PREVIEW / futures_5min / 2021-11-18

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-18.parquet
  size:    322 KB
  rows:    18,956

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
2021-11-18 00:00:00	ES	Futures	5295.72	5297.69	5295.43	5297.69	808.0
2021-11-18 00:05:00	ES	Futures	5297.69	5298.54	5296.56	5297.41	1052.0
2021-11-18 00:10:00	ES	Futures	5297.41	5297.69	5296.56	5297.41	430.0
2021-11-18 00:15:00	ES	Futures	5297.41	5297.69	5296.28	5296.56	492.0
2021-11-18 00:20:00	ES	Futures	5296.84	5297.41	5296.56	5296.56	297.0
2021-11-18 00:25:00	ES	Futures	5296.84	5297.41	5296.56	5297.13	204.0
2021-11-18 00:30:00	ES	Futures	5296.84	5298.26	5296.84	5298.26	509.0
2021-11-18 00:35:00	ES	Futures	5298.26	5298.54	5297.69	5297.69	314.0
2021-11-18 00:40:00	ES	Futures	5297.69	5298.26	5297.69	5297.69	316.0
2021-11-18 00:45:00	ES	Futures	5297.69	5297.69	5296.56	5296.84	194.0
2021-11-18 00:50:00	ES	Futures	5297.13	5297.13	5296.0	5296.28	372.0
2021-11-18 00:55:00	ES	Futures	5296.0	5296.56	5296.0	5296.0	328.0
2021-11-18 01:00:00	ES	Futures	5296.28	5297.13	5295.72	5296.84	417.0
2021-11-18 01:05:00	ES	Futures	5296.56	5296.84	5296.28	5296.84	228.0
2021-11-18 01:10:00	ES	Futures	5296.56	5296.84	5296.0	5296.28	250.0
2021-11-18 01:15:00	ES	Futures	5296.28	5296.84	5296.0	5296.56	254.0
2021-11-18 01:20:00	ES	Futures	5296.56	5296.84	5296.56	5296.56	116.0
2021-11-18 01:25:00	ES	Futures	5296.56	5297.41	5296.56	5297.41	213.0
2021-11-18 01:30:00	ES	Futures	5297.41	5297.41	5296.56	5297.13	141.0
2021-11-18 01:35:00	ES	Futures	5296.84	5297.69	5296.84	5297.41	251.0
2021-11-18 01:40:00	ES	Futures	5297.41	5298.26	5297.41	5298.26	167.0
2021-11-18 01:45:00	ES	Futures	5297.97	5297.97	5297.13	5297.13	138.0
2021-11-18 01:50:00	ES	Futures	5297.13	5297.13	5296.28	5296.56	217.0
2021-11-18 01:55:00	ES	Futures	5296.56	5298.26	5296.28	5297.69	476.0
2021-11-18 02:00:00	ES	Futures	5297.69	5297.97	5296.84	5297.13	235.0
2021-11-18 02:05:00	ES	Futures	5297.41	5298.54	5297.41	5298.26	330.0
2021-11-18 02:10:00	ES	Futures	5298.26	5299.95	5298.26	5299.38	734.0
2021-11-18 02:15:00	ES	Futures	5299.67	5299.67	5299.1	5299.38	269.0
2021-11-18 02:20:00	ES	Futures	5299.1	5299.67	5298.54	5299.67	279.0
2021-11-18 02:25:00	ES	Futures	5299.67	5299.67	5299.1	5299.1	179.0
2021-11-18 02:30:00	ES	Futures	5299.1	5299.67	5298.82	5299.1	324.0
2021-11-18 02:35:00	ES	Futures	5298.82	5299.1	5298.54	5298.54	350.0
2021-11-18 02:40:00	ES	Futures	5298.26	5299.67	5298.26	5299.38	299.0
2021-11-18 02:45:00	ES	Futures	5299.67	5299.67	5298.82	5299.1	233.0
2021-11-18 02:50:00	ES	Futures	5299.1	5299.95	5299.1	5299.67	454.0
2021-11-18 02:55:00	ES	Futures	5299.38	5300.8	5299.38	5300.23	618.0
2021-11-18 03:00:00	ES	Futures	5299.95	5300.23	5298.82	5299.1	1888.0
2021-11-18 03:05:00	ES	Futures	5299.1	5301.64	5299.1	5301.36	896.0
2021-11-18 03:10:00	ES	Futures	5301.64	5301.92	5300.51	5301.36	1004.0
2021-11-18 03:15:00	ES	Futures	5301.36	5303.05	5301.36	5301.64	1088.0
2021-11-18 03:20:00	ES	Futures	5301.92	5303.34	5301.64	5303.05	845.0
2021-11-18 03:25:00	ES	Futures	5303.05	5303.9	5302.21	5303.9	883.0
2021-11-18 03:30:00	ES	Futures	5303.62	5303.9	5301.08	5301.36	1090.0
2021-11-18 03:35:00	ES	Futures	5301.36	5303.34	5301.36	5303.34	492.0
2021-11-18 03:40:00	ES	Futures	5303.05	5303.34	5301.92	5302.77	578.0
2021-11-18 03:45:00	ES	Futures	5303.05	5304.18	5303.05	5303.62	637.0
2021-11-18 03:50:00	ES	Futures	5303.34	5303.62	5302.77	5303.34	533.0
2021-11-18 03:55:00	ES	Futures	5303.05	5304.75	5303.05	5304.46	714.0
2021-11-18 04:00:00	ES	Futures	5304.46	5309.54	5303.9	5308.13	5364.0
2021-11-18 04:05:00	ES	Futures	5308.42	5308.7	5306.72	5308.13	1357.0

> showing 50 of 18,956 rows — these rows as CSV

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