PREVIEW / futures_5min / 2020-12-04

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-04.parquet
  size:    244 KB
  rows:    14,195

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
2020-12-04 00:00:00	ES	Futures	4113.75	4114.59	4113.75	4114.03	402.0
2020-12-04 00:05:00	ES	Futures	4114.03	4114.31	4113.19	4114.31	440.0
2020-12-04 00:10:00	ES	Futures	4114.31	4114.59	4113.47	4114.03	374.0
2020-12-04 00:15:00	ES	Futures	4114.31	4114.59	4114.03	4114.59	292.0
2020-12-04 00:20:00	ES	Futures	4114.31	4115.43	4113.75	4114.31	560.0
2020-12-04 00:25:00	ES	Futures	4114.59	4114.87	4113.75	4114.31	513.0
2020-12-04 00:30:00	ES	Futures	4114.03	4115.43	4113.75	4115.15	756.0
2020-12-04 00:35:00	ES	Futures	4114.87	4116.55	4114.87	4116.27	401.0
2020-12-04 00:40:00	ES	Futures	4115.99	4115.99	4114.87	4115.43	356.0
2020-12-04 00:45:00	ES	Futures	4115.71	4115.71	4114.59	4115.43	294.0
2020-12-04 00:50:00	ES	Futures	4115.15	4115.99	4114.87	4115.99	256.0
2020-12-04 00:55:00	ES	Futures	4115.71	4117.95	4115.71	4116.27	861.0
2020-12-04 01:00:00	ES	Futures	4116.55	4117.11	4114.87	4116.83	707.0
2020-12-04 01:05:00	ES	Futures	4116.83	4116.83	4115.15	4115.71	368.0
2020-12-04 01:10:00	ES	Futures	4115.71	4115.99	4114.87	4115.15	429.0
2020-12-04 01:15:00	ES	Futures	4115.15	4115.43	4114.59	4115.15	234.0
2020-12-04 01:20:00	ES	Futures	4115.15	4115.43	4114.59	4114.87	141.0
2020-12-04 01:25:00	ES	Futures	4114.59	4114.87	4113.75	4113.75	224.0
2020-12-04 01:30:00	ES	Futures	4114.03	4114.59	4113.19	4114.03	564.0
2020-12-04 01:35:00	ES	Futures	4113.75	4114.59	4113.75	4114.31	117.0
2020-12-04 01:40:00	ES	Futures	4114.31	4114.87	4114.31	4114.59	113.0
2020-12-04 01:45:00	ES	Futures	4114.59	4114.87	4114.59	4114.87	135.0
2020-12-04 01:50:00	ES	Futures	4114.87	4115.71	4114.59	4115.71	209.0
2020-12-04 01:55:00	ES	Futures	4115.71	4115.71	4114.31	4114.31	280.0
2020-12-04 02:00:00	ES	Futures	4114.31	4115.71	4114.03	4115.43	487.0
2020-12-04 02:05:00	ES	Futures	4115.15	4115.71	4114.31	4114.59	296.0
2020-12-04 02:10:00	ES	Futures	4114.59	4115.15	4113.75	4114.59	522.0
2020-12-04 02:15:00	ES	Futures	4114.31	4114.87	4114.31	4114.87	277.0
2020-12-04 02:20:00	ES	Futures	4114.59	4115.15	4114.31	4114.31	204.0
2020-12-04 02:25:00	ES	Futures	4114.31	4114.87	4113.47	4114.59	357.0
2020-12-04 02:30:00	ES	Futures	4114.87	4114.87	4114.31	4114.59	234.0
2020-12-04 02:35:00	ES	Futures	4114.87	4115.15	4113.75	4114.03	361.0
2020-12-04 02:40:00	ES	Futures	4114.31	4114.31	4113.47	4113.75	323.0
2020-12-04 02:45:00	ES	Futures	4113.47	4113.75	4112.91	4113.75	586.0
2020-12-04 02:50:00	ES	Futures	4113.75	4114.87	4113.19	4113.19	587.0
2020-12-04 02:55:00	ES	Futures	4113.19	4114.31	4112.91	4114.03	447.0
2020-12-04 03:00:00	ES	Futures	4114.31	4117.39	4113.19	4116.27	2093.0
2020-12-04 03:05:00	ES	Futures	4115.99	4118.79	4115.99	4118.51	1957.0
2020-12-04 03:10:00	ES	Futures	4118.79	4120.47	4117.67	4119.91	1391.0
2020-12-04 03:15:00	ES	Futures	4119.91	4121.03	4119.35	4119.35	1872.0
2020-12-04 03:20:00	ES	Futures	4119.63	4121.31	4119.63	4120.19	1176.0
2020-12-04 03:25:00	ES	Futures	4120.19	4120.47	4119.63	4120.19	446.0
2020-12-04 03:30:00	ES	Futures	4119.91	4120.75	4119.63	4119.91	834.0
2020-12-04 03:35:00	ES	Futures	4119.91	4120.19	4119.07	4119.07	809.0
2020-12-04 03:40:00	ES	Futures	4119.07	4119.63	4118.79	4119.63	692.0
2020-12-04 03:45:00	ES	Futures	4119.63	4119.91	4118.79	4119.07	1057.0
2020-12-04 03:50:00	ES	Futures	4119.07	4119.35	4118.23	4118.23	965.0
2020-12-04 03:55:00	ES	Futures	4118.23	4119.63	4117.39	4117.95	1360.0
2020-12-04 04:00:00	ES	Futures	4117.95	4117.95	4116.83	4117.67	727.0
2020-12-04 04:05:00	ES	Futures	4117.95	4119.35	4117.67	4118.79	582.0

> showing 50 of 14,195 rows — these rows as CSV

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