PREVIEW / futures_5min / 2020-11-01

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-01.parquet
  size:    78 KB
  rows:    3,795

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
2020-11-01 18:00:00	ES	Futures	3652.43	3665.32	3650.19	3662.8	7643.0
2020-11-01 18:05:00	ES	Futures	3662.8	3662.8	3654.95	3657.75	1698.0
2020-11-01 18:10:00	ES	Futures	3657.75	3658.31	3654.11	3655.23	1195.0
2020-11-01 18:15:00	ES	Futures	3655.23	3656.91	3652.43	3656.07	2149.0
2020-11-01 18:20:00	ES	Futures	3656.35	3658.03	3655.79	3658.03	944.0
2020-11-01 18:25:00	ES	Futures	3658.03	3658.03	3654.95	3655.51	552.0
2020-11-01 18:30:00	ES	Futures	3655.51	3657.19	3651.03	3651.03	2039.0
2020-11-01 18:35:00	ES	Futures	3651.31	3651.31	3642.91	3645.43	4197.0
2020-11-01 18:40:00	ES	Futures	3645.15	3647.39	3637.59	3640.39	2944.0
2020-11-01 18:45:00	ES	Futures	3640.39	3642.35	3633.67	3641.79	2903.0
2020-11-01 18:50:00	ES	Futures	3642.07	3644.87	3637.87	3642.91	1484.0
2020-11-01 18:55:00	ES	Futures	3642.91	3646.27	3642.35	3644.03	1001.0
2020-11-01 19:00:00	ES	Futures	3643.75	3647.11	3638.99	3646.83	1885.0
2020-11-01 19:05:00	ES	Futures	3646.83	3650.75	3643.19	3645.71	2390.0
2020-11-01 19:10:00	ES	Futures	3645.71	3645.71	3636.75	3637.87	2339.0
2020-11-01 19:15:00	ES	Futures	3637.87	3643.19	3637.03	3642.63	1350.0
2020-11-01 19:20:00	ES	Futures	3642.63	3645.43	3638.71	3640.95	4226.0
2020-11-01 19:25:00	ES	Futures	3640.95	3643.47	3639.27	3643.19	1894.0
2020-11-01 19:30:00	ES	Futures	3643.19	3645.99	3638.99	3643.19	1815.0
2020-11-01 19:35:00	ES	Futures	3643.47	3645.71	3639.55	3642.07	2372.0
2020-11-01 19:40:00	ES	Futures	3641.79	3642.63	3640.39	3641.51	807.0
2020-11-01 19:45:00	ES	Futures	3641.51	3643.19	3641.23	3642.91	1055.0
2020-11-01 19:50:00	ES	Futures	3642.91	3645.15	3642.07	3643.19	1016.0
2020-11-01 19:55:00	ES	Futures	3642.91	3645.15	3642.91	3643.75	683.0
2020-11-01 20:00:00	ES	Futures	3643.47	3644.87	3640.39	3641.79	1956.0
2020-11-01 20:05:00	ES	Futures	3641.79	3651.31	3640.95	3649.07	2915.0
2020-11-01 20:10:00	ES	Futures	3648.79	3657.47	3648.79	3657.19	4148.0
2020-11-01 20:15:00	ES	Futures	3656.91	3660.27	3655.23	3655.51	2845.0
2020-11-01 20:20:00	ES	Futures	3655.51	3658.31	3654.11	3656.91	2293.0
2020-11-01 20:25:00	ES	Futures	3657.19	3657.75	3654.67	3654.67	1273.0
2020-11-01 20:30:00	ES	Futures	3654.67	3658.87	3654.67	3655.51	1346.0
2020-11-01 20:35:00	ES	Futures	3655.79	3663.64	3655.51	3663.08	2479.0
2020-11-01 20:40:00	ES	Futures	3663.08	3664.76	3661.68	3662.52	1041.0
2020-11-01 20:45:00	ES	Futures	3662.24	3668.4	3662.24	3667.0	2613.0
2020-11-01 20:50:00	ES	Futures	3667.0	3668.12	3665.04	3666.16	1723.0
2020-11-01 20:55:00	ES	Futures	3666.44	3666.72	3661.96	3662.8	1517.0
2020-11-01 21:00:00	ES	Futures	3662.52	3663.64	3662.24	3663.08	567.0
2020-11-01 21:05:00	ES	Futures	3663.08	3664.76	3662.24	3662.8	988.0
2020-11-01 21:10:00	ES	Futures	3662.8	3663.08	3657.75	3658.59	2706.0
2020-11-01 21:15:00	ES	Futures	3658.59	3660.27	3658.31	3658.87	572.0
2020-11-01 21:20:00	ES	Futures	3658.59	3660.56	3658.59	3659.15	415.0
2020-11-01 21:25:00	ES	Futures	3658.87	3663.08	3658.59	3661.4	776.0
2020-11-01 21:30:00	ES	Futures	3661.4	3663.92	3661.4	3663.92	720.0
2020-11-01 21:35:00	ES	Futures	3663.92	3666.44	3663.36	3665.88	1888.0
2020-11-01 21:40:00	ES	Futures	3665.88	3666.16	3663.08	3663.08	432.0
2020-11-01 21:45:00	ES	Futures	3663.08	3665.32	3661.4	3665.04	1544.0
2020-11-01 21:50:00	ES	Futures	3665.04	3670.92	3664.76	3669.24	1910.0
2020-11-01 21:55:00	ES	Futures	3669.24	3669.8	3667.84	3668.12	444.0
2020-11-01 22:00:00	ES	Futures	3668.12	3670.36	3668.12	3669.8	447.0
2020-11-01 22:05:00	ES	Futures	3669.52	3669.52	3665.6	3666.44	571.0

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