PREVIEW / futures_5min / 2021-11-22

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-22.parquet
  size:    344 KB
  rows:    19,181

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
2021-11-22 00:00:00	ES	Futures	5312.93	5313.21	5312.37	5312.65	418.0
2021-11-22 00:05:00	ES	Futures	5312.37	5312.93	5311.8	5312.08	329.0
2021-11-22 00:10:00	ES	Futures	5312.37	5312.65	5311.24	5311.52	573.0
2021-11-22 00:15:00	ES	Futures	5311.52	5312.08	5311.24	5312.08	291.0
2021-11-22 00:20:00	ES	Futures	5312.08	5312.08	5311.52	5312.08	235.0
2021-11-22 00:25:00	ES	Futures	5312.08	5312.37	5311.8	5312.37	167.0
2021-11-22 00:30:00	ES	Futures	5312.08	5312.37	5311.52	5311.8	278.0
2021-11-22 00:35:00	ES	Futures	5311.52	5312.37	5311.24	5312.37	188.0
2021-11-22 00:40:00	ES	Futures	5312.65	5313.21	5312.37	5312.37	307.0
2021-11-22 00:45:00	ES	Futures	5312.65	5313.5	5312.65	5312.93	189.0
2021-11-22 00:50:00	ES	Futures	5313.21	5313.5	5313.21	5313.5	95.0
2021-11-22 00:55:00	ES	Futures	5313.5	5313.78	5312.93	5313.78	205.0
2021-11-22 01:00:00	ES	Futures	5313.5	5313.78	5312.37	5312.37	398.0
2021-11-22 01:05:00	ES	Futures	5312.37	5312.65	5311.8	5311.8	186.0
2021-11-22 01:10:00	ES	Futures	5312.08	5312.65	5312.08	5312.37	170.0
2021-11-22 01:15:00	ES	Futures	5312.08	5313.5	5312.08	5313.21	252.0
2021-11-22 01:20:00	ES	Futures	5313.21	5314.06	5312.93	5314.06	424.0
2021-11-22 01:25:00	ES	Futures	5314.06	5316.03	5313.78	5315.75	831.0
2021-11-22 01:30:00	ES	Futures	5316.03	5316.32	5313.78	5313.78	516.0
2021-11-22 01:35:00	ES	Futures	5313.5	5314.34	5313.5	5313.5	164.0
2021-11-22 01:40:00	ES	Futures	5313.78	5313.78	5312.93	5313.21	198.0
2021-11-22 01:45:00	ES	Futures	5313.21	5314.34	5313.21	5314.06	126.0
2021-11-22 01:50:00	ES	Futures	5314.06	5314.06	5312.93	5313.21	120.0
2021-11-22 01:55:00	ES	Futures	5313.21	5314.34	5312.37	5313.5	347.0
2021-11-22 02:00:00	ES	Futures	5313.5	5315.19	5312.08	5312.08	886.0
2021-11-22 02:05:00	ES	Futures	5312.37	5314.34	5311.8	5314.06	506.0
2021-11-22 02:10:00	ES	Futures	5313.78	5315.19	5313.78	5315.19	281.0
2021-11-22 02:15:00	ES	Futures	5315.47	5316.03	5314.91	5315.75	349.0
2021-11-22 02:20:00	ES	Futures	5315.75	5316.03	5314.62	5315.75	347.0
2021-11-22 02:25:00	ES	Futures	5315.75	5316.6	5315.19	5315.19	469.0
2021-11-22 02:30:00	ES	Futures	5314.91	5315.75	5314.91	5315.19	426.0
2021-11-22 02:35:00	ES	Futures	5315.19	5316.32	5314.91	5315.75	405.0
2021-11-22 02:40:00	ES	Futures	5315.75	5315.75	5314.91	5315.19	192.0
2021-11-22 02:45:00	ES	Futures	5314.91	5315.19	5314.62	5314.91	336.0
2021-11-22 02:50:00	ES	Futures	5315.19	5316.32	5315.19	5316.32	307.0
2021-11-22 02:55:00	ES	Futures	5316.32	5316.88	5314.06	5314.06	925.0
2021-11-22 03:00:00	ES	Futures	5313.78	5315.75	5312.93	5314.91	1894.0
2021-11-22 03:05:00	ES	Futures	5314.91	5315.75	5314.06	5314.91	1265.0
2021-11-22 03:10:00	ES	Futures	5315.19	5315.75	5313.78	5314.34	921.0
2021-11-22 03:15:00	ES	Futures	5314.34	5316.32	5314.06	5316.03	609.0
2021-11-22 03:20:00	ES	Futures	5316.03	5318.57	5316.03	5317.73	2120.0
2021-11-22 03:25:00	ES	Futures	5317.73	5318.01	5313.78	5315.47	1307.0
2021-11-22 03:30:00	ES	Futures	5315.75	5317.45	5315.19	5317.16	967.0
2021-11-22 03:35:00	ES	Futures	5317.45	5317.45	5315.75	5316.88	754.0
2021-11-22 03:40:00	ES	Futures	5316.88	5316.88	5315.75	5316.03	654.0
2021-11-22 03:45:00	ES	Futures	5316.03	5317.45	5315.75	5316.03	835.0
2021-11-22 03:50:00	ES	Futures	5315.75	5316.03	5314.06	5315.19	787.0
2021-11-22 03:55:00	ES	Futures	5315.19	5316.32	5314.34	5315.75	596.0
2021-11-22 04:00:00	ES	Futures	5315.75	5316.88	5314.62	5316.88	1085.0
2021-11-22 04:05:00	ES	Futures	5316.88	5317.45	5316.03	5316.6	1150.0

> showing 50 of 19,181 rows — these rows as CSV

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