PREVIEW / futures_5min / 2021-11-10

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-10.parquet
  size:    370 KB
  rows:    19,752

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
2021-11-10 00:00:00	ES	Futures	5262.13	5263.54	5262.13	5262.41	601.0
2021-11-10 00:05:00	ES	Futures	5262.41	5263.26	5262.13	5262.41	539.0
2021-11-10 00:10:00	ES	Futures	5262.13	5262.98	5261.57	5262.7	457.0
2021-11-10 00:15:00	ES	Futures	5262.41	5262.7	5261.57	5262.13	323.0
2021-11-10 00:20:00	ES	Futures	5261.85	5262.41	5261.29	5262.13	354.0
2021-11-10 00:25:00	ES	Futures	5262.13	5262.98	5261.85	5262.41	306.0
2021-11-10 00:30:00	ES	Futures	5262.7	5265.24	5262.41	5264.67	1015.0
2021-11-10 00:35:00	ES	Futures	5264.39	5264.95	5263.83	5264.39	345.0
2021-11-10 00:40:00	ES	Futures	5264.11	5265.52	5264.11	5264.95	407.0
2021-11-10 00:45:00	ES	Futures	5265.24	5266.08	5264.67	5265.52	465.0
2021-11-10 00:50:00	ES	Futures	5265.24	5265.24	5264.39	5264.67	368.0
2021-11-10 00:55:00	ES	Futures	5264.67	5265.52	5264.39	5264.67	322.0
2021-11-10 01:00:00	ES	Futures	5264.67	5266.08	5263.83	5266.08	588.0
2021-11-10 01:05:00	ES	Futures	5265.8	5266.37	5265.52	5266.08	364.0
2021-11-10 01:10:00	ES	Futures	5266.08	5267.21	5265.52	5266.37	544.0
2021-11-10 01:15:00	ES	Futures	5266.37	5267.78	5266.37	5267.78	538.0
2021-11-10 01:20:00	ES	Futures	5267.49	5268.06	5266.93	5266.93	371.0
2021-11-10 01:25:00	ES	Futures	5267.21	5270.03	5267.21	5269.75	842.0
2021-11-10 01:30:00	ES	Futures	5269.75	5270.03	5268.62	5269.47	452.0
2021-11-10 01:35:00	ES	Futures	5269.47	5271.73	5269.47	5271.45	931.0
2021-11-10 01:40:00	ES	Futures	5271.45	5273.14	5271.16	5272.29	867.0
2021-11-10 01:45:00	ES	Futures	5272.29	5273.42	5272.01	5273.42	826.0
2021-11-10 01:50:00	ES	Futures	5273.42	5274.83	5273.14	5274.27	839.0
2021-11-10 01:55:00	ES	Futures	5274.55	5274.55	5272.86	5273.7	800.0
2021-11-10 02:00:00	ES	Futures	5273.99	5274.83	5272.57	5274.55	925.0
2021-11-10 02:05:00	ES	Futures	5274.27	5277.37	5274.27	5277.37	1082.0
2021-11-10 02:10:00	ES	Futures	5277.09	5277.37	5275.68	5277.09	752.0
2021-11-10 02:15:00	ES	Futures	5277.37	5280.48	5276.81	5279.91	1586.0
2021-11-10 02:20:00	ES	Futures	5279.91	5281.89	5279.91	5281.04	2051.0
2021-11-10 02:25:00	ES	Futures	5281.04	5281.04	5279.35	5279.63	768.0
2021-11-10 02:30:00	ES	Futures	5279.63	5281.32	5279.35	5281.04	977.0
2021-11-10 02:35:00	ES	Futures	5281.04	5281.04	5279.91	5280.76	551.0
2021-11-10 02:40:00	ES	Futures	5280.76	5281.04	5279.07	5279.35	679.0
2021-11-10 02:45:00	ES	Futures	5279.07	5279.35	5278.78	5279.35	650.0
2021-11-10 02:50:00	ES	Futures	5279.35	5280.19	5278.5	5278.78	913.0
2021-11-10 02:55:00	ES	Futures	5278.78	5279.63	5278.78	5279.35	339.0
2021-11-10 03:00:00	ES	Futures	5279.35	5282.45	5279.35	5280.76	2639.0
2021-11-10 03:05:00	ES	Futures	5280.76	5282.73	5279.07	5282.73	2148.0
2021-11-10 03:10:00	ES	Futures	5282.73	5283.3	5281.61	5282.73	1512.0
2021-11-10 03:15:00	ES	Futures	5282.45	5282.73	5281.04	5281.04	859.0
2021-11-10 03:20:00	ES	Futures	5281.04	5281.32	5279.07	5280.19	1674.0
2021-11-10 03:25:00	ES	Futures	5279.91	5281.61	5279.91	5280.19	954.0
2021-11-10 03:30:00	ES	Futures	5280.19	5281.04	5277.94	5277.94	872.0
2021-11-10 03:35:00	ES	Futures	5277.94	5278.22	5276.24	5276.53	1272.0
2021-11-10 03:40:00	ES	Futures	5276.53	5278.5	5275.4	5277.65	808.0
2021-11-10 03:45:00	ES	Futures	5277.94	5278.5	5277.09	5277.37	668.0
2021-11-10 03:50:00	ES	Futures	5277.09	5277.37	5275.96	5275.96	648.0
2021-11-10 03:55:00	ES	Futures	5275.96	5276.24	5274.55	5274.83	450.0
2021-11-10 04:00:00	ES	Futures	5274.83	5275.68	5273.99	5274.55	1043.0
2021-11-10 04:05:00	ES	Futures	5274.83	5276.53	5271.45	5272.29	1742.0

> showing 50 of 19,752 rows — these rows as CSV

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