PREVIEW / futures_5min / 2020-11-19

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-19.parquet
  size:    297 KB
  rows:    18,206

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
2020-11-19 00:00:00	ES	Futures	3991.35	3992.75	3989.95	3991.91	714.0
2020-11-19 00:05:00	ES	Futures	3991.91	3992.19	3990.51	3992.19	319.0
2020-11-19 00:10:00	ES	Futures	3992.19	3993.03	3990.79	3991.07	497.0
2020-11-19 00:15:00	ES	Futures	3991.35	3992.47	3991.35	3992.19	205.0
2020-11-19 00:20:00	ES	Futures	3992.19	3992.19	3990.23	3991.63	391.0
2020-11-19 00:25:00	ES	Futures	3991.91	3992.47	3991.07	3991.63	366.0
2020-11-19 00:30:00	ES	Futures	3991.63	3993.03	3991.07	3992.75	319.0
2020-11-19 00:35:00	ES	Futures	3992.75	3999.19	3992.19	3998.35	2139.0
2020-11-19 00:40:00	ES	Futures	3998.35	3998.63	3997.23	3998.07	534.0
2020-11-19 00:45:00	ES	Futures	3998.07	3998.91	3997.23	3997.51	630.0
2020-11-19 00:50:00	ES	Futures	3997.51	3998.07	3996.67	3997.23	326.0
2020-11-19 00:55:00	ES	Futures	3997.23	3997.23	3995.83	3996.11	533.0
2020-11-19 01:00:00	ES	Futures	3996.11	3998.07	3995.83	3996.95	557.0
2020-11-19 01:05:00	ES	Futures	3996.95	3998.91	3996.95	3997.51	613.0
2020-11-19 01:10:00	ES	Futures	3997.51	3997.51	3995.27	3996.11	505.0
2020-11-19 01:15:00	ES	Futures	3995.83	3996.11	3994.15	3995.55	560.0
2020-11-19 01:20:00	ES	Futures	3995.55	3995.83	3994.15	3994.43	406.0
2020-11-19 01:25:00	ES	Futures	3994.71	3996.67	3994.43	3996.39	390.0
2020-11-19 01:30:00	ES	Futures	3996.39	3998.07	3995.55	3997.79	420.0
2020-11-19 01:35:00	ES	Futures	3997.79	4001.15	3997.51	4000.87	875.0
2020-11-19 01:40:00	ES	Futures	4000.87	4001.99	4000.31	4001.43	986.0
2020-11-19 01:45:00	ES	Futures	4001.15	4001.71	4000.31	4001.15	577.0
2020-11-19 01:50:00	ES	Futures	4000.87	4001.99	4000.59	4001.15	470.0
2020-11-19 01:55:00	ES	Futures	4001.15	4003.67	4000.87	4002.55	775.0
2020-11-19 02:00:00	ES	Futures	4002.83	4003.11	3998.91	3999.75	1133.0
2020-11-19 02:05:00	ES	Futures	4000.03	4001.15	3999.19	4000.31	655.0
2020-11-19 02:10:00	ES	Futures	4000.03	4000.31	3998.35	4000.03	776.0
2020-11-19 02:15:00	ES	Futures	4000.03	4003.95	4000.03	4002.27	1114.0
2020-11-19 02:20:00	ES	Futures	4002.27	4002.83	4000.03	4001.15	768.0
2020-11-19 02:25:00	ES	Futures	4001.15	4001.71	3999.19	3999.47	758.0
2020-11-19 02:30:00	ES	Futures	3999.47	3999.75	3997.79	3998.91	864.0
2020-11-19 02:35:00	ES	Futures	3999.19	3999.47	3996.11	3997.51	745.0
2020-11-19 02:40:00	ES	Futures	3997.51	3998.35	3996.39	3997.79	609.0
2020-11-19 02:45:00	ES	Futures	3997.79	3998.91	3996.95	3997.51	628.0
2020-11-19 02:50:00	ES	Futures	3997.51	3998.63	3996.95	3998.35	658.0
2020-11-19 02:55:00	ES	Futures	3998.07	3998.07	3993.87	3993.87	927.0
2020-11-19 03:00:00	ES	Futures	3993.87	3998.35	3993.59	3996.67	3665.0
2020-11-19 03:05:00	ES	Futures	3996.67	3997.23	3994.15	3996.11	1974.0
2020-11-19 03:10:00	ES	Futures	3996.11	3996.11	3992.19	3993.87	1412.0
2020-11-19 03:15:00	ES	Futures	3993.87	3993.87	3987.71	3989.39	3201.0
2020-11-19 03:20:00	ES	Futures	3989.39	3991.63	3989.11	3991.07	1784.0
2020-11-19 03:25:00	ES	Futures	3991.07	3995.55	3990.79	3994.43	1647.0
2020-11-19 03:30:00	ES	Futures	3994.43	3994.43	3991.63	3993.59	1192.0
2020-11-19 03:35:00	ES	Futures	3993.59	3993.87	3993.03	3993.31	682.0
2020-11-19 03:40:00	ES	Futures	3993.59	3993.59	3991.91	3992.19	935.0
2020-11-19 03:45:00	ES	Futures	3992.19	3992.19	3979.86	3980.7	5047.0
2020-11-19 03:50:00	ES	Futures	3980.7	3981.82	3970.62	3976.22	7984.0
2020-11-19 03:55:00	ES	Futures	3976.22	3979.58	3975.38	3975.66	3487.0
2020-11-19 04:00:00	ES	Futures	3975.66	3977.62	3973.42	3973.7	2037.0
2020-11-19 04:05:00	ES	Futures	3973.7	3980.98	3971.18	3979.3	4005.0

> showing 50 of 18,206 rows — these rows as CSV

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