PREVIEW / futures_5min / 2020-12-17

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-17.parquet
  size:    289 KB
  rows:    18,174

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
2020-12-17 00:00:00	ES	Futures	4156.95	4158.07	4156.67	4156.95	338.0
2020-12-17 00:05:00	ES	Futures	4156.95	4156.95	4155.55	4156.95	602.0
2020-12-17 00:10:00	ES	Futures	4156.95	4157.51	4156.11	4157.51	379.0
2020-12-17 00:15:00	ES	Futures	4157.51	4157.79	4156.67	4157.51	338.0
2020-12-17 00:20:00	ES	Futures	4157.23	4158.07	4156.95	4157.79	625.0
2020-12-17 00:25:00	ES	Futures	4157.51	4158.07	4157.23	4158.07	457.0
2020-12-17 00:30:00	ES	Futures	4157.79	4160.32	4157.79	4159.48	1763.0
2020-12-17 00:35:00	ES	Futures	4159.76	4160.32	4159.2	4159.48	542.0
2020-12-17 00:40:00	ES	Futures	4159.48	4160.04	4159.2	4160.04	446.0
2020-12-17 00:45:00	ES	Futures	4159.76	4160.32	4159.48	4160.04	327.0
2020-12-17 00:50:00	ES	Futures	4160.04	4160.88	4159.76	4160.6	469.0
2020-12-17 00:55:00	ES	Futures	4160.6	4160.6	4159.76	4160.32	450.0
2020-12-17 01:00:00	ES	Futures	4160.32	4160.6	4159.48	4160.04	470.0
2020-12-17 01:05:00	ES	Futures	4160.04	4160.04	4159.2	4159.48	491.0
2020-12-17 01:10:00	ES	Futures	4159.48	4160.32	4159.48	4160.04	175.0
2020-12-17 01:15:00	ES	Futures	4160.04	4160.32	4159.48	4159.48	195.0
2020-12-17 01:20:00	ES	Futures	4159.48	4160.6	4159.48	4160.6	187.0
2020-12-17 01:25:00	ES	Futures	4160.32	4161.44	4160.32	4160.6	514.0
2020-12-17 01:30:00	ES	Futures	4160.6	4160.88	4159.48	4159.76	260.0
2020-12-17 01:35:00	ES	Futures	4159.76	4160.32	4159.48	4159.76	145.0
2020-12-17 01:40:00	ES	Futures	4159.76	4160.6	4159.76	4160.04	265.0
2020-12-17 01:45:00	ES	Futures	4160.04	4160.04	4159.48	4159.76	249.0
2020-12-17 01:50:00	ES	Futures	4159.48	4159.76	4159.2	4159.2	452.0
2020-12-17 01:55:00	ES	Futures	4159.2	4160.04	4159.2	4159.48	319.0
2020-12-17 02:00:00	ES	Futures	4159.48	4162.56	4159.48	4162.0	991.0
2020-12-17 02:05:00	ES	Futures	4162.0	4162.0	4160.88	4161.16	421.0
2020-12-17 02:10:00	ES	Futures	4161.16	4163.69	4161.16	4163.12	794.0
2020-12-17 02:15:00	ES	Futures	4163.12	4163.41	4161.72	4163.12	522.0
2020-12-17 02:20:00	ES	Futures	4163.41	4164.53	4162.84	4164.53	851.0
2020-12-17 02:25:00	ES	Futures	4164.53	4165.93	4164.53	4165.37	892.0
2020-12-17 02:30:00	ES	Futures	4165.65	4166.49	4165.37	4165.65	712.0
2020-12-17 02:35:00	ES	Futures	4165.65	4166.21	4165.09	4165.93	437.0
2020-12-17 02:40:00	ES	Futures	4165.65	4170.14	4165.65	4168.18	2722.0
2020-12-17 02:45:00	ES	Futures	4168.18	4168.74	4166.49	4167.05	975.0
2020-12-17 02:50:00	ES	Futures	4167.05	4170.14	4167.05	4170.14	1737.0
2020-12-17 02:55:00	ES	Futures	4169.86	4170.14	4168.46	4169.58	980.0
2020-12-17 03:00:00	ES	Futures	4169.58	4171.54	4168.74	4170.98	4027.0
2020-12-17 03:05:00	ES	Futures	4170.98	4171.54	4170.14	4170.98	2105.0
2020-12-17 03:10:00	ES	Futures	4170.98	4170.98	4167.9	4168.74	1974.0
2020-12-17 03:15:00	ES	Futures	4168.46	4169.86	4168.18	4169.58	1292.0
2020-12-17 03:20:00	ES	Futures	4169.3	4171.83	4169.3	4171.26	2248.0
2020-12-17 03:25:00	ES	Futures	4171.26	4171.83	4170.42	4171.26	1108.0
2020-12-17 03:30:00	ES	Futures	4170.98	4171.26	4169.86	4170.7	797.0
2020-12-17 03:35:00	ES	Futures	4170.42	4171.54	4169.58	4169.86	1064.0
2020-12-17 03:40:00	ES	Futures	4169.58	4170.14	4168.74	4169.02	770.0
2020-12-17 03:45:00	ES	Futures	4169.02	4169.86	4168.46	4168.74	854.0
2020-12-17 03:50:00	ES	Futures	4168.74	4168.74	4167.9	4168.46	677.0
2020-12-17 03:55:00	ES	Futures	4168.18	4168.46	4167.05	4167.05	823.0
2020-12-17 04:00:00	ES	Futures	4167.05	4169.3	4166.77	4169.02	949.0
2020-12-17 04:05:00	ES	Futures	4169.02	4169.58	4168.46	4169.58	693.0

> showing 50 of 18,174 rows — these rows as CSV

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