PREVIEW / futures_5min / 2021-11-24

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-24.parquet
  size:    323 KB
  rows:    18,316

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
2021-11-24 00:00:00	ES	Futures	5280.76	5282.73	5280.19	5282.45	322.0
2021-11-24 00:05:00	ES	Futures	5282.45	5283.3	5282.45	5282.45	321.0
2021-11-24 00:10:00	ES	Futures	5282.45	5284.43	5281.89	5284.43	408.0
2021-11-24 00:15:00	ES	Futures	5284.43	5284.99	5283.58	5284.14	328.0
2021-11-24 00:20:00	ES	Futures	5284.14	5284.71	5283.86	5284.14	220.0
2021-11-24 00:25:00	ES	Futures	5284.14	5285.56	5283.58	5285.27	333.0
2021-11-24 00:30:00	ES	Futures	5285.27	5289.22	5285.27	5288.38	908.0
2021-11-24 00:35:00	ES	Futures	5288.66	5288.94	5287.81	5288.38	456.0
2021-11-24 00:40:00	ES	Futures	5288.38	5289.51	5288.38	5289.51	726.0
2021-11-24 00:45:00	ES	Futures	5289.51	5290.35	5288.94	5289.22	546.0
2021-11-24 00:50:00	ES	Futures	5289.22	5291.48	5288.94	5290.92	522.0
2021-11-24 00:55:00	ES	Futures	5291.2	5292.05	5290.35	5291.76	674.0
2021-11-24 01:00:00	ES	Futures	5291.76	5294.02	5291.2	5293.46	1425.0
2021-11-24 01:05:00	ES	Futures	5293.46	5293.74	5290.64	5292.05	900.0
2021-11-24 01:10:00	ES	Futures	5292.05	5292.89	5292.05	5292.89	312.0
2021-11-24 01:15:00	ES	Futures	5292.89	5294.3	5292.89	5293.74	635.0
2021-11-24 01:20:00	ES	Futures	5293.74	5294.3	5293.74	5293.74	319.0
2021-11-24 01:25:00	ES	Futures	5294.02	5294.3	5293.18	5294.3	491.0
2021-11-24 01:30:00	ES	Futures	5294.3	5294.87	5293.46	5294.3	623.0
2021-11-24 01:35:00	ES	Futures	5294.3	5295.43	5294.3	5295.15	280.0
2021-11-24 01:40:00	ES	Futures	5295.15	5296.56	5294.87	5295.72	682.0
2021-11-24 01:45:00	ES	Futures	5295.43	5295.72	5293.18	5293.74	345.0
2021-11-24 01:50:00	ES	Futures	5293.74	5294.87	5293.18	5294.3	276.0
2021-11-24 01:55:00	ES	Futures	5294.3	5295.72	5294.02	5294.02	422.0
2021-11-24 02:00:00	ES	Futures	5294.3	5296.0	5294.3	5295.15	634.0
2021-11-24 02:05:00	ES	Futures	5295.43	5296.56	5295.15	5295.72	370.0
2021-11-24 02:10:00	ES	Futures	5296.0	5296.28	5293.46	5293.74	494.0
2021-11-24 02:15:00	ES	Futures	5294.02	5294.02	5292.33	5292.89	773.0
2021-11-24 02:20:00	ES	Futures	5292.61	5292.61	5290.92	5291.48	525.0
2021-11-24 02:25:00	ES	Futures	5291.48	5292.33	5289.79	5290.35	658.0
2021-11-24 02:30:00	ES	Futures	5290.64	5290.92	5287.25	5287.53	1212.0
2021-11-24 02:35:00	ES	Futures	5287.53	5289.22	5286.68	5289.22	1019.0
2021-11-24 02:40:00	ES	Futures	5288.94	5290.35	5288.94	5290.07	561.0
2021-11-24 02:45:00	ES	Futures	5290.07	5290.07	5288.38	5288.38	538.0
2021-11-24 02:50:00	ES	Futures	5288.66	5290.35	5288.38	5288.94	470.0
2021-11-24 02:55:00	ES	Futures	5288.94	5288.94	5287.25	5288.66	486.0
2021-11-24 03:00:00	ES	Futures	5288.38	5289.79	5285.27	5288.66	2471.0
2021-11-24 03:05:00	ES	Futures	5288.94	5289.51	5286.12	5286.12	1177.0
2021-11-24 03:10:00	ES	Futures	5285.84	5287.53	5284.43	5285.84	1160.0
2021-11-24 03:15:00	ES	Futures	5285.84	5289.22	5285.27	5289.22	1229.0
2021-11-24 03:20:00	ES	Futures	5289.22	5290.92	5286.97	5290.35	1125.0
2021-11-24 03:25:00	ES	Futures	5290.35	5290.64	5286.12	5288.38	1118.0
2021-11-24 03:30:00	ES	Futures	5288.1	5290.64	5285.84	5289.22	1145.0
2021-11-24 03:35:00	ES	Futures	5289.22	5289.79	5286.97	5287.81	577.0
2021-11-24 03:40:00	ES	Futures	5287.81	5290.07	5287.81	5290.07	530.0
2021-11-24 03:45:00	ES	Futures	5290.07	5290.92	5288.66	5289.22	991.0
2021-11-24 03:50:00	ES	Futures	5289.22	5289.79	5287.25	5287.81	851.0
2021-11-24 03:55:00	ES	Futures	5287.81	5288.66	5286.97	5288.1	767.0
2021-11-24 04:00:00	ES	Futures	5287.81	5288.38	5283.58	5283.86	1419.0
2021-11-24 04:05:00	ES	Futures	5283.86	5286.4	5282.45	5285.84	1808.0

> showing 50 of 18,316 rows — these rows as CSV

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