PREVIEW / futures_5min / 2020-12-02

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-02.parquet
  size:    295 KB
  rows:    17,555

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
2020-12-02 00:00:00	ES	Futures	4092.74	4092.74	4091.62	4091.9	352.0
2020-12-02 00:05:00	ES	Futures	4091.9	4091.9	4089.94	4090.5	452.0
2020-12-02 00:10:00	ES	Futures	4090.5	4091.34	4090.5	4091.34	186.0
2020-12-02 00:15:00	ES	Futures	4091.34	4091.9	4091.06	4091.62	151.0
2020-12-02 00:20:00	ES	Futures	4091.62	4092.18	4090.22	4091.62	629.0
2020-12-02 00:25:00	ES	Futures	4091.62	4091.9	4089.94	4089.94	399.0
2020-12-02 00:30:00	ES	Futures	4089.94	4091.06	4088.54	4088.82	1008.0
2020-12-02 00:35:00	ES	Futures	4088.54	4090.78	4086.86	4090.5	1340.0
2020-12-02 00:40:00	ES	Futures	4090.78	4090.78	4089.38	4090.22	626.0
2020-12-02 00:45:00	ES	Futures	4090.22	4092.18	4089.38	4091.9	717.0
2020-12-02 00:50:00	ES	Futures	4091.9	4091.9	4089.38	4089.38	624.0
2020-12-02 00:55:00	ES	Futures	4089.66	4089.94	4087.7	4087.98	811.0
2020-12-02 01:00:00	ES	Futures	4088.26	4090.22	4087.98	4089.94	925.0
2020-12-02 01:05:00	ES	Futures	4089.94	4091.06	4089.66	4091.06	830.0
2020-12-02 01:10:00	ES	Futures	4091.06	4091.9	4090.5	4091.34	667.0
2020-12-02 01:15:00	ES	Futures	4091.62	4093.3	4091.06	4092.74	901.0
2020-12-02 01:20:00	ES	Futures	4092.74	4092.74	4091.34	4091.9	486.0
2020-12-02 01:25:00	ES	Futures	4091.62	4093.3	4091.34	4093.3	914.0
2020-12-02 01:30:00	ES	Futures	4093.3	4093.3	4090.78	4091.34	441.0
2020-12-02 01:35:00	ES	Futures	4091.06	4092.18	4090.5	4090.5	239.0
2020-12-02 01:40:00	ES	Futures	4090.78	4092.18	4090.5	4092.18	169.0
2020-12-02 01:45:00	ES	Futures	4091.9	4092.74	4091.9	4092.18	594.0
2020-12-02 01:50:00	ES	Futures	4092.18	4093.02	4091.62	4092.74	511.0
2020-12-02 01:55:00	ES	Futures	4092.74	4097.22	4092.18	4096.66	2200.0
2020-12-02 02:00:00	ES	Futures	4096.38	4098.34	4092.18	4096.1	3378.0
2020-12-02 02:05:00	ES	Futures	4096.1	4096.66	4095.26	4096.38	817.0
2020-12-02 02:10:00	ES	Futures	4096.38	4097.78	4096.1	4096.38	791.0
2020-12-02 02:15:00	ES	Futures	4096.66	4098.34	4096.38	4096.66	924.0
2020-12-02 02:20:00	ES	Futures	4096.66	4096.66	4094.98	4095.26	607.0
2020-12-02 02:25:00	ES	Futures	4095.26	4096.66	4093.3	4094.14	797.0
2020-12-02 02:30:00	ES	Futures	4094.42	4096.1	4094.42	4095.82	593.0
2020-12-02 02:35:00	ES	Futures	4095.54	4096.38	4094.7	4094.98	504.0
2020-12-02 02:40:00	ES	Futures	4094.98	4096.94	4094.14	4094.98	808.0
2020-12-02 02:45:00	ES	Futures	4094.7	4096.1	4094.42	4095.54	319.0
2020-12-02 02:50:00	ES	Futures	4095.54	4096.38	4094.7	4095.26	245.0
2020-12-02 02:55:00	ES	Futures	4095.26	4096.66	4093.3	4093.3	888.0
2020-12-02 03:00:00	ES	Futures	4093.02	4093.3	4088.54	4089.94	3711.0
2020-12-02 03:05:00	ES	Futures	4089.94	4089.94	4085.18	4087.42	2898.0
2020-12-02 03:10:00	ES	Futures	4087.14	4091.06	4086.58	4090.5	2009.0
2020-12-02 03:15:00	ES	Futures	4090.5	4093.3	4089.66	4092.18	1527.0
2020-12-02 03:20:00	ES	Futures	4092.46	4093.02	4089.94	4092.74	1404.0
2020-12-02 03:25:00	ES	Futures	4092.74	4092.74	4091.34	4091.34	895.0
2020-12-02 03:30:00	ES	Futures	4091.06	4091.34	4087.14	4087.98	1754.0
2020-12-02 03:35:00	ES	Futures	4088.26	4091.06	4086.86	4090.22	1123.0
2020-12-02 03:40:00	ES	Futures	4090.22	4092.46	4089.38	4092.18	909.0
2020-12-02 03:45:00	ES	Futures	4092.18	4092.46	4089.94	4092.18	986.0
2020-12-02 03:50:00	ES	Futures	4091.9	4093.58	4090.5	4093.02	890.0
2020-12-02 03:55:00	ES	Futures	4093.3	4093.58	4090.78	4091.9	696.0
2020-12-02 04:00:00	ES	Futures	4092.18	4093.3	4091.34	4091.62	690.0
2020-12-02 04:05:00	ES	Futures	4091.9	4093.3	4090.78	4092.46	637.0

> showing 50 of 17,555 rows — these rows as CSV

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