PREVIEW / futures_5min / 2020-11-16

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-16.parquet
  size:    308 KB
  rows:    18,370

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
2020-11-16 00:00:00	ES	Futures	4045.12	4045.68	4044.28	4044.28	485.0
2020-11-16 00:05:00	ES	Futures	4044.0	4045.68	4043.16	4045.4	524.0
2020-11-16 00:10:00	ES	Futures	4045.68	4050.17	4045.68	4049.33	2339.0
2020-11-16 00:15:00	ES	Futures	4049.05	4049.61	4047.65	4047.65	501.0
2020-11-16 00:20:00	ES	Futures	4047.65	4047.93	4046.53	4047.37	389.0
2020-11-16 00:25:00	ES	Futures	4047.65	4048.77	4047.09	4048.49	449.0
2020-11-16 00:30:00	ES	Futures	4048.49	4048.49	4046.25	4046.81	443.0
2020-11-16 00:35:00	ES	Futures	4047.09	4048.77	4046.53	4048.49	321.0
2020-11-16 00:40:00	ES	Futures	4048.77	4049.05	4047.93	4048.77	466.0
2020-11-16 00:45:00	ES	Futures	4049.05	4049.05	4047.37	4047.37	251.0
2020-11-16 00:50:00	ES	Futures	4047.37	4047.65	4046.81	4047.09	340.0
2020-11-16 00:55:00	ES	Futures	4047.09	4048.77	4047.09	4048.49	349.0
2020-11-16 01:00:00	ES	Futures	4048.49	4049.89	4045.97	4049.61	863.0
2020-11-16 01:05:00	ES	Futures	4049.33	4050.17	4048.49	4049.61	822.0
2020-11-16 01:10:00	ES	Futures	4049.61	4051.29	4048.21	4050.45	919.0
2020-11-16 01:15:00	ES	Futures	4050.73	4051.57	4050.17	4050.45	464.0
2020-11-16 01:20:00	ES	Futures	4050.17	4050.73	4049.61	4050.17	240.0
2020-11-16 01:25:00	ES	Futures	4050.17	4050.45	4049.61	4049.89	206.0
2020-11-16 01:30:00	ES	Futures	4049.89	4051.85	4049.05	4051.85	555.0
2020-11-16 01:35:00	ES	Futures	4051.85	4053.25	4051.01	4051.29	964.0
2020-11-16 01:40:00	ES	Futures	4051.01	4051.57	4049.05	4049.05	737.0
2020-11-16 01:45:00	ES	Futures	4049.05	4049.05	4045.68	4046.81	1095.0
2020-11-16 01:50:00	ES	Futures	4047.09	4047.09	4044.56	4044.56	720.0
2020-11-16 01:55:00	ES	Futures	4044.56	4047.65	4044.56	4047.37	550.0
2020-11-16 02:00:00	ES	Futures	4047.65	4047.65	4043.16	4044.0	936.0
2020-11-16 02:05:00	ES	Futures	4044.28	4048.21	4044.28	4046.81	859.0
2020-11-16 02:10:00	ES	Futures	4046.81	4047.65	4046.25	4047.37	431.0
2020-11-16 02:15:00	ES	Futures	4047.37	4048.49	4046.53	4047.93	499.0
2020-11-16 02:20:00	ES	Futures	4047.93	4048.21	4045.97	4045.97	632.0
2020-11-16 02:25:00	ES	Futures	4045.68	4047.37	4045.12	4045.12	710.0
2020-11-16 02:30:00	ES	Futures	4045.4	4046.53	4044.0	4045.4	482.0
2020-11-16 02:35:00	ES	Futures	4045.4	4047.93	4044.84	4046.53	596.0
2020-11-16 02:40:00	ES	Futures	4046.81	4047.09	4044.84	4045.4	528.0
2020-11-16 02:45:00	ES	Futures	4045.68	4050.17	4045.68	4049.89	826.0
2020-11-16 02:50:00	ES	Futures	4049.89	4050.17	4047.93	4048.49	701.0
2020-11-16 02:55:00	ES	Futures	4048.49	4048.77	4047.09	4047.65	849.0
2020-11-16 03:00:00	ES	Futures	4047.65	4049.05	4041.76	4042.32	6889.0
2020-11-16 03:05:00	ES	Futures	4042.04	4046.53	4040.92	4045.4	4720.0
2020-11-16 03:10:00	ES	Futures	4045.4	4048.49	4044.0	4046.53	2132.0
2020-11-16 03:15:00	ES	Futures	4046.81	4049.05	4046.25	4049.05	1763.0
2020-11-16 03:20:00	ES	Futures	4049.05	4050.17	4045.4	4045.4	2009.0
2020-11-16 03:25:00	ES	Futures	4045.68	4047.93	4044.56	4046.25	1692.0
2020-11-16 03:30:00	ES	Futures	4046.25	4047.93	4044.56	4045.97	1106.0
2020-11-16 03:35:00	ES	Futures	4045.97	4049.33	4045.68	4049.05	1240.0
2020-11-16 03:40:00	ES	Futures	4048.77	4049.89	4047.09	4048.49	1419.0
2020-11-16 03:45:00	ES	Futures	4048.77	4049.05	4045.4	4046.53	1094.0
2020-11-16 03:50:00	ES	Futures	4046.53	4046.81	4038.96	4040.08	2411.0
2020-11-16 03:55:00	ES	Futures	4040.08	4042.04	4036.72	4040.36	2588.0
2020-11-16 04:00:00	ES	Futures	4040.64	4043.72	4040.08	4043.44	1183.0
2020-11-16 04:05:00	ES	Futures	4043.72	4044.56	4042.32	4043.44	1122.0

> showing 50 of 18,370 rows — these rows as CSV

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