PREVIEW / futures_5min / 2021-11-17

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-17.parquet
  size:    326 KB
  rows:    19,295

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
2021-11-17 00:00:00	ES	Futures	5299.38	5300.8	5299.38	5299.95	564.0
2021-11-17 00:05:00	ES	Futures	5299.95	5300.8	5299.95	5300.23	189.0
2021-11-17 00:10:00	ES	Futures	5300.51	5300.8	5299.95	5299.95	234.0
2021-11-17 00:15:00	ES	Futures	5299.95	5299.95	5299.1	5299.38	190.0
2021-11-17 00:20:00	ES	Futures	5299.38	5299.67	5298.82	5299.1	208.0
2021-11-17 00:25:00	ES	Futures	5299.1	5299.1	5297.97	5297.97	329.0
2021-11-17 00:30:00	ES	Futures	5297.97	5299.67	5297.97	5299.67	414.0
2021-11-17 00:35:00	ES	Futures	5299.38	5301.36	5299.38	5300.8	673.0
2021-11-17 00:40:00	ES	Futures	5300.8	5301.08	5300.23	5300.23	271.0
2021-11-17 00:45:00	ES	Futures	5300.23	5300.23	5299.1	5299.38	279.0
2021-11-17 00:50:00	ES	Futures	5299.67	5299.67	5299.38	5299.67	176.0
2021-11-17 00:55:00	ES	Futures	5299.67	5300.51	5298.26	5298.26	581.0
2021-11-17 01:00:00	ES	Futures	5298.54	5299.1	5297.97	5298.82	565.0
2021-11-17 01:05:00	ES	Futures	5298.82	5298.82	5297.97	5298.26	398.0
2021-11-17 01:10:00	ES	Futures	5297.97	5298.54	5297.41	5298.26	293.0
2021-11-17 01:15:00	ES	Futures	5298.26	5299.38	5297.69	5299.38	211.0
2021-11-17 01:20:00	ES	Futures	5299.38	5300.23	5299.1	5300.23	190.0
2021-11-17 01:25:00	ES	Futures	5300.23	5301.36	5299.95	5301.08	288.0
2021-11-17 01:30:00	ES	Futures	5301.36	5301.36	5300.51	5300.51	225.0
2021-11-17 01:35:00	ES	Futures	5300.51	5301.36	5300.51	5301.08	322.0
2021-11-17 01:40:00	ES	Futures	5301.08	5301.36	5299.95	5300.23	304.0
2021-11-17 01:45:00	ES	Futures	5300.51	5300.8	5299.95	5300.51	130.0
2021-11-17 01:50:00	ES	Futures	5300.51	5301.08	5300.23	5300.8	135.0
2021-11-17 01:55:00	ES	Futures	5300.8	5301.36	5299.95	5300.23	497.0
2021-11-17 02:00:00	ES	Futures	5300.23	5300.8	5300.23	5300.51	281.0
2021-11-17 02:05:00	ES	Futures	5300.51	5301.08	5299.38	5299.67	396.0
2021-11-17 02:10:00	ES	Futures	5299.67	5299.67	5297.97	5298.54	365.0
2021-11-17 02:15:00	ES	Futures	5298.54	5298.82	5297.69	5298.54	474.0
2021-11-17 02:20:00	ES	Futures	5298.26	5299.1	5297.97	5299.1	283.0
2021-11-17 02:25:00	ES	Futures	5299.1	5299.95	5298.54	5299.95	326.0
2021-11-17 02:30:00	ES	Futures	5299.67	5300.51	5299.38	5300.23	431.0
2021-11-17 02:35:00	ES	Futures	5300.51	5300.8	5300.23	5300.51	267.0
2021-11-17 02:40:00	ES	Futures	5300.23	5300.23	5299.67	5299.95	274.0
2021-11-17 02:45:00	ES	Futures	5299.95	5300.51	5299.67	5300.51	181.0
2021-11-17 02:50:00	ES	Futures	5300.51	5302.21	5300.23	5301.64	637.0
2021-11-17 02:55:00	ES	Futures	5301.36	5303.34	5301.36	5302.49	783.0
2021-11-17 03:00:00	ES	Futures	5302.77	5303.05	5301.08	5302.21	1389.0
2021-11-17 03:05:00	ES	Futures	5302.21	5303.05	5301.92	5302.77	844.0
2021-11-17 03:10:00	ES	Futures	5303.05	5304.75	5302.77	5303.62	1289.0
2021-11-17 03:15:00	ES	Futures	5303.9	5304.75	5303.62	5303.9	912.0
2021-11-17 03:20:00	ES	Futures	5303.9	5305.31	5303.34	5305.31	1110.0
2021-11-17 03:25:00	ES	Futures	5305.03	5306.44	5305.03	5305.59	1096.0
2021-11-17 03:30:00	ES	Futures	5305.31	5305.59	5303.62	5304.46	920.0
2021-11-17 03:35:00	ES	Futures	5304.18	5305.59	5304.18	5304.75	813.0
2021-11-17 03:40:00	ES	Futures	5304.75	5305.88	5304.46	5305.59	476.0
2021-11-17 03:45:00	ES	Futures	5305.59	5306.72	5305.03	5305.03	821.0
2021-11-17 03:50:00	ES	Futures	5305.03	5305.31	5304.75	5305.31	365.0
2021-11-17 03:55:00	ES	Futures	5305.31	5305.59	5305.03	5305.31	247.0
2021-11-17 04:00:00	ES	Futures	5305.31	5305.59	5304.75	5305.31	487.0
2021-11-17 04:05:00	ES	Futures	5305.31	5305.31	5303.62	5303.62	395.0

> showing 50 of 19,295 rows — these rows as CSV

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