PREVIEW / futures_5min / 2020-12-08

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-08.parquet
  size:    286 KB
  rows:    17,721

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
2020-12-08 00:00:00	ES	Futures	4124.39	4125.23	4124.39	4124.39	430.0
2020-12-08 00:05:00	ES	Futures	4124.39	4125.23	4124.39	4124.95	334.0
2020-12-08 00:10:00	ES	Futures	4124.95	4125.79	4124.67	4125.51	415.0
2020-12-08 00:15:00	ES	Futures	4125.51	4126.07	4125.51	4125.51	347.0
2020-12-08 00:20:00	ES	Futures	4125.79	4126.35	4125.23	4126.07	336.0
2020-12-08 00:25:00	ES	Futures	4126.07	4126.07	4124.67	4124.67	404.0
2020-12-08 00:30:00	ES	Futures	4124.95	4125.79	4124.67	4124.67	536.0
2020-12-08 00:35:00	ES	Futures	4124.95	4125.79	4124.67	4124.67	411.0
2020-12-08 00:40:00	ES	Futures	4124.95	4126.07	4124.67	4125.23	344.0
2020-12-08 00:45:00	ES	Futures	4125.23	4125.79	4124.67	4125.51	305.0
2020-12-08 00:50:00	ES	Futures	4125.23	4125.23	4124.67	4124.95	271.0
2020-12-08 00:55:00	ES	Futures	4124.95	4125.51	4124.67	4125.23	312.0
2020-12-08 01:00:00	ES	Futures	4124.95	4128.03	4124.67	4127.75	1008.0
2020-12-08 01:05:00	ES	Futures	4127.75	4128.59	4127.47	4127.47	619.0
2020-12-08 01:10:00	ES	Futures	4127.47	4127.47	4125.51	4126.07	420.0
2020-12-08 01:15:00	ES	Futures	4126.07	4126.63	4125.79	4126.07	204.0
2020-12-08 01:20:00	ES	Futures	4126.07	4126.07	4124.95	4125.23	401.0
2020-12-08 01:25:00	ES	Futures	4125.23	4125.51	4124.39	4124.67	298.0
2020-12-08 01:30:00	ES	Futures	4124.95	4125.23	4124.39	4124.39	336.0
2020-12-08 01:35:00	ES	Futures	4124.67	4124.67	4123.83	4124.39	292.0
2020-12-08 01:40:00	ES	Futures	4124.11	4124.39	4122.99	4122.99	353.0
2020-12-08 01:45:00	ES	Futures	4123.27	4123.27	4121.31	4121.59	589.0
2020-12-08 01:50:00	ES	Futures	4121.59	4122.71	4121.31	4122.71	327.0
2020-12-08 01:55:00	ES	Futures	4122.71	4122.99	4121.87	4122.71	279.0
2020-12-08 02:00:00	ES	Futures	4122.71	4123.83	4121.03	4121.31	966.0
2020-12-08 02:05:00	ES	Futures	4121.03	4121.87	4119.07	4119.35	670.0
2020-12-08 02:10:00	ES	Futures	4119.35	4119.91	4117.39	4119.63	1737.0
2020-12-08 02:15:00	ES	Futures	4119.91	4119.91	4118.51	4119.35	737.0
2020-12-08 02:20:00	ES	Futures	4119.07	4121.59	4119.07	4121.03	694.0
2020-12-08 02:25:00	ES	Futures	4121.03	4121.31	4119.91	4119.91	636.0
2020-12-08 02:30:00	ES	Futures	4120.19	4120.75	4119.35	4119.63	482.0
2020-12-08 02:35:00	ES	Futures	4119.63	4121.31	4118.79	4121.31	651.0
2020-12-08 02:40:00	ES	Futures	4121.03	4121.87	4120.47	4121.87	650.0
2020-12-08 02:45:00	ES	Futures	4121.87	4121.87	4120.75	4121.03	379.0
2020-12-08 02:50:00	ES	Futures	4121.03	4123.83	4120.19	4123.27	856.0
2020-12-08 02:55:00	ES	Futures	4122.99	4124.95	4121.87	4122.15	1447.0
2020-12-08 03:00:00	ES	Futures	4121.87	4123.83	4121.59	4121.87	1788.0
2020-12-08 03:05:00	ES	Futures	4122.15	4122.99	4121.03	4121.03	1484.0
2020-12-08 03:10:00	ES	Futures	4121.03	4122.71	4119.91	4122.43	1341.0
2020-12-08 03:15:00	ES	Futures	4122.15	4122.99	4122.15	4122.43	1536.0
2020-12-08 03:20:00	ES	Futures	4122.71	4122.99	4122.15	4122.71	1114.0
2020-12-08 03:25:00	ES	Futures	4122.71	4123.27	4121.59	4122.15	1730.0
2020-12-08 03:30:00	ES	Futures	4121.87	4122.99	4120.75	4122.99	792.0
2020-12-08 03:35:00	ES	Futures	4122.71	4122.99	4122.15	4122.71	917.0
2020-12-08 03:40:00	ES	Futures	4122.43	4122.99	4122.15	4122.71	652.0
2020-12-08 03:45:00	ES	Futures	4122.43	4125.79	4122.43	4124.67	1526.0
2020-12-08 03:50:00	ES	Futures	4124.67	4126.07	4124.39	4125.79	905.0
2020-12-08 03:55:00	ES	Futures	4125.79	4127.19	4125.23	4125.51	1074.0
2020-12-08 04:00:00	ES	Futures	4125.51	4129.15	4125.51	4127.47	1834.0
2020-12-08 04:05:00	ES	Futures	4127.19	4131.39	4126.35	4129.15	3519.0

> showing 50 of 17,721 rows — these rows as CSV

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