PREVIEW / futures_5min / 2021-11-25

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-25.parquet
  size:    241 KB
  rows:    13,645

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
2021-11-25 00:00:00	ES	Futures	5319.7	5319.99	5319.14	5319.14	179.0
2021-11-25 00:05:00	ES	Futures	5319.14	5320.55	5318.86	5320.27	369.0
2021-11-25 00:10:00	ES	Futures	5320.55	5320.83	5320.27	5320.55	372.0
2021-11-25 00:15:00	ES	Futures	5320.27	5320.83	5320.27	5320.83	171.0
2021-11-25 00:20:00	ES	Futures	5320.83	5321.4	5320.55	5321.11	263.0
2021-11-25 00:25:00	ES	Futures	5321.11	5321.68	5320.83	5321.11	384.0
2021-11-25 00:30:00	ES	Futures	5321.11	5321.11	5320.27	5320.55	176.0
2021-11-25 00:35:00	ES	Futures	5320.55	5321.68	5320.27	5321.4	182.0
2021-11-25 00:40:00	ES	Futures	5321.4	5321.96	5321.11	5321.68	195.0
2021-11-25 00:45:00	ES	Futures	5321.96	5321.96	5321.11	5321.4	130.0
2021-11-25 00:50:00	ES	Futures	5321.68	5322.24	5321.68	5321.96	173.0
2021-11-25 00:55:00	ES	Futures	5321.96	5322.81	5321.96	5322.81	676.0
2021-11-25 01:00:00	ES	Futures	5322.81	5324.5	5322.81	5323.94	957.0
2021-11-25 01:05:00	ES	Futures	5324.22	5324.22	5323.37	5323.94	460.0
2021-11-25 01:10:00	ES	Futures	5323.94	5324.22	5322.81	5323.09	305.0
2021-11-25 01:15:00	ES	Futures	5323.09	5323.37	5322.81	5323.09	211.0
2021-11-25 01:20:00	ES	Futures	5323.37	5323.37	5322.81	5323.09	138.0
2021-11-25 01:25:00	ES	Futures	5322.81	5323.37	5322.81	5323.09	209.0
2021-11-25 01:30:00	ES	Futures	5323.37	5323.94	5322.81	5323.94	194.0
2021-11-25 01:35:00	ES	Futures	5323.94	5324.5	5323.37	5323.37	531.0
2021-11-25 01:40:00	ES	Futures	5323.65	5324.22	5323.37	5323.37	283.0
2021-11-25 01:45:00	ES	Futures	5323.65	5323.94	5323.37	5323.94	186.0
2021-11-25 01:50:00	ES	Futures	5323.94	5324.22	5323.37	5323.65	210.0
2021-11-25 01:55:00	ES	Futures	5323.94	5324.5	5323.37	5324.22	271.0
2021-11-25 02:00:00	ES	Futures	5324.22	5324.78	5323.37	5323.65	668.0
2021-11-25 02:05:00	ES	Futures	5323.65	5324.5	5322.81	5323.65	358.0
2021-11-25 02:10:00	ES	Futures	5323.65	5324.78	5322.81	5324.5	278.0
2021-11-25 02:15:00	ES	Futures	5324.5	5324.5	5322.53	5323.09	486.0
2021-11-25 02:20:00	ES	Futures	5323.09	5323.09	5321.4	5321.68	402.0
2021-11-25 02:25:00	ES	Futures	5321.68	5321.68	5319.99	5320.83	761.0
2021-11-25 02:30:00	ES	Futures	5320.83	5321.4	5320.27	5320.83	320.0
2021-11-25 02:35:00	ES	Futures	5321.11	5321.68	5320.83	5321.68	244.0
2021-11-25 02:40:00	ES	Futures	5321.68	5321.96	5320.55	5321.68	356.0
2021-11-25 02:45:00	ES	Futures	5321.68	5322.53	5321.4	5322.24	261.0
2021-11-25 02:50:00	ES	Futures	5321.96	5321.96	5321.11	5321.4	255.0
2021-11-25 02:55:00	ES	Futures	5321.4	5321.4	5319.99	5320.55	404.0
2021-11-25 03:00:00	ES	Futures	5320.55	5321.11	5318.57	5319.99	1889.0
2021-11-25 03:05:00	ES	Futures	5319.99	5320.83	5319.42	5320.55	694.0
2021-11-25 03:10:00	ES	Futures	5320.83	5321.11	5320.27	5320.55	701.0
2021-11-25 03:15:00	ES	Futures	5320.27	5321.11	5319.99	5320.83	733.0
2021-11-25 03:20:00	ES	Futures	5320.83	5322.24	5320.55	5321.68	765.0
2021-11-25 03:25:00	ES	Futures	5321.68	5321.68	5318.57	5318.86	743.0
2021-11-25 03:30:00	ES	Futures	5318.86	5320.27	5317.73	5320.27	695.0
2021-11-25 03:35:00	ES	Futures	5319.99	5320.27	5318.86	5319.99	348.0
2021-11-25 03:40:00	ES	Futures	5319.99	5319.99	5318.57	5319.14	351.0
2021-11-25 03:45:00	ES	Futures	5319.14	5319.7	5318.86	5319.7	362.0
2021-11-25 03:50:00	ES	Futures	5319.42	5320.27	5319.14	5320.27	301.0
2021-11-25 03:55:00	ES	Futures	5320.27	5323.09	5319.99	5322.81	1092.0
2021-11-25 04:00:00	ES	Futures	5322.81	5323.09	5321.11	5321.11	530.0
2021-11-25 04:05:00	ES	Futures	5321.11	5321.68	5319.7	5319.99	390.0

> showing 50 of 13,645 rows — these rows as CSV

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