PREVIEW / futures_5min / 2020-11-11

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-11.parquet
  size:    316 KB
  rows:    18,395

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
2020-11-11 00:00:00	ES	Futures	3973.42	3975.66	3972.3	3975.1	501.0
2020-11-11 00:05:00	ES	Futures	3974.82	3975.1	3973.42	3973.98	288.0
2020-11-11 00:10:00	ES	Futures	3973.98	3974.82	3969.78	3974.54	728.0
2020-11-11 00:15:00	ES	Futures	3974.82	3975.94	3973.7	3975.38	511.0
2020-11-11 00:20:00	ES	Futures	3975.1	3977.06	3974.26	3975.66	544.0
2020-11-11 00:25:00	ES	Futures	3975.66	3975.66	3973.7	3973.98	416.0
2020-11-11 00:30:00	ES	Futures	3973.98	3975.1	3969.78	3970.62	873.0
2020-11-11 00:35:00	ES	Futures	3970.9	3971.74	3967.54	3968.66	1069.0
2020-11-11 00:40:00	ES	Futures	3968.66	3970.62	3967.54	3969.22	504.0
2020-11-11 00:45:00	ES	Futures	3969.22	3972.58	3968.66	3971.18	679.0
2020-11-11 00:50:00	ES	Futures	3971.46	3972.02	3966.42	3967.54	819.0
2020-11-11 00:55:00	ES	Futures	3967.54	3972.86	3966.42	3972.86	884.0
2020-11-11 01:00:00	ES	Futures	3972.58	3976.5	3971.74	3975.94	1236.0
2020-11-11 01:05:00	ES	Futures	3975.94	3976.22	3974.26	3974.54	530.0
2020-11-11 01:10:00	ES	Futures	3974.54	3976.5	3973.7	3976.5	562.0
2020-11-11 01:15:00	ES	Futures	3976.5	3977.34	3975.66	3976.5	412.0
2020-11-11 01:20:00	ES	Futures	3976.22	3977.06	3975.94	3976.78	378.0
2020-11-11 01:25:00	ES	Futures	3976.78	3980.14	3976.78	3978.18	969.0
2020-11-11 01:30:00	ES	Futures	3978.46	3979.86	3977.34	3979.58	578.0
2020-11-11 01:35:00	ES	Futures	3979.58	3982.66	3979.3	3981.82	1103.0
2020-11-11 01:40:00	ES	Futures	3982.1	3984.9	3981.26	3984.06	957.0
2020-11-11 01:45:00	ES	Futures	3984.06	3984.34	3982.94	3983.22	842.0
2020-11-11 01:50:00	ES	Futures	3983.22	3983.78	3980.14	3980.98	1350.0
2020-11-11 01:55:00	ES	Futures	3980.98	3981.26	3978.46	3978.46	652.0
2020-11-11 02:00:00	ES	Futures	3978.74	3984.62	3978.74	3984.34	1152.0
2020-11-11 02:05:00	ES	Futures	3984.34	3993.31	3983.78	3991.07	3696.0
2020-11-11 02:10:00	ES	Futures	3991.07	3992.75	3988.27	3988.55	1904.0
2020-11-11 02:15:00	ES	Futures	3988.55	3989.67	3986.3	3986.87	1928.0
2020-11-11 02:20:00	ES	Futures	3987.15	3990.23	3986.87	3987.15	1393.0
2020-11-11 02:25:00	ES	Futures	3986.87	3987.71	3984.34	3986.02	1194.0
2020-11-11 02:30:00	ES	Futures	3986.3	3987.71	3981.82	3983.5	1985.0
2020-11-11 02:35:00	ES	Futures	3983.78	3986.3	3977.62	3978.46	2527.0
2020-11-11 02:40:00	ES	Futures	3978.46	3978.74	3975.66	3976.5	2105.0
2020-11-11 02:45:00	ES	Futures	3976.5	3976.78	3969.5	3970.62	3043.0
2020-11-11 02:50:00	ES	Futures	3970.9	3975.1	3970.34	3973.98	1539.0
2020-11-11 02:55:00	ES	Futures	3973.98	3975.1	3970.9	3970.9	1998.0
2020-11-11 03:00:00	ES	Futures	3970.9	3978.18	3970.06	3977.06	4266.0
2020-11-11 03:05:00	ES	Futures	3977.06	3979.3	3971.18	3978.18	3615.0
2020-11-11 03:10:00	ES	Futures	3978.18	3978.18	3972.58	3973.98	3220.0
2020-11-11 03:15:00	ES	Futures	3974.26	3976.5	3970.62	3971.74	3876.0
2020-11-11 03:20:00	ES	Futures	3971.74	3979.86	3969.78	3975.66	3568.0
2020-11-11 03:25:00	ES	Futures	3975.38	3981.26	3974.82	3978.46	2454.0
2020-11-11 03:30:00	ES	Futures	3978.46	3978.74	3973.7	3976.5	3734.0
2020-11-11 03:35:00	ES	Futures	3976.22	3982.38	3974.54	3981.82	3148.0
2020-11-11 03:40:00	ES	Futures	3981.82	3988.27	3981.82	3986.87	4356.0
2020-11-11 03:45:00	ES	Futures	3986.87	3992.19	3983.78	3991.07	4419.0
2020-11-11 03:50:00	ES	Futures	3991.35	3991.91	3987.43	3987.71	2493.0
2020-11-11 03:55:00	ES	Futures	3987.99	3997.23	3986.87	3996.11	4669.0
2020-11-11 04:00:00	ES	Futures	3996.11	3998.91	3994.15	3994.43	4616.0
2020-11-11 04:05:00	ES	Futures	3994.43	3994.71	3988.83	3990.51	3475.0

> showing 50 of 18,395 rows — these rows as CSV

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