PREVIEW / futures_5min / 2020-11-05

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-05.parquet
  size:    346 KB
  rows:    19,179

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
2020-11-05 00:00:00	ES	Futures	3880.71	3881.55	3873.15	3874.27	1333.0
2020-11-05 00:05:00	ES	Futures	3874.27	3877.35	3872.31	3875.95	915.0
2020-11-05 00:10:00	ES	Futures	3875.67	3878.19	3874.83	3877.63	715.0
2020-11-05 00:15:00	ES	Futures	3877.35	3881.27	3876.51	3879.59	832.0
2020-11-05 00:20:00	ES	Futures	3879.59	3880.15	3875.39	3876.79	710.0
2020-11-05 00:25:00	ES	Futures	3876.79	3878.47	3874.83	3876.51	746.0
2020-11-05 00:30:00	ES	Futures	3876.51	3878.19	3874.83	3876.51	694.0
2020-11-05 00:35:00	ES	Futures	3876.79	3882.95	3876.23	3881.83	818.0
2020-11-05 00:40:00	ES	Futures	3881.55	3883.51	3879.87	3883.51	832.0
2020-11-05 00:45:00	ES	Futures	3882.95	3884.35	3881.83	3882.67	606.0
2020-11-05 00:50:00	ES	Futures	3882.67	3885.75	3882.39	3885.75	661.0
2020-11-05 00:55:00	ES	Futures	3886.03	3893.59	3885.75	3888.55	2425.0
2020-11-05 01:00:00	ES	Futures	3888.55	3890.51	3884.91	3885.75	1157.0
2020-11-05 01:05:00	ES	Futures	3885.75	3887.15	3880.99	3881.55	690.0
2020-11-05 01:10:00	ES	Futures	3881.83	3882.95	3879.03	3879.59	872.0
2020-11-05 01:15:00	ES	Futures	3879.31	3881.55	3877.35	3878.47	635.0
2020-11-05 01:20:00	ES	Futures	3878.19	3880.71	3876.79	3878.19	598.0
2020-11-05 01:25:00	ES	Futures	3877.91	3877.91	3872.03	3872.87	1090.0
2020-11-05 01:30:00	ES	Futures	3873.15	3873.43	3870.35	3872.59	1134.0
2020-11-05 01:35:00	ES	Futures	3872.31	3876.51	3870.07	3875.39	1423.0
2020-11-05 01:40:00	ES	Futures	3875.11	3879.03	3874.27	3878.75	668.0
2020-11-05 01:45:00	ES	Futures	3879.03	3880.43	3875.67	3877.35	1021.0
2020-11-05 01:50:00	ES	Futures	3877.35	3877.35	3873.71	3873.99	542.0
2020-11-05 01:55:00	ES	Futures	3873.99	3874.55	3872.31	3872.59	502.0
2020-11-05 02:00:00	ES	Futures	3872.59	3884.63	3869.23	3880.99	2053.0
2020-11-05 02:05:00	ES	Futures	3881.27	3884.35	3877.91	3879.31	861.0
2020-11-05 02:10:00	ES	Futures	3879.03	3885.75	3877.91	3884.07	1082.0
2020-11-05 02:15:00	ES	Futures	3884.35	3886.03	3882.39	3884.63	793.0
2020-11-05 02:20:00	ES	Futures	3884.35	3891.63	3884.07	3891.35	1394.0
2020-11-05 02:25:00	ES	Futures	3891.07	3897.23	3889.67	3896.67	2319.0
2020-11-05 02:30:00	ES	Futures	3896.95	3896.95	3888.55	3891.07	1953.0
2020-11-05 02:35:00	ES	Futures	3890.79	3895.27	3890.23	3894.43	1686.0
2020-11-05 02:40:00	ES	Futures	3894.71	3897.51	3891.91	3893.59	1954.0
2020-11-05 02:45:00	ES	Futures	3893.59	3897.8	3891.91	3894.43	1685.0
2020-11-05 02:50:00	ES	Futures	3894.43	3894.99	3891.91	3894.43	956.0
2020-11-05 02:55:00	ES	Futures	3894.43	3896.39	3891.07	3892.47	1980.0
2020-11-05 03:00:00	ES	Futures	3892.19	3893.31	3887.43	3890.79	4890.0
2020-11-05 03:05:00	ES	Futures	3890.79	3903.68	3889.39	3901.72	4793.0
2020-11-05 03:10:00	ES	Futures	3901.72	3903.4	3899.2	3900.88	2853.0
2020-11-05 03:15:00	ES	Futures	3900.88	3902.56	3899.2	3902.28	2641.0
2020-11-05 03:20:00	ES	Futures	3902.28	3908.72	3900.32	3906.48	3106.0
2020-11-05 03:25:00	ES	Futures	3906.48	3911.24	3901.16	3901.16	3428.0
2020-11-05 03:30:00	ES	Futures	3901.16	3902.0	3897.23	3901.44	2740.0
2020-11-05 03:35:00	ES	Futures	3901.44	3902.56	3899.2	3902.28	1482.0
2020-11-05 03:40:00	ES	Futures	3902.0	3902.84	3897.23	3897.51	2270.0
2020-11-05 03:45:00	ES	Futures	3897.8	3903.12	3897.51	3902.0	1653.0
2020-11-05 03:50:00	ES	Futures	3902.0	3903.96	3899.2	3900.6	1510.0
2020-11-05 03:55:00	ES	Futures	3900.32	3900.32	3894.99	3898.64	3300.0
2020-11-05 04:00:00	ES	Futures	3898.36	3900.32	3893.59	3895.27	1933.0
2020-11-05 04:05:00	ES	Futures	3894.99	3895.83	3892.75	3892.75	1307.0

> showing 50 of 19,179 rows — these rows as CSV

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