PREVIEW / futures_5min / 2021-11-30

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-30.parquet
  size:    405 KB
  rows:    20,159

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
2021-11-30 00:00:00	ES	Futures	5256.49	5257.05	5253.67	5253.67	623.0
2021-11-30 00:05:00	ES	Futures	5253.38	5253.38	5247.18	5247.74	2887.0
2021-11-30 00:10:00	ES	Futures	5248.02	5248.87	5235.32	5235.6	4594.0
2021-11-30 00:15:00	ES	Futures	5235.89	5237.86	5222.06	5223.47	5482.0
2021-11-30 00:20:00	ES	Futures	5223.47	5225.16	5213.31	5218.39	6929.0
2021-11-30 00:25:00	ES	Futures	5218.67	5227.14	5212.18	5223.75	5286.0
2021-11-30 00:30:00	ES	Futures	5224.03	5226.86	5217.54	5225.44	3485.0
2021-11-30 00:35:00	ES	Futures	5225.44	5226.86	5212.18	5218.11	4175.0
2021-11-30 00:40:00	ES	Futures	5218.11	5218.11	5210.21	5210.21	4129.0
2021-11-30 00:45:00	ES	Futures	5210.49	5210.77	5200.05	5202.3	6665.0
2021-11-30 00:50:00	ES	Futures	5202.3	5207.67	5200.61	5204.28	2405.0
2021-11-30 00:55:00	ES	Futures	5204.28	5207.1	5201.46	5202.59	2056.0
2021-11-30 01:00:00	ES	Futures	5202.59	5206.25	5188.19	5190.73	7875.0
2021-11-30 01:05:00	ES	Futures	5190.73	5191.3	5172.39	5181.98	7615.0
2021-11-30 01:10:00	ES	Futures	5181.7	5190.45	5180.86	5187.91	3852.0
2021-11-30 01:15:00	ES	Futures	5187.63	5196.94	5185.65	5195.53	3374.0
2021-11-30 01:20:00	ES	Futures	5195.81	5206.25	5194.97	5201.74	3783.0
2021-11-30 01:25:00	ES	Futures	5201.74	5205.13	5198.35	5203.71	1757.0
2021-11-30 01:30:00	ES	Futures	5203.71	5209.08	5202.02	5204.0	2827.0
2021-11-30 01:35:00	ES	Futures	5204.56	5205.97	5199.76	5203.15	2436.0
2021-11-30 01:40:00	ES	Futures	5203.15	5210.77	5200.89	5208.23	2522.0
2021-11-30 01:45:00	ES	Futures	5207.95	5209.64	5202.87	5209.08	2155.0
2021-11-30 01:50:00	ES	Futures	5208.79	5211.33	5206.25	5207.67	1482.0
2021-11-30 01:55:00	ES	Futures	5207.95	5208.51	5205.97	5206.25	545.0
2021-11-30 02:00:00	ES	Futures	5206.25	5206.25	5196.38	5199.76	3627.0
2021-11-30 02:05:00	ES	Futures	5199.48	5213.87	5199.48	5210.77	3685.0
2021-11-30 02:10:00	ES	Futures	5210.49	5211.62	5202.59	5207.67	2072.0
2021-11-30 02:15:00	ES	Futures	5207.95	5212.18	5204.28	5209.36	2756.0
2021-11-30 02:20:00	ES	Futures	5209.08	5215.57	5208.23	5211.9	3325.0
2021-11-30 02:25:00	ES	Futures	5211.9	5213.59	5206.82	5206.82	2283.0
2021-11-30 02:30:00	ES	Futures	5207.1	5208.51	5200.05	5200.33	2714.0
2021-11-30 02:35:00	ES	Futures	5200.33	5204.84	5199.48	5204.84	2197.0
2021-11-30 02:40:00	ES	Futures	5204.84	5205.41	5197.79	5198.63	1787.0
2021-11-30 02:45:00	ES	Futures	5198.63	5203.71	5198.07	5201.17	1847.0
2021-11-30 02:50:00	ES	Futures	5201.46	5204.84	5201.17	5204.56	2590.0
2021-11-30 02:55:00	ES	Futures	5204.84	5207.1	5204.0	5205.97	2392.0
2021-11-30 03:00:00	ES	Futures	5205.97	5206.25	5200.61	5205.97	5825.0
2021-11-30 03:05:00	ES	Futures	5205.69	5205.97	5201.74	5204.84	4863.0
2021-11-30 03:10:00	ES	Futures	5205.13	5205.97	5198.92	5200.89	4076.0
2021-11-30 03:15:00	ES	Futures	5200.89	5203.43	5197.51	5202.59	3276.0
2021-11-30 03:20:00	ES	Futures	5202.59	5203.71	5198.35	5202.59	2751.0
2021-11-30 03:25:00	ES	Futures	5202.59	5206.25	5201.46	5205.69	3146.0
2021-11-30 03:30:00	ES	Futures	5205.69	5206.54	5201.17	5202.02	3658.0
2021-11-30 03:35:00	ES	Futures	5202.3	5203.15	5192.99	5194.68	3666.0
2021-11-30 03:40:00	ES	Futures	5194.4	5197.79	5190.73	5193.27	4053.0
2021-11-30 03:45:00	ES	Futures	5193.55	5193.55	5187.35	5190.45	3412.0
2021-11-30 03:50:00	ES	Futures	5190.17	5198.07	5189.6	5197.51	2318.0
2021-11-30 03:55:00	ES	Futures	5197.79	5200.05	5195.81	5197.22	2109.0
2021-11-30 04:00:00	ES	Futures	5196.94	5197.22	5187.91	5189.04	4369.0
2021-11-30 04:05:00	ES	Futures	5189.04	5191.01	5184.81	5186.22	3578.0

> showing 50 of 20,159 rows — these rows as CSV

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