PREVIEW / futures_5min / 2020-11-18

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-18.parquet
  size:    310 KB
  rows:    18,237

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
2020-11-18 00:00:00	ES	Futures	4033.36	4035.04	4032.8	4034.2	455.0
2020-11-18 00:05:00	ES	Futures	4033.92	4035.32	4033.92	4035.04	220.0
2020-11-18 00:10:00	ES	Futures	4035.04	4037.28	4035.04	4037.0	545.0
2020-11-18 00:15:00	ES	Futures	4037.0	4037.28	4033.92	4033.92	569.0
2020-11-18 00:20:00	ES	Futures	4033.64	4034.76	4028.88	4029.44	1423.0
2020-11-18 00:25:00	ES	Futures	4029.44	4029.72	4025.24	4026.36	2451.0
2020-11-18 00:30:00	ES	Futures	4026.36	4026.92	4023.84	4026.08	1453.0
2020-11-18 00:35:00	ES	Futures	4026.08	4026.92	4024.96	4026.64	635.0
2020-11-18 00:40:00	ES	Futures	4026.36	4027.48	4025.24	4026.36	564.0
2020-11-18 00:45:00	ES	Futures	4026.36	4027.2	4025.8	4026.64	443.0
2020-11-18 00:50:00	ES	Futures	4026.36	4027.76	4025.8	4027.2	557.0
2020-11-18 00:55:00	ES	Futures	4027.2	4027.76	4025.24	4026.92	774.0
2020-11-18 01:00:00	ES	Futures	4026.64	4028.6	4025.52	4027.2	681.0
2020-11-18 01:05:00	ES	Futures	4027.2	4028.04	4025.52	4028.04	431.0
2020-11-18 01:10:00	ES	Futures	4028.32	4028.32	4024.68	4025.24	565.0
2020-11-18 01:15:00	ES	Futures	4025.52	4026.92	4025.52	4026.64	405.0
2020-11-18 01:20:00	ES	Futures	4026.36	4028.04	4024.4	4024.68	750.0
2020-11-18 01:25:00	ES	Futures	4024.4	4024.4	4017.96	4019.08	2377.0
2020-11-18 01:30:00	ES	Futures	4019.08	4021.6	4017.4	4019.64	1465.0
2020-11-18 01:35:00	ES	Futures	4019.64	4021.6	4019.64	4020.48	469.0
2020-11-18 01:40:00	ES	Futures	4020.48	4020.76	4018.8	4019.92	712.0
2020-11-18 01:45:00	ES	Futures	4019.92	4021.88	4019.64	4019.92	516.0
2020-11-18 01:50:00	ES	Futures	4019.92	4020.48	4019.64	4020.2	328.0
2020-11-18 01:55:00	ES	Futures	4020.2	4022.16	4019.92	4021.04	710.0
2020-11-18 02:00:00	ES	Futures	4021.04	4024.4	4021.04	4024.12	1162.0
2020-11-18 02:05:00	ES	Futures	4024.12	4024.68	4023.56	4024.4	478.0
2020-11-18 02:10:00	ES	Futures	4024.4	4024.96	4023.28	4023.56	514.0
2020-11-18 02:15:00	ES	Futures	4023.84	4026.36	4023.84	4026.08	549.0
2020-11-18 02:20:00	ES	Futures	4025.8	4026.92	4025.8	4026.64	344.0
2020-11-18 02:25:00	ES	Futures	4026.92	4027.2	4024.96	4026.36	397.0
2020-11-18 02:30:00	ES	Futures	4026.64	4030.0	4025.52	4029.16	1020.0
2020-11-18 02:35:00	ES	Futures	4029.16	4035.04	4028.88	4032.24	1679.0
2020-11-18 02:40:00	ES	Futures	4032.52	4034.76	4031.12	4031.68	1077.0
2020-11-18 02:45:00	ES	Futures	4031.68	4033.08	4031.12	4032.52	399.0
2020-11-18 02:50:00	ES	Futures	4032.24	4033.08	4030.28	4030.56	443.0
2020-11-18 02:55:00	ES	Futures	4030.56	4030.84	4028.88	4029.16	574.0
2020-11-18 03:00:00	ES	Futures	4029.16	4030.84	4027.48	4029.72	2320.0
2020-11-18 03:05:00	ES	Futures	4029.44	4032.24	4028.6	4031.96	1347.0
2020-11-18 03:10:00	ES	Futures	4031.68	4031.68	4028.04	4030.28	1227.0
2020-11-18 03:15:00	ES	Futures	4030.28	4036.16	4030.0	4035.6	1886.0
2020-11-18 03:20:00	ES	Futures	4035.6	4042.32	4035.32	4040.92	2934.0
2020-11-18 03:25:00	ES	Futures	4041.2	4045.68	4040.36	4042.32	3055.0
2020-11-18 03:30:00	ES	Futures	4042.04	4043.16	4037.84	4037.84	2152.0
2020-11-18 03:35:00	ES	Futures	4037.56	4039.52	4037.0	4037.28	1401.0
2020-11-18 03:40:00	ES	Futures	4037.28	4039.24	4037.28	4039.24	740.0
2020-11-18 03:45:00	ES	Futures	4039.52	4040.36	4037.84	4038.4	842.0
2020-11-18 03:50:00	ES	Futures	4038.68	4039.24	4037.84	4038.68	654.0
2020-11-18 03:55:00	ES	Futures	4038.68	4040.08	4036.44	4036.44	1100.0
2020-11-18 04:00:00	ES	Futures	4036.72	4037.56	4036.16	4036.72	760.0
2020-11-18 04:05:00	ES	Futures	4036.72	4038.68	4036.44	4037.0	697.0

> showing 50 of 18,237 rows — these rows as CSV

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