PREVIEW / futures_5min / 2021-11-05

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-05.parquet
  size:    297 KB
  rows:    15,867

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
2021-11-05 00:00:00	ES	Futures	5274.83	5275.11	5274.55	5274.83	153.0
2021-11-05 00:05:00	ES	Futures	5274.83	5275.96	5274.83	5275.96	153.0
2021-11-05 00:10:00	ES	Futures	5275.96	5275.96	5275.4	5275.96	242.0
2021-11-05 00:15:00	ES	Futures	5275.96	5276.24	5275.68	5275.68	137.0
2021-11-05 00:20:00	ES	Futures	5275.68	5275.96	5275.4	5275.4	72.0
2021-11-05 00:25:00	ES	Futures	5275.4	5275.68	5275.11	5275.4	164.0
2021-11-05 00:30:00	ES	Futures	5275.68	5276.53	5275.4	5276.24	404.0
2021-11-05 00:35:00	ES	Futures	5276.24	5277.09	5275.96	5276.53	309.0
2021-11-05 00:40:00	ES	Futures	5276.53	5276.53	5275.96	5276.24	146.0
2021-11-05 00:45:00	ES	Futures	5275.96	5276.53	5275.96	5275.96	145.0
2021-11-05 00:50:00	ES	Futures	5276.24	5276.53	5275.96	5276.53	85.0
2021-11-05 00:55:00	ES	Futures	5276.24	5276.53	5275.96	5276.53	196.0
2021-11-05 01:00:00	ES	Futures	5276.53	5276.81	5275.96	5275.96	254.0
2021-11-05 01:05:00	ES	Futures	5275.96	5276.24	5275.4	5275.68	342.0
2021-11-05 01:10:00	ES	Futures	5275.68	5275.96	5275.11	5275.68	584.0
2021-11-05 01:15:00	ES	Futures	5275.68	5276.24	5275.68	5275.96	225.0
2021-11-05 01:20:00	ES	Futures	5275.96	5275.96	5275.68	5275.68	118.0
2021-11-05 01:25:00	ES	Futures	5275.68	5276.81	5275.4	5276.24	537.0
2021-11-05 01:30:00	ES	Futures	5276.24	5276.53	5275.68	5275.68	292.0
2021-11-05 01:35:00	ES	Futures	5275.96	5276.53	5275.68	5276.24	120.0
2021-11-05 01:40:00	ES	Futures	5276.24	5276.24	5275.68	5275.96	149.0
2021-11-05 01:45:00	ES	Futures	5275.96	5275.96	5275.11	5275.68	224.0
2021-11-05 01:50:00	ES	Futures	5275.68	5276.53	5275.68	5275.68	141.0
2021-11-05 01:55:00	ES	Futures	5275.68	5275.96	5275.4	5275.4	319.0
2021-11-05 02:00:00	ES	Futures	5275.68	5276.24	5274.27	5275.4	981.0
2021-11-05 02:05:00	ES	Futures	5275.4	5275.68	5274.83	5275.68	372.0
2021-11-05 02:10:00	ES	Futures	5275.4	5276.24	5275.11	5275.96	487.0
2021-11-05 02:15:00	ES	Futures	5275.68	5275.96	5275.11	5275.96	148.0
2021-11-05 02:20:00	ES	Futures	5275.68	5275.68	5274.83	5274.83	254.0
2021-11-05 02:25:00	ES	Futures	5274.83	5275.11	5274.27	5274.27	205.0
2021-11-05 02:30:00	ES	Futures	5274.55	5274.55	5273.7	5273.7	270.0
2021-11-05 02:35:00	ES	Futures	5273.99	5274.83	5273.7	5274.27	297.0
2021-11-05 02:40:00	ES	Futures	5274.55	5275.11	5274.55	5275.11	179.0
2021-11-05 02:45:00	ES	Futures	5275.11	5275.11	5273.42	5273.42	509.0
2021-11-05 02:50:00	ES	Futures	5273.42	5274.27	5273.42	5274.27	122.0
2021-11-05 02:55:00	ES	Futures	5273.99	5274.83	5273.42	5274.83	457.0
2021-11-05 03:00:00	ES	Futures	5274.83	5274.83	5272.57	5273.42	848.0
2021-11-05 03:05:00	ES	Futures	5273.14	5273.7	5272.29	5272.86	520.0
2021-11-05 03:10:00	ES	Futures	5272.57	5273.14	5272.29	5272.57	398.0
2021-11-05 03:15:00	ES	Futures	5272.29	5273.14	5272.01	5272.29	558.0
2021-11-05 03:20:00	ES	Futures	5272.01	5273.14	5272.01	5272.57	419.0
2021-11-05 03:25:00	ES	Futures	5272.57	5272.57	5270.88	5271.16	1054.0
2021-11-05 03:30:00	ES	Futures	5271.16	5271.16	5269.19	5269.47	955.0
2021-11-05 03:35:00	ES	Futures	5269.19	5270.6	5269.19	5270.03	830.0
2021-11-05 03:40:00	ES	Futures	5270.03	5270.6	5268.91	5270.32	873.0
2021-11-05 03:45:00	ES	Futures	5270.32	5270.88	5270.03	5270.88	662.0
2021-11-05 03:50:00	ES	Futures	5270.88	5271.45	5270.6	5271.45	524.0
2021-11-05 03:55:00	ES	Futures	5271.45	5272.86	5271.45	5272.01	872.0
2021-11-05 04:00:00	ES	Futures	5272.29	5274.83	5272.29	5274.55	2263.0
2021-11-05 04:05:00	ES	Futures	5274.55	5275.68	5274.27	5275.68	1620.0

> showing 50 of 15,867 rows — these rows as CSV

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