PREVIEW / futures_5min / 2021-11-08

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-08.parquet
  size:    318 KB
  rows:    19,571

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
2021-11-08 00:00:00	ES	Futures	5282.45	5283.3	5281.89	5282.45	287.0
2021-11-08 00:05:00	ES	Futures	5282.73	5284.43	5282.45	5283.02	537.0
2021-11-08 00:10:00	ES	Futures	5283.3	5283.58	5282.73	5282.73	226.0
2021-11-08 00:15:00	ES	Futures	5283.02	5283.58	5282.73	5283.3	291.0
2021-11-08 00:20:00	ES	Futures	5283.3	5283.58	5283.02	5283.58	266.0
2021-11-08 00:25:00	ES	Futures	5283.58	5284.14	5283.3	5283.86	262.0
2021-11-08 00:30:00	ES	Futures	5283.86	5284.71	5283.86	5284.14	486.0
2021-11-08 00:35:00	ES	Futures	5284.14	5286.97	5284.14	5286.68	1139.0
2021-11-08 00:40:00	ES	Futures	5286.97	5286.97	5284.14	5284.14	605.0
2021-11-08 00:45:00	ES	Futures	5284.43	5284.71	5282.45	5283.86	840.0
2021-11-08 00:50:00	ES	Futures	5283.86	5285.84	5283.58	5285.84	513.0
2021-11-08 00:55:00	ES	Futures	5286.12	5288.1	5285.84	5287.25	980.0
2021-11-08 01:00:00	ES	Futures	5287.25	5288.38	5286.68	5287.81	922.0
2021-11-08 01:05:00	ES	Futures	5287.81	5287.81	5285.84	5286.12	471.0
2021-11-08 01:10:00	ES	Futures	5286.12	5286.97	5286.12	5286.68	170.0
2021-11-08 01:15:00	ES	Futures	5286.68	5287.53	5285.84	5287.53	423.0
2021-11-08 01:20:00	ES	Futures	5287.81	5288.66	5286.4	5286.4	430.0
2021-11-08 01:25:00	ES	Futures	5286.4	5287.25	5284.71	5285.56	422.0
2021-11-08 01:30:00	ES	Futures	5285.27	5286.12	5285.27	5285.84	357.0
2021-11-08 01:35:00	ES	Futures	5285.84	5286.12	5284.71	5284.71	250.0
2021-11-08 01:40:00	ES	Futures	5284.71	5285.56	5283.58	5284.14	484.0
2021-11-08 01:45:00	ES	Futures	5283.86	5284.71	5283.58	5284.71	266.0
2021-11-08 01:50:00	ES	Futures	5284.71	5285.27	5284.14	5285.27	194.0
2021-11-08 01:55:00	ES	Futures	5285.27	5285.84	5284.14	5284.71	474.0
2021-11-08 02:00:00	ES	Futures	5284.43	5286.4	5283.58	5285.84	929.0
2021-11-08 02:05:00	ES	Futures	5285.84	5287.53	5285.27	5287.53	714.0
2021-11-08 02:10:00	ES	Futures	5287.53	5288.66	5286.68	5287.25	854.0
2021-11-08 02:15:00	ES	Futures	5287.25	5288.66	5286.97	5288.66	818.0
2021-11-08 02:20:00	ES	Futures	5288.94	5288.94	5287.53	5288.66	646.0
2021-11-08 02:25:00	ES	Futures	5288.66	5289.22	5287.81	5287.81	465.0
2021-11-08 02:30:00	ES	Futures	5287.81	5288.66	5286.68	5287.81	481.0
2021-11-08 02:35:00	ES	Futures	5288.1	5288.38	5287.25	5287.53	290.0
2021-11-08 02:40:00	ES	Futures	5287.25	5287.81	5286.97	5286.97	302.0
2021-11-08 02:45:00	ES	Futures	5286.97	5287.25	5286.68	5286.68	323.0
2021-11-08 02:50:00	ES	Futures	5286.68	5286.68	5285.27	5285.56	549.0
2021-11-08 02:55:00	ES	Futures	5285.56	5288.66	5285.56	5287.53	1070.0
2021-11-08 03:00:00	ES	Futures	5287.53	5291.2	5286.68	5290.64	2955.0
2021-11-08 03:05:00	ES	Futures	5290.35	5290.64	5287.81	5288.38	1156.0
2021-11-08 03:10:00	ES	Futures	5288.1	5290.64	5286.97	5290.07	1340.0
2021-11-08 03:15:00	ES	Futures	5289.79	5293.18	5289.79	5290.35	1770.0
2021-11-08 03:20:00	ES	Futures	5290.07	5290.07	5287.81	5288.94	1068.0
2021-11-08 03:25:00	ES	Futures	5288.66	5289.79	5287.53	5289.22	1110.0
2021-11-08 03:30:00	ES	Futures	5289.51	5290.64	5288.38	5289.22	1222.0
2021-11-08 03:35:00	ES	Futures	5289.22	5291.48	5288.66	5290.07	857.0
2021-11-08 03:40:00	ES	Futures	5290.07	5291.48	5289.51	5291.48	765.0
2021-11-08 03:45:00	ES	Futures	5291.76	5292.05	5290.35	5291.76	890.0
2021-11-08 03:50:00	ES	Futures	5292.05	5294.3	5291.48	5294.02	1333.0
2021-11-08 03:55:00	ES	Futures	5294.02	5295.43	5293.18	5294.3	1419.0
2021-11-08 04:00:00	ES	Futures	5294.59	5297.69	5293.18	5296.56	3183.0
2021-11-08 04:05:00	ES	Futures	5296.56	5296.56	5294.87	5295.72	1510.0

> showing 50 of 19,571 rows — these rows as CSV

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