Futures	5252.82	5253.67	5252.54	5252.54	277.0
2021-11-04 00:25:00	ES	Futures	5252.82	5253.38	5252.82	5253.1	79.0
2021-11-04 00:30:00	ES	Futures	5253.38	5254.23	5253.1	5253.38	364.0
2021-11-04 00:35:00	ES	Futures	5253.67	5253.67	5253.1	5253.1	177.0
2021-11-04 00:40:00	ES	Futures	5253.1	5253.38	5252.54	5253.38	132.0
2021-11-04 00:45:00	ES	Futures	5253.1	5253.1	5252.25	5252.25	229.0
2021-11-04 00:50:00	ES	Futures	5252.25	5252.54	5251.97	5252.25	175.0
2021-11-04 00:55:00	ES	Futures	5252.54	5252.82	5252.25	5252.54	203.0
2021-11-04 01:00:00	ES	Futures	5252.54	5253.67	5252.54	5253.38	463.0
2021-11-04 01:05:00	ES	Futures	5253.38	5253.38	5252.25	5252.25	544.0
2021-11-04 01:10:00	ES	Futures	5252.54	5252.54	5251.41	5251.69	606.0
2021-11-04 01:15:00	ES	Futures	5251.69	5252.25	5251.41	5251.97	236.0
2021-11-04 01:20:00	ES	Futures	5252.25	5252.82	5252.25	5252.54	231.0
2021-11-04 01:25:00	ES	Futures	5252.82	5252.82	5251.97	5251.97	205.0
2021-11-04 01:30:00	ES	Futures	5252.25	5252.54	5251.69	5251.97	265.0
2021-11-04 01:35:00	ES	Futures	5251.97	5251.97	5251.13	5251.41	430.0
2021-11-04 01:40:00	ES	Futures	5251.69	5253.38	5251.41	5252.82	515.0
2021-11-04 01:45:00	ES	Futures	5252.82	5253.1	5252.25	5252.25	305.0
2021-11-04 01:50:00	ES	Futures	5252.25	5252.54	5250.84	5251.13	1027.0
2021-11-04 01:55:00	ES	Futures	5250.84	5251.41	5250.56	5250.84	517.0
2021-11-04 02:00:00	ES	Futures	5250.84	5251.41	5250.28	5251.13	1014.0
2021-11-04 02:05:00	ES	Futures	5251.41	5253.1	5251.41	5251.69	829.0
2021-11-04 02:10:00	ES	Futures	5251.69	5251.69	5250.28	5251.13	839.0
2021-11-04 02:15:00	ES	Futures	5251.13	5252.25	5250.84	5251.97	522.0
2021-11-04 02:20:00	ES	Futures	5252.25	5252.25	5251.13	5251.69	306.0
2021-11-04 02:25:00	ES	Futures	5251.97	5255.08	5251.97	5254.51	756.0
2021-11-04 02:30:00	ES	Futures	5254.51	5254.79	5253.95	5254.23	183.0
2021-11-04 02:35:00	ES	Futures	5254.23	5254.23	5253.38	5253.95	172.0
2021-11-04 02:40:00	ES	Futures	5253.95	5254.23	5253.1	5253.67	270.0
2021-11-04 02:45:00	ES	Futures	5253.38	5254.23	5253.38	5253.67	311.0
2021-11-04 02:50:00	ES	Futures	5253.67	5254.79	5253.67	5254.51	344.0
2021-11-04 02:55:00	ES	Futures	5254.23	5254.51	5253.38	5253.67	210.0
2021-11-04 03:00:00	ES	Futures	5253.67	5254.51	5253.1	5254.23	572.0
2021-11-04 03:05:00	ES	Futures	5254.23	5254.79	5253.95	5254.23	403.0
2021-11-04 03:10:00	ES	Futures	5254.51	5255.64	5254.23	5255.36	534.0
2021-11-04 03:15:00	ES	Futures	5255.36	5255.64	5255.08	5255.36	359.0
2021-11-04 03:20:00	ES	Futures	5255.36	5255.64	5254.79	5254.79	524.0
2021-11-04 03:25:00	ES	Futures	5254.79	5255.36	5254.79	5255.36	455.0
2021-11-04 03:30:00	ES	Futures	5255.36	5255.92	5254.23	5254.51	612.0
2021-11-04 03:35:00	ES	Futures	5254.51	5255.08	5254.23	5254.79	243.0
2021-11-04 03:40:00	ES	Futures	5255.08	5256.21	5254.79	5255.64	675.0
2021-11-04 03:45:00	ES	Futures	5255.36	5255.92	5255.08	5255.92	435.0
2021-11-04 03:50:00	ES	Futures	5255.92	5256.77	5255.64	5256.21	569.0
2021-11-04 03:55:00	ES	Futures	5256.49	5256.49	5254.79	5255.08	579.0
2021-11-04 04:00:00	ES	Futures	5254.79	5257.33	5254.51	5257.33	3008.0
2021-11-04 04:05:00	ES	Futures	5257.33	5259.31	5257.05	5258.18	2438.0

> showing 50 of 19,716 rows — these rows as CSV

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