PREVIEW / futures_5min / 2020-11-03

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-03.parquet
  size:    358 KB
  rows:    19,215

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
2020-11-03 00:00:00	ES	Futures	3710.69	3713.21	3710.41	3712.93	506.0
2020-11-03 00:05:00	ES	Futures	3712.93	3714.33	3712.93	3713.77	283.0
2020-11-03 00:10:00	ES	Futures	3714.05	3714.89	3713.49	3714.61	255.0
2020-11-03 00:15:00	ES	Futures	3714.89	3716.01	3714.05	3714.89	350.0
2020-11-03 00:20:00	ES	Futures	3714.89	3716.29	3713.77	3715.73	239.0
2020-11-03 00:25:00	ES	Futures	3715.73	3719.09	3715.73	3719.09	517.0
2020-11-03 00:30:00	ES	Futures	3719.09	3719.09	3717.13	3717.69	399.0
2020-11-03 00:35:00	ES	Futures	3717.69	3717.69	3715.17	3716.01	302.0
2020-11-03 00:40:00	ES	Futures	3716.01	3716.01	3712.93	3714.61	413.0
2020-11-03 00:45:00	ES	Futures	3714.05	3714.33	3713.21	3714.05	153.0
2020-11-03 00:50:00	ES	Futures	3714.33	3715.45	3713.49	3714.05	267.0
2020-11-03 00:55:00	ES	Futures	3714.05	3715.45	3713.49	3714.89	212.0
2020-11-03 01:00:00	ES	Futures	3714.89	3716.57	3714.33	3715.17	418.0
2020-11-03 01:05:00	ES	Futures	3715.45	3715.45	3711.81	3713.49	629.0
2020-11-03 01:10:00	ES	Futures	3713.49	3716.57	3711.81	3716.29	627.0
2020-11-03 01:15:00	ES	Futures	3716.29	3716.85	3715.17	3716.57	292.0
2020-11-03 01:20:00	ES	Futures	3716.85	3718.53	3715.73	3716.29	478.0
2020-11-03 01:25:00	ES	Futures	3716.01	3720.78	3715.73	3720.5	820.0
2020-11-03 01:30:00	ES	Futures	3720.5	3720.78	3717.41	3717.41	519.0
2020-11-03 01:35:00	ES	Futures	3717.41	3718.53	3716.85	3718.53	529.0
2020-11-03 01:40:00	ES	Futures	3718.53	3719.65	3717.69	3718.25	421.0
2020-11-03 01:45:00	ES	Futures	3718.25	3718.81	3717.41	3718.25	523.0
2020-11-03 01:50:00	ES	Futures	3718.25	3720.22	3718.25	3719.09	414.0
2020-11-03 01:55:00	ES	Futures	3718.81	3718.81	3716.29	3717.41	461.0
2020-11-03 02:00:00	ES	Futures	3717.13	3718.81	3713.77	3714.33	1288.0
2020-11-03 02:05:00	ES	Futures	3714.61	3715.73	3713.49	3715.17	791.0
2020-11-03 02:10:00	ES	Futures	3715.17	3719.65	3715.17	3718.25	761.0
2020-11-03 02:15:00	ES	Futures	3718.25	3721.62	3717.69	3720.5	711.0
2020-11-03 02:20:00	ES	Futures	3720.5	3721.34	3718.25	3718.81	669.0
2020-11-03 02:25:00	ES	Futures	3718.81	3720.22	3717.41	3719.94	436.0
2020-11-03 02:30:00	ES	Futures	3720.22	3721.62	3719.09	3721.06	600.0
2020-11-03 02:35:00	ES	Futures	3721.06	3723.02	3717.69	3717.97	887.0
2020-11-03 02:40:00	ES	Futures	3717.97	3723.86	3717.41	3723.3	1608.0
2020-11-03 02:45:00	ES	Futures	3723.02	3723.02	3717.97	3719.37	906.0
2020-11-03 02:50:00	ES	Futures	3719.65	3721.9	3717.41	3717.69	852.0
2020-11-03 02:55:00	ES	Futures	3717.41	3719.37	3714.89	3718.81	1023.0
2020-11-03 03:00:00	ES	Futures	3718.81	3721.9	3715.17	3720.22	4030.0
2020-11-03 03:05:00	ES	Futures	3720.5	3721.34	3716.29	3718.25	2170.0
2020-11-03 03:10:00	ES	Futures	3718.53	3722.18	3717.41	3721.62	2622.0
2020-11-03 03:15:00	ES	Futures	3721.9	3725.26	3721.06	3723.86	3160.0
2020-11-03 03:20:00	ES	Futures	3723.58	3725.26	3722.74	3725.26	1663.0
2020-11-03 03:25:00	ES	Futures	3724.98	3727.22	3724.14	3726.38	2822.0
2020-11-03 03:30:00	ES	Futures	3726.1	3729.74	3724.7	3729.18	2917.0
2020-11-03 03:35:00	ES	Futures	3728.9	3733.1	3727.78	3732.82	2527.0
2020-11-03 03:40:00	ES	Futures	3733.1	3735.34	3732.26	3733.94	3360.0
2020-11-03 03:45:00	ES	Futures	3733.94	3736.46	3733.66	3735.9	2787.0
2020-11-03 03:50:00	ES	Futures	3736.18	3739.54	3735.9	3738.98	3251.0
2020-11-03 03:55:00	ES	Futures	3739.26	3741.22	3737.86	3738.7	2649.0
2020-11-03 04:00:00	ES	Futures	3738.42	3740.1	3735.62	3736.46	2229.0
2020-11-03 04:05:00	ES	Futures	3736.46	3737.02	3734.5	3735.34	2222.0

> showing 50 of 19,215 rows — these rows as CSV

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