PREVIEW / futures_5min / 2020-12-11

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-11.parquet
  size:    243 KB
  rows:    14,171

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
2020-12-11 00:00:00	ES	Futures	4105.35	4106.19	4104.78	4105.35	359.0
2020-12-11 00:05:00	ES	Futures	4105.35	4106.19	4105.06	4105.06	165.0
2020-12-11 00:10:00	ES	Futures	4105.06	4105.63	4104.78	4105.35	158.0
2020-12-11 00:15:00	ES	Futures	4105.35	4105.63	4104.78	4104.78	171.0
2020-12-11 00:20:00	ES	Futures	4105.06	4105.06	4104.22	4104.5	141.0
2020-12-11 00:25:00	ES	Futures	4104.5	4104.78	4103.1	4103.66	287.0
2020-12-11 00:30:00	ES	Futures	4103.66	4104.78	4103.66	4103.94	386.0
2020-12-11 00:35:00	ES	Futures	4104.22	4105.91	4104.22	4105.63	264.0
2020-12-11 00:40:00	ES	Futures	4105.63	4105.91	4105.06	4105.06	106.0
2020-12-11 00:45:00	ES	Futures	4105.06	4105.35	4103.38	4103.66	218.0
2020-12-11 00:50:00	ES	Futures	4103.66	4103.94	4102.82	4103.38	238.0
2020-12-11 00:55:00	ES	Futures	4103.38	4104.78	4103.1	4103.38	341.0
2020-12-11 01:00:00	ES	Futures	4103.38	4104.78	4103.1	4103.66	293.0
2020-12-11 01:05:00	ES	Futures	4103.66	4103.94	4102.54	4102.54	165.0
2020-12-11 01:10:00	ES	Futures	4102.54	4103.1	4100.86	4101.42	632.0
2020-12-11 01:15:00	ES	Futures	4101.42	4102.82	4101.14	4102.54	378.0
2020-12-11 01:20:00	ES	Futures	4102.82	4107.87	4102.82	4107.31	1028.0
2020-12-11 01:25:00	ES	Futures	4107.31	4107.59	4106.19	4106.47	406.0
2020-12-11 01:30:00	ES	Futures	4106.75	4108.71	4106.75	4107.03	495.0
2020-12-11 01:35:00	ES	Futures	4107.03	4108.15	4106.75	4107.31	134.0
2020-12-11 01:40:00	ES	Futures	4107.59	4108.43	4106.75	4108.43	127.0
2020-12-11 01:45:00	ES	Futures	4108.43	4108.99	4107.87	4108.43	273.0
2020-12-11 01:50:00	ES	Futures	4108.71	4108.71	4108.15	4108.43	148.0
2020-12-11 01:55:00	ES	Futures	4108.43	4108.71	4107.59	4107.59	140.0
2020-12-11 02:00:00	ES	Futures	4107.87	4108.99	4107.03	4107.03	291.0
2020-12-11 02:05:00	ES	Futures	4107.03	4109.27	4107.03	4109.27	423.0
2020-12-11 02:10:00	ES	Futures	4108.99	4113.19	4108.99	4112.63	1508.0
2020-12-11 02:15:00	ES	Futures	4112.91	4113.47	4111.79	4112.63	389.0
2020-12-11 02:20:00	ES	Futures	4112.35	4112.35	4111.51	4112.07	227.0
2020-12-11 02:25:00	ES	Futures	4112.35	4112.63	4111.51	4112.35	300.0
2020-12-11 02:30:00	ES	Futures	4112.35	4112.35	4110.67	4110.95	641.0
2020-12-11 02:35:00	ES	Futures	4110.95	4111.51	4110.67	4111.23	323.0
2020-12-11 02:40:00	ES	Futures	4111.51	4111.51	4110.39	4110.67	253.0
2020-12-11 02:45:00	ES	Futures	4110.67	4110.95	4110.11	4110.67	250.0
2020-12-11 02:50:00	ES	Futures	4110.39	4110.67	4108.99	4109.27	373.0
2020-12-11 02:55:00	ES	Futures	4109.27	4109.83	4107.59	4108.99	389.0
2020-12-11 03:00:00	ES	Futures	4108.99	4109.27	4105.91	4107.03	864.0
2020-12-11 03:05:00	ES	Futures	4107.03	4107.87	4105.35	4107.03	1122.0
2020-12-11 03:10:00	ES	Futures	4106.75	4107.31	4101.14	4101.7	1612.0
2020-12-11 03:15:00	ES	Futures	4101.7	4103.1	4094.98	4096.66	3270.0
2020-12-11 03:20:00	ES	Futures	4096.94	4099.18	4094.98	4095.54	1895.0
2020-12-11 03:25:00	ES	Futures	4095.54	4095.54	4092.18	4093.3	2307.0
2020-12-11 03:30:00	ES	Futures	4093.58	4093.58	4085.46	4088.54	4539.0
2020-12-11 03:35:00	ES	Futures	4088.82	4090.22	4085.46	4086.58	2845.0
2020-12-11 03:40:00	ES	Futures	4086.3	4088.26	4084.06	4087.7	1855.0
2020-12-11 03:45:00	ES	Futures	4087.7	4087.7	4078.74	4079.02	3663.0
2020-12-11 03:50:00	ES	Futures	4079.02	4084.34	4079.02	4079.58	3077.0
2020-12-11 03:55:00	ES	Futures	4079.86	4085.74	4079.58	4085.46	1791.0
2020-12-11 04:00:00	ES	Futures	4085.46	4091.34	4084.62	4090.5	2686.0
2020-12-11 04:05:00	ES	Futures	4090.78	4092.74	4089.1	4089.66	1896.0

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