PREVIEW / futures_5min / 2020-12-03

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-03.parquet
  size:    290 KB
  rows:    17,545

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
2020-12-03 00:00:00	ES	Futures	4103.38	4103.38	4102.26	4102.54	814.0
2020-12-03 00:05:00	ES	Futures	4102.54	4103.38	4102.26	4103.38	633.0
2020-12-03 00:10:00	ES	Futures	4103.1	4103.66	4103.1	4103.38	308.0
2020-12-03 00:15:00	ES	Futures	4103.38	4103.66	4102.26	4103.38	368.0
2020-12-03 00:20:00	ES	Futures	4103.38	4103.94	4103.1	4103.66	280.0
2020-12-03 00:25:00	ES	Futures	4103.94	4105.35	4103.38	4104.78	634.0
2020-12-03 00:30:00	ES	Futures	4104.78	4105.35	4104.22	4104.5	424.0
2020-12-03 00:35:00	ES	Futures	4104.5	4105.63	4103.94	4105.63	290.0
2020-12-03 00:40:00	ES	Futures	4105.63	4106.19	4105.06	4106.19	369.0
2020-12-03 00:45:00	ES	Futures	4106.19	4106.19	4104.22	4104.78	458.0
2020-12-03 00:50:00	ES	Futures	4104.5	4104.5	4103.1	4103.38	319.0
2020-12-03 00:55:00	ES	Futures	4103.1	4103.94	4103.1	4103.66	276.0
2020-12-03 01:00:00	ES	Futures	4103.66	4105.35	4103.1	4104.22	698.0
2020-12-03 01:05:00	ES	Futures	4104.5	4105.35	4104.5	4105.06	277.0
2020-12-03 01:10:00	ES	Futures	4105.06	4105.63	4105.06	4105.63	154.0
2020-12-03 01:15:00	ES	Futures	4105.63	4105.91	4105.35	4105.91	126.0
2020-12-03 01:20:00	ES	Futures	4105.91	4106.19	4105.06	4105.91	254.0
2020-12-03 01:25:00	ES	Futures	4105.91	4106.19	4105.35	4106.19	142.0
2020-12-03 01:30:00	ES	Futures	4105.91	4106.19	4105.06	4105.63	298.0
2020-12-03 01:35:00	ES	Futures	4105.63	4105.63	4104.78	4105.06	194.0
2020-12-03 01:40:00	ES	Futures	4104.78	4105.35	4104.78	4105.06	176.0
2020-12-03 01:45:00	ES	Futures	4105.06	4106.75	4105.06	4106.47	466.0
2020-12-03 01:50:00	ES	Futures	4106.47	4107.03	4105.91	4107.03	255.0
2020-12-03 01:55:00	ES	Futures	4106.75	4107.59	4106.75	4107.03	274.0
2020-12-03 02:00:00	ES	Futures	4107.03	4109.27	4106.19	4109.27	650.0
2020-12-03 02:05:00	ES	Futures	4108.99	4110.11	4108.43	4109.55	680.0
2020-12-03 02:10:00	ES	Futures	4109.55	4109.55	4108.43	4108.43	373.0
2020-12-03 02:15:00	ES	Futures	4108.71	4109.55	4107.87	4108.15	372.0
2020-12-03 02:20:00	ES	Futures	4108.15	4108.99	4105.91	4106.47	661.0
2020-12-03 02:25:00	ES	Futures	4106.47	4107.03	4105.63	4105.63	450.0
2020-12-03 02:30:00	ES	Futures	4105.91	4106.19	4105.06	4105.63	382.0
2020-12-03 02:35:00	ES	Futures	4105.63	4105.91	4105.06	4105.06	227.0
2020-12-03 02:40:00	ES	Futures	4105.35	4107.31	4105.06	4106.75	442.0
2020-12-03 02:45:00	ES	Futures	4106.75	4108.43	4106.47	4106.75	387.0
2020-12-03 02:50:00	ES	Futures	4107.03	4107.31	4105.91	4106.47	328.0
2020-12-03 02:55:00	ES	Futures	4106.19	4109.55	4105.91	4109.27	666.0
2020-12-03 03:00:00	ES	Futures	4108.99	4111.51	4106.75	4107.31	2108.0
2020-12-03 03:05:00	ES	Futures	4107.03	4107.31	4105.63	4106.19	1234.0
2020-12-03 03:10:00	ES	Futures	4106.19	4108.43	4105.63	4106.47	791.0
2020-12-03 03:15:00	ES	Futures	4106.47	4108.43	4105.06	4108.15	849.0
2020-12-03 03:20:00	ES	Futures	4107.87	4109.83	4106.19	4107.03	1131.0
2020-12-03 03:25:00	ES	Futures	4107.03	4108.99	4106.75	4108.15	487.0
2020-12-03 03:30:00	ES	Futures	4108.15	4108.99	4106.75	4107.31	668.0
2020-12-03 03:35:00	ES	Futures	4107.31	4107.87	4106.19	4107.03	476.0
2020-12-03 03:40:00	ES	Futures	4107.03	4107.87	4104.5	4105.06	613.0
2020-12-03 03:45:00	ES	Futures	4105.35	4105.35	4103.38	4103.66	739.0
2020-12-03 03:50:00	ES	Futures	4103.38	4103.94	4102.54	4102.82	713.0
2020-12-03 03:55:00	ES	Futures	4102.82	4103.66	4102.26	4103.1	742.0
2020-12-03 04:00:00	ES	Futures	4103.38	4107.87	4103.38	4107.59	1503.0
2020-12-03 04:05:00	ES	Futures	4107.59	4108.99	4107.03	4107.31	1020.0

> showing 50 of 17,545 rows — these rows as CSV

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