PREVIEW / futures_5min / 2020-12-15

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-15.parquet
  size:    296 KB
  rows:    17,949

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
2020-12-15 00:00:00	ES	Futures	4086.78	4088.75	4086.78	4087.91	670.0
2020-12-15 00:05:00	ES	Futures	4087.63	4087.91	4082.29	4083.98	1933.0
2020-12-15 00:10:00	ES	Futures	4084.26	4087.91	4083.42	4087.34	867.0
2020-12-15 00:15:00	ES	Futures	4087.34	4088.75	4087.06	4088.19	474.0
2020-12-15 00:20:00	ES	Futures	4088.19	4088.75	4087.34	4088.47	357.0
2020-12-15 00:25:00	ES	Futures	4088.47	4089.03	4087.63	4088.75	514.0
2020-12-15 00:30:00	ES	Futures	4088.75	4089.87	4088.19	4089.87	470.0
2020-12-15 00:35:00	ES	Futures	4089.87	4090.99	4089.87	4090.43	420.0
2020-12-15 00:40:00	ES	Futures	4090.43	4090.99	4089.31	4089.87	255.0
2020-12-15 00:45:00	ES	Futures	4089.87	4091.84	4089.59	4091.55	363.0
2020-12-15 00:50:00	ES	Futures	4091.55	4094.36	4091.55	4092.68	955.0
2020-12-15 00:55:00	ES	Futures	4092.68	4092.68	4091.84	4092.12	316.0
2020-12-15 01:00:00	ES	Futures	4092.4	4092.68	4090.43	4092.4	518.0
2020-12-15 01:05:00	ES	Futures	4092.4	4093.24	4091.84	4092.68	339.0
2020-12-15 01:10:00	ES	Futures	4092.68	4092.96	4091.84	4092.96	240.0
2020-12-15 01:15:00	ES	Futures	4092.96	4095.2	4092.96	4094.64	593.0
2020-12-15 01:20:00	ES	Futures	4094.36	4094.64	4092.96	4092.96	312.0
2020-12-15 01:25:00	ES	Futures	4092.96	4093.24	4091.27	4091.55	289.0
2020-12-15 01:30:00	ES	Futures	4091.84	4092.4	4090.99	4092.12	264.0
2020-12-15 01:35:00	ES	Futures	4092.12	4092.4	4090.99	4091.84	291.0
2020-12-15 01:40:00	ES	Futures	4091.84	4092.68	4091.84	4092.12	173.0
2020-12-15 01:45:00	ES	Futures	4092.12	4092.68	4090.71	4090.99	264.0
2020-12-15 01:50:00	ES	Futures	4091.27	4092.68	4090.99	4092.12	191.0
2020-12-15 01:55:00	ES	Futures	4092.12	4094.08	4092.12	4092.96	332.0
2020-12-15 02:00:00	ES	Futures	4092.96	4095.2	4092.4	4095.2	483.0
2020-12-15 02:05:00	ES	Futures	4094.92	4096.05	4094.36	4094.64	498.0
2020-12-15 02:10:00	ES	Futures	4094.92	4096.05	4094.92	4095.2	528.0
2020-12-15 02:15:00	ES	Futures	4095.2	4096.05	4094.36	4096.05	502.0
2020-12-15 02:20:00	ES	Futures	4096.05	4096.33	4094.92	4095.2	406.0
2020-12-15 02:25:00	ES	Futures	4094.92	4096.05	4093.24	4095.2	764.0
2020-12-15 02:30:00	ES	Futures	4095.48	4097.45	4094.92	4094.92	602.0
2020-12-15 02:35:00	ES	Futures	4095.2	4096.61	4094.64	4096.05	513.0
2020-12-15 02:40:00	ES	Futures	4096.05	4098.57	4095.76	4097.73	723.0
2020-12-15 02:45:00	ES	Futures	4098.01	4098.57	4097.17	4097.73	463.0
2020-12-15 02:50:00	ES	Futures	4097.45	4097.73	4094.64	4095.76	629.0
2020-12-15 02:55:00	ES	Futures	4095.48	4096.05	4093.52	4094.92	681.0
2020-12-15 03:00:00	ES	Futures	4094.92	4099.69	4092.68	4099.69	3036.0
2020-12-15 03:05:00	ES	Futures	4099.41	4103.9	4099.41	4102.78	3344.0
2020-12-15 03:10:00	ES	Futures	4102.78	4103.62	4101.94	4101.94	1056.0
2020-12-15 03:15:00	ES	Futures	4101.94	4102.78	4100.82	4101.66	1223.0
2020-12-15 03:20:00	ES	Futures	4101.94	4103.9	4101.66	4103.06	753.0
2020-12-15 03:25:00	ES	Futures	4102.78	4104.75	4102.5	4104.47	897.0
2020-12-15 03:30:00	ES	Futures	4104.47	4107.83	4103.9	4106.71	2191.0
2020-12-15 03:35:00	ES	Futures	4106.43	4107.55	4105.31	4105.59	960.0
2020-12-15 03:40:00	ES	Futures	4105.87	4106.71	4104.47	4105.87	961.0
2020-12-15 03:45:00	ES	Futures	4106.15	4107.27	4105.59	4106.71	848.0
2020-12-15 03:50:00	ES	Futures	4106.99	4108.68	4106.15	4108.39	930.0
2020-12-15 03:55:00	ES	Futures	4108.39	4110.64	4107.83	4109.8	1658.0
2020-12-15 04:00:00	ES	Futures	4110.08	4112.04	4109.8	4110.36	1396.0
2020-12-15 04:05:00	ES	Futures	4110.08	4112.89	4110.08	4112.04	1142.0

> showing 50 of 17,949 rows — these rows as CSV

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