PREVIEW / futures_5min / 2020-11-02

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-02.parquet
  size:    323 KB
  rows:    18,848

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
2020-11-02 00:00:00	ES	Futures	3661.68	3662.8	3659.99	3661.4	436.0
2020-11-02 00:05:00	ES	Futures	3661.4	3663.08	3661.4	3662.8	325.0
2020-11-02 00:10:00	ES	Futures	3663.08	3663.64	3662.24	3662.8	325.0
2020-11-02 00:15:00	ES	Futures	3663.36	3666.44	3663.36	3665.32	759.0
2020-11-02 00:20:00	ES	Futures	3665.32	3665.88	3664.48	3665.6	272.0
2020-11-02 00:25:00	ES	Futures	3665.6	3667.56	3665.32	3666.16	662.0
2020-11-02 00:30:00	ES	Futures	3666.16	3667.84	3663.36	3667.56	2386.0
2020-11-02 00:35:00	ES	Futures	3667.28	3667.56	3665.6	3666.44	239.0
2020-11-02 00:40:00	ES	Futures	3666.44	3667.28	3666.44	3667.0	197.0
2020-11-02 00:45:00	ES	Futures	3667.28	3672.04	3666.72	3671.2	882.0
2020-11-02 00:50:00	ES	Futures	3671.48	3672.04	3670.08	3671.48	430.0
2020-11-02 00:55:00	ES	Futures	3671.2	3672.32	3669.8	3670.08	465.0
2020-11-02 01:00:00	ES	Futures	3669.52	3669.52	3667.0	3667.56	540.0
2020-11-02 01:05:00	ES	Futures	3667.56	3667.56	3664.48	3664.76	616.0
2020-11-02 01:10:00	ES	Futures	3665.04	3667.84	3665.04	3665.88	544.0
2020-11-02 01:15:00	ES	Futures	3666.16	3667.28	3665.88	3667.28	283.0
2020-11-02 01:20:00	ES	Futures	3667.0	3668.68	3666.72	3667.84	276.0
2020-11-02 01:25:00	ES	Futures	3667.84	3667.84	3665.32	3665.32	231.0
2020-11-02 01:30:00	ES	Futures	3665.6	3667.84	3664.2	3667.28	627.0
2020-11-02 01:35:00	ES	Futures	3667.28	3672.88	3667.28	3670.64	1137.0
2020-11-02 01:40:00	ES	Futures	3670.92	3670.92	3665.32	3666.16	742.0
2020-11-02 01:45:00	ES	Futures	3666.44	3667.28	3664.2	3665.04	1180.0
2020-11-02 01:50:00	ES	Futures	3665.32	3665.32	3660.84	3662.24	2328.0
2020-11-02 01:55:00	ES	Futures	3662.24	3662.52	3656.35	3661.12	2522.0
2020-11-02 02:00:00	ES	Futures	3660.84	3662.52	3656.91	3661.4	1610.0
2020-11-02 02:05:00	ES	Futures	3661.12	3662.24	3656.07	3656.63	1313.0
2020-11-02 02:10:00	ES	Futures	3656.35	3659.71	3655.51	3658.31	846.0
2020-11-02 02:15:00	ES	Futures	3658.03	3662.24	3657.19	3661.96	990.0
2020-11-02 02:20:00	ES	Futures	3661.96	3667.0	3661.4	3664.76	1504.0
2020-11-02 02:25:00	ES	Futures	3664.76	3665.6	3662.52	3665.32	3282.0
2020-11-02 02:30:00	ES	Futures	3665.32	3666.16	3662.24	3662.52	2129.0
2020-11-02 02:35:00	ES	Futures	3662.52	3666.44	3660.84	3665.6	3370.0
2020-11-02 02:40:00	ES	Futures	3665.6	3668.96	3664.76	3667.0	2757.0
2020-11-02 02:45:00	ES	Futures	3667.0	3672.04	3665.6	3671.2	3119.0
2020-11-02 02:50:00	ES	Futures	3671.2	3672.32	3669.8	3672.04	1918.0
2020-11-02 02:55:00	ES	Futures	3672.04	3674.28	3670.08	3672.04	2134.0
2020-11-02 03:00:00	ES	Futures	3671.76	3672.32	3661.12	3663.08	7813.0
2020-11-02 03:05:00	ES	Futures	3662.8	3671.76	3661.96	3669.24	4471.0
2020-11-02 03:10:00	ES	Futures	3669.52	3670.92	3663.92	3664.76	3918.0
2020-11-02 03:15:00	ES	Futures	3664.76	3668.68	3662.52	3664.48	2756.0
2020-11-02 03:20:00	ES	Futures	3664.48	3668.12	3664.2	3667.84	1966.0
2020-11-02 03:25:00	ES	Futures	3667.84	3667.84	3661.68	3662.52	1527.0
2020-11-02 03:30:00	ES	Futures	3662.8	3665.6	3661.68	3664.2	7502.0
2020-11-02 03:35:00	ES	Futures	3664.2	3667.56	3663.08	3665.04	3803.0
2020-11-02 03:40:00	ES	Futures	3664.76	3670.08	3663.92	3667.56	4012.0
2020-11-02 03:45:00	ES	Futures	3667.56	3672.32	3667.0	3671.48	2058.0
2020-11-02 03:50:00	ES	Futures	3671.48	3678.76	3671.48	3677.08	3353.0
2020-11-02 03:55:00	ES	Futures	3677.08	3681.84	3675.68	3681.0	3234.0
2020-11-02 04:00:00	ES	Futures	3681.0	3686.88	3678.76	3685.76	4476.0
2020-11-02 04:05:00	ES	Futures	3685.76	3686.88	3683.52	3685.48	2753.0

> showing 50 of 18,848 rows — these rows as CSV

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