PREVIEW / futures_5min / 2021-11-26

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-26.parquet
  size:    291 KB
  rows:    13,196

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
2021-11-26 00:00:00	ES	Futures	5252.82	5253.38	5250.0	5251.69	1023.0
2021-11-26 00:05:00	ES	Futures	5251.69	5252.25	5249.15	5250.28	1446.0
2021-11-26 00:10:00	ES	Futures	5250.28	5251.69	5249.15	5250.0	1874.0
2021-11-26 00:15:00	ES	Futures	5250.0	5250.28	5249.15	5249.15	1030.0
2021-11-26 00:20:00	ES	Futures	5249.15	5250.84	5249.15	5250.28	438.0
2021-11-26 00:25:00	ES	Futures	5250.28	5251.69	5250.28	5250.28	524.0
2021-11-26 00:30:00	ES	Futures	5250.28	5251.97	5250.28	5250.56	420.0
2021-11-26 00:35:00	ES	Futures	5250.84	5251.69	5249.43	5249.43	714.0
2021-11-26 00:40:00	ES	Futures	5249.43	5253.1	5249.15	5251.97	1478.0
2021-11-26 00:45:00	ES	Futures	5251.97	5254.51	5251.97	5253.1	1191.0
2021-11-26 00:50:00	ES	Futures	5253.1	5254.79	5252.54	5253.67	626.0
2021-11-26 00:55:00	ES	Futures	5253.95	5255.64	5252.82	5253.67	1872.0
2021-11-26 01:00:00	ES	Futures	5253.67	5254.79	5250.0	5251.97	1470.0
2021-11-26 01:05:00	ES	Futures	5252.25	5252.82	5251.41	5251.97	569.0
2021-11-26 01:10:00	ES	Futures	5251.97	5252.25	5250.56	5251.13	649.0
2021-11-26 01:15:00	ES	Futures	5251.13	5252.54	5250.28	5251.97	681.0
2021-11-26 01:20:00	ES	Futures	5251.97	5253.67	5251.41	5251.97	541.0
2021-11-26 01:25:00	ES	Futures	5251.97	5251.97	5239.56	5244.64	7332.0
2021-11-26 01:30:00	ES	Futures	5244.92	5245.48	5231.37	5241.25	6772.0
2021-11-26 01:35:00	ES	Futures	5240.97	5240.97	5231.94	5233.63	2565.0
2021-11-26 01:40:00	ES	Futures	5233.35	5238.99	5232.22	5237.3	2158.0
2021-11-26 01:45:00	ES	Futures	5237.58	5240.97	5233.63	5238.99	2072.0
2021-11-26 01:50:00	ES	Futures	5238.99	5242.1	5238.14	5241.53	1047.0
2021-11-26 01:55:00	ES	Futures	5241.81	5242.66	5236.45	5236.45	1450.0
2021-11-26 02:00:00	ES	Futures	5237.02	5237.58	5230.24	5231.65	3044.0
2021-11-26 02:05:00	ES	Futures	5231.65	5232.5	5213.87	5220.93	12675.0
2021-11-26 02:10:00	ES	Futures	5220.93	5227.98	5218.67	5226.57	3300.0
2021-11-26 02:15:00	ES	Futures	5226.57	5231.09	5224.32	5226.01	2978.0
2021-11-26 02:20:00	ES	Futures	5225.73	5230.24	5225.44	5226.57	2788.0
2021-11-26 02:25:00	ES	Futures	5226.57	5226.86	5217.54	5220.08	3691.0
2021-11-26 02:30:00	ES	Futures	5220.08	5227.7	5217.54	5227.7	5682.0
2021-11-26 02:35:00	ES	Futures	5227.98	5229.68	5222.9	5224.88	4696.0
2021-11-26 02:40:00	ES	Futures	5225.16	5228.27	5222.06	5226.29	4847.0
2021-11-26 02:45:00	ES	Futures	5226.29	5226.29	5216.41	5220.65	3973.0
2021-11-26 02:50:00	ES	Futures	5220.36	5221.21	5213.87	5213.87	5347.0
2021-11-26 02:55:00	ES	Futures	5214.16	5220.08	5213.87	5215.85	5403.0
2021-11-26 03:00:00	ES	Futures	5215.85	5217.83	5207.67	5207.95	11647.0
2021-11-26 03:05:00	ES	Futures	5207.95	5209.92	5201.74	5202.02	11168.0
2021-11-26 03:10:00	ES	Futures	5202.3	5211.9	5202.02	5211.33	6604.0
2021-11-26 03:15:00	ES	Futures	5211.05	5211.33	5195.25	5198.35	10303.0
2021-11-26 03:20:00	ES	Futures	5198.35	5202.59	5189.32	5198.07	10294.0
2021-11-26 03:25:00	ES	Futures	5197.79	5201.46	5194.97	5199.48	5674.0
2021-11-26 03:30:00	ES	Futures	5199.48	5208.79	5196.66	5196.94	7485.0
2021-11-26 03:35:00	ES	Futures	5196.94	5202.59	5194.12	5201.46	5173.0
2021-11-26 03:40:00	ES	Futures	5201.46	5210.49	5200.61	5208.51	9458.0
2021-11-26 03:45:00	ES	Futures	5208.51	5212.46	5206.54	5209.64	5616.0
2021-11-26 03:50:00	ES	Futures	5209.64	5216.41	5207.67	5215.0	3755.0
2021-11-26 03:55:00	ES	Futures	5214.72	5224.32	5214.44	5220.08	5693.0
2021-11-26 04:00:00	ES	Futures	5220.36	5221.78	5205.97	5208.79	8836.0
2021-11-26 04:05:00	ES	Futures	5208.79	5212.18	5199.48	5204.0	4430.0

> showing 50 of 13,196 rows — these rows as CSV

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