PREVIEW / futures_5min / 2020-11-09

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-09.parquet
  size:    388 KB
  rows:    19,351

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
2020-11-09 00:00:00	ES	Futures	3989.95	3991.35	3989.39	3990.51	727.0
2020-11-09 00:05:00	ES	Futures	3990.79	3991.63	3988.27	3990.79	743.0
2020-11-09 00:10:00	ES	Futures	3990.51	3991.07	3987.71	3988.55	770.0
2020-11-09 00:15:00	ES	Futures	3988.55	3990.79	3987.71	3990.51	430.0
2020-11-09 00:20:00	ES	Futures	3990.79	3993.59	3989.95	3992.75	832.0
2020-11-09 00:25:00	ES	Futures	3992.75	3992.75	3990.79	3991.07	616.0
2020-11-09 00:30:00	ES	Futures	3991.07	3991.91	3988.55	3989.67	1044.0
2020-11-09 00:35:00	ES	Futures	3989.67	3993.03	3989.39	3992.47	768.0
2020-11-09 00:40:00	ES	Futures	3992.75	3994.99	3992.19	3993.87	1142.0
2020-11-09 00:45:00	ES	Futures	3993.87	3993.87	3984.9	3987.15	2127.0
2020-11-09 00:50:00	ES	Futures	3986.87	3986.87	3983.22	3984.34	2029.0
2020-11-09 00:55:00	ES	Futures	3984.34	3986.59	3982.94	3985.74	1694.0
2020-11-09 01:00:00	ES	Futures	3985.46	3985.46	3980.14	3982.94	1718.0
2020-11-09 01:05:00	ES	Futures	3982.94	3983.78	3980.42	3981.54	937.0
2020-11-09 01:10:00	ES	Futures	3981.54	3981.82	3979.58	3980.98	977.0
2020-11-09 01:15:00	ES	Futures	3981.26	3982.66	3978.74	3980.98	802.0
2020-11-09 01:20:00	ES	Futures	3981.26	3982.94	3980.7	3982.38	645.0
2020-11-09 01:25:00	ES	Futures	3982.1	3982.94	3980.7	3982.66	1135.0
2020-11-09 01:30:00	ES	Futures	3982.38	3982.38	3977.34	3977.62	1210.0
2020-11-09 01:35:00	ES	Futures	3977.62	3979.86	3977.06	3978.46	851.0
2020-11-09 01:40:00	ES	Futures	3978.46	3981.26	3977.06	3980.14	924.0
2020-11-09 01:45:00	ES	Futures	3980.14	3981.54	3979.86	3981.26	541.0
2020-11-09 01:50:00	ES	Futures	3981.26	3981.26	3977.34	3977.9	826.0
2020-11-09 01:55:00	ES	Futures	3977.9	3979.58	3977.34	3979.3	526.0
2020-11-09 02:00:00	ES	Futures	3979.3	3984.34	3976.22	3980.42	2780.0
2020-11-09 02:05:00	ES	Futures	3980.42	3984.06	3980.42	3982.66	1062.0
2020-11-09 02:10:00	ES	Futures	3982.66	3984.06	3980.7	3982.1	1168.0
2020-11-09 02:15:00	ES	Futures	3982.1	3986.02	3982.1	3984.06	1595.0
2020-11-09 02:20:00	ES	Futures	3984.06	3985.18	3979.58	3980.7	1563.0
2020-11-09 02:25:00	ES	Futures	3980.7	3982.1	3978.46	3979.3	1018.0
2020-11-09 02:30:00	ES	Futures	3979.58	3982.38	3977.34	3979.3	1734.0
2020-11-09 02:35:00	ES	Futures	3979.58	3980.7	3977.9	3980.42	1083.0
2020-11-09 02:40:00	ES	Futures	3980.14	3980.14	3975.66	3977.34	1918.0
2020-11-09 02:45:00	ES	Futures	3977.06	3977.9	3974.26	3975.38	1612.0
2020-11-09 02:50:00	ES	Futures	3975.1	3977.34	3974.26	3975.1	1011.0
2020-11-09 02:55:00	ES	Futures	3974.82	3978.18	3974.82	3977.62	1375.0
2020-11-09 03:00:00	ES	Futures	3977.34	3979.3	3972.02	3972.58	4088.0
2020-11-09 03:05:00	ES	Futures	3972.3	3983.78	3972.3	3981.82	5157.0
2020-11-09 03:10:00	ES	Futures	3981.54	3982.1	3975.66	3979.86	3923.0
2020-11-09 03:15:00	ES	Futures	3979.86	3983.22	3978.74	3981.82	2628.0
2020-11-09 03:20:00	ES	Futures	3982.1	3984.06	3979.86	3981.26	2212.0
2020-11-09 03:25:00	ES	Futures	3981.26	3981.26	3973.42	3975.66	3033.0
2020-11-09 03:30:00	ES	Futures	3975.66	3976.78	3973.42	3975.66	1955.0
2020-11-09 03:35:00	ES	Futures	3975.94	3978.74	3973.14	3977.34	2068.0
2020-11-09 03:40:00	ES	Futures	3977.34	3978.74	3975.1	3978.18	1595.0
2020-11-09 03:45:00	ES	Futures	3978.18	3979.86	3976.5	3979.58	1437.0
2020-11-09 03:50:00	ES	Futures	3979.58	3983.22	3979.02	3981.26	1912.0
2020-11-09 03:55:00	ES	Futures	3980.98	3981.54	3978.46	3979.86	1911.0
2020-11-09 04:00:00	ES	Futures	3979.86	3982.38	3977.06	3977.34	3250.0
2020-11-09 04:05:00	ES	Futures	3977.34	3981.54	3976.78	3981.54	1657.0

> showing 50 of 19,351 rows — these rows as CSV

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