PREVIEW / futures_5min / 2020-12-13

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-13.parquet
  size:    59 KB
  rows:    3,403

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
2020-12-13 18:00:00	ES	Futures	4120.47	4125.79	4119.63	4124.67	3808.0
2020-12-13 18:05:00	ES	Futures	4124.95	4129.15	4122.15	4126.35	1853.0
2020-12-13 18:10:00	ES	Futures	4126.07	4127.19	4122.99	4122.99	567.0
2020-12-13 18:15:00	ES	Futures	4122.99	4126.35	4122.99	4124.11	673.0
2020-12-13 18:20:00	ES	Futures	4124.39	4126.35	4123.83	4125.23	728.0
2020-12-13 18:25:00	ES	Futures	4125.51	4125.51	4123.55	4124.11	215.0
2020-12-13 18:30:00	ES	Futures	4123.83	4124.39	4122.15	4122.15	472.0
2020-12-13 18:35:00	ES	Futures	4122.15	4122.15	4120.47	4120.47	469.0
2020-12-13 18:40:00	ES	Futures	4120.47	4121.03	4118.79	4119.35	502.0
2020-12-13 18:45:00	ES	Futures	4119.35	4120.47	4118.23	4118.79	427.0
2020-12-13 18:50:00	ES	Futures	4118.79	4122.71	4118.79	4121.87	440.0
2020-12-13 18:55:00	ES	Futures	4122.15	4122.43	4121.03	4121.59	265.0
2020-12-13 19:00:00	ES	Futures	4121.87	4124.11	4121.59	4123.27	657.0
2020-12-13 19:05:00	ES	Futures	4123.55	4123.55	4120.47	4122.43	462.0
2020-12-13 19:10:00	ES	Futures	4122.71	4123.83	4121.87	4123.27	514.0
2020-12-13 19:15:00	ES	Futures	4123.27	4123.83	4122.43	4123.27	406.0
2020-12-13 19:20:00	ES	Futures	4123.27	4123.83	4122.71	4123.83	365.0
2020-12-13 19:25:00	ES	Futures	4123.83	4124.11	4121.59	4121.87	378.0
2020-12-13 19:30:00	ES	Futures	4122.15	4123.55	4122.15	4122.43	279.0
2020-12-13 19:35:00	ES	Futures	4122.71	4123.27	4122.15	4122.43	181.0
2020-12-13 19:40:00	ES	Futures	4122.71	4122.71	4120.47	4121.31	225.0
2020-12-13 19:45:00	ES	Futures	4121.59	4123.27	4121.03	4123.27	214.0
2020-12-13 19:50:00	ES	Futures	4123.27	4123.55	4122.15	4122.15	250.0
2020-12-13 19:55:00	ES	Futures	4121.87	4122.71	4121.59	4122.15	206.0
2020-12-13 20:00:00	ES	Futures	4122.15	4123.55	4121.87	4122.43	344.0
2020-12-13 20:05:00	ES	Futures	4122.71	4123.83	4122.15	4122.71	298.0
2020-12-13 20:10:00	ES	Futures	4122.71	4124.67	4122.71	4124.39	502.0
2020-12-13 20:15:00	ES	Futures	4124.67	4125.51	4124.11	4124.67	405.0
2020-12-13 20:20:00	ES	Futures	4124.67	4124.67	4123.83	4123.83	286.0
2020-12-13 20:25:00	ES	Futures	4124.11	4124.39	4123.55	4124.11	190.0
2020-12-13 20:30:00	ES	Futures	4123.83	4124.67	4123.27	4123.27	263.0
2020-12-13 20:35:00	ES	Futures	4123.55	4124.95	4122.71	4124.39	271.0
2020-12-13 20:40:00	ES	Futures	4124.39	4124.95	4123.83	4124.67	192.0
2020-12-13 20:45:00	ES	Futures	4124.95	4125.23	4123.83	4124.11	263.0
2020-12-13 20:50:00	ES	Futures	4123.83	4124.39	4123.55	4124.11	217.0
2020-12-13 20:55:00	ES	Futures	4124.11	4124.39	4122.99	4123.55	201.0
2020-12-13 21:00:00	ES	Futures	4123.27	4124.11	4123.27	4123.55	197.0
2020-12-13 21:05:00	ES	Futures	4123.55	4124.39	4123.55	4123.55	159.0
2020-12-13 21:10:00	ES	Futures	4123.83	4124.11	4123.83	4123.83	182.0
2020-12-13 21:15:00	ES	Futures	4123.55	4124.11	4123.55	4123.55	139.0
2020-12-13 21:20:00	ES	Futures	4123.27	4123.55	4122.99	4123.55	142.0
2020-12-13 21:25:00	ES	Futures	4123.55	4124.11	4122.99	4123.27	112.0
2020-12-13 21:30:00	ES	Futures	4123.27	4123.55	4123.27	4123.55	102.0
2020-12-13 21:35:00	ES	Futures	4123.55	4123.55	4122.15	4122.99	181.0
2020-12-13 21:40:00	ES	Futures	4122.99	4122.99	4122.43	4122.71	98.0
2020-12-13 21:45:00	ES	Futures	4122.71	4122.71	4122.15	4122.71	146.0
2020-12-13 21:50:00	ES	Futures	4122.43	4122.71	4121.87	4122.43	233.0
2020-12-13 21:55:00	ES	Futures	4122.43	4122.71	4122.15	4122.71	139.0
2020-12-13 22:00:00	ES	Futures	4122.71	4123.27	4122.43	4122.99	122.0
2020-12-13 22:05:00	ES	Futures	4122.99	4122.99	4121.59	4122.71	312.0

> showing 50 of 3,403 rows — these rows as CSV

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