PREVIEW / futures_5min / 2020-11-10

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-10.parquet
  size:    333 KB
  rows:    18,909

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
2020-11-10 00:00:00	ES	Futures	3937.85	3940.65	3936.45	3940.37	863.0
2020-11-10 00:05:00	ES	Futures	3940.37	3947.37	3938.13	3945.13	1732.0
2020-11-10 00:10:00	ES	Futures	3944.85	3947.09	3943.73	3946.25	812.0
2020-11-10 00:15:00	ES	Futures	3946.25	3949.33	3943.73	3947.93	925.0
2020-11-10 00:20:00	ES	Futures	3947.65	3952.69	3947.09	3950.45	1122.0
2020-11-10 00:25:00	ES	Futures	3950.73	3951.57	3947.65	3948.49	850.0
2020-11-10 00:30:00	ES	Futures	3948.49	3950.45	3947.09	3950.17	904.0
2020-11-10 00:35:00	ES	Futures	3950.73	3952.41	3948.49	3949.61	1483.0
2020-11-10 00:40:00	ES	Futures	3949.61	3949.89	3945.69	3945.69	972.0
2020-11-10 00:45:00	ES	Futures	3945.69	3947.65	3944.01	3944.29	769.0
2020-11-10 00:50:00	ES	Futures	3944.29	3945.41	3942.89	3944.57	1198.0
2020-11-10 00:55:00	ES	Futures	3944.29	3946.53	3943.73	3945.41	851.0
2020-11-10 01:00:00	ES	Futures	3945.41	3951.29	3944.01	3948.21	1606.0
2020-11-10 01:05:00	ES	Futures	3948.21	3951.85	3947.09	3950.73	897.0
2020-11-10 01:10:00	ES	Futures	3950.73	3951.57	3948.77	3949.33	711.0
2020-11-10 01:15:00	ES	Futures	3949.33	3951.57	3945.41	3947.09	1365.0
2020-11-10 01:20:00	ES	Futures	3947.37	3949.05	3945.97	3945.97	810.0
2020-11-10 01:25:00	ES	Futures	3946.25	3947.65	3943.73	3944.29	607.0
2020-11-10 01:30:00	ES	Futures	3944.29	3948.49	3944.29	3947.93	892.0
2020-11-10 01:35:00	ES	Futures	3947.93	3951.29	3946.25	3951.29	830.0
2020-11-10 01:40:00	ES	Futures	3951.29	3955.77	3950.17	3954.93	1249.0
2020-11-10 01:45:00	ES	Futures	3954.65	3960.26	3954.37	3958.02	1539.0
2020-11-10 01:50:00	ES	Futures	3958.02	3965.02	3957.74	3964.74	2038.0
2020-11-10 01:55:00	ES	Futures	3964.46	3965.86	3962.22	3962.78	1188.0
2020-11-10 02:00:00	ES	Futures	3962.78	3969.5	3962.78	3967.54	3187.0
2020-11-10 02:05:00	ES	Futures	3967.54	3972.3	3965.86	3970.62	2642.0
2020-11-10 02:10:00	ES	Futures	3970.9	3973.7	3969.5	3971.74	1536.0
2020-11-10 02:15:00	ES	Futures	3971.74	3976.22	3970.06	3976.22	2928.0
2020-11-10 02:20:00	ES	Futures	3976.5	3978.46	3973.14	3977.34	2434.0
2020-11-10 02:25:00	ES	Futures	3977.34	3979.58	3973.98	3978.74	3212.0
2020-11-10 02:30:00	ES	Futures	3978.74	3983.5	3976.78	3976.78	3994.0
2020-11-10 02:35:00	ES	Futures	3976.5	3977.06	3972.3	3974.26	2747.0
2020-11-10 02:40:00	ES	Futures	3974.54	3979.86	3973.14	3978.74	1777.0
2020-11-10 02:45:00	ES	Futures	3978.74	3979.3	3970.06	3970.34	2279.0
2020-11-10 02:50:00	ES	Futures	3970.34	3971.46	3967.26	3970.62	3148.0
2020-11-10 02:55:00	ES	Futures	3970.62	3972.86	3967.54	3967.82	2256.0
2020-11-10 03:00:00	ES	Futures	3967.54	3979.58	3967.54	3978.46	5903.0
2020-11-10 03:05:00	ES	Futures	3978.46	3984.34	3974.26	3976.22	5290.0
2020-11-10 03:10:00	ES	Futures	3976.22	3977.06	3971.74	3973.98	3782.0
2020-11-10 03:15:00	ES	Futures	3973.98	3981.26	3972.02	3977.34	4638.0
2020-11-10 03:20:00	ES	Futures	3977.34	3985.18	3977.34	3984.06	4023.0
2020-11-10 03:25:00	ES	Futures	3984.06	3987.43	3981.82	3983.22	3620.0
2020-11-10 03:30:00	ES	Futures	3983.22	3983.78	3972.86	3974.54	4020.0
2020-11-10 03:35:00	ES	Futures	3974.54	3976.22	3971.18	3971.46	3557.0
2020-11-10 03:40:00	ES	Futures	3971.46	3976.78	3970.9	3971.74	2910.0
2020-11-10 03:45:00	ES	Futures	3971.74	3974.82	3968.66	3972.3	3288.0
2020-11-10 03:50:00	ES	Futures	3972.3	3972.86	3967.26	3967.82	3033.0
2020-11-10 03:55:00	ES	Futures	3968.1	3974.26	3967.54	3972.3	3058.0
2020-11-10 04:00:00	ES	Futures	3972.3	3976.78	3970.62	3974.54	2779.0
2020-11-10 04:05:00	ES	Futures	3974.54	3976.22	3969.78	3975.1	2476.0

> showing 50 of 18,909 rows — these rows as CSV

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