PREVIEW / futures_5min / 2020-11-23

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-23.parquet
  size:    304 KB
  rows:    18,072

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
2020-11-23 00:00:00	ES	Futures	3992.47	3993.31	3992.19	3993.31	344.0
2020-11-23 00:05:00	ES	Futures	3993.59	3993.59	3992.75	3993.03	267.0
2020-11-23 00:10:00	ES	Futures	3993.03	3993.31	3991.63	3992.47	375.0
2020-11-23 00:15:00	ES	Futures	3992.75	3993.03	3991.91	3992.19	315.0
2020-11-23 00:20:00	ES	Futures	3992.19	3992.19	3991.07	3991.63	332.0
2020-11-23 00:25:00	ES	Futures	3991.91	3992.19	3991.35	3991.63	234.0
2020-11-23 00:30:00	ES	Futures	3991.63	3991.91	3991.07	3991.35	301.0
2020-11-23 00:35:00	ES	Futures	3991.07	3991.91	3990.51	3991.35	406.0
2020-11-23 00:40:00	ES	Futures	3991.63	3992.47	3991.63	3992.47	281.0
2020-11-23 00:45:00	ES	Futures	3992.19	3993.31	3992.19	3993.03	246.0
2020-11-23 00:50:00	ES	Futures	3992.75	3993.03	3992.19	3992.75	293.0
2020-11-23 00:55:00	ES	Futures	3993.03	3993.59	3992.47	3993.59	252.0
2020-11-23 01:00:00	ES	Futures	3993.59	3996.39	3993.31	3996.39	1035.0
2020-11-23 01:05:00	ES	Futures	3996.11	3996.39	3994.71	3994.99	382.0
2020-11-23 01:10:00	ES	Futures	3994.99	3995.27	3994.71	3994.99	184.0
2020-11-23 01:15:00	ES	Futures	3994.71	3994.99	3993.87	3994.99	338.0
2020-11-23 01:20:00	ES	Futures	3994.99	3994.99	3994.15	3994.71	156.0
2020-11-23 01:25:00	ES	Futures	3994.71	3994.71	3993.03	3993.59	303.0
2020-11-23 01:30:00	ES	Futures	3993.31	3993.59	3991.63	3991.91	396.0
2020-11-23 01:35:00	ES	Futures	3991.91	3992.75	3991.91	3992.47	218.0
2020-11-23 01:40:00	ES	Futures	3992.47	3994.43	3991.91	3993.87	602.0
2020-11-23 01:45:00	ES	Futures	3993.87	3994.71	3993.31	3993.31	185.0
2020-11-23 01:50:00	ES	Futures	3993.59	3994.71	3993.03	3994.43	185.0
2020-11-23 01:55:00	ES	Futures	3994.43	3996.11	3994.43	3995.55	227.0
2020-11-23 02:00:00	ES	Futures	3995.27	4008.15	3995.27	3999.75	5863.0
2020-11-23 02:05:00	ES	Futures	4000.03	4004.51	3999.75	4003.67	2256.0
2020-11-23 02:10:00	ES	Futures	4003.67	4005.91	4003.11	4004.51	1700.0
2020-11-23 02:15:00	ES	Futures	4004.23	4004.79	4003.11	4003.95	1038.0
2020-11-23 02:20:00	ES	Futures	4004.23	4004.23	3997.79	3998.91	1507.0
2020-11-23 02:25:00	ES	Futures	3998.91	4001.43	3998.63	4000.31	1055.0
2020-11-23 02:30:00	ES	Futures	4000.31	4001.15	3998.91	4000.59	638.0
2020-11-23 02:35:00	ES	Futures	4000.59	4001.99	3999.75	4001.15	634.0
2020-11-23 02:40:00	ES	Futures	4001.15	4001.43	3998.07	3998.35	1048.0
2020-11-23 02:45:00	ES	Futures	3998.63	3999.19	3996.39	3997.79	1130.0
2020-11-23 02:50:00	ES	Futures	3997.79	4001.15	3997.79	4000.59	779.0
2020-11-23 02:55:00	ES	Futures	4000.59	4001.71	3999.19	4000.59	759.0
2020-11-23 03:00:00	ES	Futures	4000.59	4001.43	3996.95	3998.91	2779.0
2020-11-23 03:05:00	ES	Futures	3998.91	4005.63	3997.79	4003.11	3430.0
2020-11-23 03:10:00	ES	Futures	4003.11	4003.39	3999.19	4000.03	1360.0
2020-11-23 03:15:00	ES	Futures	3999.75	4003.11	3999.47	4002.27	1241.0
2020-11-23 03:20:00	ES	Futures	4002.55	4009.83	4002.55	4008.99	3198.0
2020-11-23 03:25:00	ES	Futures	4008.99	4009.27	4006.19	4007.87	2213.0
2020-11-23 03:30:00	ES	Futures	4007.87	4010.39	4005.63	4007.59	2451.0
2020-11-23 03:35:00	ES	Futures	4007.59	4007.87	4003.39	4004.79	1712.0
2020-11-23 03:40:00	ES	Futures	4004.79	4008.15	4003.67	4005.07	1338.0
2020-11-23 03:45:00	ES	Futures	4005.07	4007.03	4004.79	4006.47	1101.0
2020-11-23 03:50:00	ES	Futures	4006.19	4006.75	4004.23	4004.79	1079.0
2020-11-23 03:55:00	ES	Futures	4004.51	4009.55	4003.39	4009.27	1381.0
2020-11-23 04:00:00	ES	Futures	4008.99	4009.83	4005.35	4006.19	1789.0
2020-11-23 04:05:00	ES	Futures	4006.19	4009.27	4006.19	4008.99	1074.0

> showing 50 of 18,072 rows — these rows as CSV

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