PREVIEW / futures_5min / 2020-12-20

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-20.parquet
  size:    81 KB
  rows:    3,858

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
2020-12-20 18:00:00	ES	Futures	4174.35	4180.81	4158.35	4159.2	10334.0
2020-12-20 18:05:00	ES	Futures	4158.63	4164.25	4158.07	4161.72	2845.0
2020-12-20 18:10:00	ES	Futures	4161.44	4163.97	4158.63	4158.91	2156.0
2020-12-20 18:15:00	ES	Futures	4158.91	4162.28	4158.35	4160.32	1447.0
2020-12-20 18:20:00	ES	Futures	4160.32	4161.72	4157.23	4161.44	1561.0
2020-12-20 18:25:00	ES	Futures	4161.44	4162.28	4160.6	4161.72	817.0
2020-12-20 18:30:00	ES	Futures	4161.72	4162.84	4157.23	4159.48	2301.0
2020-12-20 18:35:00	ES	Futures	4159.76	4160.88	4156.67	4156.67	1581.0
2020-12-20 18:40:00	ES	Futures	4156.95	4158.07	4155.55	4155.55	2382.0
2020-12-20 18:45:00	ES	Futures	4155.55	4158.35	4155.27	4157.23	1121.0
2020-12-20 18:50:00	ES	Futures	4157.23	4159.48	4156.67	4159.2	944.0
2020-12-20 18:55:00	ES	Futures	4159.2	4162.28	4157.79	4161.72	1220.0
2020-12-20 19:00:00	ES	Futures	4161.44	4165.09	4160.88	4164.25	1953.0
2020-12-20 19:05:00	ES	Futures	4164.25	4166.77	4163.97	4164.53	1566.0
2020-12-20 19:10:00	ES	Futures	4164.81	4165.09	4160.88	4162.28	1252.0
2020-12-20 19:15:00	ES	Futures	4162.0	4162.56	4153.86	4156.67	4627.0
2020-12-20 19:20:00	ES	Futures	4156.67	4156.95	4154.7	4156.11	1363.0
2020-12-20 19:25:00	ES	Futures	4156.39	4157.79	4153.02	4153.02	1766.0
2020-12-20 19:30:00	ES	Futures	4153.02	4156.95	4153.02	4156.67	1195.0
2020-12-20 19:35:00	ES	Futures	4156.67	4158.35	4155.83	4157.79	872.0
2020-12-20 19:40:00	ES	Futures	4157.51	4158.35	4156.39	4157.23	803.0
2020-12-20 19:45:00	ES	Futures	4157.23	4160.6	4155.55	4159.76	1656.0
2020-12-20 19:50:00	ES	Futures	4159.48	4162.28	4159.2	4161.72	1425.0
2020-12-20 19:55:00	ES	Futures	4161.44	4162.28	4159.48	4160.88	1466.0
2020-12-20 20:00:00	ES	Futures	4160.6	4166.77	4159.76	4166.21	3439.0
2020-12-20 20:05:00	ES	Futures	4166.21	4166.49	4162.28	4162.56	1873.0
2020-12-20 20:10:00	ES	Futures	4162.84	4163.97	4162.0	4162.84	797.0
2020-12-20 20:15:00	ES	Futures	4163.12	4163.12	4160.32	4162.0	1246.0
2020-12-20 20:20:00	ES	Futures	4162.0	4162.28	4158.63	4158.91	994.0
2020-12-20 20:25:00	ES	Futures	4158.91	4160.04	4158.07	4158.07	622.0
2020-12-20 20:30:00	ES	Futures	4158.07	4158.35	4154.7	4155.55	1602.0
2020-12-20 20:35:00	ES	Futures	4155.27	4155.55	4153.02	4154.42	1507.0
2020-12-20 20:40:00	ES	Futures	4154.14	4155.83	4151.62	4153.3	3168.0
2020-12-20 20:45:00	ES	Futures	4153.3	4153.86	4151.62	4151.9	1591.0
2020-12-20 20:50:00	ES	Futures	4151.9	4152.74	4150.49	4151.9	2101.0
2020-12-20 20:55:00	ES	Futures	4152.18	4155.83	4151.62	4154.14	1731.0
2020-12-20 21:00:00	ES	Futures	4153.86	4157.79	4153.58	4157.51	1275.0
2020-12-20 21:05:00	ES	Futures	4157.23	4158.07	4156.11	4156.95	998.0
2020-12-20 21:10:00	ES	Futures	4156.95	4157.23	4154.7	4154.99	804.0
2020-12-20 21:15:00	ES	Futures	4154.99	4156.67	4153.86	4156.39	623.0
2020-12-20 21:20:00	ES	Futures	4156.11	4157.23	4155.27	4155.27	622.0
2020-12-20 21:25:00	ES	Futures	4155.55	4156.39	4154.42	4155.55	676.0
2020-12-20 21:30:00	ES	Futures	4155.27	4156.39	4154.14	4155.55	770.0
2020-12-20 21:35:00	ES	Futures	4155.27	4155.27	4152.18	4153.02	809.0
2020-12-20 21:40:00	ES	Futures	4152.74	4153.58	4151.9	4153.3	495.0
2020-12-20 21:45:00	ES	Futures	4153.3	4155.55	4153.02	4155.27	674.0
2020-12-20 21:50:00	ES	Futures	4155.27	4155.83	4154.99	4154.99	382.0
2020-12-20 21:55:00	ES	Futures	4154.7	4157.51	4154.7	4156.11	767.0
2020-12-20 22:00:00	ES	Futures	4156.39	4156.39	4153.58	4153.86	620.0
2020-12-20 22:05:00	ES	Futures	4153.86	4154.99	4153.3	4154.14	772.0

> showing 50 of 3,858 rows — these rows as CSV

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