PREVIEW / futures_5min / 2020-11-15

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-15.parquet
  size:    71 KB
  rows:    3,660

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
2020-11-15 18:00:00	ES	Futures	4018.8	4032.24	4018.24	4030.56	5982.0
2020-11-15 18:05:00	ES	Futures	4030.56	4035.04	4030.56	4032.24	2566.0
2020-11-15 18:10:00	ES	Futures	4032.52	4038.68	4032.52	4037.84	2134.0
2020-11-15 18:15:00	ES	Futures	4038.12	4043.44	4037.0	4039.24	2584.0
2020-11-15 18:20:00	ES	Futures	4039.52	4044.28	4039.52	4040.92	2496.0
2020-11-15 18:25:00	ES	Futures	4040.92	4042.04	4038.12	4038.68	1170.0
2020-11-15 18:30:00	ES	Futures	4038.96	4040.92	4037.56	4039.24	1056.0
2020-11-15 18:35:00	ES	Futures	4039.24	4039.24	4036.44	4037.28	555.0
2020-11-15 18:40:00	ES	Futures	4037.28	4041.48	4037.28	4040.08	671.0
2020-11-15 18:45:00	ES	Futures	4040.08	4041.76	4039.24	4041.48	769.0
2020-11-15 18:50:00	ES	Futures	4041.48	4044.28	4041.2	4044.0	1215.0
2020-11-15 18:55:00	ES	Futures	4044.28	4045.4	4041.48	4042.32	1063.0
2020-11-15 19:00:00	ES	Futures	4042.32	4043.16	4038.96	4039.52	1917.0
2020-11-15 19:05:00	ES	Futures	4039.24	4040.36	4037.0	4040.08	1248.0
2020-11-15 19:10:00	ES	Futures	4040.36	4040.92	4036.16	4037.28	1145.0
2020-11-15 19:15:00	ES	Futures	4037.28	4039.52	4035.04	4038.96	1606.0
2020-11-15 19:20:00	ES	Futures	4039.24	4039.8	4038.12	4039.52	523.0
2020-11-15 19:25:00	ES	Futures	4039.52	4042.04	4039.52	4040.92	1011.0
2020-11-15 19:30:00	ES	Futures	4040.64	4040.64	4038.68	4038.96	581.0
2020-11-15 19:35:00	ES	Futures	4038.96	4038.96	4037.0	4037.84	923.0
2020-11-15 19:40:00	ES	Futures	4037.84	4040.64	4037.0	4040.36	672.0
2020-11-15 19:45:00	ES	Futures	4040.36	4040.92	4039.52	4040.64	398.0
2020-11-15 19:50:00	ES	Futures	4040.64	4040.92	4039.52	4039.8	564.0
2020-11-15 19:55:00	ES	Futures	4039.8	4040.36	4039.24	4040.08	463.0
2020-11-15 20:00:00	ES	Futures	4039.8	4040.92	4038.12	4038.12	688.0
2020-11-15 20:05:00	ES	Futures	4038.4	4041.76	4038.12	4041.76	694.0
2020-11-15 20:10:00	ES	Futures	4041.76	4042.04	4039.52	4041.48	774.0
2020-11-15 20:15:00	ES	Futures	4041.76	4042.88	4040.36	4042.88	1023.0
2020-11-15 20:20:00	ES	Futures	4042.6	4045.12	4042.04	4043.72	1358.0
2020-11-15 20:25:00	ES	Futures	4043.72	4044.28	4042.32	4042.6	692.0
2020-11-15 20:30:00	ES	Futures	4042.6	4042.88	4040.92	4041.48	1438.0
2020-11-15 20:35:00	ES	Futures	4041.76	4045.12	4041.48	4043.72	1117.0
2020-11-15 20:40:00	ES	Futures	4043.72	4044.56	4043.44	4043.44	863.0
2020-11-15 20:45:00	ES	Futures	4043.44	4045.68	4038.12	4039.24	2521.0
2020-11-15 20:50:00	ES	Futures	4039.24	4039.24	4035.88	4037.28	1242.0
2020-11-15 20:55:00	ES	Futures	4037.0	4039.52	4036.72	4038.96	840.0
2020-11-15 21:00:00	ES	Futures	4039.24	4044.28	4039.24	4043.72	1560.0
2020-11-15 21:05:00	ES	Futures	4043.72	4045.4	4043.44	4044.56	1820.0
2020-11-15 21:10:00	ES	Futures	4044.56	4044.84	4043.44	4043.72	1312.0
2020-11-15 21:15:00	ES	Futures	4044.0	4044.56	4042.88	4044.56	718.0
2020-11-15 21:20:00	ES	Futures	4044.84	4045.68	4044.0	4044.0	747.0
2020-11-15 21:25:00	ES	Futures	4044.0	4044.56	4040.08	4040.36	969.0
2020-11-15 21:30:00	ES	Futures	4040.08	4041.76	4039.24	4041.76	672.0
2020-11-15 21:35:00	ES	Futures	4041.76	4043.16	4041.48	4042.6	494.0
2020-11-15 21:40:00	ES	Futures	4042.6	4043.16	4041.76	4043.16	357.0
2020-11-15 21:45:00	ES	Futures	4043.44	4044.0	4042.32	4043.44	496.0
2020-11-15 21:50:00	ES	Futures	4043.16	4044.84	4042.32	4042.6	832.0
2020-11-15 21:55:00	ES	Futures	4042.6	4043.44	4041.76	4042.04	622.0
2020-11-15 22:00:00	ES	Futures	4041.76	4042.32	4041.48	4042.04	374.0
2020-11-15 22:05:00	ES	Futures	4042.04	4042.88	4042.04	4042.6	277.0

> showing 50 of 3,660 rows — these rows as CSV

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