PREVIEW / futures_5min / 2020-12-01

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-01.parquet
  size:    314 KB
  rows:    17,916

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
2020-12-01 00:00:00	ES	Futures	4092.46	4093.58	4091.62	4092.46	797.0
2020-12-01 00:05:00	ES	Futures	4092.46	4092.46	4091.34	4092.18	916.0
2020-12-01 00:10:00	ES	Futures	4092.18	4094.98	4091.9	4094.7	705.0
2020-12-01 00:15:00	ES	Futures	4094.7	4094.98	4094.14	4094.98	481.0
2020-12-01 00:20:00	ES	Futures	4094.98	4095.54	4094.42	4095.26	663.0
2020-12-01 00:25:00	ES	Futures	4095.54	4095.82	4094.14	4094.7	636.0
2020-12-01 00:30:00	ES	Futures	4094.7	4094.7	4093.3	4094.7	406.0
2020-12-01 00:35:00	ES	Futures	4094.7	4095.82	4092.46	4092.46	704.0
2020-12-01 00:40:00	ES	Futures	4092.18	4093.3	4091.9	4093.3	804.0
2020-12-01 00:45:00	ES	Futures	4093.02	4093.02	4092.46	4092.74	280.0
2020-12-01 00:50:00	ES	Futures	4093.02	4093.86	4092.46	4093.58	400.0
2020-12-01 00:55:00	ES	Futures	4093.58	4094.14	4092.74	4093.58	345.0
2020-12-01 01:00:00	ES	Futures	4093.86	4094.42	4093.3	4094.42	309.0
2020-12-01 01:05:00	ES	Futures	4094.14	4094.14	4092.46	4093.02	357.0
2020-12-01 01:10:00	ES	Futures	4093.3	4094.7	4092.46	4092.46	483.0
2020-12-01 01:15:00	ES	Futures	4092.46	4093.02	4091.34	4092.46	626.0
2020-12-01 01:20:00	ES	Futures	4092.46	4093.58	4092.18	4093.3	305.0
2020-12-01 01:25:00	ES	Futures	4093.58	4094.7	4093.02	4094.42	506.0
2020-12-01 01:30:00	ES	Futures	4094.42	4094.42	4092.74	4093.3	725.0
2020-12-01 01:35:00	ES	Futures	4093.58	4093.86	4092.74	4093.02	281.0
2020-12-01 01:40:00	ES	Futures	4093.3	4093.58	4092.18	4092.18	250.0
2020-12-01 01:45:00	ES	Futures	4092.18	4093.3	4092.18	4092.74	490.0
2020-12-01 01:50:00	ES	Futures	4092.74	4093.3	4092.18	4092.46	401.0
2020-12-01 01:55:00	ES	Futures	4092.46	4093.58	4092.46	4093.02	194.0
2020-12-01 02:00:00	ES	Futures	4093.3	4096.94	4093.02	4096.94	1228.0
2020-12-01 02:05:00	ES	Futures	4096.94	4096.94	4093.02	4093.58	978.0
2020-12-01 02:10:00	ES	Futures	4093.86	4094.42	4092.18	4092.74	871.0
2020-12-01 02:15:00	ES	Futures	4092.74	4093.86	4091.9	4093.86	564.0
2020-12-01 02:20:00	ES	Futures	4093.86	4094.14	4092.46	4092.46	717.0
2020-12-01 02:25:00	ES	Futures	4092.46	4093.3	4091.9	4092.46	560.0
2020-12-01 02:30:00	ES	Futures	4092.46	4094.14	4091.9	4093.3	570.0
2020-12-01 02:35:00	ES	Futures	4093.3	4094.42	4092.46	4093.58	775.0
2020-12-01 02:40:00	ES	Futures	4093.3	4094.42	4093.02	4093.3	473.0
2020-12-01 02:45:00	ES	Futures	4093.58	4094.7	4092.46	4093.58	701.0
2020-12-01 02:50:00	ES	Futures	4093.58	4093.58	4091.9	4092.46	606.0
2020-12-01 02:55:00	ES	Futures	4092.18	4093.3	4091.62	4093.02	932.0
2020-12-01 03:00:00	ES	Futures	4093.3	4093.3	4088.82	4090.5	4565.0
2020-12-01 03:05:00	ES	Futures	4090.22	4092.18	4088.54	4089.38	2977.0
2020-12-01 03:10:00	ES	Futures	4089.1	4091.06	4086.58	4086.58	2652.0
2020-12-01 03:15:00	ES	Futures	4086.86	4091.34	4084.9	4091.06	2988.0
2020-12-01 03:20:00	ES	Futures	4091.06	4093.3	4090.78	4093.02	1877.0
2020-12-01 03:25:00	ES	Futures	4093.02	4094.98	4092.74	4094.14	2065.0
2020-12-01 03:30:00	ES	Futures	4094.14	4098.9	4092.74	4096.94	4239.0
2020-12-01 03:35:00	ES	Futures	4097.22	4100.58	4096.94	4100.02	2798.0
2020-12-01 03:40:00	ES	Futures	4100.02	4100.58	4097.5	4098.34	2544.0
2020-12-01 03:45:00	ES	Futures	4098.62	4099.18	4096.94	4096.94	1229.0
2020-12-01 03:50:00	ES	Futures	4097.22	4098.06	4095.82	4096.38	1325.0
2020-12-01 03:55:00	ES	Futures	4096.1	4097.22	4095.54	4096.66	1224.0
2020-12-01 04:00:00	ES	Futures	4096.66	4099.18	4096.38	4098.06	1467.0
2020-12-01 04:05:00	ES	Futures	4098.34	4099.18	4096.1	4098.06	1267.0

> showing 50 of 17,916 rows — these rows as CSV

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