PREVIEW / futures_5min / 2020-12-14

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-14.parquet
  size:    296 KB
  rows:    18,153

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
2020-12-14 00:00:00	ES	Futures	4123.83	4124.11	4121.02	4121.02	632.0
2020-12-14 00:05:00	ES	Futures	4121.02	4121.59	4119.06	4119.34	992.0
2020-12-14 00:10:00	ES	Futures	4119.34	4119.9	4118.5	4119.62	903.0
2020-12-14 00:15:00	ES	Futures	4119.62	4120.46	4119.34	4120.18	401.0
2020-12-14 00:20:00	ES	Futures	4120.18	4120.74	4119.62	4119.9	328.0
2020-12-14 00:25:00	ES	Futures	4119.9	4122.15	4119.62	4122.15	362.0
2020-12-14 00:30:00	ES	Futures	4121.87	4122.43	4121.31	4121.59	502.0
2020-12-14 00:35:00	ES	Futures	4121.59	4121.87	4120.46	4120.74	271.0
2020-12-14 00:40:00	ES	Futures	4121.02	4121.31	4118.5	4118.5	376.0
2020-12-14 00:45:00	ES	Futures	4118.5	4119.06	4117.94	4118.78	517.0
2020-12-14 00:50:00	ES	Futures	4118.5	4118.78	4117.66	4117.94	430.0
2020-12-14 00:55:00	ES	Futures	4117.94	4118.5	4117.94	4118.22	276.0
2020-12-14 01:00:00	ES	Futures	4118.22	4119.06	4117.1	4118.5	709.0
2020-12-14 01:05:00	ES	Futures	4118.5	4118.5	4117.1	4117.38	547.0
2020-12-14 01:10:00	ES	Futures	4117.38	4119.62	4117.1	4119.34	359.0
2020-12-14 01:15:00	ES	Futures	4119.62	4119.62	4119.06	4119.34	185.0
2020-12-14 01:20:00	ES	Futures	4119.34	4120.46	4119.06	4120.18	219.0
2020-12-14 01:25:00	ES	Futures	4120.18	4120.46	4119.06	4119.06	244.0
2020-12-14 01:30:00	ES	Futures	4119.34	4120.18	4119.34	4120.18	74.0
2020-12-14 01:35:00	ES	Futures	4120.46	4120.46	4119.62	4120.46	215.0
2020-12-14 01:40:00	ES	Futures	4120.46	4122.99	4120.46	4121.87	551.0
2020-12-14 01:45:00	ES	Futures	4122.15	4122.15	4121.02	4121.31	214.0
2020-12-14 01:50:00	ES	Futures	4121.59	4122.43	4120.18	4121.87	328.0
2020-12-14 01:55:00	ES	Futures	4121.87	4122.43	4120.18	4120.18	447.0
2020-12-14 02:00:00	ES	Futures	4120.46	4121.31	4119.9	4120.46	501.0
2020-12-14 02:05:00	ES	Futures	4120.74	4122.43	4119.9	4121.87	503.0
2020-12-14 02:10:00	ES	Futures	4121.87	4122.15	4119.9	4120.74	596.0
2020-12-14 02:15:00	ES	Futures	4120.74	4123.83	4120.74	4122.99	585.0
2020-12-14 02:20:00	ES	Futures	4122.99	4123.27	4122.43	4122.99	468.0
2020-12-14 02:25:00	ES	Futures	4122.99	4123.27	4122.71	4123.27	434.0
2020-12-14 02:30:00	ES	Futures	4123.27	4123.83	4121.87	4122.43	666.0
2020-12-14 02:35:00	ES	Futures	4122.71	4125.23	4122.15	4124.11	1262.0
2020-12-14 02:40:00	ES	Futures	4124.39	4127.2	4123.83	4126.36	1005.0
2020-12-14 02:45:00	ES	Futures	4126.64	4128.6	4126.64	4127.2	2433.0
2020-12-14 02:50:00	ES	Futures	4127.2	4128.04	4124.11	4124.67	1127.0
2020-12-14 02:55:00	ES	Futures	4124.67	4126.64	4124.67	4125.23	895.0
2020-12-14 03:00:00	ES	Futures	4124.95	4126.08	4123.55	4125.23	2345.0
2020-12-14 03:05:00	ES	Futures	4125.52	4126.92	4122.43	4123.27	1682.0
2020-12-14 03:10:00	ES	Futures	4123.27	4126.92	4123.27	4126.36	1651.0
2020-12-14 03:15:00	ES	Futures	4126.36	4127.76	4125.8	4126.08	1232.0
2020-12-14 03:20:00	ES	Futures	4126.08	4126.92	4123.27	4123.27	1044.0
2020-12-14 03:25:00	ES	Futures	4123.55	4124.11	4121.02	4122.43	1353.0
2020-12-14 03:30:00	ES	Futures	4122.71	4123.55	4122.15	4123.55	859.0
2020-12-14 03:35:00	ES	Futures	4123.83	4123.83	4121.59	4122.43	780.0
2020-12-14 03:40:00	ES	Futures	4122.43	4122.99	4121.02	4121.59	586.0
2020-12-14 03:45:00	ES	Futures	4121.59	4122.43	4120.18	4122.15	831.0
2020-12-14 03:50:00	ES	Futures	4122.43	4122.71	4120.74	4121.31	780.0
2020-12-14 03:55:00	ES	Futures	4121.59	4124.11	4120.74	4123.83	771.0
2020-12-14 04:00:00	ES	Futures	4123.55	4125.23	4123.55	4124.11	869.0
2020-12-14 04:05:00	ES	Futures	4124.39	4125.23	4122.99	4124.67	774.0

> showing 50 of 18,153 rows — these rows as CSV

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