PREVIEW / futures_5min / 2020-11-17

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-17.parquet
  size:    294 KB
  rows:    18,047

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
2020-11-17 00:00:00	ES	Futures	4042.6	4042.88	4038.4	4038.68	936.0
2020-11-17 00:05:00	ES	Futures	4038.68	4041.48	4038.68	4041.2	525.0
2020-11-17 00:10:00	ES	Futures	4041.2	4042.04	4040.92	4042.04	329.0
2020-11-17 00:15:00	ES	Futures	4042.32	4042.6	4040.64	4040.64	381.0
2020-11-17 00:20:00	ES	Futures	4040.64	4042.6	4040.64	4042.32	508.0
2020-11-17 00:25:00	ES	Futures	4042.6	4043.44	4039.52	4040.08	727.0
2020-11-17 00:30:00	ES	Futures	4040.08	4041.48	4039.24	4040.64	641.0
2020-11-17 00:35:00	ES	Futures	4040.64	4040.64	4038.96	4038.96	531.0
2020-11-17 00:40:00	ES	Futures	4039.24	4039.52	4038.4	4038.68	414.0
2020-11-17 00:45:00	ES	Futures	4038.4	4039.24	4037.56	4039.24	557.0
2020-11-17 00:50:00	ES	Futures	4039.24	4040.08	4037.84	4037.84	553.0
2020-11-17 00:55:00	ES	Futures	4038.12	4038.96	4036.44	4036.72	826.0
2020-11-17 01:00:00	ES	Futures	4037.0	4038.12	4036.44	4037.0	675.0
2020-11-17 01:05:00	ES	Futures	4037.0	4039.8	4037.0	4039.8	578.0
2020-11-17 01:10:00	ES	Futures	4039.8	4040.64	4038.96	4040.36	684.0
2020-11-17 01:15:00	ES	Futures	4040.36	4041.2	4039.52	4040.36	564.0
2020-11-17 01:20:00	ES	Futures	4040.36	4042.04	4040.08	4042.04	352.0
2020-11-17 01:25:00	ES	Futures	4041.76	4042.6	4041.2	4041.76	434.0
2020-11-17 01:30:00	ES	Futures	4041.76	4043.44	4041.76	4043.16	430.0
2020-11-17 01:35:00	ES	Futures	4042.88	4043.16	4042.32	4042.6	346.0
2020-11-17 01:40:00	ES	Futures	4042.6	4042.88	4042.04	4042.6	395.0
2020-11-17 01:45:00	ES	Futures	4042.32	4043.16	4042.32	4043.16	255.0
2020-11-17 01:50:00	ES	Futures	4043.16	4045.68	4043.16	4045.12	661.0
2020-11-17 01:55:00	ES	Futures	4045.12	4045.12	4044.28	4044.28	209.0
2020-11-17 02:00:00	ES	Futures	4044.56	4044.84	4043.16	4044.28	364.0
2020-11-17 02:05:00	ES	Futures	4044.56	4046.25	4044.28	4044.84	580.0
2020-11-17 02:10:00	ES	Futures	4044.84	4046.53	4044.84	4046.25	286.0
2020-11-17 02:15:00	ES	Futures	4046.25	4047.65	4045.97	4046.53	550.0
2020-11-17 02:20:00	ES	Futures	4046.53	4047.37	4044.56	4044.84	441.0
2020-11-17 02:25:00	ES	Futures	4044.56	4045.4	4044.28	4044.28	349.0
2020-11-17 02:30:00	ES	Futures	4044.84	4045.68	4043.72	4044.0	549.0
2020-11-17 02:35:00	ES	Futures	4044.0	4044.28	4041.76	4042.6	712.0
2020-11-17 02:40:00	ES	Futures	4042.32	4043.16	4041.76	4042.32	489.0
2020-11-17 02:45:00	ES	Futures	4042.04	4043.16	4040.92	4043.16	501.0
2020-11-17 02:50:00	ES	Futures	4043.44	4045.12	4043.16	4044.84	506.0
2020-11-17 02:55:00	ES	Futures	4045.12	4045.4	4043.44	4045.4	449.0
2020-11-17 03:00:00	ES	Futures	4045.4	4051.29	4043.16	4051.01	2920.0
2020-11-17 03:05:00	ES	Futures	4051.01	4051.29	4048.21	4048.77	1081.0
2020-11-17 03:10:00	ES	Futures	4048.77	4051.85	4047.65	4050.73	1253.0
2020-11-17 03:15:00	ES	Futures	4051.01	4051.57	4049.33	4049.33	912.0
2020-11-17 03:20:00	ES	Futures	4049.05	4049.89	4047.65	4048.21	1998.0
2020-11-17 03:25:00	ES	Futures	4048.21	4048.49	4047.09	4047.65	754.0
2020-11-17 03:30:00	ES	Futures	4047.93	4051.85	4047.09	4051.57	1686.0
2020-11-17 03:35:00	ES	Futures	4051.29	4051.29	4045.68	4046.25	1636.0
2020-11-17 03:40:00	ES	Futures	4046.25	4047.93	4045.97	4047.65	1103.0
2020-11-17 03:45:00	ES	Futures	4047.65	4049.61	4046.81	4047.93	1449.0
2020-11-17 03:50:00	ES	Futures	4047.93	4048.77	4046.53	4046.81	730.0
2020-11-17 03:55:00	ES	Futures	4046.53	4048.49	4044.0	4045.4	1400.0
2020-11-17 04:00:00	ES	Futures	4045.68	4048.77	4045.4	4047.37	1043.0
2020-11-17 04:05:00	ES	Futures	4047.37	4047.65	4044.56	4044.56	1170.0

> showing 50 of 18,047 rows — these rows as CSV

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