PREVIEW / futures_5min / 2020-11-06

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-06.parquet
  size:    279 KB
  rows:    15,327

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
2020-11-06 00:00:00	ES	Futures	3896.11	3900.32	3895.83	3899.76	1004.0
2020-11-06 00:05:00	ES	Futures	3899.76	3902.0	3898.36	3902.0	657.0
2020-11-06 00:10:00	ES	Futures	3901.72	3903.12	3900.32	3900.6	635.0
2020-11-06 00:15:00	ES	Futures	3900.6	3902.84	3900.32	3900.32	557.0
2020-11-06 00:20:00	ES	Futures	3900.32	3902.28	3898.92	3899.76	630.0
2020-11-06 00:25:00	ES	Futures	3899.76	3903.68	3899.2	3902.56	722.0
2020-11-06 00:30:00	ES	Futures	3902.56	3903.96	3898.64	3898.92	803.0
2020-11-06 00:35:00	ES	Futures	3898.92	3900.6	3898.08	3898.08	398.0
2020-11-06 00:40:00	ES	Futures	3898.36	3901.16	3897.23	3900.04	504.0
2020-11-06 00:45:00	ES	Futures	3899.76	3900.04	3894.43	3896.39	990.0
2020-11-06 00:50:00	ES	Futures	3896.39	3903.12	3895.83	3902.28	1374.0
2020-11-06 00:55:00	ES	Futures	3902.0	3905.08	3902.0	3903.12	955.0
2020-11-06 01:00:00	ES	Futures	3903.4	3905.08	3902.28	3903.4	884.0
2020-11-06 01:05:00	ES	Futures	3903.12	3904.52	3902.56	3903.4	511.0
2020-11-06 01:10:00	ES	Futures	3903.68	3905.08	3903.12	3904.8	521.0
2020-11-06 01:15:00	ES	Futures	3905.08	3909.56	3904.8	3905.08	1043.0
2020-11-06 01:20:00	ES	Futures	3905.64	3905.64	3899.2	3901.44	1408.0
2020-11-06 01:25:00	ES	Futures	3901.44	3903.68	3898.64	3899.2	945.0
2020-11-06 01:30:00	ES	Futures	3899.2	3902.84	3898.64	3902.0	708.0
2020-11-06 01:35:00	ES	Futures	3902.28	3902.84	3899.2	3899.48	530.0
2020-11-06 01:40:00	ES	Futures	3899.48	3905.36	3899.48	3904.8	755.0
2020-11-06 01:45:00	ES	Futures	3905.08	3905.36	3902.56	3903.4	396.0
2020-11-06 01:50:00	ES	Futures	3903.12	3905.36	3903.12	3905.36	192.0
2020-11-06 01:55:00	ES	Futures	3905.08	3907.04	3903.12	3903.4	503.0
2020-11-06 02:00:00	ES	Futures	3903.4	3906.2	3902.84	3905.64	1229.0
2020-11-06 02:05:00	ES	Futures	3905.64	3907.32	3902.56	3903.96	814.0
2020-11-06 02:10:00	ES	Futures	3903.96	3905.92	3901.16	3901.72	1102.0
2020-11-06 02:15:00	ES	Futures	3901.72	3903.96	3901.44	3903.96	798.0
2020-11-06 02:20:00	ES	Futures	3904.24	3911.8	3904.24	3910.4	1975.0
2020-11-06 02:25:00	ES	Futures	3910.4	3914.6	3910.12	3914.04	2218.0
2020-11-06 02:30:00	ES	Futures	3914.04	3914.88	3910.4	3910.68	1554.0
2020-11-06 02:35:00	ES	Futures	3910.68	3913.48	3910.4	3912.92	1270.0
2020-11-06 02:40:00	ES	Futures	3912.92	3913.48	3910.12	3910.4	809.0
2020-11-06 02:45:00	ES	Futures	3910.4	3911.8	3908.16	3908.72	1115.0
2020-11-06 02:50:00	ES	Futures	3908.72	3908.72	3906.48	3907.88	1133.0
2020-11-06 02:55:00	ES	Futures	3908.16	3911.24	3907.04	3910.96	1385.0
2020-11-06 03:00:00	ES	Futures	3910.96	3917.68	3910.12	3916.28	3445.0
2020-11-06 03:05:00	ES	Futures	3916.28	3922.16	3915.44	3921.04	4013.0
2020-11-06 03:10:00	ES	Futures	3921.04	3923.84	3918.24	3918.52	4627.0
2020-11-06 03:15:00	ES	Futures	3918.52	3919.64	3915.16	3915.44	2495.0
2020-11-06 03:20:00	ES	Futures	3915.44	3917.96	3911.8	3913.2	2365.0
2020-11-06 03:25:00	ES	Futures	3912.92	3916.84	3912.64	3914.32	1689.0
2020-11-06 03:30:00	ES	Futures	3914.32	3916.0	3911.52	3912.08	1725.0
2020-11-06 03:35:00	ES	Futures	3912.36	3912.92	3908.72	3909.84	2605.0
2020-11-06 03:40:00	ES	Futures	3909.84	3910.12	3904.52	3908.72	3059.0
2020-11-06 03:45:00	ES	Futures	3908.72	3910.12	3905.36	3907.32	1739.0
2020-11-06 03:50:00	ES	Futures	3907.6	3909.28	3905.64	3905.64	1620.0
2020-11-06 03:55:00	ES	Futures	3905.64	3906.2	3898.36	3900.04	3225.0
2020-11-06 04:00:00	ES	Futures	3900.04	3900.6	3895.27	3896.39	3410.0
2020-11-06 04:05:00	ES	Futures	3896.39	3897.8	3889.95	3891.07	3319.0

> showing 50 of 15,327 rows — these rows as CSV

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