PREVIEW / futures_5min / 2020-11-22

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-22.parquet
  size:    60 KB
  rows:    3,295

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
2020-11-22 18:00:00	ES	Futures	3973.42	3980.42	3972.3	3979.3	5386.0
2020-11-22 18:05:00	ES	Futures	3979.3	3984.34	3978.46	3983.78	2549.0
2020-11-22 18:10:00	ES	Futures	3983.78	3983.78	3978.74	3980.42	1486.0
2020-11-22 18:15:00	ES	Futures	3980.42	3981.82	3977.06	3978.46	1421.0
2020-11-22 18:20:00	ES	Futures	3978.46	3980.7	3977.9	3979.02	928.0
2020-11-22 18:25:00	ES	Futures	3978.74	3981.26	3978.74	3979.86	725.0
2020-11-22 18:30:00	ES	Futures	3979.86	3980.42	3977.06	3977.34	860.0
2020-11-22 18:35:00	ES	Futures	3977.62	3981.26	3977.62	3979.3	892.0
2020-11-22 18:40:00	ES	Futures	3979.3	3979.86	3977.34	3979.58	417.0
2020-11-22 18:45:00	ES	Futures	3979.3	3983.22	3979.3	3982.94	708.0
2020-11-22 18:50:00	ES	Futures	3982.94	3985.74	3982.1	3984.9	814.0
2020-11-22 18:55:00	ES	Futures	3984.9	3986.02	3984.06	3985.74	479.0
2020-11-22 19:00:00	ES	Futures	3985.46	3986.02	3983.5	3984.62	693.0
2020-11-22 19:05:00	ES	Futures	3984.34	3986.59	3984.34	3986.3	1144.0
2020-11-22 19:10:00	ES	Futures	3986.02	3989.39	3985.74	3987.99	1534.0
2020-11-22 19:15:00	ES	Futures	3988.27	3990.23	3987.71	3989.95	1232.0
2020-11-22 19:20:00	ES	Futures	3989.95	3991.91	3988.83	3990.79	1253.0
2020-11-22 19:25:00	ES	Futures	3991.07	3991.35	3989.39	3990.51	667.0
2020-11-22 19:30:00	ES	Futures	3990.79	3991.35	3990.23	3990.79	478.0
2020-11-22 19:35:00	ES	Futures	3991.07	3992.75	3990.79	3991.91	694.0
2020-11-22 19:40:00	ES	Futures	3991.91	3992.75	3991.35	3991.91	417.0
2020-11-22 19:45:00	ES	Futures	3992.19	3994.71	3991.91	3994.71	839.0
2020-11-22 19:50:00	ES	Futures	3994.71	3994.71	3993.03	3993.59	774.0
2020-11-22 19:55:00	ES	Futures	3993.59	3994.71	3993.03	3994.71	545.0
2020-11-22 20:00:00	ES	Futures	3994.43	3995.27	3993.03	3993.87	1286.0
2020-11-22 20:05:00	ES	Futures	3993.87	3995.27	3993.03	3994.43	743.0
2020-11-22 20:10:00	ES	Futures	3994.15	3994.71	3993.31	3993.87	692.0
2020-11-22 20:15:00	ES	Futures	3993.87	3995.27	3993.03	3993.87	832.0
2020-11-22 20:20:00	ES	Futures	3993.87	3995.83	3993.59	3994.43	812.0
2020-11-22 20:25:00	ES	Futures	3994.43	3994.99	3993.03	3994.15	528.0
2020-11-22 20:30:00	ES	Futures	3994.15	3994.15	3990.79	3991.91	2155.0
2020-11-22 20:35:00	ES	Futures	3991.91	3993.87	3990.23	3993.59	998.0
2020-11-22 20:40:00	ES	Futures	3993.87	3995.27	3992.47	3992.47	949.0
2020-11-22 20:45:00	ES	Futures	3992.47	3993.59	3990.51	3991.35	724.0
2020-11-22 20:50:00	ES	Futures	3991.63	3993.31	3991.07	3993.31	404.0
2020-11-22 20:55:00	ES	Futures	3993.31	3993.87	3991.91	3991.91	426.0
2020-11-22 21:00:00	ES	Futures	3991.91	3992.75	3991.07	3991.63	408.0
2020-11-22 21:05:00	ES	Futures	3991.63	3992.75	3991.07	3992.47	415.0
2020-11-22 21:10:00	ES	Futures	3992.47	3993.03	3991.63	3992.19	221.0
2020-11-22 21:15:00	ES	Futures	3992.19	3992.75	3991.63	3992.47	350.0
2020-11-22 21:20:00	ES	Futures	3992.47	3994.71	3992.19	3994.15	662.0
2020-11-22 21:25:00	ES	Futures	3994.15	3994.43	3993.31	3993.59	423.0
2020-11-22 21:30:00	ES	Futures	3993.59	3993.59	3992.47	3992.47	362.0
2020-11-22 21:35:00	ES	Futures	3992.75	3993.31	3992.47	3993.03	229.0
2020-11-22 21:40:00	ES	Futures	3993.03	3993.31	3992.19	3992.19	317.0
2020-11-22 21:45:00	ES	Futures	3992.47	3992.75	3991.91	3992.75	271.0
2020-11-22 21:50:00	ES	Futures	3992.75	3993.59	3992.75	3993.59	210.0
2020-11-22 21:55:00	ES	Futures	3993.59	3993.87	3992.75	3993.59	218.0
2020-11-22 22:00:00	ES	Futures	3993.31	3993.59	3992.47	3993.31	216.0
2020-11-22 22:05:00	ES	Futures	3993.31	3994.99	3993.31	3994.71	447.0

> showing 50 of 3,295 rows — these rows as CSV

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