PREVIEW / futures_5min / 2021-11-15

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-15.parquet
  size:    324 KB
  rows:    19,099

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
2021-11-15 00:00:00	ES	Futures	5283.3	5284.14	5283.02	5284.14	662.0
2021-11-15 00:05:00	ES	Futures	5284.14	5286.12	5284.14	5285.56	989.0
2021-11-15 00:10:00	ES	Futures	5285.56	5285.56	5284.43	5284.71	462.0
2021-11-15 00:15:00	ES	Futures	5284.71	5285.56	5284.71	5285.27	167.0
2021-11-15 00:20:00	ES	Futures	5285.27	5285.27	5284.71	5284.71	183.0
2021-11-15 00:25:00	ES	Futures	5284.71	5285.56	5284.43	5285.56	252.0
2021-11-15 00:30:00	ES	Futures	5285.27	5285.84	5285.27	5285.56	361.0
2021-11-15 00:35:00	ES	Futures	5285.27	5285.56	5284.71	5284.71	254.0
2021-11-15 00:40:00	ES	Futures	5284.71	5284.99	5284.14	5284.43	158.0
2021-11-15 00:45:00	ES	Futures	5284.14	5284.14	5283.58	5284.14	194.0
2021-11-15 00:50:00	ES	Futures	5284.14	5284.71	5284.14	5284.43	89.0
2021-11-15 00:55:00	ES	Futures	5284.43	5285.27	5284.14	5284.71	385.0
2021-11-15 01:00:00	ES	Futures	5284.71	5284.99	5282.73	5284.14	966.0
2021-11-15 01:05:00	ES	Futures	5284.43	5284.99	5283.86	5283.86	230.0
2021-11-15 01:10:00	ES	Futures	5284.14	5284.14	5282.73	5282.73	385.0
2021-11-15 01:15:00	ES	Futures	5282.73	5283.86	5282.73	5283.3	317.0
2021-11-15 01:20:00	ES	Futures	5283.3	5283.3	5282.73	5283.02	115.0
2021-11-15 01:25:00	ES	Futures	5283.02	5284.14	5283.02	5283.58	177.0
2021-11-15 01:30:00	ES	Futures	5283.86	5284.14	5283.3	5283.58	186.0
2021-11-15 01:35:00	ES	Futures	5283.86	5284.14	5282.45	5282.45	202.0
2021-11-15 01:40:00	ES	Futures	5282.45	5282.45	5281.32	5282.17	460.0
2021-11-15 01:45:00	ES	Futures	5282.45	5282.73	5281.61	5282.17	388.0
2021-11-15 01:50:00	ES	Futures	5282.17	5282.45	5281.89	5282.17	207.0
2021-11-15 01:55:00	ES	Futures	5282.45	5283.02	5281.32	5283.02	604.0
2021-11-15 02:00:00	ES	Futures	5283.02	5283.02	5281.61	5281.61	478.0
2021-11-15 02:05:00	ES	Futures	5281.89	5282.17	5281.32	5281.61	312.0
2021-11-15 02:10:00	ES	Futures	5281.32	5282.45	5280.76	5281.89	412.0
2021-11-15 02:15:00	ES	Futures	5281.89	5282.45	5281.32	5281.89	491.0
2021-11-15 02:20:00	ES	Futures	5281.61	5282.17	5281.32	5281.61	457.0
2021-11-15 02:25:00	ES	Futures	5281.61	5281.61	5280.48	5281.32	440.0
2021-11-15 02:30:00	ES	Futures	5281.04	5281.32	5279.91	5280.48	551.0
2021-11-15 02:35:00	ES	Futures	5280.48	5281.04	5279.91	5280.76	430.0
2021-11-15 02:40:00	ES	Futures	5280.76	5281.32	5280.19	5280.76	821.0
2021-11-15 02:45:00	ES	Futures	5281.04	5282.17	5280.76	5281.32	438.0
2021-11-15 02:50:00	ES	Futures	5281.61	5282.73	5281.32	5282.73	590.0
2021-11-15 02:55:00	ES	Futures	5282.73	5283.02	5282.17	5282.73	624.0
2021-11-15 03:00:00	ES	Futures	5283.02	5284.71	5280.19	5284.43	1825.0
2021-11-15 03:05:00	ES	Futures	5284.43	5284.99	5283.02	5283.86	1142.0
2021-11-15 03:10:00	ES	Futures	5283.86	5283.86	5280.76	5282.73	1387.0
2021-11-15 03:15:00	ES	Futures	5282.73	5283.58	5282.45	5283.3	930.0
2021-11-15 03:20:00	ES	Futures	5283.3	5284.71	5282.73	5283.86	776.0
2021-11-15 03:25:00	ES	Futures	5283.86	5285.27	5283.58	5284.71	780.0
2021-11-15 03:30:00	ES	Futures	5284.71	5285.27	5283.86	5284.71	596.0
2021-11-15 03:35:00	ES	Futures	5284.71	5285.56	5283.86	5284.99	678.0
2021-11-15 03:40:00	ES	Futures	5284.99	5285.27	5284.71	5284.99	593.0
2021-11-15 03:45:00	ES	Futures	5284.99	5286.12	5284.71	5285.84	707.0
2021-11-15 03:50:00	ES	Futures	5286.12	5288.1	5286.12	5287.81	926.0
2021-11-15 03:55:00	ES	Futures	5287.81	5289.51	5287.53	5289.22	1307.0
2021-11-15 04:00:00	ES	Futures	5289.22	5290.64	5288.66	5290.35	1381.0
2021-11-15 04:05:00	ES	Futures	5290.35	5292.33	5290.35	5291.76	1407.0

> showing 50 of 19,099 rows — these rows as CSV

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