PREVIEW / futures_5min / 2020-12-09

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-09.parquet
  size:    297 KB
  rows:    17,743

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
2020-12-09 00:00:00	ES	Futures	4157.72	4158.56	4157.16	4157.72	436.0
2020-12-09 00:05:00	ES	Futures	4157.44	4157.44	4156.32	4156.6	385.0
2020-12-09 00:10:00	ES	Futures	4156.32	4156.6	4156.04	4156.32	165.0
2020-12-09 00:15:00	ES	Futures	4156.32	4156.6	4155.2	4155.48	276.0
2020-12-09 00:20:00	ES	Futures	4155.48	4156.04	4154.92	4155.76	398.0
2020-12-09 00:25:00	ES	Futures	4155.76	4156.04	4155.2	4155.48	370.0
2020-12-09 00:30:00	ES	Futures	4155.48	4156.04	4155.48	4155.48	196.0
2020-12-09 00:35:00	ES	Futures	4155.76	4156.88	4155.48	4156.88	167.0
2020-12-09 00:40:00	ES	Futures	4156.6	4156.6	4155.76	4155.76	380.0
2020-12-09 00:45:00	ES	Futures	4155.76	4156.88	4155.76	4156.32	197.0
2020-12-09 00:50:00	ES	Futures	4156.6	4157.16	4156.32	4156.6	111.0
2020-12-09 00:55:00	ES	Futures	4156.6	4157.72	4156.6	4157.72	449.0
2020-12-09 01:00:00	ES	Futures	4157.72	4158.84	4157.16	4158.56	499.0
2020-12-09 01:05:00	ES	Futures	4158.56	4158.84	4158.0	4158.84	365.0
2020-12-09 01:10:00	ES	Futures	4158.56	4159.4	4158.56	4159.4	426.0
2020-12-09 01:15:00	ES	Futures	4159.4	4159.4	4158.56	4158.84	455.0
2020-12-09 01:20:00	ES	Futures	4158.84	4159.4	4158.28	4158.84	471.0
2020-12-09 01:25:00	ES	Futures	4158.84	4158.84	4158.56	4158.56	162.0
2020-12-09 01:30:00	ES	Futures	4158.56	4158.84	4158.0	4158.0	209.0
2020-12-09 01:35:00	ES	Futures	4158.0	4158.28	4157.16	4157.16	248.0
2020-12-09 01:40:00	ES	Futures	4157.16	4157.72	4157.16	4157.72	212.0
2020-12-09 01:45:00	ES	Futures	4157.72	4158.28	4157.16	4157.44	310.0
2020-12-09 01:50:00	ES	Futures	4157.44	4157.44	4156.6	4157.16	216.0
2020-12-09 01:55:00	ES	Futures	4157.16	4157.72	4156.88	4157.44	121.0
2020-12-09 02:00:00	ES	Futures	4157.44	4159.4	4157.44	4158.56	879.0
2020-12-09 02:05:00	ES	Futures	4158.56	4158.56	4156.04	4156.32	539.0
2020-12-09 02:10:00	ES	Futures	4156.32	4156.6	4154.92	4155.48	623.0
2020-12-09 02:15:00	ES	Futures	4155.48	4156.04	4154.92	4155.48	432.0
2020-12-09 02:20:00	ES	Futures	4155.76	4155.76	4153.52	4153.8	611.0
2020-12-09 02:25:00	ES	Futures	4153.8	4155.48	4153.52	4155.2	704.0
2020-12-09 02:30:00	ES	Futures	4155.2	4156.32	4155.2	4155.48	633.0
2020-12-09 02:35:00	ES	Futures	4155.76	4156.32	4155.48	4155.48	286.0
2020-12-09 02:40:00	ES	Futures	4155.76	4156.04	4154.36	4154.92	313.0
2020-12-09 02:45:00	ES	Futures	4154.64	4155.76	4154.64	4155.76	385.0
2020-12-09 02:50:00	ES	Futures	4155.76	4155.76	4154.64	4154.92	314.0
2020-12-09 02:55:00	ES	Futures	4154.64	4155.76	4154.36	4155.2	673.0
2020-12-09 03:00:00	ES	Futures	4155.2	4156.04	4153.8	4154.64	1391.0
2020-12-09 03:05:00	ES	Futures	4154.64	4154.92	4152.4	4153.24	2042.0
2020-12-09 03:10:00	ES	Futures	4152.96	4154.08	4152.4	4153.8	1241.0
2020-12-09 03:15:00	ES	Futures	4153.8	4154.36	4152.68	4154.08	856.0
2020-12-09 03:20:00	ES	Futures	4154.36	4155.76	4152.96	4154.64	1544.0
2020-12-09 03:25:00	ES	Futures	4154.64	4159.12	4154.08	4156.04	3279.0
2020-12-09 03:30:00	ES	Futures	4156.04	4157.16	4154.36	4156.32	2146.0
2020-12-09 03:35:00	ES	Futures	4156.32	4157.72	4156.32	4157.16	991.0
2020-12-09 03:40:00	ES	Futures	4157.44	4159.68	4157.16	4159.68	1903.0
2020-12-09 03:45:00	ES	Futures	4159.68	4161.08	4159.68	4160.52	1754.0
2020-12-09 03:50:00	ES	Futures	4160.52	4161.08	4159.12	4159.68	1467.0
2020-12-09 03:55:00	ES	Futures	4159.68	4160.8	4158.84	4160.24	1481.0
2020-12-09 04:00:00	ES	Futures	4160.24	4160.52	4159.12	4159.4	1200.0
2020-12-09 04:05:00	ES	Futures	4159.68	4160.52	4158.84	4159.68	842.0

> showing 50 of 17,743 rows — these rows as CSV

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