PREVIEW / futures_5min / 2020-11-20

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-20.parquet
  size:    241 KB
  rows:    14,640

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
2020-11-20 00:00:00	ES	Futures	3994.15	3996.39	3993.31	3994.99	905.0
2020-11-20 00:05:00	ES	Futures	3994.71	3994.99	3993.31	3993.59	661.0
2020-11-20 00:10:00	ES	Futures	3993.59	3993.87	3992.47	3992.47	418.0
2020-11-20 00:15:00	ES	Futures	3992.47	3993.87	3992.47	3992.75	304.0
2020-11-20 00:20:00	ES	Futures	3992.47	3993.59	3991.91	3992.19	304.0
2020-11-20 00:25:00	ES	Futures	3992.19	3992.19	3990.51	3990.79	659.0
2020-11-20 00:30:00	ES	Futures	3991.07	3993.87	3991.07	3991.35	625.0
2020-11-20 00:35:00	ES	Futures	3991.63	3992.47	3990.79	3991.91	273.0
2020-11-20 00:40:00	ES	Futures	3992.19	3993.59	3991.91	3992.19	372.0
2020-11-20 00:45:00	ES	Futures	3991.91	3991.91	3990.51	3991.35	529.0
2020-11-20 00:50:00	ES	Futures	3991.35	3992.47	3991.07	3991.07	334.0
2020-11-20 00:55:00	ES	Futures	3991.07	3992.75	3991.07	3992.75	232.0
2020-11-20 01:00:00	ES	Futures	3992.47	3993.03	3990.23	3990.79	514.0
2020-11-20 01:05:00	ES	Futures	3990.51	3992.19	3990.51	3991.91	235.0
2020-11-20 01:10:00	ES	Futures	3991.91	3992.47	3991.35	3992.19	431.0
2020-11-20 01:15:00	ES	Futures	3991.91	3992.47	3990.79	3991.07	303.0
2020-11-20 01:20:00	ES	Futures	3991.07	3991.07	3987.43	3987.71	977.0
2020-11-20 01:25:00	ES	Futures	3987.71	3989.11	3987.43	3987.71	554.0
2020-11-20 01:30:00	ES	Futures	3987.71	3991.35	3987.43	3991.07	657.0
2020-11-20 01:35:00	ES	Futures	3990.79	3992.75	3990.79	3992.75	324.0
2020-11-20 01:40:00	ES	Futures	3992.47	3993.59	3991.91	3992.19	497.0
2020-11-20 01:45:00	ES	Futures	3992.47	3993.59	3991.35	3991.91	419.0
2020-11-20 01:50:00	ES	Futures	3991.91	3992.47	3989.67	3991.63	557.0
2020-11-20 01:55:00	ES	Futures	3991.35	3991.35	3989.95	3990.51	269.0
2020-11-20 02:00:00	ES	Futures	3990.51	3994.99	3989.95	3994.43	908.0
2020-11-20 02:05:00	ES	Futures	3994.15	3994.15	3989.67	3990.23	800.0
2020-11-20 02:10:00	ES	Futures	3989.95	3990.51	3987.99	3989.39	751.0
2020-11-20 02:15:00	ES	Futures	3989.39	3993.03	3989.11	3992.47	652.0
2020-11-20 02:20:00	ES	Futures	3992.19	3992.19	3990.79	3991.63	610.0
2020-11-20 02:25:00	ES	Futures	3991.91	3993.31	3991.63	3991.63	461.0
2020-11-20 02:30:00	ES	Futures	3991.91	3994.15	3991.91	3992.75	633.0
2020-11-20 02:35:00	ES	Futures	3992.75	3992.75	3991.35	3992.47	459.0
2020-11-20 02:40:00	ES	Futures	3992.47	3992.75	3990.79	3991.63	542.0
2020-11-20 02:45:00	ES	Futures	3991.63	3991.91	3990.51	3991.07	557.0
2020-11-20 02:50:00	ES	Futures	3991.35	3993.31	3989.67	3992.75	497.0
2020-11-20 02:55:00	ES	Futures	3992.47	3992.75	3989.95	3990.51	616.0
2020-11-20 03:00:00	ES	Futures	3990.51	3994.71	3988.55	3994.71	2103.0
2020-11-20 03:05:00	ES	Futures	3994.43	3995.55	3990.51	3991.35	2161.0
2020-11-20 03:10:00	ES	Futures	3991.63	3992.47	3989.67	3991.91	1160.0
2020-11-20 03:15:00	ES	Futures	3991.63	3996.39	3991.35	3994.43	2576.0
2020-11-20 03:20:00	ES	Futures	3994.43	3995.55	3993.31	3993.59	1108.0
2020-11-20 03:25:00	ES	Futures	3993.59	3994.99	3992.47	3994.15	988.0
2020-11-20 03:30:00	ES	Futures	3994.43	3995.83	3994.15	3994.43	1132.0
2020-11-20 03:35:00	ES	Futures	3994.15	3994.99	3993.03	3994.71	876.0
2020-11-20 03:40:00	ES	Futures	3994.71	3997.79	3993.31	3994.43	1728.0
2020-11-20 03:45:00	ES	Futures	3994.43	3997.51	3994.15	3994.99	1121.0
2020-11-20 03:50:00	ES	Futures	3995.27	3997.51	3995.27	3997.23	813.0
2020-11-20 03:55:00	ES	Futures	3997.23	3998.07	3996.39	3997.23	789.0
2020-11-20 04:00:00	ES	Futures	3997.23	3997.51	3995.27	3996.67	899.0
2020-11-20 04:05:00	ES	Futures	3996.95	3997.23	3994.43	3995.55	1063.0

> showing 50 of 14,640 rows — these rows as CSV

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