PREVIEW / futures_5min / 2020-12-18

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-18.parquet
  size:    250 KB
  rows:    14,781

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
2020-12-18 00:00:00	ES	Futures	4159.48	4159.48	4158.63	4158.91	460.0
2020-12-18 00:05:00	ES	Futures	4158.63	4158.91	4157.23	4157.79	620.0
2020-12-18 00:10:00	ES	Futures	4158.07	4158.07	4154.42	4155.55	1627.0
2020-12-18 00:15:00	ES	Futures	4155.27	4155.83	4154.7	4155.27	562.0
2020-12-18 00:20:00	ES	Futures	4155.27	4155.27	4154.42	4154.7	412.0
2020-12-18 00:25:00	ES	Futures	4154.7	4154.99	4153.02	4154.7	1327.0
2020-12-18 00:30:00	ES	Futures	4154.7	4155.55	4154.42	4155.27	475.0
2020-12-18 00:35:00	ES	Futures	4155.27	4156.39	4154.7	4156.39	417.0
2020-12-18 00:40:00	ES	Futures	4156.39	4156.67	4156.11	4156.67	292.0
2020-12-18 00:45:00	ES	Futures	4156.39	4156.67	4155.83	4156.39	296.0
2020-12-18 00:50:00	ES	Futures	4156.39	4158.91	4156.39	4158.63	708.0
2020-12-18 00:55:00	ES	Futures	4158.63	4159.76	4158.63	4158.91	804.0
2020-12-18 01:00:00	ES	Futures	4159.2	4159.48	4158.07	4158.63	401.0
2020-12-18 01:05:00	ES	Futures	4158.63	4158.91	4157.79	4158.07	307.0
2020-12-18 01:10:00	ES	Futures	4158.35	4160.32	4158.07	4160.32	435.0
2020-12-18 01:15:00	ES	Futures	4160.32	4160.88	4159.76	4160.04	421.0
2020-12-18 01:20:00	ES	Futures	4160.04	4160.88	4160.04	4160.6	357.0
2020-12-18 01:25:00	ES	Futures	4160.6	4161.44	4160.32	4160.88	409.0
2020-12-18 01:30:00	ES	Futures	4161.16	4162.56	4160.6	4162.28	485.0
2020-12-18 01:35:00	ES	Futures	4162.28	4162.56	4161.72	4162.0	385.0
2020-12-18 01:40:00	ES	Futures	4162.0	4162.56	4161.44	4162.56	214.0
2020-12-18 01:45:00	ES	Futures	4162.28	4162.28	4161.44	4161.72	188.0
2020-12-18 01:50:00	ES	Futures	4161.72	4162.28	4160.88	4162.28	215.0
2020-12-18 01:55:00	ES	Futures	4162.28	4162.56	4161.72	4162.0	296.0
2020-12-18 02:00:00	ES	Futures	4161.72	4163.41	4161.72	4162.28	747.0
2020-12-18 02:05:00	ES	Futures	4162.28	4162.84	4161.44	4162.28	270.0
2020-12-18 02:10:00	ES	Futures	4162.28	4162.56	4161.16	4161.44	243.0
2020-12-18 02:15:00	ES	Futures	4161.44	4163.12	4161.44	4162.84	344.0
2020-12-18 02:20:00	ES	Futures	4162.84	4163.12	4162.28	4162.28	191.0
2020-12-18 02:25:00	ES	Futures	4162.28	4163.12	4162.0	4162.28	230.0
2020-12-18 02:30:00	ES	Futures	4162.28	4163.41	4162.28	4162.28	371.0
2020-12-18 02:35:00	ES	Futures	4162.56	4162.84	4162.28	4162.84	227.0
2020-12-18 02:40:00	ES	Futures	4163.12	4163.69	4163.12	4163.41	316.0
2020-12-18 02:45:00	ES	Futures	4163.12	4163.69	4163.12	4163.41	420.0
2020-12-18 02:50:00	ES	Futures	4163.41	4163.69	4162.0	4162.28	338.0
2020-12-18 02:55:00	ES	Futures	4162.28	4162.56	4161.44	4162.0	962.0
2020-12-18 03:00:00	ES	Futures	4161.72	4163.12	4160.32	4162.84	2218.0
2020-12-18 03:05:00	ES	Futures	4162.84	4163.41	4161.44	4162.84	1627.0
2020-12-18 03:10:00	ES	Futures	4163.12	4163.69	4161.72	4162.0	910.0
2020-12-18 03:15:00	ES	Futures	4162.0	4166.21	4160.88	4165.65	1557.0
2020-12-18 03:20:00	ES	Futures	4165.65	4166.21	4164.81	4166.21	887.0
2020-12-18 03:25:00	ES	Futures	4165.93	4167.9	4165.93	4167.05	1051.0
2020-12-18 03:30:00	ES	Futures	4167.05	4168.18	4166.77	4167.62	1299.0
2020-12-18 03:35:00	ES	Futures	4167.33	4168.74	4167.33	4168.18	735.0
2020-12-18 03:40:00	ES	Futures	4168.46	4170.7	4168.18	4170.14	1353.0
2020-12-18 03:45:00	ES	Futures	4170.14	4171.54	4170.14	4171.26	1343.0
2020-12-18 03:50:00	ES	Futures	4171.54	4172.67	4170.98	4171.83	1284.0
2020-12-18 03:55:00	ES	Futures	4171.54	4171.83	4170.7	4171.26	813.0
2020-12-18 04:00:00	ES	Futures	4171.26	4171.54	4170.14	4171.54	1382.0
2020-12-18 04:05:00	ES	Futures	4171.26	4179.68	4170.98	4178.28	4101.0

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