PREVIEW / futures_5min / 2020-11-24

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-24.parquet
  size:    306 KB
  rows:    18,128

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
2020-11-24 00:00:00	ES	Futures	4039.52	4040.08	4038.68	4038.96	531.0
2020-11-24 00:05:00	ES	Futures	4038.96	4038.96	4037.56	4038.96	746.0
2020-11-24 00:10:00	ES	Futures	4038.96	4039.24	4038.68	4038.68	367.0
2020-11-24 00:15:00	ES	Futures	4038.96	4039.24	4037.56	4038.12	744.0
2020-11-24 00:20:00	ES	Futures	4038.12	4038.96	4037.84	4038.12	330.0
2020-11-24 00:25:00	ES	Futures	4038.12	4038.68	4037.56	4038.4	528.0
2020-11-24 00:30:00	ES	Futures	4038.4	4038.68	4036.72	4036.72	1043.0
2020-11-24 00:35:00	ES	Futures	4036.72	4036.72	4032.8	4033.36	1468.0
2020-11-24 00:40:00	ES	Futures	4033.36	4034.48	4032.8	4034.2	438.0
2020-11-24 00:45:00	ES	Futures	4034.2	4035.32	4034.2	4035.04	389.0
2020-11-24 00:50:00	ES	Futures	4035.04	4037.0	4034.76	4036.72	630.0
2020-11-24 00:55:00	ES	Futures	4036.72	4037.0	4035.32	4035.6	442.0
2020-11-24 01:00:00	ES	Futures	4035.88	4037.0	4035.04	4036.72	463.0
2020-11-24 01:05:00	ES	Futures	4036.44	4037.28	4035.6	4036.72	515.0
2020-11-24 01:10:00	ES	Futures	4036.72	4037.84	4036.44	4036.72	534.0
2020-11-24 01:15:00	ES	Futures	4037.0	4037.28	4035.6	4035.6	248.0
2020-11-24 01:20:00	ES	Futures	4035.88	4036.72	4035.32	4036.16	423.0
2020-11-24 01:25:00	ES	Futures	4035.88	4036.44	4035.32	4035.32	237.0
2020-11-24 01:30:00	ES	Futures	4035.32	4035.6	4034.76	4034.76	341.0
2020-11-24 01:35:00	ES	Futures	4035.04	4036.16	4034.48	4035.32	274.0
2020-11-24 01:40:00	ES	Futures	4035.6	4036.16	4035.32	4035.32	231.0
2020-11-24 01:45:00	ES	Futures	4035.6	4035.88	4035.04	4035.04	107.0
2020-11-24 01:50:00	ES	Futures	4035.04	4035.6	4034.76	4035.6	141.0
2020-11-24 01:55:00	ES	Futures	4035.88	4036.72	4035.04	4035.04	308.0
2020-11-24 02:00:00	ES	Futures	4035.6	4038.68	4034.48	4037.84	1025.0
2020-11-24 02:05:00	ES	Futures	4037.84	4038.4	4034.76	4035.32	1161.0
2020-11-24 02:10:00	ES	Futures	4035.6	4036.16	4034.76	4035.04	404.0
2020-11-24 02:15:00	ES	Futures	4035.04	4035.32	4034.48	4035.04	308.0
2020-11-24 02:20:00	ES	Futures	4035.04	4035.6	4032.52	4032.52	674.0
2020-11-24 02:25:00	ES	Futures	4032.24	4034.76	4031.4	4034.48	761.0
2020-11-24 02:30:00	ES	Futures	4034.48	4035.32	4034.2	4034.48	426.0
2020-11-24 02:35:00	ES	Futures	4034.76	4035.32	4033.64	4034.76	379.0
2020-11-24 02:40:00	ES	Futures	4034.76	4035.32	4034.2	4035.04	408.0
2020-11-24 02:45:00	ES	Futures	4035.04	4035.04	4030.28	4031.68	1189.0
2020-11-24 02:50:00	ES	Futures	4031.68	4033.08	4031.4	4032.52	399.0
2020-11-24 02:55:00	ES	Futures	4032.52	4032.52	4030.28	4031.68	950.0
2020-11-24 03:00:00	ES	Futures	4031.68	4037.56	4031.68	4036.16	3393.0
2020-11-24 03:05:00	ES	Futures	4035.88	4037.56	4034.2	4036.16	2074.0
2020-11-24 03:10:00	ES	Futures	4036.16	4038.4	4035.88	4037.28	1995.0
2020-11-24 03:15:00	ES	Futures	4037.28	4038.96	4034.76	4035.32	1503.0
2020-11-24 03:20:00	ES	Futures	4035.32	4039.8	4035.32	4039.52	1352.0
2020-11-24 03:25:00	ES	Futures	4039.52	4040.08	4035.88	4037.28	1800.0
2020-11-24 03:30:00	ES	Futures	4037.28	4037.28	4034.48	4037.0	1391.0
2020-11-24 03:35:00	ES	Futures	4037.0	4038.12	4034.2	4034.48	1464.0
2020-11-24 03:40:00	ES	Futures	4034.76	4035.32	4033.36	4034.48	976.0
2020-11-24 03:45:00	ES	Futures	4034.48	4034.48	4033.36	4033.92	1026.0
2020-11-24 03:50:00	ES	Futures	4033.92	4033.92	4030.28	4031.4	1815.0
2020-11-24 03:55:00	ES	Futures	4031.68	4034.76	4031.68	4033.36	893.0
2020-11-24 04:00:00	ES	Futures	4033.08	4034.2	4031.12	4033.92	1018.0
2020-11-24 04:05:00	ES	Futures	4033.92	4035.32	4033.36	4033.92	1012.0

> showing 50 of 18,128 rows — these rows as CSV

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