PREVIEW / futures_5min / 2020-12-22

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-22.parquet
  size:    309 KB
  rows:    18,422

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
2020-12-22 00:00:00	ES	Futures	4124.67	4124.95	4119.06	4123.83	2621.0
2020-12-22 00:05:00	ES	Futures	4124.11	4126.92	4122.71	4125.8	1558.0
2020-12-22 00:10:00	ES	Futures	4125.52	4126.08	4121.31	4121.87	955.0
2020-12-22 00:15:00	ES	Futures	4121.87	4122.71	4120.46	4121.31	605.0
2020-12-22 00:20:00	ES	Futures	4121.31	4121.87	4116.81	4117.38	1358.0
2020-12-22 00:25:00	ES	Futures	4117.38	4117.66	4115.41	4116.81	1438.0
2020-12-22 00:30:00	ES	Futures	4116.81	4119.06	4115.41	4118.5	1106.0
2020-12-22 00:35:00	ES	Futures	4118.5	4119.34	4115.69	4116.53	1020.0
2020-12-22 00:40:00	ES	Futures	4116.81	4117.94	4115.69	4115.97	679.0
2020-12-22 00:45:00	ES	Futures	4115.97	4116.81	4114.57	4115.41	1155.0
2020-12-22 00:50:00	ES	Futures	4115.69	4121.02	4113.73	4119.62	1428.0
2020-12-22 00:55:00	ES	Futures	4119.62	4120.18	4117.38	4117.38	726.0
2020-12-22 01:00:00	ES	Futures	4117.66	4118.22	4114.01	4115.97	1131.0
2020-12-22 01:05:00	ES	Futures	4115.97	4117.1	4113.73	4115.41	758.0
2020-12-22 01:10:00	ES	Futures	4115.13	4115.97	4113.17	4115.97	755.0
2020-12-22 01:15:00	ES	Futures	4115.69	4119.34	4115.69	4119.34	863.0
2020-12-22 01:20:00	ES	Futures	4119.06	4120.18	4117.94	4118.5	828.0
2020-12-22 01:25:00	ES	Futures	4118.78	4119.06	4117.66	4118.78	503.0
2020-12-22 01:30:00	ES	Futures	4118.78	4119.06	4117.38	4118.5	475.0
2020-12-22 01:35:00	ES	Futures	4118.78	4119.62	4118.22	4119.62	318.0
2020-12-22 01:40:00	ES	Futures	4119.9	4119.9	4116.81	4116.81	461.0
2020-12-22 01:45:00	ES	Futures	4116.81	4117.66	4115.97	4116.25	826.0
2020-12-22 01:50:00	ES	Futures	4115.97	4118.22	4115.13	4116.53	957.0
2020-12-22 01:55:00	ES	Futures	4116.81	4117.66	4115.13	4115.41	414.0
2020-12-22 02:00:00	ES	Futures	4115.69	4118.22	4115.13	4118.22	815.0
2020-12-22 02:05:00	ES	Futures	4117.94	4125.52	4116.53	4122.71	2307.0
2020-12-22 02:10:00	ES	Futures	4122.71	4123.83	4121.59	4122.43	963.0
2020-12-22 02:15:00	ES	Futures	4122.43	4123.27	4120.74	4121.02	651.0
2020-12-22 02:20:00	ES	Futures	4121.02	4122.15	4120.18	4122.15	378.0
2020-12-22 02:25:00	ES	Futures	4122.15	4123.83	4121.59	4122.43	409.0
2020-12-22 02:30:00	ES	Futures	4122.43	4125.52	4121.87	4125.23	995.0
2020-12-22 02:35:00	ES	Futures	4125.23	4125.52	4121.59	4122.43	942.0
2020-12-22 02:40:00	ES	Futures	4122.43	4125.23	4122.15	4124.67	966.0
2020-12-22 02:45:00	ES	Futures	4124.39	4129.16	4124.11	4128.6	1323.0
2020-12-22 02:50:00	ES	Futures	4128.6	4128.88	4126.36	4126.64	588.0
2020-12-22 02:55:00	ES	Futures	4126.92	4127.2	4122.71	4124.39	1328.0
2020-12-22 03:00:00	ES	Futures	4124.11	4125.8	4120.46	4123.83	2113.0
2020-12-22 03:05:00	ES	Futures	4123.55	4128.88	4122.71	4128.04	1785.0
2020-12-22 03:10:00	ES	Futures	4128.04	4132.25	4127.76	4131.13	1782.0
2020-12-22 03:15:00	ES	Futures	4130.85	4131.13	4127.48	4127.76	1146.0
2020-12-22 03:20:00	ES	Futures	4127.48	4131.41	4127.48	4128.6	1171.0
2020-12-22 03:25:00	ES	Futures	4128.32	4130.29	4125.23	4129.44	1368.0
2020-12-22 03:30:00	ES	Futures	4129.16	4135.62	4129.16	4134.78	2161.0
2020-12-22 03:35:00	ES	Futures	4135.06	4135.62	4133.65	4134.5	1134.0
2020-12-22 03:40:00	ES	Futures	4134.78	4136.74	4134.22	4136.18	1027.0
2020-12-22 03:45:00	ES	Futures	4136.46	4140.39	4136.18	4138.43	2092.0
2020-12-22 03:50:00	ES	Futures	4138.71	4140.95	4138.43	4140.11	1211.0
2020-12-22 03:55:00	ES	Futures	4139.83	4140.95	4138.71	4138.99	980.0
2020-12-22 04:00:00	ES	Futures	4138.99	4141.23	4138.15	4140.67	1879.0
2020-12-22 04:05:00	ES	Futures	4140.67	4145.16	4139.55	4144.88	2976.0

> showing 50 of 18,422 rows — these rows as CSV

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