PREVIEW / futures_5min / 2020-12-27

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-27.parquet
  size:    73 KB
  rows:    3,579

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
2020-12-27 18:00:00	ES	Futures	4133.65	4139.55	4126.92	4135.62	4112.0
2020-12-27 18:05:00	ES	Futures	4135.9	4141.23	4135.62	4140.39	1177.0
2020-12-27 18:10:00	ES	Futures	4140.67	4146.85	4140.39	4145.16	1761.0
2020-12-27 18:15:00	ES	Futures	4145.16	4148.53	4143.76	4144.32	1036.0
2020-12-27 18:20:00	ES	Futures	4144.32	4159.76	4142.92	4155.83	5025.0
2020-12-27 18:25:00	ES	Futures	4155.55	4162.84	4155.55	4158.07	2962.0
2020-12-27 18:30:00	ES	Futures	4157.79	4159.2	4155.55	4157.23	1517.0
2020-12-27 18:35:00	ES	Futures	4157.51	4159.2	4156.95	4158.63	782.0
2020-12-27 18:40:00	ES	Futures	4158.91	4158.91	4156.11	4156.67	379.0
2020-12-27 18:45:00	ES	Futures	4156.95	4156.95	4154.42	4155.27	527.0
2020-12-27 18:50:00	ES	Futures	4154.99	4156.11	4154.7	4156.11	371.0
2020-12-27 18:55:00	ES	Futures	4156.11	4156.95	4154.99	4156.67	508.0
2020-12-27 19:00:00	ES	Futures	4156.95	4159.48	4156.67	4157.23	1005.0
2020-12-27 19:05:00	ES	Futures	4156.95	4156.95	4153.86	4154.42	1098.0
2020-12-27 19:10:00	ES	Futures	4154.42	4155.27	4152.46	4154.14	1126.0
2020-12-27 19:15:00	ES	Futures	4153.86	4153.86	4150.78	4153.02	1343.0
2020-12-27 19:20:00	ES	Futures	4153.02	4155.27	4152.74	4154.42	617.0
2020-12-27 19:25:00	ES	Futures	4154.7	4159.48	4154.7	4158.63	1564.0
2020-12-27 19:30:00	ES	Futures	4158.63	4161.72	4156.67	4157.79	1427.0
2020-12-27 19:35:00	ES	Futures	4157.51	4159.48	4157.23	4158.07	674.0
2020-12-27 19:40:00	ES	Futures	4157.79	4161.44	4157.79	4160.32	1152.0
2020-12-27 19:45:00	ES	Futures	4160.32	4161.44	4159.48	4159.48	644.0
2020-12-27 19:50:00	ES	Futures	4159.48	4160.6	4158.35	4160.04	805.0
2020-12-27 19:55:00	ES	Futures	4160.04	4160.32	4158.91	4160.32	436.0
2020-12-27 20:00:00	ES	Futures	4160.32	4162.28	4158.91	4160.32	1050.0
2020-12-27 20:05:00	ES	Futures	4160.32	4163.41	4159.48	4163.12	1006.0
2020-12-27 20:10:00	ES	Futures	4162.84	4165.09	4161.72	4163.97	2003.0
2020-12-27 20:15:00	ES	Futures	4163.97	4163.97	4161.16	4162.28	1518.0
2020-12-27 20:20:00	ES	Futures	4162.28	4164.25	4160.88	4163.97	1055.0
2020-12-27 20:25:00	ES	Futures	4164.25	4164.25	4162.84	4164.25	1833.0
2020-12-27 20:30:00	ES	Futures	4163.97	4165.09	4163.12	4164.25	1082.0
2020-12-27 20:35:00	ES	Futures	4164.25	4166.21	4163.69	4166.21	1406.0
2020-12-27 20:40:00	ES	Futures	4165.93	4167.33	4165.93	4166.77	1253.0
2020-12-27 20:45:00	ES	Futures	4166.77	4167.05	4165.93	4166.49	528.0
2020-12-27 20:50:00	ES	Futures	4166.77	4167.33	4165.93	4166.77	900.0
2020-12-27 20:55:00	ES	Futures	4166.77	4167.33	4165.93	4167.05	730.0
2020-12-27 21:00:00	ES	Futures	4166.77	4167.9	4166.21	4166.77	844.0
2020-12-27 21:05:00	ES	Futures	4166.77	4167.62	4166.49	4166.77	798.0
2020-12-27 21:10:00	ES	Futures	4166.49	4167.05	4165.65	4166.77	823.0
2020-12-27 21:15:00	ES	Futures	4166.77	4167.62	4166.49	4167.33	571.0
2020-12-27 21:20:00	ES	Futures	4167.33	4170.7	4167.05	4170.14	1896.0
2020-12-27 21:25:00	ES	Futures	4170.42	4170.42	4167.9	4168.18	1026.0
2020-12-27 21:30:00	ES	Futures	4168.46	4170.7	4168.18	4170.14	1179.0
2020-12-27 21:35:00	ES	Futures	4170.14	4170.14	4169.3	4169.86	415.0
2020-12-27 21:40:00	ES	Futures	4169.86	4170.14	4169.02	4169.02	533.0
2020-12-27 21:45:00	ES	Futures	4169.3	4171.54	4169.02	4171.26	802.0
2020-12-27 21:50:00	ES	Futures	4171.26	4172.95	4170.98	4171.83	1323.0
2020-12-27 21:55:00	ES	Futures	4171.83	4172.39	4170.14	4170.98	574.0
2020-12-27 22:00:00	ES	Futures	4170.98	4174.63	4170.7	4174.07	1442.0
2020-12-27 22:05:00	ES	Futures	4173.79	4175.19	4173.23	4174.07	1393.0

> showing 50 of 3,579 rows — these rows as CSV

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