PREVIEW / futures_5min / 2021-11-23

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-23.parquet
  size:    340 KB
  rows:    18,884

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
2021-11-23 00:00:00	ES	Futures	5284.71	5285.56	5282.73	5282.73	803.0
2021-11-23 00:05:00	ES	Futures	5282.73	5283.58	5282.73	5283.02	143.0
2021-11-23 00:10:00	ES	Futures	5283.02	5283.02	5281.32	5281.61	410.0
2021-11-23 00:15:00	ES	Futures	5281.61	5281.61	5280.48	5280.48	443.0
2021-11-23 00:20:00	ES	Futures	5280.48	5280.48	5279.35	5280.19	504.0
2021-11-23 00:25:00	ES	Futures	5280.19	5280.19	5278.22	5278.78	447.0
2021-11-23 00:30:00	ES	Futures	5279.07	5279.07	5277.09	5278.22	695.0
2021-11-23 00:35:00	ES	Futures	5277.94	5278.5	5275.96	5277.37	555.0
2021-11-23 00:40:00	ES	Futures	5277.37	5277.94	5270.6	5272.01	1635.0
2021-11-23 00:45:00	ES	Futures	5271.73	5273.99	5271.16	5273.14	792.0
2021-11-23 00:50:00	ES	Futures	5273.14	5273.14	5271.45	5272.86	656.0
2021-11-23 00:55:00	ES	Futures	5272.86	5274.83	5272.57	5274.83	335.0
2021-11-23 01:00:00	ES	Futures	5274.83	5277.37	5274.27	5276.53	848.0
2021-11-23 01:05:00	ES	Futures	5276.81	5278.5	5276.53	5277.09	434.0
2021-11-23 01:10:00	ES	Futures	5277.09	5277.37	5276.24	5276.81	421.0
2021-11-23 01:15:00	ES	Futures	5276.81	5277.09	5275.4	5275.4	248.0
2021-11-23 01:20:00	ES	Futures	5275.4	5275.68	5272.01	5272.29	804.0
2021-11-23 01:25:00	ES	Futures	5272.29	5273.99	5270.6	5271.16	972.0
2021-11-23 01:30:00	ES	Futures	5271.45	5276.24	5270.03	5275.4	1407.0
2021-11-23 01:35:00	ES	Futures	5275.4	5275.4	5272.57	5274.27	660.0
2021-11-23 01:40:00	ES	Futures	5274.55	5276.81	5274.55	5276.81	669.0
2021-11-23 01:45:00	ES	Futures	5276.81	5277.94	5275.68	5276.24	487.0
2021-11-23 01:50:00	ES	Futures	5275.96	5276.24	5274.27	5275.11	479.0
2021-11-23 01:55:00	ES	Futures	5275.11	5276.81	5273.99	5275.96	549.0
2021-11-23 02:00:00	ES	Futures	5275.68	5277.37	5273.42	5275.68	720.0
2021-11-23 02:05:00	ES	Futures	5275.4	5275.4	5262.98	5266.08	3866.0
2021-11-23 02:10:00	ES	Futures	5265.8	5267.21	5262.41	5262.7	2661.0
2021-11-23 02:15:00	ES	Futures	5262.7	5265.8	5261.85	5264.39	1984.0
2021-11-23 02:20:00	ES	Futures	5264.39	5269.47	5262.98	5267.49	2916.0
2021-11-23 02:25:00	ES	Futures	5267.49	5268.62	5264.95	5266.93	1239.0
2021-11-23 02:30:00	ES	Futures	5267.21	5267.21	5265.24	5265.8	1271.0
2021-11-23 02:35:00	ES	Futures	5265.8	5266.65	5259.31	5262.98	3589.0
2021-11-23 02:40:00	ES	Futures	5262.7	5269.19	5262.41	5268.06	2459.0
2021-11-23 02:45:00	ES	Futures	5267.78	5268.62	5266.08	5266.93	1509.0
2021-11-23 02:50:00	ES	Futures	5267.21	5273.42	5266.93	5272.86	2120.0
2021-11-23 02:55:00	ES	Futures	5272.86	5276.24	5270.88	5270.88	2154.0
2021-11-23 03:00:00	ES	Futures	5270.88	5274.55	5269.75	5270.32	3811.0
2021-11-23 03:05:00	ES	Futures	5270.03	5270.32	5266.08	5269.47	4084.0
2021-11-23 03:10:00	ES	Futures	5269.47	5272.86	5265.8	5267.49	3896.0
2021-11-23 03:15:00	ES	Futures	5267.49	5271.45	5266.08	5267.21	3258.0
2021-11-23 03:20:00	ES	Futures	5266.93	5268.91	5262.98	5265.24	2600.0
2021-11-23 03:25:00	ES	Futures	5264.95	5265.8	5259.31	5259.87	3756.0
2021-11-23 03:30:00	ES	Futures	5259.59	5261.29	5254.23	5260.44	6975.0
2021-11-23 03:35:00	ES	Futures	5260.44	5265.52	5259.87	5262.7	3596.0
2021-11-23 03:40:00	ES	Futures	5262.41	5263.26	5259.31	5263.26	2195.0
2021-11-23 03:45:00	ES	Futures	5263.54	5265.24	5257.9	5259.03	2344.0
2021-11-23 03:50:00	ES	Futures	5259.03	5265.8	5258.75	5265.24	2213.0
2021-11-23 03:55:00	ES	Futures	5265.24	5267.78	5262.7	5266.93	1835.0
2021-11-23 04:00:00	ES	Futures	5267.21	5270.03	5264.67	5265.24	3124.0
2021-11-23 04:05:00	ES	Futures	5264.95	5266.08	5262.98	5263.54	2203.0

> showing 50 of 18,884 rows — these rows as CSV

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