PREVIEW / futures_5min / 2020-12-29

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-29.parquet
  size:    286 KB
  rows:    18,086

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
2020-12-29 00:00:00	ES	Futures	4200.17	4201.86	4200.17	4201.01	801.0
2020-12-29 00:05:00	ES	Futures	4201.01	4201.58	4200.73	4200.73	327.0
2020-12-29 00:10:00	ES	Futures	4200.73	4202.14	4200.73	4201.58	350.0
2020-12-29 00:15:00	ES	Futures	4201.86	4201.86	4200.73	4200.73	158.0
2020-12-29 00:20:00	ES	Futures	4201.01	4201.86	4201.01	4201.58	226.0
2020-12-29 00:25:00	ES	Futures	4201.58	4203.26	4201.3	4202.42	836.0
2020-12-29 00:30:00	ES	Futures	4202.7	4204.38	4202.42	4203.82	788.0
2020-12-29 00:35:00	ES	Futures	4204.1	4205.22	4203.54	4204.66	845.0
2020-12-29 00:40:00	ES	Futures	4204.94	4205.22	4204.38	4204.94	474.0
2020-12-29 00:45:00	ES	Futures	4204.94	4207.19	4202.7	4203.82	1563.0
2020-12-29 00:50:00	ES	Futures	4204.1	4204.38	4203.26	4203.82	398.0
2020-12-29 00:55:00	ES	Futures	4204.1	4204.94	4203.54	4204.38	439.0
2020-12-29 01:00:00	ES	Futures	4204.38	4204.66	4203.54	4204.38	557.0
2020-12-29 01:05:00	ES	Futures	4204.38	4204.38	4202.7	4202.98	622.0
2020-12-29 01:10:00	ES	Futures	4202.98	4203.26	4202.42	4202.7	320.0
2020-12-29 01:15:00	ES	Futures	4203.26	4203.26	4202.7	4203.26	197.0
2020-12-29 01:20:00	ES	Futures	4203.26	4204.1	4203.26	4203.82	241.0
2020-12-29 01:25:00	ES	Futures	4203.82	4203.82	4203.26	4203.26	300.0
2020-12-29 01:30:00	ES	Futures	4203.54	4203.82	4202.7	4202.98	366.0
2020-12-29 01:35:00	ES	Futures	4203.26	4203.26	4202.42	4202.7	215.0
2020-12-29 01:40:00	ES	Futures	4202.98	4202.98	4202.42	4202.7	170.0
2020-12-29 01:45:00	ES	Futures	4202.98	4203.26	4202.7	4202.98	203.0
2020-12-29 01:50:00	ES	Futures	4203.26	4204.1	4202.7	4203.54	395.0
2020-12-29 01:55:00	ES	Futures	4203.82	4204.38	4203.82	4204.1	430.0
2020-12-29 02:00:00	ES	Futures	4204.1	4204.94	4202.7	4202.98	1195.0
2020-12-29 02:05:00	ES	Futures	4203.26	4203.82	4202.42	4203.82	541.0
2020-12-29 02:10:00	ES	Futures	4203.82	4204.66	4203.26	4204.66	439.0
2020-12-29 02:15:00	ES	Futures	4204.38	4205.51	4202.7	4202.98	806.0
2020-12-29 02:20:00	ES	Futures	4203.26	4203.82	4202.98	4203.26	368.0
2020-12-29 02:25:00	ES	Futures	4202.98	4203.54	4202.7	4203.26	295.0
2020-12-29 02:30:00	ES	Futures	4203.26	4204.38	4202.98	4204.38	286.0
2020-12-29 02:35:00	ES	Futures	4204.38	4204.38	4202.98	4203.26	578.0
2020-12-29 02:40:00	ES	Futures	4203.26	4203.54	4202.7	4203.26	388.0
2020-12-29 02:45:00	ES	Futures	4203.54	4204.38	4203.26	4204.38	510.0
2020-12-29 02:50:00	ES	Futures	4204.1	4206.07	4204.1	4205.51	816.0
2020-12-29 02:55:00	ES	Futures	4205.51	4205.79	4204.66	4204.94	607.0
2020-12-29 03:00:00	ES	Futures	4204.94	4205.22	4203.82	4204.1	1613.0
2020-12-29 03:05:00	ES	Futures	4203.82	4204.94	4203.82	4204.66	1038.0
2020-12-29 03:10:00	ES	Futures	4204.66	4205.51	4203.82	4205.51	709.0
2020-12-29 03:15:00	ES	Futures	4205.22	4205.79	4203.26	4203.54	970.0
2020-12-29 03:20:00	ES	Futures	4203.26	4203.82	4202.42	4202.42	920.0
2020-12-29 03:25:00	ES	Futures	4202.14	4204.38	4202.14	4204.1	699.0
2020-12-29 03:30:00	ES	Futures	4204.1	4204.94	4203.54	4204.66	639.0
2020-12-29 03:35:00	ES	Futures	4204.66	4206.63	4204.66	4205.79	1102.0
2020-12-29 03:40:00	ES	Futures	4205.79	4206.63	4205.51	4206.07	910.0
2020-12-29 03:45:00	ES	Futures	4206.07	4207.19	4205.79	4206.91	1295.0
2020-12-29 03:50:00	ES	Futures	4206.91	4207.47	4206.35	4207.19	2009.0
2020-12-29 03:55:00	ES	Futures	4206.91	4206.91	4204.66	4204.66	1049.0
2020-12-29 04:00:00	ES	Futures	4204.94	4205.22	4203.54	4205.22	983.0
2020-12-29 04:05:00	ES	Futures	4205.51	4206.35	4205.22	4205.51	473.0

> showing 50 of 18,086 rows — these rows as CSV

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