PREVIEW / futures_5min / 2020-12-10

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-10.parquet
  size:    286 KB
  rows:    16,724

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
2020-12-10 00:00:00	ES	Futures	4116.83	4117.11	4115.99	4116.27	401.0
2020-12-10 00:05:00	ES	Futures	4116.27	4116.55	4114.87	4114.87	321.0
2020-12-10 00:10:00	ES	Futures	4114.87	4115.15	4114.03	4114.87	376.0
2020-12-10 00:15:00	ES	Futures	4114.87	4114.87	4114.31	4114.87	200.0
2020-12-10 00:20:00	ES	Futures	4114.87	4115.15	4113.47	4113.47	233.0
2020-12-10 00:25:00	ES	Futures	4113.75	4114.03	4113.19	4113.75	222.0
2020-12-10 00:30:00	ES	Futures	4113.47	4116.55	4113.47	4115.99	556.0
2020-12-10 00:35:00	ES	Futures	4115.99	4115.99	4113.75	4114.87	319.0
2020-12-10 00:40:00	ES	Futures	4114.59	4115.99	4114.03	4115.71	226.0
2020-12-10 00:45:00	ES	Futures	4115.99	4115.99	4115.15	4115.43	165.0
2020-12-10 00:50:00	ES	Futures	4115.15	4115.43	4114.03	4114.31	290.0
2020-12-10 00:55:00	ES	Futures	4114.31	4114.31	4112.07	4112.91	595.0
2020-12-10 01:00:00	ES	Futures	4112.91	4113.19	4111.79	4112.35	443.0
2020-12-10 01:05:00	ES	Futures	4112.63	4112.63	4110.95	4111.23	581.0
2020-12-10 01:10:00	ES	Futures	4111.51	4112.07	4110.11	4111.79	646.0
2020-12-10 01:15:00	ES	Futures	4111.79	4112.35	4111.79	4112.35	170.0
2020-12-10 01:20:00	ES	Futures	4112.07	4113.75	4112.07	4113.19	434.0
2020-12-10 01:25:00	ES	Futures	4113.47	4114.03	4113.19	4113.75	187.0
2020-12-10 01:30:00	ES	Futures	4113.47	4113.75	4112.07	4112.63	211.0
2020-12-10 01:35:00	ES	Futures	4112.35	4112.91	4110.95	4110.95	302.0
2020-12-10 01:40:00	ES	Futures	4110.95	4110.95	4107.59	4107.59	674.0
2020-12-10 01:45:00	ES	Futures	4107.59	4110.11	4107.59	4109.55	444.0
2020-12-10 01:50:00	ES	Futures	4109.27	4110.11	4108.71	4109.55	202.0
2020-12-10 01:55:00	ES	Futures	4109.55	4110.11	4108.99	4109.27	289.0
2020-12-10 02:00:00	ES	Futures	4108.99	4109.83	4106.19	4109.27	1459.0
2020-12-10 02:05:00	ES	Futures	4109.27	4110.67	4109.27	4110.39	605.0
2020-12-10 02:10:00	ES	Futures	4110.39	4110.95	4110.11	4110.67	686.0
2020-12-10 02:15:00	ES	Futures	4110.67	4111.51	4109.83	4110.95	543.0
2020-12-10 02:20:00	ES	Futures	4110.95	4111.23	4109.55	4110.39	354.0
2020-12-10 02:25:00	ES	Futures	4110.39	4110.95	4108.71	4108.71	428.0
2020-12-10 02:30:00	ES	Futures	4108.71	4110.95	4108.43	4110.67	639.0
2020-12-10 02:35:00	ES	Futures	4110.95	4111.23	4110.11	4110.39	336.0
2020-12-10 02:40:00	ES	Futures	4110.39	4112.07	4110.39	4110.95	432.0
2020-12-10 02:45:00	ES	Futures	4111.23	4112.07	4110.39	4111.79	479.0
2020-12-10 02:50:00	ES	Futures	4111.51	4113.19	4111.51	4113.19	497.0
2020-12-10 02:55:00	ES	Futures	4113.19	4113.47	4111.51	4113.19	1049.0
2020-12-10 03:00:00	ES	Futures	4113.47	4114.03	4110.67	4112.91	2300.0
2020-12-10 03:05:00	ES	Futures	4112.91	4112.91	4108.71	4108.99	2334.0
2020-12-10 03:10:00	ES	Futures	4108.99	4113.47	4108.71	4112.07	1666.0
2020-12-10 03:15:00	ES	Futures	4112.35	4113.19	4110.11	4110.11	1362.0
2020-12-10 03:20:00	ES	Futures	4110.39	4112.35	4109.55	4112.35	874.0
2020-12-10 03:25:00	ES	Futures	4112.07	4114.59	4110.11	4114.03	1609.0
2020-12-10 03:30:00	ES	Futures	4113.75	4117.95	4113.47	4117.39	1443.0
2020-12-10 03:35:00	ES	Futures	4117.39	4117.39	4114.87	4114.87	1057.0
2020-12-10 03:40:00	ES	Futures	4114.87	4115.71	4112.91	4114.31	1080.0
2020-12-10 03:45:00	ES	Futures	4114.31	4117.11	4114.31	4116.83	862.0
2020-12-10 03:50:00	ES	Futures	4116.83	4117.39	4114.59	4115.43	791.0
2020-12-10 03:55:00	ES	Futures	4115.71	4116.83	4114.59	4115.43	830.0
2020-12-10 04:00:00	ES	Futures	4115.15	4116.27	4114.59	4115.99	974.0
2020-12-10 04:05:00	ES	Futures	4115.71	4121.59	4115.43	4120.19	3030.0

> showing 50 of 16,724 rows — these rows as CSV

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