PREVIEW / futures_5min / 2020-12-28

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-28.parquet
  size:    281 KB
  rows:    17,150

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
2020-12-28 00:00:00	ES	Futures	4172.39	4173.23	4172.11	4172.67	1050.0
2020-12-28 00:05:00	ES	Futures	4172.67	4172.67	4172.39	4172.67	320.0
2020-12-28 00:10:00	ES	Futures	4172.39	4173.79	4172.11	4173.79	358.0
2020-12-28 00:15:00	ES	Futures	4173.79	4174.91	4173.51	4174.35	364.0
2020-12-28 00:20:00	ES	Futures	4174.35	4174.63	4174.07	4174.07	169.0
2020-12-28 00:25:00	ES	Futures	4174.35	4174.63	4174.07	4174.35	113.0
2020-12-28 00:30:00	ES	Futures	4174.35	4174.63	4173.79	4174.63	256.0
2020-12-28 00:35:00	ES	Futures	4174.35	4175.19	4173.79	4173.79	308.0
2020-12-28 00:40:00	ES	Futures	4173.79	4173.79	4172.11	4172.39	552.0
2020-12-28 00:45:00	ES	Futures	4172.39	4172.39	4171.54	4172.11	319.0
2020-12-28 00:50:00	ES	Futures	4171.83	4172.67	4171.83	4172.11	203.0
2020-12-28 00:55:00	ES	Futures	4172.11	4173.79	4172.11	4173.79	279.0
2020-12-28 01:00:00	ES	Futures	4173.79	4174.07	4173.23	4173.23	344.0
2020-12-28 01:05:00	ES	Futures	4173.23	4173.23	4171.26	4171.54	346.0
2020-12-28 01:10:00	ES	Futures	4171.54	4172.67	4171.26	4172.11	250.0
2020-12-28 01:15:00	ES	Futures	4172.11	4172.11	4171.26	4172.11	156.0
2020-12-28 01:20:00	ES	Futures	4172.11	4173.23	4171.83	4172.39	189.0
2020-12-28 01:25:00	ES	Futures	4172.11	4173.23	4171.83	4172.39	197.0
2020-12-28 01:30:00	ES	Futures	4172.67	4173.79	4171.54	4173.51	441.0
2020-12-28 01:35:00	ES	Futures	4173.79	4174.35	4173.23	4174.35	260.0
2020-12-28 01:40:00	ES	Futures	4174.35	4174.63	4173.51	4174.35	272.0
2020-12-28 01:45:00	ES	Futures	4174.35	4175.19	4174.07	4174.91	231.0
2020-12-28 01:50:00	ES	Futures	4174.91	4174.91	4173.79	4174.63	343.0
2020-12-28 01:55:00	ES	Futures	4174.63	4175.19	4174.07	4174.07	236.0
2020-12-28 02:00:00	ES	Futures	4174.35	4176.88	4174.35	4175.75	1027.0
2020-12-28 02:05:00	ES	Futures	4175.75	4177.44	4175.47	4176.32	944.0
2020-12-28 02:10:00	ES	Futures	4176.32	4176.6	4174.63	4175.75	705.0
2020-12-28 02:15:00	ES	Futures	4175.75	4176.88	4175.19	4176.6	383.0
2020-12-28 02:20:00	ES	Futures	4176.32	4177.16	4176.32	4176.88	295.0
2020-12-28 02:25:00	ES	Futures	4176.88	4177.44	4176.32	4176.6	523.0
2020-12-28 02:30:00	ES	Futures	4176.88	4176.88	4175.75	4175.75	443.0
2020-12-28 02:35:00	ES	Futures	4176.04	4176.88	4175.75	4176.32	358.0
2020-12-28 02:40:00	ES	Futures	4176.04	4176.6	4175.75	4176.04	312.0
2020-12-28 02:45:00	ES	Futures	4176.04	4176.04	4174.91	4175.19	548.0
2020-12-28 02:50:00	ES	Futures	4174.91	4175.19	4173.79	4174.35	332.0
2020-12-28 02:55:00	ES	Futures	4174.63	4174.63	4173.51	4174.35	467.0
2020-12-28 03:00:00	ES	Futures	4174.63	4175.19	4172.67	4174.07	1555.0
2020-12-28 03:05:00	ES	Futures	4174.35	4174.63	4170.7	4171.26	1770.0
2020-12-28 03:10:00	ES	Futures	4171.54	4172.11	4169.86	4170.14	963.0
2020-12-28 03:15:00	ES	Futures	4169.86	4171.26	4169.86	4170.14	816.0
2020-12-28 03:20:00	ES	Futures	4170.14	4173.51	4170.14	4173.23	1005.0
2020-12-28 03:25:00	ES	Futures	4173.23	4174.35	4172.95	4174.07	638.0
2020-12-28 03:30:00	ES	Futures	4174.07	4174.63	4173.23	4174.07	555.0
2020-12-28 03:35:00	ES	Futures	4174.07	4174.35	4172.67	4172.95	663.0
2020-12-28 03:40:00	ES	Futures	4172.95	4173.79	4172.95	4172.95	570.0
2020-12-28 03:45:00	ES	Futures	4173.23	4174.63	4172.95	4174.35	498.0
2020-12-28 03:50:00	ES	Futures	4174.35	4174.63	4171.83	4172.67	541.0
2020-12-28 03:55:00	ES	Futures	4172.39	4174.07	4172.39	4173.79	484.0
2020-12-28 04:00:00	ES	Futures	4173.79	4173.79	4172.39	4172.95	277.0
2020-12-28 04:05:00	ES	Futures	4172.95	4173.51	4172.11	4172.11	254.0

> showing 50 of 17,150 rows — these rows as CSV

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