PREVIEW / futures_5min / 2021-11-07

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-07.parquet
  size:    77 KB
  rows:    3,925

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
2021-11-07 18:00:00	ES	Futures	5281.32	5290.92	5280.76	5289.51	4812.0
2021-11-07 18:05:00	ES	Futures	5289.51	5291.76	5288.1	5291.76	1238.0
2021-11-07 18:10:00	ES	Futures	5291.76	5293.18	5291.48	5292.33	1272.0
2021-11-07 18:15:00	ES	Futures	5292.05	5292.05	5290.35	5290.64	651.0
2021-11-07 18:20:00	ES	Futures	5290.92	5294.02	5290.92	5291.48	1336.0
2021-11-07 18:25:00	ES	Futures	5291.48	5292.05	5289.79	5290.07	810.0
2021-11-07 18:30:00	ES	Futures	5290.35	5292.05	5290.35	5291.48	441.0
2021-11-07 18:35:00	ES	Futures	5291.48	5292.89	5291.48	5292.33	587.0
2021-11-07 18:40:00	ES	Futures	5292.61	5293.46	5292.33	5293.18	571.0
2021-11-07 18:45:00	ES	Futures	5293.18	5293.46	5292.33	5292.61	536.0
2021-11-07 18:50:00	ES	Futures	5292.61	5292.61	5288.66	5288.66	666.0
2021-11-07 18:55:00	ES	Futures	5288.94	5289.22	5287.53	5288.1	839.0
2021-11-07 19:00:00	ES	Futures	5288.1	5288.94	5286.68	5286.97	1026.0
2021-11-07 19:05:00	ES	Futures	5286.97	5288.38	5286.68	5287.81	634.0
2021-11-07 19:10:00	ES	Futures	5288.1	5288.94	5286.97	5287.25	539.0
2021-11-07 19:15:00	ES	Futures	5286.97	5288.1	5285.56	5287.53	1019.0
2021-11-07 19:20:00	ES	Futures	5287.53	5287.53	5286.12	5286.68	420.0
2021-11-07 19:25:00	ES	Futures	5286.68	5287.25	5285.56	5285.56	534.0
2021-11-07 19:30:00	ES	Futures	5285.27	5286.4	5284.71	5285.27	699.0
2021-11-07 19:35:00	ES	Futures	5285.27	5285.84	5284.14	5284.43	516.0
2021-11-07 19:40:00	ES	Futures	5284.43	5284.71	5283.02	5283.86	729.0
2021-11-07 19:45:00	ES	Futures	5283.86	5285.56	5282.73	5283.3	1328.0
2021-11-07 19:50:00	ES	Futures	5283.3	5284.99	5282.17	5284.43	572.0
2021-11-07 19:55:00	ES	Futures	5284.43	5284.71	5283.86	5284.14	376.0
2021-11-07 20:00:00	ES	Futures	5284.43	5286.68	5284.14	5285.84	714.0
2021-11-07 20:05:00	ES	Futures	5285.84	5286.12	5284.99	5285.27	526.0
2021-11-07 20:10:00	ES	Futures	5285.27	5285.84	5284.99	5285.84	371.0
2021-11-07 20:15:00	ES	Futures	5285.84	5286.4	5285.27	5286.12	643.0
2021-11-07 20:20:00	ES	Futures	5286.12	5286.4	5284.43	5284.71	517.0
2021-11-07 20:25:00	ES	Futures	5284.71	5285.27	5283.58	5285.27	611.0
2021-11-07 20:30:00	ES	Futures	5285.27	5286.12	5284.43	5285.56	754.0
2021-11-07 20:35:00	ES	Futures	5285.27	5286.4	5285.27	5286.4	541.0
2021-11-07 20:40:00	ES	Futures	5286.4	5288.38	5286.4	5286.97	1131.0
2021-11-07 20:45:00	ES	Futures	5286.68	5286.97	5283.02	5283.58	1235.0
2021-11-07 20:50:00	ES	Futures	5283.58	5283.86	5278.78	5281.32	2037.0
2021-11-07 20:55:00	ES	Futures	5281.32	5281.61	5279.91	5281.32	754.0
2021-11-07 21:00:00	ES	Futures	5281.04	5281.61	5280.19	5281.32	460.0
2021-11-07 21:05:00	ES	Futures	5281.04	5282.73	5280.48	5282.17	506.0
2021-11-07 21:10:00	ES	Futures	5282.45	5282.45	5281.32	5282.17	389.0
2021-11-07 21:15:00	ES	Futures	5282.17	5283.58	5281.89	5283.58	551.0
2021-11-07 21:20:00	ES	Futures	5283.58	5283.86	5282.17	5283.02	454.0
2021-11-07 21:25:00	ES	Futures	5283.02	5284.71	5283.02	5283.58	336.0
2021-11-07 21:30:00	ES	Futures	5283.86	5284.43	5283.02	5283.3	323.0
2021-11-07 21:35:00	ES	Futures	5283.58	5283.58	5281.89	5282.17	615.0
2021-11-07 21:40:00	ES	Futures	5281.89	5282.17	5280.76	5282.17	484.0
2021-11-07 21:45:00	ES	Futures	5281.89	5283.02	5281.04	5281.04	442.0
2021-11-07 21:50:00	ES	Futures	5281.04	5281.89	5279.91	5281.04	631.0
2021-11-07 21:55:00	ES	Futures	5281.04	5283.3	5281.04	5283.3	535.0
2021-11-07 22:00:00	ES	Futures	5283.58	5283.58	5282.73	5283.02	477.0
2021-11-07 22:05:00	ES	Futures	5283.02	5283.58	5282.45	5283.02	462.0

> showing 50 of 3,925 rows — these rows as CSV

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