PREVIEW / futures_5min / 2021-11-21

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-21.parquet
  size:    72 KB
  rows:    3,664

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
2021-11-21 18:00:00	ES	Futures	5306.72	5310.67	5305.59	5307.57	2597.0
2021-11-21 18:05:00	ES	Futures	5307.85	5310.11	5307.57	5307.85	719.0
2021-11-21 18:10:00	ES	Futures	5308.13	5308.13	5304.46	5305.59	1120.0
2021-11-21 18:15:00	ES	Futures	5305.59	5305.59	5304.18	5304.75	343.0
2021-11-21 18:20:00	ES	Futures	5305.03	5306.16	5304.75	5306.16	351.0
2021-11-21 18:25:00	ES	Futures	5305.88	5307.85	5305.88	5307.57	623.0
2021-11-21 18:30:00	ES	Futures	5307.29	5307.85	5305.59	5305.88	325.0
2021-11-21 18:35:00	ES	Futures	5306.16	5308.13	5306.16	5306.44	522.0
2021-11-21 18:40:00	ES	Futures	5306.44	5307.29	5305.03	5305.03	259.0
2021-11-21 18:45:00	ES	Futures	5305.03	5305.03	5302.49	5303.9	734.0
2021-11-21 18:50:00	ES	Futures	5303.9	5305.03	5303.34	5304.75	267.0
2021-11-21 18:55:00	ES	Futures	5304.46	5304.75	5302.21	5302.49	839.0
2021-11-21 19:00:00	ES	Futures	5302.49	5304.18	5300.23	5303.62	1563.0
2021-11-21 19:05:00	ES	Futures	5303.62	5306.16	5303.62	5306.16	874.0
2021-11-21 19:10:00	ES	Futures	5306.16	5307.85	5305.88	5307.57	796.0
2021-11-21 19:15:00	ES	Futures	5307.57	5307.57	5304.75	5305.31	964.0
2021-11-21 19:20:00	ES	Futures	5305.31	5306.16	5305.31	5305.59	392.0
2021-11-21 19:25:00	ES	Futures	5305.59	5307.29	5305.31	5307.0	545.0
2021-11-21 19:30:00	ES	Futures	5306.72	5307.29	5305.88	5307.0	339.0
2021-11-21 19:35:00	ES	Futures	5306.72	5307.0	5305.31	5306.16	580.0
2021-11-21 19:40:00	ES	Futures	5306.44	5308.13	5306.44	5307.57	421.0
2021-11-21 19:45:00	ES	Futures	5307.57	5309.26	5306.72	5308.13	614.0
2021-11-21 19:50:00	ES	Futures	5308.42	5308.98	5307.85	5308.42	289.0
2021-11-21 19:55:00	ES	Futures	5308.42	5308.7	5308.13	5308.13	187.0
2021-11-21 20:00:00	ES	Futures	5308.13	5310.96	5308.13	5310.96	1205.0
2021-11-21 20:05:00	ES	Futures	5310.96	5312.93	5310.11	5312.08	1347.0
2021-11-21 20:10:00	ES	Futures	5311.8	5312.08	5310.67	5311.24	406.0
2021-11-21 20:15:00	ES	Futures	5311.52	5312.37	5310.67	5312.08	641.0
2021-11-21 20:20:00	ES	Futures	5312.08	5312.37	5311.24	5311.8	379.0
2021-11-21 20:25:00	ES	Futures	5312.08	5312.08	5311.24	5312.08	294.0
2021-11-21 20:30:00	ES	Futures	5312.08	5312.65	5311.24	5311.8	677.0
2021-11-21 20:35:00	ES	Futures	5311.52	5312.93	5310.67	5312.93	581.0
2021-11-21 20:40:00	ES	Futures	5312.65	5313.78	5311.8	5312.08	674.0
2021-11-21 20:45:00	ES	Futures	5312.37	5312.37	5310.96	5311.8	557.0
2021-11-21 20:50:00	ES	Futures	5311.52	5312.93	5311.52	5312.37	365.0
2021-11-21 20:55:00	ES	Futures	5312.08	5312.37	5310.96	5311.8	442.0
2021-11-21 21:00:00	ES	Futures	5311.8	5312.93	5311.8	5312.65	430.0
2021-11-21 21:05:00	ES	Futures	5312.65	5313.21	5312.37	5312.37	316.0
2021-11-21 21:10:00	ES	Futures	5312.37	5312.65	5312.08	5312.37	194.0
2021-11-21 21:15:00	ES	Futures	5312.08	5312.93	5311.8	5312.37	181.0
2021-11-21 21:20:00	ES	Futures	5312.65	5312.65	5311.8	5311.8	162.0
2021-11-21 21:25:00	ES	Futures	5312.08	5312.65	5311.8	5312.08	190.0
2021-11-21 21:30:00	ES	Futures	5312.37	5312.93	5312.08	5312.65	402.0
2021-11-21 21:35:00	ES	Futures	5312.65	5312.93	5311.8	5312.93	365.0
2021-11-21 21:40:00	ES	Futures	5313.21	5313.78	5312.65	5312.93	374.0
2021-11-21 21:45:00	ES	Futures	5312.93	5313.5	5312.93	5313.21	187.0
2021-11-21 21:50:00	ES	Futures	5313.21	5313.5	5312.37	5312.93	578.0
2021-11-21 21:55:00	ES	Futures	5312.65	5313.78	5312.65	5313.5	278.0
2021-11-21 22:00:00	ES	Futures	5313.78	5314.06	5312.65	5313.21	494.0
2021-11-21 22:05:00	ES	Futures	5312.93	5313.5	5312.65	5313.21	139.0

> showing 50 of 3,664 rows — these rows as CSV

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