PREVIEW / futures_5min / 2020-11-08

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-08.parquet
  size:    77 KB
  rows:    3,855

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
2020-11-08 18:00:00	ES	Futures	3946.53	3947.65	3938.97	3942.89	6016.0
2020-11-08 18:05:00	ES	Futures	3943.17	3944.57	3940.37	3944.57	1302.0
2020-11-08 18:10:00	ES	Futures	3944.29	3952.69	3943.73	3952.41	4047.0
2020-11-08 18:15:00	ES	Futures	3952.41	3961.94	3950.17	3959.14	4717.0
2020-11-08 18:20:00	ES	Futures	3959.42	3962.22	3955.77	3957.74	1901.0
2020-11-08 18:25:00	ES	Futures	3958.02	3958.02	3955.49	3956.61	952.0
2020-11-08 18:30:00	ES	Futures	3956.33	3959.14	3954.37	3957.18	1561.0
2020-11-08 18:35:00	ES	Futures	3957.46	3963.9	3957.18	3963.06	2124.0
2020-11-08 18:40:00	ES	Futures	3963.06	3973.42	3962.78	3968.94	4724.0
2020-11-08 18:45:00	ES	Futures	3968.94	3969.22	3963.06	3963.62	1961.0
2020-11-08 18:50:00	ES	Futures	3963.62	3965.58	3962.78	3964.46	1502.0
2020-11-08 18:55:00	ES	Futures	3964.46	3964.74	3961.38	3963.06	922.0
2020-11-08 19:00:00	ES	Futures	3963.06	3964.74	3961.66	3962.22	1414.0
2020-11-08 19:05:00	ES	Futures	3962.5	3963.9	3959.14	3961.1	1773.0
2020-11-08 19:10:00	ES	Futures	3961.1	3963.62	3959.42	3962.5	1147.0
2020-11-08 19:15:00	ES	Futures	3962.5	3965.3	3961.66	3962.22	1659.0
2020-11-08 19:20:00	ES	Futures	3962.22	3965.02	3961.66	3964.46	726.0
2020-11-08 19:25:00	ES	Futures	3964.46	3964.46	3962.78	3964.18	531.0
2020-11-08 19:30:00	ES	Futures	3964.46	3965.58	3961.94	3962.5	946.0
2020-11-08 19:35:00	ES	Futures	3962.78	3965.58	3962.78	3965.58	1049.0
2020-11-08 19:40:00	ES	Futures	3965.58	3969.5	3965.3	3969.22	1645.0
2020-11-08 19:45:00	ES	Futures	3969.22	3971.74	3967.82	3971.46	1662.0
2020-11-08 19:50:00	ES	Futures	3971.46	3973.7	3971.18	3973.7	2003.0
2020-11-08 19:55:00	ES	Futures	3973.42	3977.62	3971.46	3974.54	3147.0
2020-11-08 20:00:00	ES	Futures	3974.26	3978.74	3973.98	3978.46	2533.0
2020-11-08 20:05:00	ES	Futures	3978.46	3984.62	3977.9	3983.78	3881.0
2020-11-08 20:10:00	ES	Futures	3984.06	3984.62	3980.98	3983.22	2145.0
2020-11-08 20:15:00	ES	Futures	3983.22	3983.5	3979.58	3980.7	1498.0
2020-11-08 20:20:00	ES	Futures	3980.98	3982.38	3979.58	3982.1	1215.0
2020-11-08 20:25:00	ES	Futures	3982.38	3983.5	3980.42	3982.66	1624.0
2020-11-08 20:30:00	ES	Futures	3982.38	3984.06	3980.14	3981.54	1597.0
2020-11-08 20:35:00	ES	Futures	3981.82	3981.82	3975.66	3977.06	2504.0
2020-11-08 20:40:00	ES	Futures	3976.78	3977.34	3974.54	3975.1	1325.0
2020-11-08 20:45:00	ES	Futures	3975.1	3977.06	3974.54	3975.1	967.0
2020-11-08 20:50:00	ES	Futures	3975.1	3976.78	3973.42	3976.22	1446.0
2020-11-08 20:55:00	ES	Futures	3975.94	3979.02	3975.38	3978.74	975.0
2020-11-08 21:00:00	ES	Futures	3978.74	3981.26	3978.46	3980.42	1463.0
2020-11-08 21:05:00	ES	Futures	3980.14	3981.26	3978.74	3980.42	755.0
2020-11-08 21:10:00	ES	Futures	3980.42	3980.98	3979.02	3979.58	632.0
2020-11-08 21:15:00	ES	Futures	3979.58	3979.58	3975.94	3976.22	980.0
2020-11-08 21:20:00	ES	Futures	3976.22	3978.74	3975.66	3977.34	973.0
2020-11-08 21:25:00	ES	Futures	3977.34	3979.58	3977.06	3978.46	444.0
2020-11-08 21:30:00	ES	Futures	3978.46	3982.38	3976.78	3978.46	1576.0
2020-11-08 21:35:00	ES	Futures	3978.46	3980.98	3977.9	3979.02	709.0
2020-11-08 21:40:00	ES	Futures	3979.02	3980.14	3977.06	3979.02	924.0
2020-11-08 21:45:00	ES	Futures	3979.3	3980.98	3977.62	3979.3	696.0
2020-11-08 21:50:00	ES	Futures	3979.58	3979.86	3978.18	3979.02	502.0
2020-11-08 21:55:00	ES	Futures	3979.02	3981.54	3978.74	3980.98	680.0
2020-11-08 22:00:00	ES	Futures	3980.98	3981.26	3977.9	3978.18	477.0
2020-11-08 22:05:00	ES	Futures	3978.18	3980.7	3977.9	3980.14	398.0

> showing 50 of 3,855 rows — these rows as CSV

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