PREVIEW / futures_5min / 2020-11-12

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-12.parquet
  size:    320 KB
  rows:    18,394

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
2020-11-12 00:00:00	ES	Futures	3967.54	3969.5	3966.98	3968.66	900.0
2020-11-12 00:05:00	ES	Futures	3968.66	3973.42	3968.66	3971.74	1628.0
2020-11-12 00:10:00	ES	Futures	3971.46	3973.42	3970.9	3973.42	865.0
2020-11-12 00:15:00	ES	Futures	3973.14	3973.42	3972.02	3972.3	753.0
2020-11-12 00:20:00	ES	Futures	3972.58	3977.06	3971.74	3976.22	2313.0
2020-11-12 00:25:00	ES	Futures	3976.22	3980.14	3973.42	3979.58	2348.0
2020-11-12 00:30:00	ES	Futures	3979.86	3980.42	3978.18	3978.74	1037.0
2020-11-12 00:35:00	ES	Futures	3979.02	3979.3	3975.94	3977.62	1029.0
2020-11-12 00:40:00	ES	Futures	3977.62	3978.74	3975.94	3976.22	1217.0
2020-11-12 00:45:00	ES	Futures	3976.22	3976.22	3973.42	3975.66	1061.0
2020-11-12 00:50:00	ES	Futures	3975.38	3977.62	3974.82	3977.06	899.0
2020-11-12 00:55:00	ES	Futures	3977.06	3978.46	3973.7	3977.62	1318.0
2020-11-12 01:00:00	ES	Futures	3977.34	3979.02	3976.78	3978.18	1011.0
2020-11-12 01:05:00	ES	Futures	3977.9	3978.46	3976.5	3977.06	624.0
2020-11-12 01:10:00	ES	Futures	3976.78	3977.06	3971.46	3971.74	776.0
2020-11-12 01:15:00	ES	Futures	3971.74	3973.14	3968.38	3969.78	1698.0
2020-11-12 01:20:00	ES	Futures	3970.06	3971.46	3966.7	3966.98	1318.0
2020-11-12 01:25:00	ES	Futures	3967.26	3969.5	3967.26	3967.54	755.0
2020-11-12 01:30:00	ES	Futures	3967.54	3973.14	3967.54	3972.3	1052.0
2020-11-12 01:35:00	ES	Futures	3972.02	3973.14	3969.78	3971.46	664.0
2020-11-12 01:40:00	ES	Futures	3971.46	3973.14	3971.18	3972.02	535.0
2020-11-12 01:45:00	ES	Futures	3972.02	3974.82	3971.46	3973.42	865.0
2020-11-12 01:50:00	ES	Futures	3973.42	3973.98	3972.02	3973.7	426.0
2020-11-12 01:55:00	ES	Futures	3973.7	3974.82	3971.74	3972.02	484.0
2020-11-12 02:00:00	ES	Futures	3972.02	3976.5	3970.34	3975.1	1317.0
2020-11-12 02:05:00	ES	Futures	3975.1	3978.46	3974.26	3977.9	994.0
2020-11-12 02:10:00	ES	Futures	3977.9	3979.86	3976.22	3976.5	1179.0
2020-11-12 02:15:00	ES	Futures	3976.78	3978.74	3975.1	3975.1	952.0
2020-11-12 02:20:00	ES	Futures	3975.38	3978.46	3974.26	3976.5	735.0
2020-11-12 02:25:00	ES	Futures	3976.78	3978.46	3976.22	3976.22	708.0
2020-11-12 02:30:00	ES	Futures	3976.5	3977.34	3973.42	3974.26	1034.0
2020-11-12 02:35:00	ES	Futures	3974.54	3976.78	3974.26	3976.5	806.0
2020-11-12 02:40:00	ES	Futures	3976.5	3976.5	3973.42	3973.42	640.0
2020-11-12 02:45:00	ES	Futures	3973.42	3973.7	3968.94	3970.34	1911.0
2020-11-12 02:50:00	ES	Futures	3970.34	3973.7	3970.34	3972.58	1182.0
2020-11-12 02:55:00	ES	Futures	3972.58	3973.42	3969.5	3972.3	1371.0
2020-11-12 03:00:00	ES	Futures	3972.02	3976.5	3970.06	3975.66	2888.0
2020-11-12 03:05:00	ES	Futures	3975.66	3976.78	3971.46	3972.02	2333.0
2020-11-12 03:10:00	ES	Futures	3971.74	3976.22	3971.74	3975.94	1556.0
2020-11-12 03:15:00	ES	Futures	3975.94	3978.74	3973.7	3977.62	2094.0
2020-11-12 03:20:00	ES	Futures	3977.62	3978.18	3974.54	3975.38	1516.0
2020-11-12 03:25:00	ES	Futures	3975.38	3979.3	3973.7	3978.18	1334.0
2020-11-12 03:30:00	ES	Futures	3977.9	3981.82	3977.06	3981.82	1804.0
2020-11-12 03:35:00	ES	Futures	3981.82	3982.94	3979.86	3980.98	1568.0
2020-11-12 03:40:00	ES	Futures	3981.26	3981.54	3977.62	3978.18	994.0
2020-11-12 03:45:00	ES	Futures	3978.18	3980.14	3976.5	3979.58	1275.0
2020-11-12 03:50:00	ES	Futures	3979.58	3980.42	3975.38	3976.78	1475.0
2020-11-12 03:55:00	ES	Futures	3977.06	3977.9	3972.58	3973.98	2063.0
2020-11-12 04:00:00	ES	Futures	3974.26	3978.18	3973.42	3977.34	1390.0
2020-11-12 04:05:00	ES	Futures	3977.62	3979.3	3975.1	3978.18	1482.0

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