PREVIEW / futures_5min / 2021-11-28

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-28.parquet
  size:    90 KB
  rows:    4,188

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
2021-11-28 18:00:00	ES	Futures	5180.29	5209.92	5180.01	5201.17	17337.0
2021-11-28 18:05:00	ES	Futures	5201.46	5219.8	5199.48	5215.57	10201.0
2021-11-28 18:10:00	ES	Futures	5215.57	5218.67	5207.67	5212.18	6670.0
2021-11-28 18:15:00	ES	Futures	5212.75	5220.65	5211.05	5217.26	4429.0
2021-11-28 18:20:00	ES	Futures	5216.98	5227.98	5216.98	5225.16	5885.0
2021-11-28 18:25:00	ES	Futures	5225.16	5225.44	5211.33	5215.57	4866.0
2021-11-28 18:30:00	ES	Futures	5215.85	5222.06	5215.85	5216.13	3061.0
2021-11-28 18:35:00	ES	Futures	5216.13	5223.75	5215.57	5221.21	2157.0
2021-11-28 18:40:00	ES	Futures	5221.49	5223.47	5213.87	5216.13	2547.0
2021-11-28 18:45:00	ES	Futures	5215.85	5219.8	5212.46	5215.57	2899.0
2021-11-28 18:50:00	ES	Futures	5215.29	5220.36	5215.0	5218.39	2409.0
2021-11-28 18:55:00	ES	Futures	5218.11	5222.06	5213.31	5221.21	2155.0
2021-11-28 19:00:00	ES	Futures	5221.21	5225.73	5219.8	5220.93	4192.0
2021-11-28 19:05:00	ES	Futures	5220.93	5227.42	5220.08	5224.6	3178.0
2021-11-28 19:10:00	ES	Futures	5224.6	5230.52	5224.6	5229.11	4134.0
2021-11-28 19:15:00	ES	Futures	5229.4	5233.63	5227.7	5232.78	3959.0
2021-11-28 19:20:00	ES	Futures	5232.78	5233.06	5227.42	5227.42	3406.0
2021-11-28 19:25:00	ES	Futures	5227.42	5227.98	5220.36	5220.36	4076.0
2021-11-28 19:30:00	ES	Futures	5220.36	5228.83	5217.83	5228.27	4991.0
2021-11-28 19:35:00	ES	Futures	5228.27	5228.83	5223.19	5224.03	1928.0
2021-11-28 19:40:00	ES	Futures	5224.03	5224.88	5220.08	5221.78	1943.0
2021-11-28 19:45:00	ES	Futures	5221.78	5227.42	5219.24	5226.86	2042.0
2021-11-28 19:50:00	ES	Futures	5226.86	5229.96	5226.57	5228.83	2011.0
2021-11-28 19:55:00	ES	Futures	5228.83	5229.4	5226.01	5227.7	1248.0
2021-11-28 20:00:00	ES	Futures	5227.98	5228.83	5223.47	5228.55	1941.0
2021-11-28 20:05:00	ES	Futures	5228.27	5232.22	5227.14	5228.55	2838.0
2021-11-28 20:10:00	ES	Futures	5228.83	5229.96	5226.01	5227.7	1338.0
2021-11-28 20:15:00	ES	Futures	5227.98	5227.98	5220.93	5224.32	2797.0
2021-11-28 20:20:00	ES	Futures	5224.32	5228.83	5224.03	5226.29	1698.0
2021-11-28 20:25:00	ES	Futures	5226.01	5226.57	5222.62	5225.44	1487.0
2021-11-28 20:30:00	ES	Futures	5225.44	5228.83	5221.49	5227.98	1546.0
2021-11-28 20:35:00	ES	Futures	5228.27	5231.37	5226.57	5230.24	1837.0
2021-11-28 20:40:00	ES	Futures	5230.24	5234.48	5229.4	5233.91	1924.0
2021-11-28 20:45:00	ES	Futures	5234.19	5237.02	5232.78	5235.89	2048.0
2021-11-28 20:50:00	ES	Futures	5236.17	5237.3	5233.35	5234.48	1630.0
2021-11-28 20:55:00	ES	Futures	5234.48	5237.58	5233.91	5235.6	1404.0
2021-11-28 21:00:00	ES	Futures	5235.6	5239.84	5234.48	5238.43	2454.0
2021-11-28 21:05:00	ES	Futures	5238.43	5238.99	5234.76	5235.6	1899.0
2021-11-28 21:10:00	ES	Futures	5235.6	5239.56	5235.6	5238.14	1409.0
2021-11-28 21:15:00	ES	Futures	5238.14	5240.97	5232.78	5235.89	4643.0
2021-11-28 21:20:00	ES	Futures	5235.6	5237.3	5234.48	5236.73	1013.0
2021-11-28 21:25:00	ES	Futures	5236.73	5237.58	5233.35	5233.63	1527.0
2021-11-28 21:30:00	ES	Futures	5233.63	5237.58	5233.63	5237.3	1238.0
2021-11-28 21:35:00	ES	Futures	5237.02	5240.12	5236.45	5237.58	2005.0
2021-11-28 21:40:00	ES	Futures	5237.86	5238.99	5235.89	5238.71	949.0
2021-11-28 21:45:00	ES	Futures	5238.43	5239.84	5237.3	5237.58	803.0
2021-11-28 21:50:00	ES	Futures	5237.3	5239.27	5234.76	5235.32	1215.0
2021-11-28 21:55:00	ES	Futures	5235.04	5237.58	5235.04	5236.17	734.0
2021-11-28 22:00:00	ES	Futures	5236.17	5238.99	5235.89	5237.58	904.0
2021-11-28 22:05:00	ES	Futures	5237.58	5238.71	5236.45	5238.14	818.0

> showing 50 of 4,188 rows — these rows as CSV

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