PREVIEW / futures_5min / 2021-11-14

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-14.parquet
  size:    75 KB
  rows:    3,764

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
2021-11-14 18:00:00	ES	Futures	5288.38	5290.64	5285.56	5287.25	2199.0
2021-11-14 18:05:00	ES	Futures	5287.25	5289.79	5286.97	5289.79	674.0
2021-11-14 18:10:00	ES	Futures	5289.79	5293.18	5289.51	5291.2	1489.0
2021-11-14 18:15:00	ES	Futures	5291.2	5293.74	5290.07	5292.05	1088.0
2021-11-14 18:20:00	ES	Futures	5292.05	5293.18	5290.92	5291.48	660.0
2021-11-14 18:25:00	ES	Futures	5291.2	5291.76	5290.35	5290.92	420.0
2021-11-14 18:30:00	ES	Futures	5290.92	5291.2	5289.79	5290.07	334.0
2021-11-14 18:35:00	ES	Futures	5290.07	5291.48	5290.07	5290.64	623.0
2021-11-14 18:40:00	ES	Futures	5290.64	5290.64	5289.51	5289.79	350.0
2021-11-14 18:45:00	ES	Futures	5289.79	5290.92	5289.51	5290.64	471.0
2021-11-14 18:50:00	ES	Futures	5290.64	5291.48	5290.35	5290.92	361.0
2021-11-14 18:55:00	ES	Futures	5290.92	5291.48	5288.1	5288.66	852.0
2021-11-14 19:00:00	ES	Futures	5288.66	5291.76	5288.38	5290.64	1144.0
2021-11-14 19:05:00	ES	Futures	5290.64	5291.48	5289.79	5289.79	473.0
2021-11-14 19:10:00	ES	Futures	5289.51	5290.92	5289.51	5290.35	461.0
2021-11-14 19:15:00	ES	Futures	5290.35	5290.64	5286.97	5287.25	1306.0
2021-11-14 19:20:00	ES	Futures	5287.53	5288.94	5286.68	5288.38	732.0
2021-11-14 19:25:00	ES	Futures	5288.66	5289.22	5287.53	5288.38	366.0
2021-11-14 19:30:00	ES	Futures	5288.38	5289.22	5288.1	5288.94	250.0
2021-11-14 19:35:00	ES	Futures	5289.22	5289.51	5288.94	5289.22	207.0
2021-11-14 19:40:00	ES	Futures	5289.22	5290.35	5289.22	5290.07	288.0
2021-11-14 19:45:00	ES	Futures	5290.07	5290.92	5289.51	5290.35	345.0
2021-11-14 19:50:00	ES	Futures	5290.07	5290.64	5290.07	5290.35	265.0
2021-11-14 19:55:00	ES	Futures	5290.35	5290.64	5289.22	5289.51	513.0
2021-11-14 20:00:00	ES	Futures	5289.51	5289.51	5288.1	5288.38	523.0
2021-11-14 20:05:00	ES	Futures	5288.66	5289.79	5288.1	5288.66	577.0
2021-11-14 20:10:00	ES	Futures	5288.94	5289.22	5287.53	5288.1	483.0
2021-11-14 20:15:00	ES	Futures	5288.1	5288.38	5286.68	5287.53	923.0
2021-11-14 20:20:00	ES	Futures	5287.53	5288.38	5287.53	5288.1	437.0
2021-11-14 20:25:00	ES	Futures	5288.1	5288.1	5287.25	5287.81	447.0
2021-11-14 20:30:00	ES	Futures	5287.81	5288.38	5286.97	5287.81	483.0
2021-11-14 20:35:00	ES	Futures	5287.81	5288.38	5287.25	5287.53	538.0
2021-11-14 20:40:00	ES	Futures	5287.25	5288.1	5286.68	5287.25	417.0
2021-11-14 20:45:00	ES	Futures	5287.25	5288.1	5287.25	5287.53	316.0
2021-11-14 20:50:00	ES	Futures	5287.53	5287.53	5286.68	5287.25	382.0
2021-11-14 20:55:00	ES	Futures	5286.97	5287.81	5286.68	5286.97	266.0
2021-11-14 21:00:00	ES	Futures	5287.25	5287.81	5286.68	5287.53	490.0
2021-11-14 21:05:00	ES	Futures	5287.53	5288.1	5287.25	5287.81	263.0
2021-11-14 21:10:00	ES	Futures	5287.81	5288.1	5287.53	5288.1	222.0
2021-11-14 21:15:00	ES	Futures	5287.81	5288.1	5286.97	5287.53	183.0
2021-11-14 21:20:00	ES	Futures	5287.25	5287.81	5286.97	5287.25	178.0
2021-11-14 21:25:00	ES	Futures	5287.25	5287.53	5286.4	5286.97	363.0
2021-11-14 21:30:00	ES	Futures	5286.97	5287.53	5286.4	5286.97	203.0
2021-11-14 21:35:00	ES	Futures	5286.97	5287.53	5286.68	5286.97	171.0
2021-11-14 21:40:00	ES	Futures	5286.97	5287.81	5286.68	5287.53	231.0
2021-11-14 21:45:00	ES	Futures	5287.53	5288.66	5287.53	5288.1	332.0
2021-11-14 21:50:00	ES	Futures	5288.1	5288.38	5286.97	5286.97	296.0
2021-11-14 21:55:00	ES	Futures	5286.97	5287.53	5286.4	5286.4	310.0
2021-11-14 22:00:00	ES	Futures	5286.12	5286.68	5283.58	5283.86	1173.0
2021-11-14 22:05:00	ES	Futures	5283.86	5284.99	5283.58	5283.58	538.0

> showing 50 of 3,764 rows — these rows as CSV

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