PREVIEW / futures_5min / 2021-02-07

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-02-07.parquet
  size:    70 KB
  rows:    3,688

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
2021-02-07 18:00:00	ES	Futures	4366.05	4373.34	4362.12	4369.98	4759.0
2021-02-07 18:05:00	ES	Futures	4369.98	4369.98	4367.17	4369.13	1254.0
2021-02-07 18:10:00	ES	Futures	4368.85	4371.1	4368.29	4370.26	1249.0
2021-02-07 18:15:00	ES	Futures	4369.98	4371.38	4368.29	4369.13	832.0
2021-02-07 18:20:00	ES	Futures	4369.41	4371.1	4368.57	4369.41	729.0
2021-02-07 18:25:00	ES	Futures	4369.69	4369.98	4368.29	4368.85	471.0
2021-02-07 18:30:00	ES	Futures	4369.13	4369.13	4364.92	4366.33	1752.0
2021-02-07 18:35:00	ES	Futures	4366.33	4367.45	4365.2	4367.17	1169.0
2021-02-07 18:40:00	ES	Futures	4367.17	4370.54	4366.89	4370.54	751.0
2021-02-07 18:45:00	ES	Futures	4370.54	4371.1	4369.41	4369.98	592.0
2021-02-07 18:50:00	ES	Futures	4369.98	4370.54	4369.13	4370.26	1096.0
2021-02-07 18:55:00	ES	Futures	4370.54	4371.1	4366.89	4367.73	1422.0
2021-02-07 19:00:00	ES	Futures	4368.01	4368.01	4363.24	4365.2	2601.0
2021-02-07 19:05:00	ES	Futures	4365.2	4368.29	4364.36	4366.05	1443.0
2021-02-07 19:10:00	ES	Futures	4365.77	4368.29	4363.8	4368.29	1695.0
2021-02-07 19:15:00	ES	Futures	4368.01	4371.94	4367.73	4370.82	1751.0
2021-02-07 19:20:00	ES	Futures	4370.82	4374.47	4369.98	4373.62	1946.0
2021-02-07 19:25:00	ES	Futures	4373.62	4374.19	4371.66	4373.06	1207.0
2021-02-07 19:30:00	ES	Futures	4373.06	4374.19	4372.22	4373.62	1288.0
2021-02-07 19:35:00	ES	Futures	4373.62	4374.75	4373.34	4374.47	852.0
2021-02-07 19:40:00	ES	Futures	4374.47	4375.59	4373.9	4373.9	1018.0
2021-02-07 19:45:00	ES	Futures	4373.9	4374.47	4373.34	4373.9	341.0
2021-02-07 19:50:00	ES	Futures	4373.9	4374.75	4373.06	4373.06	738.0
2021-02-07 19:55:00	ES	Futures	4373.34	4373.34	4372.22	4372.78	611.0
2021-02-07 20:00:00	ES	Futures	4372.78	4373.06	4371.38	4372.78	670.0
2021-02-07 20:05:00	ES	Futures	4372.5	4374.47	4372.5	4374.19	607.0
2021-02-07 20:10:00	ES	Futures	4373.9	4374.47	4373.34	4373.9	506.0
2021-02-07 20:15:00	ES	Futures	4373.9	4376.71	4373.62	4375.87	1132.0
2021-02-07 20:20:00	ES	Futures	4375.87	4377.27	4375.31	4377.27	1045.0
2021-02-07 20:25:00	ES	Futures	4376.99	4378.11	4376.43	4377.83	994.0
2021-02-07 20:30:00	ES	Futures	4377.83	4378.11	4376.15	4376.43	1234.0
2021-02-07 20:35:00	ES	Futures	4376.43	4376.99	4375.59	4375.87	666.0
2021-02-07 20:40:00	ES	Futures	4375.87	4376.71	4375.59	4375.59	621.0
2021-02-07 20:45:00	ES	Futures	4375.59	4376.71	4374.75	4376.71	993.0
2021-02-07 20:50:00	ES	Futures	4376.71	4377.83	4375.87	4376.43	659.0
2021-02-07 20:55:00	ES	Futures	4376.43	4377.83	4376.15	4377.27	488.0
2021-02-07 21:00:00	ES	Futures	4377.27	4377.83	4376.43	4377.55	680.0
2021-02-07 21:05:00	ES	Futures	4377.83	4378.4	4376.99	4377.27	1600.0
2021-02-07 21:10:00	ES	Futures	4377.27	4377.83	4376.43	4377.27	1038.0
2021-02-07 21:15:00	ES	Futures	4376.99	4377.55	4375.59	4377.55	693.0
2021-02-07 21:20:00	ES	Futures	4377.55	4378.96	4376.99	4376.99	2258.0
2021-02-07 21:25:00	ES	Futures	4376.99	4377.55	4375.87	4376.43	977.0
2021-02-07 21:30:00	ES	Futures	4376.71	4378.4	4376.43	4376.99	702.0
2021-02-07 21:35:00	ES	Futures	4376.99	4378.11	4376.43	4376.71	548.0
2021-02-07 21:40:00	ES	Futures	4376.71	4377.55	4376.43	4377.55	399.0
2021-02-07 21:45:00	ES	Futures	4377.27	4378.96	4377.27	4378.4	1422.0
2021-02-07 21:50:00	ES	Futures	4378.4	4378.68	4377.83	4378.4	994.0
2021-02-07 21:55:00	ES	Futures	4378.4	4378.68	4378.11	4378.68	987.0
2021-02-07 22:00:00	ES	Futures	4378.68	4378.68	4377.27	4378.4	555.0
2021-02-07 22:05:00	ES	Futures	4378.11	4378.68	4377.83	4378.11	288.0

> showing 50 of 3,688 rows — these rows as CSV

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