PREVIEW / futures_5min / 2020-12-31

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-12-31.parquet
  size:    187 KB
  rows:    11,230

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
2020-12-31 00:00:00	ES	Futures	4180.53	4180.81	4180.25	4180.81	126.0
2020-12-31 00:05:00	ES	Futures	4180.81	4180.81	4180.25	4180.25	47.0
2020-12-31 00:10:00	ES	Futures	4180.25	4182.49	4179.96	4181.93	516.0
2020-12-31 00:15:00	ES	Futures	4181.93	4182.21	4181.37	4181.93	229.0
2020-12-31 00:20:00	ES	Futures	4181.65	4181.65	4181.37	4181.65	133.0
2020-12-31 00:25:00	ES	Futures	4181.65	4182.49	4180.81	4181.09	270.0
2020-12-31 00:30:00	ES	Futures	4181.37	4182.49	4180.81	4181.09	343.0
2020-12-31 00:35:00	ES	Futures	4181.09	4181.93	4181.09	4181.93	47.0
2020-12-31 00:40:00	ES	Futures	4181.93	4182.49	4181.65	4182.21	186.0
2020-12-31 00:45:00	ES	Futures	4182.21	4182.49	4181.37	4182.21	113.0
2020-12-31 00:50:00	ES	Futures	4182.21	4183.33	4182.21	4183.05	331.0
2020-12-31 00:55:00	ES	Futures	4182.77	4182.77	4182.21	4182.77	78.0
2020-12-31 01:00:00	ES	Futures	4182.77	4183.61	4182.49	4183.33	156.0
2020-12-31 01:05:00	ES	Futures	4183.05	4183.33	4182.77	4183.05	100.0
2020-12-31 01:10:00	ES	Futures	4182.77	4182.77	4181.93	4182.77	158.0
2020-12-31 01:15:00	ES	Futures	4182.77	4182.77	4182.21	4182.49	117.0
2020-12-31 01:20:00	ES	Futures	4182.21	4183.05	4182.21	4182.77	92.0
2020-12-31 01:25:00	ES	Futures	4183.05	4183.33	4182.21	4182.49	169.0
2020-12-31 01:30:00	ES	Futures	4182.49	4182.77	4182.21	4182.77	101.0
2020-12-31 01:35:00	ES	Futures	4182.77	4182.77	4181.65	4182.21	194.0
2020-12-31 01:40:00	ES	Futures	4182.21	4182.49	4181.93	4182.21	38.0
2020-12-31 01:45:00	ES	Futures	4181.93	4182.21	4181.65	4181.93	138.0
2020-12-31 01:50:00	ES	Futures	4181.93	4181.93	4180.81	4180.81	208.0
2020-12-31 01:55:00	ES	Futures	4180.81	4181.65	4180.81	4181.09	120.0
2020-12-31 02:00:00	ES	Futures	4181.09	4181.65	4181.09	4181.65	220.0
2020-12-31 02:05:00	ES	Futures	4181.65	4182.49	4181.09	4182.21	302.0
2020-12-31 02:10:00	ES	Futures	4181.93	4181.93	4179.68	4180.53	510.0
2020-12-31 02:15:00	ES	Futures	4180.53	4181.93	4180.53	4181.93	232.0
2020-12-31 02:20:00	ES	Futures	4181.65	4182.21	4181.09	4181.09	148.0
2020-12-31 02:25:00	ES	Futures	4181.37	4181.37	4180.25	4180.81	142.0
2020-12-31 02:30:00	ES	Futures	4180.81	4181.09	4180.25	4180.25	81.0
2020-12-31 02:35:00	ES	Futures	4180.25	4180.53	4178.28	4178.28	526.0
2020-12-31 02:40:00	ES	Futures	4178.28	4178.56	4174.07	4177.72	1795.0
2020-12-31 02:45:00	ES	Futures	4177.72	4178.0	4176.04	4176.88	470.0
2020-12-31 02:50:00	ES	Futures	4176.88	4178.0	4176.04	4177.72	413.0
2020-12-31 02:55:00	ES	Futures	4177.44	4178.28	4177.16	4178.28	263.0
2020-12-31 03:00:00	ES	Futures	4178.28	4181.37	4177.44	4179.68	1145.0
2020-12-31 03:05:00	ES	Futures	4179.4	4179.96	4178.56	4178.84	865.0
2020-12-31 03:10:00	ES	Futures	4178.84	4179.12	4175.75	4176.04	763.0
2020-12-31 03:15:00	ES	Futures	4176.04	4176.04	4172.39	4172.67	2308.0
2020-12-31 03:20:00	ES	Futures	4172.67	4174.35	4172.67	4173.79	693.0
2020-12-31 03:25:00	ES	Futures	4174.07	4175.47	4173.79	4174.63	581.0
2020-12-31 03:30:00	ES	Futures	4174.91	4175.47	4174.63	4174.63	358.0
2020-12-31 03:35:00	ES	Futures	4174.63	4176.88	4174.35	4176.32	574.0
2020-12-31 03:40:00	ES	Futures	4176.04	4176.04	4174.35	4174.35	560.0
2020-12-31 03:45:00	ES	Futures	4174.63	4176.32	4174.07	4176.32	390.0
2020-12-31 03:50:00	ES	Futures	4176.32	4177.16	4175.75	4176.32	411.0
2020-12-31 03:55:00	ES	Futures	4176.32	4176.88	4174.63	4174.63	287.0
2020-12-31 04:00:00	ES	Futures	4174.91	4176.88	4174.35	4176.04	801.0
2020-12-31 04:05:00	ES	Futures	4176.04	4176.04	4173.23	4173.51	530.0

> showing 50 of 11,230 rows — these rows as CSV

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