PREVIEW / futures_5min / 2020-11-13

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-13.parquet
  size:    253 KB
  rows:    14,565

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
2020-11-13 00:00:00	ES	Futures	3960.54	3960.82	3959.14	3960.26	601.0
2020-11-13 00:05:00	ES	Futures	3960.26	3960.82	3959.7	3960.26	344.0
2020-11-13 00:10:00	ES	Futures	3960.26	3960.54	3958.86	3959.42	329.0
2020-11-13 00:15:00	ES	Futures	3959.7	3961.66	3959.14	3961.1	398.0
2020-11-13 00:20:00	ES	Futures	3961.1	3961.38	3956.61	3956.89	988.0
2020-11-13 00:25:00	ES	Futures	3956.61	3958.02	3955.49	3957.46	575.0
2020-11-13 00:30:00	ES	Futures	3957.46	3957.74	3955.77	3956.89	527.0
2020-11-13 00:35:00	ES	Futures	3957.18	3957.74	3956.05	3956.61	426.0
2020-11-13 00:40:00	ES	Futures	3956.61	3958.58	3956.61	3958.02	353.0
2020-11-13 00:45:00	ES	Futures	3957.74	3959.14	3957.74	3958.58	384.0
2020-11-13 00:50:00	ES	Futures	3958.58	3959.98	3958.3	3959.42	402.0
2020-11-13 00:55:00	ES	Futures	3959.42	3959.7	3958.3	3958.3	348.0
2020-11-13 01:00:00	ES	Futures	3958.58	3963.06	3957.46	3962.5	966.0
2020-11-13 01:05:00	ES	Futures	3962.22	3962.78	3960.54	3961.66	629.0
2020-11-13 01:10:00	ES	Futures	3961.38	3961.94	3958.86	3959.14	517.0
2020-11-13 01:15:00	ES	Futures	3959.14	3959.7	3958.3	3959.14	317.0
2020-11-13 01:20:00	ES	Futures	3959.14	3960.82	3959.14	3960.82	241.0
2020-11-13 01:25:00	ES	Futures	3960.82	3962.5	3960.26	3962.22	339.0
2020-11-13 01:30:00	ES	Futures	3961.94	3962.78	3961.38	3961.94	369.0
2020-11-13 01:35:00	ES	Futures	3962.22	3965.02	3962.22	3963.9	780.0
2020-11-13 01:40:00	ES	Futures	3963.34	3969.78	3963.34	3969.22	2095.0
2020-11-13 01:45:00	ES	Futures	3969.5	3969.78	3967.54	3967.82	509.0
2020-11-13 01:50:00	ES	Futures	3967.54	3967.82	3965.02	3965.86	638.0
2020-11-13 01:55:00	ES	Futures	3965.86	3966.42	3965.3	3966.14	250.0
2020-11-13 02:00:00	ES	Futures	3966.14	3966.7	3963.9	3964.46	626.0
2020-11-13 02:05:00	ES	Futures	3964.18	3964.18	3960.82	3961.66	686.0
2020-11-13 02:10:00	ES	Futures	3961.38	3961.66	3959.14	3959.42	596.0
2020-11-13 02:15:00	ES	Futures	3959.42	3963.62	3957.18	3962.5	1521.0
2020-11-13 02:20:00	ES	Futures	3962.5	3968.1	3962.5	3966.42	1219.0
2020-11-13 02:25:00	ES	Futures	3966.14	3966.7	3965.02	3965.3	439.0
2020-11-13 02:30:00	ES	Futures	3965.3	3968.94	3964.74	3965.3	1057.0
2020-11-13 02:35:00	ES	Futures	3965.3	3965.3	3962.22	3963.62	939.0
2020-11-13 02:40:00	ES	Futures	3963.34	3964.18	3961.66	3963.06	527.0
2020-11-13 02:45:00	ES	Futures	3963.34	3964.46	3962.22	3963.34	755.0
2020-11-13 02:50:00	ES	Futures	3963.34	3966.42	3963.34	3964.46	509.0
2020-11-13 02:55:00	ES	Futures	3964.18	3971.18	3963.06	3970.9	1476.0
2020-11-13 03:00:00	ES	Futures	3971.18	3975.94	3969.78	3973.42	3682.0
2020-11-13 03:05:00	ES	Futures	3973.42	3973.98	3968.94	3973.14	2044.0
2020-11-13 03:10:00	ES	Futures	3973.14	3979.58	3972.86	3978.46	3512.0
2020-11-13 03:15:00	ES	Futures	3978.18	3982.94	3976.78	3978.18	3082.0
2020-11-13 03:20:00	ES	Futures	3977.9	3978.74	3977.06	3978.74	1050.0
2020-11-13 03:25:00	ES	Futures	3978.74	3982.38	3977.62	3982.38	1672.0
2020-11-13 03:30:00	ES	Futures	3982.1	3984.34	3978.74	3982.66	1895.0
2020-11-13 03:35:00	ES	Futures	3982.66	3984.34	3980.42	3984.34	1982.0
2020-11-13 03:40:00	ES	Futures	3984.62	3985.18	3979.02	3979.02	1800.0
2020-11-13 03:45:00	ES	Futures	3979.02	3980.14	3977.62	3979.3	1166.0
2020-11-13 03:50:00	ES	Futures	3979.02	3979.3	3976.5	3977.34	1261.0
2020-11-13 03:55:00	ES	Futures	3977.34	3980.7	3975.94	3980.14	1154.0
2020-11-13 04:00:00	ES	Futures	3979.86	3982.38	3979.58	3981.82	1200.0
2020-11-13 04:05:00	ES	Futures	3981.82	3983.5	3981.26	3982.66	1038.0

> showing 50 of 14,565 rows — these rows as CSV

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