PREVIEW / futures_5min / 2021-11-19

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-19.parquet
  size:    299 KB
  rows:    15,620

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
2021-11-19 00:00:00	ES	Futures	5327.61	5328.73	5327.04	5328.73	372.0
2021-11-19 00:05:00	ES	Futures	5328.45	5329.02	5328.17	5329.02	299.0
2021-11-19 00:10:00	ES	Futures	5328.73	5328.73	5326.19	5327.04	670.0
2021-11-19 00:15:00	ES	Futures	5327.04	5327.61	5326.19	5326.48	458.0
2021-11-19 00:20:00	ES	Futures	5326.48	5327.32	5325.63	5327.32	391.0
2021-11-19 00:25:00	ES	Futures	5327.32	5327.61	5326.48	5326.76	311.0
2021-11-19 00:30:00	ES	Futures	5326.76	5327.04	5326.19	5326.48	330.0
2021-11-19 00:35:00	ES	Futures	5326.76	5327.89	5326.48	5327.89	583.0
2021-11-19 00:40:00	ES	Futures	5327.89	5328.17	5327.04	5327.32	556.0
2021-11-19 00:45:00	ES	Futures	5327.32	5327.89	5326.76	5327.04	624.0
2021-11-19 00:50:00	ES	Futures	5327.04	5328.17	5326.48	5326.48	667.0
2021-11-19 00:55:00	ES	Futures	5326.48	5326.76	5325.63	5325.63	482.0
2021-11-19 01:00:00	ES	Futures	5325.63	5326.76	5325.63	5326.48	510.0
2021-11-19 01:05:00	ES	Futures	5326.76	5326.76	5326.19	5326.48	472.0
2021-11-19 01:10:00	ES	Futures	5326.19	5328.17	5326.19	5327.61	445.0
2021-11-19 01:15:00	ES	Futures	5327.89	5327.89	5326.48	5326.76	168.0
2021-11-19 01:20:00	ES	Futures	5327.04	5327.89	5327.04	5327.89	179.0
2021-11-19 01:25:00	ES	Futures	5327.89	5328.45	5327.61	5328.17	306.0
2021-11-19 01:30:00	ES	Futures	5328.45	5329.86	5328.17	5329.3	700.0
2021-11-19 01:35:00	ES	Futures	5329.58	5329.58	5327.61	5328.45	656.0
2021-11-19 01:40:00	ES	Futures	5328.45	5329.02	5327.89	5327.89	428.0
2021-11-19 01:45:00	ES	Futures	5327.89	5328.17	5327.32	5327.89	208.0
2021-11-19 01:50:00	ES	Futures	5327.89	5328.73	5327.61	5328.17	433.0
2021-11-19 01:55:00	ES	Futures	5328.45	5328.73	5327.89	5328.17	321.0
2021-11-19 02:00:00	ES	Futures	5328.17	5328.45	5327.04	5327.32	585.0
2021-11-19 02:05:00	ES	Futures	5327.32	5329.3	5327.04	5328.17	851.0
2021-11-19 02:10:00	ES	Futures	5328.45	5328.73	5327.61	5328.17	455.0
2021-11-19 02:15:00	ES	Futures	5327.61	5329.02	5327.61	5328.45	376.0
2021-11-19 02:20:00	ES	Futures	5328.45	5329.02	5328.17	5328.45	275.0
2021-11-19 02:25:00	ES	Futures	5328.17	5328.45	5327.32	5327.61	420.0
2021-11-19 02:30:00	ES	Futures	5327.61	5328.45	5327.04	5328.45	567.0
2021-11-19 02:35:00	ES	Futures	5328.45	5329.02	5328.17	5328.45	497.0
2021-11-19 02:40:00	ES	Futures	5328.73	5329.02	5328.45	5329.02	270.0
2021-11-19 02:45:00	ES	Futures	5329.02	5332.12	5329.02	5331.84	1434.0
2021-11-19 02:50:00	ES	Futures	5331.84	5332.12	5329.02	5329.3	965.0
2021-11-19 02:55:00	ES	Futures	5329.02	5329.3	5327.32	5327.32	620.0
2021-11-19 03:00:00	ES	Futures	5327.32	5327.61	5324.22	5325.91	2338.0
2021-11-19 03:05:00	ES	Futures	5325.91	5327.32	5325.07	5325.91	1802.0
2021-11-19 03:10:00	ES	Futures	5326.19	5326.48	5324.5	5325.63	1020.0
2021-11-19 03:15:00	ES	Futures	5325.35	5325.91	5323.94	5324.5	1050.0
2021-11-19 03:20:00	ES	Futures	5324.5	5326.19	5323.94	5326.19	710.0
2021-11-19 03:25:00	ES	Futures	5326.19	5327.04	5325.63	5326.48	690.0
2021-11-19 03:30:00	ES	Futures	5326.48	5327.04	5325.07	5325.63	801.0
2021-11-19 03:35:00	ES	Futures	5325.63	5326.19	5325.35	5325.91	443.0
2021-11-19 03:40:00	ES	Futures	5325.91	5326.48	5324.5	5325.63	670.0
2021-11-19 03:45:00	ES	Futures	5325.63	5326.19	5324.78	5325.07	906.0
2021-11-19 03:50:00	ES	Futures	5325.07	5326.76	5324.78	5326.76	592.0
2021-11-19 03:55:00	ES	Futures	5326.19	5326.19	5324.5	5324.5	974.0
2021-11-19 04:00:00	ES	Futures	5324.5	5325.35	5323.65	5324.5	994.0
2021-11-19 04:05:00	ES	Futures	5324.5	5324.78	5323.65	5324.22	801.0

> showing 50 of 15,620 rows — these rows as CSV

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