PREVIEW / futures_5min / 2020-12-24

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-24.parquet
  size:    153 KB
  rows:    9,186

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
2020-12-24 00:00:00	ES	Futures	4140.39	4140.39	4137.58	4138.71	517.0
2020-12-24 00:05:00	ES	Futures	4138.71	4138.71	4137.58	4137.86	428.0
2020-12-24 00:10:00	ES	Futures	4137.86	4140.11	4137.58	4139.83	549.0
2020-12-24 00:15:00	ES	Futures	4139.55	4140.11	4139.27	4140.11	131.0
2020-12-24 00:20:00	ES	Futures	4139.83	4141.23	4139.83	4141.23	187.0
2020-12-24 00:25:00	ES	Futures	4141.23	4141.23	4140.67	4140.67	121.0
2020-12-24 00:30:00	ES	Futures	4140.67	4140.95	4139.55	4139.55	258.0
2020-12-24 00:35:00	ES	Futures	4139.55	4139.55	4138.71	4139.27	122.0
2020-12-24 00:40:00	ES	Futures	4139.27	4139.27	4137.86	4138.15	161.0
2020-12-24 00:45:00	ES	Futures	4138.15	4138.99	4138.15	4138.99	193.0
2020-12-24 00:50:00	ES	Futures	4139.27	4140.11	4138.99	4139.55	188.0
2020-12-24 00:55:00	ES	Futures	4139.83	4140.67	4138.71	4140.11	352.0
2020-12-24 01:00:00	ES	Futures	4140.39	4141.51	4139.83	4140.67	543.0
2020-12-24 01:05:00	ES	Futures	4140.67	4140.95	4140.11	4140.11	180.0
2020-12-24 01:10:00	ES	Futures	4140.11	4142.07	4140.11	4141.79	263.0
2020-12-24 01:15:00	ES	Futures	4141.79	4142.36	4140.67	4140.95	347.0
2020-12-24 01:20:00	ES	Futures	4141.23	4142.36	4141.23	4142.07	178.0
2020-12-24 01:25:00	ES	Futures	4141.79	4141.79	4140.95	4141.23	195.0
2020-12-24 01:30:00	ES	Futures	4141.51	4141.51	4140.11	4140.39	158.0
2020-12-24 01:35:00	ES	Futures	4140.67	4141.79	4140.67	4141.51	133.0
2020-12-24 01:40:00	ES	Futures	4141.51	4142.36	4141.23	4142.07	282.0
2020-12-24 01:45:00	ES	Futures	4142.07	4142.36	4141.51	4141.79	112.0
2020-12-24 01:50:00	ES	Futures	4141.79	4142.07	4141.23	4141.79	114.0
2020-12-24 01:55:00	ES	Futures	4141.79	4142.36	4141.51	4142.36	203.0
2020-12-24 02:00:00	ES	Futures	4142.36	4143.48	4141.51	4141.51	556.0
2020-12-24 02:05:00	ES	Futures	4141.79	4142.07	4140.67	4140.95	252.0
2020-12-24 02:10:00	ES	Futures	4141.23	4142.07	4140.67	4140.95	194.0
2020-12-24 02:15:00	ES	Futures	4140.67	4140.95	4139.83	4140.11	323.0
2020-12-24 02:20:00	ES	Futures	4140.39	4142.36	4140.11	4140.39	306.0
2020-12-24 02:25:00	ES	Futures	4140.39	4140.95	4139.83	4140.67	89.0
2020-12-24 02:30:00	ES	Futures	4140.39	4141.23	4140.11	4140.39	189.0
2020-12-24 02:35:00	ES	Futures	4140.39	4140.39	4138.99	4139.27	198.0
2020-12-24 02:40:00	ES	Futures	4139.55	4141.79	4139.27	4141.23	367.0
2020-12-24 02:45:00	ES	Futures	4140.95	4142.64	4140.39	4140.95	469.0
2020-12-24 02:50:00	ES	Futures	4140.95	4142.64	4140.67	4142.64	188.0
2020-12-24 02:55:00	ES	Futures	4142.64	4143.48	4141.79	4141.79	334.0
2020-12-24 03:00:00	ES	Futures	4141.51	4143.2	4140.95	4142.92	643.0
2020-12-24 03:05:00	ES	Futures	4142.92	4146.85	4142.64	4145.72	1458.0
2020-12-24 03:10:00	ES	Futures	4145.44	4146.0	4144.88	4145.72	511.0
2020-12-24 03:15:00	ES	Futures	4145.44	4147.69	4145.44	4145.72	619.0
2020-12-24 03:20:00	ES	Futures	4146.0	4146.28	4144.6	4145.16	340.0
2020-12-24 03:25:00	ES	Futures	4145.16	4145.72	4144.88	4145.16	282.0
2020-12-24 03:30:00	ES	Futures	4144.88	4145.16	4140.67	4141.79	788.0
2020-12-24 03:35:00	ES	Futures	4141.79	4142.36	4141.51	4142.07	283.0
2020-12-24 03:40:00	ES	Futures	4141.79	4142.07	4140.39	4140.67	350.0
2020-12-24 03:45:00	ES	Futures	4140.95	4141.51	4140.11	4140.39	296.0
2020-12-24 03:50:00	ES	Futures	4140.67	4140.67	4139.55	4139.83	180.0
2020-12-24 03:55:00	ES	Futures	4140.11	4141.51	4139.83	4141.51	436.0
2020-12-24 04:00:00	ES	Futures	4141.51	4143.2	4140.95	4142.92	624.0
2020-12-24 04:05:00	ES	Futures	4142.92	4143.48	4142.07	4142.36	424.0

> showing 50 of 9,186 rows — these rows as CSV

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