PREVIEW / futures_5min / 2021-11-11

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-11.parquet
  size:    313 KB
  rows:    18,996

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
2021-11-11 00:00:00	ES	Futures	5241.53	5242.66	5240.97	5242.66	843.0
2021-11-11 00:05:00	ES	Futures	5242.38	5242.66	5240.4	5240.97	574.0
2021-11-11 00:10:00	ES	Futures	5240.97	5242.94	5240.68	5242.94	1081.0
2021-11-11 00:15:00	ES	Futures	5242.94	5242.94	5242.38	5242.66	402.0
2021-11-11 00:20:00	ES	Futures	5242.66	5244.64	5242.38	5243.79	713.0
2021-11-11 00:25:00	ES	Futures	5243.79	5244.64	5243.22	5244.35	317.0
2021-11-11 00:30:00	ES	Futures	5244.64	5246.89	5244.35	5246.89	1240.0
2021-11-11 00:35:00	ES	Futures	5246.89	5248.02	5245.76	5245.76	1110.0
2021-11-11 00:40:00	ES	Futures	5246.05	5246.33	5244.92	5246.05	334.0
2021-11-11 00:45:00	ES	Futures	5246.33	5246.33	5244.92	5245.2	214.0
2021-11-11 00:50:00	ES	Futures	5245.2	5245.48	5244.64	5245.2	209.0
2021-11-11 00:55:00	ES	Futures	5245.48	5246.33	5245.2	5245.2	364.0
2021-11-11 01:00:00	ES	Futures	5245.48	5247.18	5244.35	5244.92	620.0
2021-11-11 01:05:00	ES	Futures	5245.2	5248.02	5245.2	5247.74	492.0
2021-11-11 01:10:00	ES	Futures	5247.74	5248.02	5246.89	5248.02	474.0
2021-11-11 01:15:00	ES	Futures	5248.02	5248.59	5247.46	5248.59	567.0
2021-11-11 01:20:00	ES	Futures	5248.59	5248.59	5247.18	5247.46	300.0
2021-11-11 01:25:00	ES	Futures	5247.18	5248.3	5246.89	5248.3	162.0
2021-11-11 01:30:00	ES	Futures	5248.3	5249.15	5248.02	5248.87	502.0
2021-11-11 01:35:00	ES	Futures	5248.87	5249.15	5248.02	5248.3	264.0
2021-11-11 01:40:00	ES	Futures	5248.59	5249.15	5248.3	5248.3	373.0
2021-11-11 01:45:00	ES	Futures	5248.02	5248.3	5245.48	5245.76	744.0
2021-11-11 01:50:00	ES	Futures	5245.76	5248.3	5245.48	5248.02	555.0
2021-11-11 01:55:00	ES	Futures	5248.02	5248.3	5247.18	5247.46	615.0
2021-11-11 02:00:00	ES	Futures	5247.74	5250.0	5247.46	5248.02	1261.0
2021-11-11 02:05:00	ES	Futures	5247.74	5248.3	5247.46	5248.02	295.0
2021-11-11 02:10:00	ES	Futures	5248.02	5248.59	5246.05	5246.89	894.0
2021-11-11 02:15:00	ES	Futures	5246.89	5249.72	5246.61	5249.15	915.0
2021-11-11 02:20:00	ES	Futures	5249.43	5250.56	5248.3	5250.0	907.0
2021-11-11 02:25:00	ES	Futures	5250.28	5251.41	5250.0	5251.41	667.0
2021-11-11 02:30:00	ES	Futures	5251.41	5251.97	5250.0	5250.28	890.0
2021-11-11 02:35:00	ES	Futures	5250.0	5251.41	5249.15	5250.56	609.0
2021-11-11 02:40:00	ES	Futures	5250.84	5251.41	5250.0	5250.56	640.0
2021-11-11 02:45:00	ES	Futures	5250.56	5250.84	5247.74	5247.74	793.0
2021-11-11 02:50:00	ES	Futures	5248.02	5248.3	5246.05	5248.02	861.0
2021-11-11 02:55:00	ES	Futures	5248.02	5248.87	5247.46	5247.46	677.0
2021-11-11 03:00:00	ES	Futures	5247.74	5249.15	5246.33	5246.89	2358.0
2021-11-11 03:05:00	ES	Futures	5246.61	5249.15	5245.2	5248.59	2188.0
2021-11-11 03:10:00	ES	Futures	5248.3	5249.15	5247.46	5248.02	1204.0
2021-11-11 03:15:00	ES	Futures	5248.02	5251.69	5248.02	5250.0	2179.0
2021-11-11 03:20:00	ES	Futures	5250.0	5251.13	5249.43	5250.84	1338.0
2021-11-11 03:25:00	ES	Futures	5250.56	5250.84	5249.43	5249.72	900.0
2021-11-11 03:30:00	ES	Futures	5249.72	5250.0	5244.92	5246.05	1912.0
2021-11-11 03:35:00	ES	Futures	5246.05	5246.33	5242.94	5245.2	2108.0
2021-11-11 03:40:00	ES	Futures	5245.2	5247.74	5244.92	5247.18	1341.0
2021-11-11 03:45:00	ES	Futures	5247.18	5247.74	5246.05	5246.33	815.0
2021-11-11 03:50:00	ES	Futures	5246.61	5249.72	5246.05	5249.15	1455.0
2021-11-11 03:55:00	ES	Futures	5249.15	5250.28	5248.3	5249.72	1243.0
2021-11-11 04:00:00	ES	Futures	5250.0	5252.54	5250.0	5251.97	1761.0
2021-11-11 04:05:00	ES	Futures	5252.25	5253.1	5249.72	5250.84	1191.0

> showing 50 of 18,996 rows — these rows as CSV

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