PREVIEW / futures_5min / 2020-12-30

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-30.parquet
  size:    282 KB
  rows:    17,477

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
2020-12-30 00:00:00	ES	Futures	4190.63	4192.88	4189.79	4192.59	946.0
2020-12-30 00:05:00	ES	Futures	4192.59	4193.44	4191.75	4192.88	761.0
2020-12-30 00:10:00	ES	Futures	4193.16	4195.96	4193.16	4194.84	1672.0
2020-12-30 00:15:00	ES	Futures	4194.56	4195.4	4194.28	4194.84	278.0
2020-12-30 00:20:00	ES	Futures	4194.84	4194.84	4194.28	4194.56	180.0
2020-12-30 00:25:00	ES	Futures	4194.28	4194.84	4191.47	4191.75	1099.0
2020-12-30 00:30:00	ES	Futures	4191.75	4194.56	4191.75	4194.28	725.0
2020-12-30 00:35:00	ES	Futures	4194.0	4194.56	4192.59	4192.59	403.0
2020-12-30 00:40:00	ES	Futures	4192.59	4193.16	4191.75	4192.88	294.0
2020-12-30 00:45:00	ES	Futures	4193.16	4194.28	4192.88	4193.72	309.0
2020-12-30 00:50:00	ES	Futures	4193.72	4193.72	4191.75	4192.03	329.0
2020-12-30 00:55:00	ES	Futures	4192.03	4192.59	4186.98	4187.26	1338.0
2020-12-30 01:00:00	ES	Futures	4187.26	4191.75	4187.26	4190.91	1411.0
2020-12-30 01:05:00	ES	Futures	4190.91	4192.31	4190.63	4192.03	398.0
2020-12-30 01:10:00	ES	Futures	4192.03	4192.03	4190.91	4191.75	325.0
2020-12-30 01:15:00	ES	Futures	4192.03	4192.31	4190.91	4190.91	216.0
2020-12-30 01:20:00	ES	Futures	4190.91	4191.19	4190.63	4190.91	134.0
2020-12-30 01:25:00	ES	Futures	4190.91	4190.91	4189.23	4189.51	435.0
2020-12-30 01:30:00	ES	Futures	4189.51	4190.91	4189.51	4190.07	419.0
2020-12-30 01:35:00	ES	Futures	4190.07	4190.91	4190.07	4190.35	149.0
2020-12-30 01:40:00	ES	Futures	4190.35	4191.47	4190.07	4191.19	207.0
2020-12-30 01:45:00	ES	Futures	4191.19	4192.31	4190.35	4190.91	314.0
2020-12-30 01:50:00	ES	Futures	4190.91	4190.91	4189.51	4190.07	155.0
2020-12-30 01:55:00	ES	Futures	4190.35	4190.63	4188.38	4188.38	472.0
2020-12-30 02:00:00	ES	Futures	4188.38	4190.07	4187.26	4189.79	614.0
2020-12-30 02:05:00	ES	Futures	4189.79	4192.03	4189.79	4191.75	469.0
2020-12-30 02:10:00	ES	Futures	4192.03	4192.03	4190.35	4190.63	392.0
2020-12-30 02:15:00	ES	Futures	4190.63	4191.47	4190.63	4191.47	207.0
2020-12-30 02:20:00	ES	Futures	4191.47	4194.0	4191.19	4193.44	548.0
2020-12-30 02:25:00	ES	Futures	4193.72	4195.12	4193.16	4194.84	549.0
2020-12-30 02:30:00	ES	Futures	4194.84	4194.84	4194.0	4194.28	369.0
2020-12-30 02:35:00	ES	Futures	4194.56	4194.56	4192.88	4192.88	404.0
2020-12-30 02:40:00	ES	Futures	4192.88	4193.44	4190.63	4190.91	451.0
2020-12-30 02:45:00	ES	Futures	4190.91	4191.19	4188.95	4189.79	823.0
2020-12-30 02:50:00	ES	Futures	4190.07	4190.35	4189.51	4189.51	313.0
2020-12-30 02:55:00	ES	Futures	4189.23	4190.35	4189.23	4189.79	467.0
2020-12-30 03:00:00	ES	Futures	4189.79	4191.47	4188.95	4190.63	1464.0
2020-12-30 03:05:00	ES	Futures	4190.35	4191.47	4188.95	4189.23	1472.0
2020-12-30 03:10:00	ES	Futures	4189.51	4193.72	4189.51	4192.59	1465.0
2020-12-30 03:15:00	ES	Futures	4192.59	4194.28	4191.75	4193.44	833.0
2020-12-30 03:20:00	ES	Futures	4193.44	4194.28	4192.31	4194.28	590.0
2020-12-30 03:25:00	ES	Futures	4194.28	4195.12	4193.72	4194.84	776.0
2020-12-30 03:30:00	ES	Futures	4194.84	4196.8	4194.84	4195.68	994.0
2020-12-30 03:35:00	ES	Futures	4195.68	4196.8	4194.84	4196.24	611.0
2020-12-30 03:40:00	ES	Futures	4196.24	4196.24	4194.56	4194.56	603.0
2020-12-30 03:45:00	ES	Futures	4194.56	4194.56	4192.88	4193.72	580.0
2020-12-30 03:50:00	ES	Futures	4193.44	4193.72	4190.91	4191.75	1126.0
2020-12-30 03:55:00	ES	Futures	4191.75	4192.88	4191.75	4192.31	701.0
2020-12-30 04:00:00	ES	Futures	4192.31	4192.31	4189.51	4189.79	828.0
2020-12-30 04:05:00	ES	Futures	4189.79	4190.91	4189.79	4190.35	571.0

> showing 50 of 17,477 rows — these rows as CSV

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