PREVIEW / futures_5min / 2020-12-07

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-07.parquet
  size:    287 KB
  rows:    17,379

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
2020-12-07 00:00:00	ES	Futures	4133.91	4135.04	4133.91	4134.76	606.0
2020-12-07 00:05:00	ES	Futures	4134.76	4135.04	4133.63	4134.47	321.0
2020-12-07 00:10:00	ES	Futures	4134.76	4134.76	4133.35	4133.63	464.0
2020-12-07 00:15:00	ES	Futures	4133.63	4134.19	4132.79	4133.35	416.0
2020-12-07 00:20:00	ES	Futures	4133.35	4134.19	4133.07	4133.07	254.0
2020-12-07 00:25:00	ES	Futures	4133.35	4133.91	4132.23	4133.07	634.0
2020-12-07 00:30:00	ES	Futures	4133.07	4134.47	4132.79	4133.63	450.0
2020-12-07 00:35:00	ES	Futures	4133.63	4133.91	4133.07	4133.07	177.0
2020-12-07 00:40:00	ES	Futures	4133.07	4133.07	4132.23	4132.23	259.0
2020-12-07 00:45:00	ES	Futures	4132.23	4132.79	4131.67	4132.23	180.0
2020-12-07 00:50:00	ES	Futures	4131.95	4132.23	4130.83	4130.83	316.0
2020-12-07 00:55:00	ES	Futures	4130.83	4131.39	4129.99	4130.83	507.0
2020-12-07 01:00:00	ES	Futures	4131.11	4132.23	4129.99	4131.67	697.0
2020-12-07 01:05:00	ES	Futures	4131.67	4131.95	4131.11	4131.39	150.0
2020-12-07 01:10:00	ES	Futures	4131.39	4132.79	4131.11	4132.79	369.0
2020-12-07 01:15:00	ES	Futures	4132.79	4133.63	4132.51	4132.51	342.0
2020-12-07 01:20:00	ES	Futures	4132.79	4133.35	4132.79	4133.07	222.0
2020-12-07 01:25:00	ES	Futures	4132.79	4133.07	4131.95	4131.95	237.0
2020-12-07 01:30:00	ES	Futures	4131.95	4132.23	4129.71	4130.55	723.0
2020-12-07 01:35:00	ES	Futures	4130.83	4133.07	4130.83	4133.07	395.0
2020-12-07 01:40:00	ES	Futures	4133.07	4133.07	4132.51	4133.07	230.0
2020-12-07 01:45:00	ES	Futures	4133.07	4134.19	4132.79	4133.35	530.0
2020-12-07 01:50:00	ES	Futures	4133.35	4133.63	4132.79	4133.35	130.0
2020-12-07 01:55:00	ES	Futures	4133.63	4133.63	4132.23	4132.51	289.0
2020-12-07 02:00:00	ES	Futures	4132.51	4132.51	4130.55	4131.95	688.0
2020-12-07 02:05:00	ES	Futures	4131.95	4132.51	4130.83	4131.67	531.0
2020-12-07 02:10:00	ES	Futures	4131.95	4133.35	4131.39	4133.35	430.0
2020-12-07 02:15:00	ES	Futures	4133.07	4133.35	4131.95	4133.35	611.0
2020-12-07 02:20:00	ES	Futures	4133.35	4135.04	4132.79	4134.76	639.0
2020-12-07 02:25:00	ES	Futures	4134.76	4135.32	4134.47	4134.76	615.0
2020-12-07 02:30:00	ES	Futures	4135.04	4135.04	4133.63	4134.19	613.0
2020-12-07 02:35:00	ES	Futures	4134.19	4134.76	4133.35	4133.91	516.0
2020-12-07 02:40:00	ES	Futures	4133.91	4134.19	4133.35	4133.63	447.0
2020-12-07 02:45:00	ES	Futures	4133.63	4136.16	4133.07	4136.16	1123.0
2020-12-07 02:50:00	ES	Futures	4135.88	4136.16	4135.04	4135.32	271.0
2020-12-07 02:55:00	ES	Futures	4135.6	4137.56	4135.04	4137.0	676.0
2020-12-07 03:00:00	ES	Futures	4137.0	4137.28	4131.67	4133.07	3017.0
2020-12-07 03:05:00	ES	Futures	4133.35	4133.91	4130.27	4130.55	2385.0
2020-12-07 03:10:00	ES	Futures	4130.55	4131.39	4126.07	4127.75	3573.0
2020-12-07 03:15:00	ES	Futures	4127.75	4128.59	4125.79	4127.47	1842.0
2020-12-07 03:20:00	ES	Futures	4127.19	4127.47	4125.23	4126.07	2129.0
2020-12-07 03:25:00	ES	Futures	4125.79	4126.07	4121.03	4121.59	3945.0
2020-12-07 03:30:00	ES	Futures	4121.31	4122.99	4117.39	4120.19	3722.0
2020-12-07 03:35:00	ES	Futures	4119.91	4122.43	4119.07	4121.59	2470.0
2020-12-07 03:40:00	ES	Futures	4121.87	4121.87	4114.87	4114.87	3001.0
2020-12-07 03:45:00	ES	Futures	4114.87	4119.35	4114.31	4118.79	2587.0
2020-12-07 03:50:00	ES	Futures	4118.51	4119.35	4116.55	4118.51	1689.0
2020-12-07 03:55:00	ES	Futures	4118.51	4119.07	4117.11	4117.67	1187.0
2020-12-07 04:00:00	ES	Futures	4117.95	4119.07	4116.83	4117.39	1757.0
2020-12-07 04:05:00	ES	Futures	4117.67	4118.79	4116.55	4116.83	2348.0

> showing 50 of 17,379 rows — these rows as CSV

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