PREVIEW / futures_5min / 2021-11-29

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-29.parquet
  size:    347 KB
  rows:    19,576

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
2021-11-29 00:00:00	ES	Futures	5227.7	5229.96	5226.29	5226.86	1044.0
2021-11-29 00:05:00	ES	Futures	5227.14	5227.14	5224.32	5226.29	1170.0
2021-11-29 00:10:00	ES	Futures	5226.29	5227.98	5225.44	5225.73	740.0
2021-11-29 00:15:00	ES	Futures	5225.73	5225.73	5222.9	5222.9	1361.0
2021-11-29 00:20:00	ES	Futures	5223.19	5223.19	5218.39	5218.95	2564.0
2021-11-29 00:25:00	ES	Futures	5218.95	5222.34	5218.11	5219.24	1422.0
2021-11-29 00:30:00	ES	Futures	5218.95	5222.06	5218.67	5220.65	854.0
2021-11-29 00:35:00	ES	Futures	5220.65	5225.16	5220.65	5223.47	1377.0
2021-11-29 00:40:00	ES	Futures	5223.75	5224.03	5220.65	5222.62	932.0
2021-11-29 00:45:00	ES	Futures	5222.34	5226.29	5222.06	5226.01	944.0
2021-11-29 00:50:00	ES	Futures	5226.29	5231.09	5226.29	5227.42	2194.0
2021-11-29 00:55:00	ES	Futures	5227.7	5227.98	5224.32	5224.6	1004.0
2021-11-29 01:00:00	ES	Futures	5224.88	5227.42	5224.03	5224.03	1015.0
2021-11-29 01:05:00	ES	Futures	5224.03	5226.01	5222.34	5226.01	662.0
2021-11-29 01:10:00	ES	Futures	5226.29	5227.14	5223.47	5224.32	573.0
2021-11-29 01:15:00	ES	Futures	5224.32	5226.57	5223.47	5224.6	739.0
2021-11-29 01:20:00	ES	Futures	5224.32	5228.83	5224.32	5226.29	861.0
2021-11-29 01:25:00	ES	Futures	5226.29	5230.24	5226.29	5229.68	812.0
2021-11-29 01:30:00	ES	Futures	5229.96	5231.94	5227.14	5229.96	1400.0
2021-11-29 01:35:00	ES	Futures	5229.96	5231.37	5228.55	5230.52	588.0
2021-11-29 01:40:00	ES	Futures	5230.81	5232.78	5230.81	5232.22	561.0
2021-11-29 01:45:00	ES	Futures	5232.22	5235.04	5231.94	5232.5	1431.0
2021-11-29 01:50:00	ES	Futures	5232.5	5235.6	5232.5	5235.32	1101.0
2021-11-29 01:55:00	ES	Futures	5235.32	5238.43	5235.04	5237.58	1331.0
2021-11-29 02:00:00	ES	Futures	5237.58	5238.99	5229.96	5232.22	2535.0
2021-11-29 02:05:00	ES	Futures	5232.22	5235.89	5230.52	5234.76	1569.0
2021-11-29 02:10:00	ES	Futures	5235.04	5235.32	5230.52	5234.76	1272.0
2021-11-29 02:15:00	ES	Futures	5234.48	5236.45	5228.27	5236.45	1864.0
2021-11-29 02:20:00	ES	Futures	5236.17	5237.58	5232.78	5236.17	2543.0
2021-11-29 02:25:00	ES	Futures	5236.17	5236.73	5233.91	5236.45	1182.0
2021-11-29 02:30:00	ES	Futures	5236.45	5238.43	5234.19	5236.73	1830.0
2021-11-29 02:35:00	ES	Futures	5236.73	5238.99	5234.48	5235.04	1855.0
2021-11-29 02:40:00	ES	Futures	5234.76	5235.32	5229.68	5229.96	1855.0
2021-11-29 02:45:00	ES	Futures	5230.24	5235.32	5229.96	5234.19	1578.0
2021-11-29 02:50:00	ES	Futures	5234.19	5235.04	5231.94	5234.19	1364.0
2021-11-29 02:55:00	ES	Futures	5234.19	5236.45	5231.65	5231.65	1453.0
2021-11-29 03:00:00	ES	Futures	5231.65	5238.14	5226.57	5231.65	7201.0
2021-11-29 03:05:00	ES	Futures	5231.65	5236.45	5227.14	5227.98	5500.0
2021-11-29 03:10:00	ES	Futures	5227.98	5228.27	5220.93	5225.73	5533.0
2021-11-29 03:15:00	ES	Futures	5225.73	5231.65	5225.44	5225.73	3634.0
2021-11-29 03:20:00	ES	Futures	5225.73	5228.27	5223.75	5224.03	3177.0
2021-11-29 03:25:00	ES	Futures	5224.03	5224.03	5220.65	5221.21	2674.0
2021-11-29 03:30:00	ES	Futures	5220.93	5229.11	5220.36	5226.86	3218.0
2021-11-29 03:35:00	ES	Futures	5226.86	5228.27	5224.32	5224.88	1888.0
2021-11-29 03:40:00	ES	Futures	5225.16	5226.01	5220.65	5224.32	2343.0
2021-11-29 03:45:00	ES	Futures	5224.03	5224.88	5220.36	5220.65	2110.0
2021-11-29 03:50:00	ES	Futures	5220.65	5221.49	5218.95	5219.24	2608.0
2021-11-29 03:55:00	ES	Futures	5218.95	5222.9	5216.98	5222.62	3719.0
2021-11-29 04:00:00	ES	Futures	5222.62	5224.03	5219.52	5221.78	2495.0
2021-11-29 04:05:00	ES	Futures	5221.78	5227.7	5221.78	5227.14	2626.0

> showing 50 of 19,576 rows — these rows as CSV

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