PREVIEW / futures_5min / 2021-11-12

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-12.parquet
  size:    274 KB
  rows:    15,395

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
2021-11-12 00:00:00	ES	Futures	5248.3	5248.87	5247.46	5247.46	456.0
2021-11-12 00:05:00	ES	Futures	5247.46	5248.02	5246.61	5247.74	402.0
2021-11-12 00:10:00	ES	Futures	5247.74	5248.3	5247.18	5247.46	359.0
2021-11-12 00:15:00	ES	Futures	5247.18	5247.46	5245.76	5246.89	527.0
2021-11-12 00:20:00	ES	Futures	5246.89	5248.59	5246.89	5248.59	258.0
2021-11-12 00:25:00	ES	Futures	5248.59	5248.87	5248.02	5248.02	286.0
2021-11-12 00:30:00	ES	Futures	5248.3	5248.87	5247.74	5248.87	266.0
2021-11-12 00:35:00	ES	Futures	5248.87	5249.72	5248.87	5249.72	376.0
2021-11-12 00:40:00	ES	Futures	5249.43	5250.0	5249.43	5249.72	260.0
2021-11-12 00:45:00	ES	Futures	5250.0	5250.0	5248.87	5249.15	220.0
2021-11-12 00:50:00	ES	Futures	5249.15	5249.72	5249.15	5249.43	119.0
2021-11-12 00:55:00	ES	Futures	5249.43	5250.28	5249.15	5250.0	238.0
2021-11-12 01:00:00	ES	Futures	5250.0	5250.0	5248.59	5249.72	351.0
2021-11-12 01:05:00	ES	Futures	5249.72	5249.72	5249.15	5249.43	222.0
2021-11-12 01:10:00	ES	Futures	5249.43	5250.28	5249.15	5249.15	402.0
2021-11-12 01:15:00	ES	Futures	5249.15	5249.72	5248.59	5249.72	247.0
2021-11-12 01:20:00	ES	Futures	5249.72	5250.0	5249.43	5249.72	163.0
2021-11-12 01:25:00	ES	Futures	5250.0	5251.41	5249.72	5250.56	532.0
2021-11-12 01:30:00	ES	Futures	5250.56	5251.13	5248.87	5249.15	608.0
2021-11-12 01:35:00	ES	Futures	5249.15	5249.43	5247.18	5247.46	530.0
2021-11-12 01:40:00	ES	Futures	5247.46	5247.74	5246.33	5246.89	437.0
2021-11-12 01:45:00	ES	Futures	5246.89	5246.89	5246.33	5246.61	294.0
2021-11-12 01:50:00	ES	Futures	5246.33	5246.33	5243.22	5245.48	1572.0
2021-11-12 01:55:00	ES	Futures	5245.48	5245.76	5244.35	5244.64	420.0
2021-11-12 02:00:00	ES	Futures	5244.64	5245.48	5244.35	5244.92	575.0
2021-11-12 02:05:00	ES	Futures	5244.92	5244.92	5243.22	5244.64	485.0
2021-11-12 02:10:00	ES	Futures	5244.35	5246.05	5244.07	5246.05	346.0
2021-11-12 02:15:00	ES	Futures	5246.05	5248.3	5246.05	5248.3	925.0
2021-11-12 02:20:00	ES	Futures	5248.59	5248.87	5246.61	5247.46	526.0
2021-11-12 02:25:00	ES	Futures	5247.74	5248.02	5247.18	5247.46	275.0
2021-11-12 02:30:00	ES	Futures	5247.46	5248.3	5246.33	5246.89	558.0
2021-11-12 02:35:00	ES	Futures	5246.89	5247.18	5245.76	5246.05	566.0
2021-11-12 02:40:00	ES	Futures	5246.05	5246.89	5246.05	5246.89	235.0
2021-11-12 02:45:00	ES	Futures	5246.89	5246.89	5245.76	5245.76	347.0
2021-11-12 02:50:00	ES	Futures	5245.48	5245.48	5243.51	5244.07	819.0
2021-11-12 02:55:00	ES	Futures	5244.07	5245.2	5242.94	5245.2	966.0
2021-11-12 03:00:00	ES	Futures	5245.48	5249.15	5244.92	5249.15	2519.0
2021-11-12 03:05:00	ES	Futures	5248.87	5250.84	5248.3	5248.87	2194.0
2021-11-12 03:10:00	ES	Futures	5248.87	5250.84	5247.18	5247.46	1399.0
2021-11-12 03:15:00	ES	Futures	5247.46	5248.02	5245.76	5246.33	1754.0
2021-11-12 03:20:00	ES	Futures	5246.05	5247.74	5245.2	5247.46	1022.0
2021-11-12 03:25:00	ES	Futures	5247.46	5247.46	5245.48	5246.05	834.0
2021-11-12 03:30:00	ES	Futures	5246.05	5246.05	5242.94	5244.92	2121.0
2021-11-12 03:35:00	ES	Futures	5244.92	5246.33	5243.51	5245.76	1267.0
2021-11-12 03:40:00	ES	Futures	5245.76	5246.33	5244.64	5245.76	662.0
2021-11-12 03:45:00	ES	Futures	5245.76	5248.3	5245.76	5247.46	954.0
2021-11-12 03:50:00	ES	Futures	5247.18	5249.15	5246.61	5248.87	919.0
2021-11-12 03:55:00	ES	Futures	5249.15	5250.0	5247.46	5248.59	1118.0
2021-11-12 04:00:00	ES	Futures	5248.87	5250.0	5246.61	5247.18	2397.0
2021-11-12 04:05:00	ES	Futures	5246.89	5247.46	5246.05	5246.33	1033.0

> showing 50 of 15,395 rows — these rows as CSV

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