PREVIEW / futures_5min / 2020-11-25

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-25.parquet
  size:    282 KB
  rows:    17,564

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
2020-11-25 00:00:00	ES	Futures	4079.3	4080.42	4078.46	4080.42	858.0
2020-11-25 00:05:00	ES	Futures	4080.42	4080.42	4076.5	4076.5	1174.0
2020-11-25 00:10:00	ES	Futures	4076.5	4078.46	4075.09	4076.5	1148.0
2020-11-25 00:15:00	ES	Futures	4076.22	4076.22	4072.29	4072.85	1585.0
2020-11-25 00:20:00	ES	Futures	4072.85	4074.53	4071.73	4073.41	1467.0
2020-11-25 00:25:00	ES	Futures	4073.41	4075.09	4073.41	4073.41	933.0
2020-11-25 00:30:00	ES	Futures	4073.41	4075.37	4071.45	4075.09	1120.0
2020-11-25 00:35:00	ES	Futures	4075.37	4077.34	4075.09	4075.09	960.0
2020-11-25 00:40:00	ES	Futures	4074.81	4077.06	4074.81	4075.66	543.0
2020-11-25 00:45:00	ES	Futures	4075.66	4075.66	4072.57	4073.69	732.0
2020-11-25 00:50:00	ES	Futures	4073.69	4075.09	4069.21	4070.05	1222.0
2020-11-25 00:55:00	ES	Futures	4070.05	4070.89	4069.21	4069.77	941.0
2020-11-25 01:00:00	ES	Futures	4070.05	4073.13	4069.77	4072.85	1208.0
2020-11-25 01:05:00	ES	Futures	4072.57	4074.81	4072.57	4073.97	988.0
2020-11-25 01:10:00	ES	Futures	4074.25	4074.25	4071.45	4072.29	539.0
2020-11-25 01:15:00	ES	Futures	4072.29	4073.41	4071.45	4071.45	370.0
2020-11-25 01:20:00	ES	Futures	4071.73	4072.01	4069.49	4069.77	533.0
2020-11-25 01:25:00	ES	Futures	4069.77	4073.97	4069.49	4072.85	899.0
2020-11-25 01:30:00	ES	Futures	4072.57	4073.97	4071.17	4072.85	625.0
2020-11-25 01:35:00	ES	Futures	4072.85	4073.13	4072.01	4072.29	273.0
2020-11-25 01:40:00	ES	Futures	4072.29	4073.69	4070.61	4073.13	451.0
2020-11-25 01:45:00	ES	Futures	4073.13	4073.97	4071.17	4071.45	494.0
2020-11-25 01:50:00	ES	Futures	4071.73	4073.13	4071.73	4072.57	256.0
2020-11-25 01:55:00	ES	Futures	4072.85	4073.41	4071.45	4072.29	306.0
2020-11-25 02:00:00	ES	Futures	4072.57	4075.37	4072.29	4075.37	803.0
2020-11-25 02:05:00	ES	Futures	4075.37	4075.94	4073.97	4075.66	507.0
2020-11-25 02:10:00	ES	Futures	4075.66	4075.94	4074.53	4075.37	367.0
2020-11-25 02:15:00	ES	Futures	4075.37	4075.37	4073.41	4074.25	466.0
2020-11-25 02:20:00	ES	Futures	4074.53	4075.37	4073.69	4075.09	433.0
2020-11-25 02:25:00	ES	Futures	4074.81	4077.06	4074.25	4075.94	498.0
2020-11-25 02:30:00	ES	Futures	4075.94	4077.06	4075.37	4075.94	483.0
2020-11-25 02:35:00	ES	Futures	4075.66	4079.3	4075.09	4078.18	794.0
2020-11-25 02:40:00	ES	Futures	4078.18	4078.46	4076.78	4077.06	474.0
2020-11-25 02:45:00	ES	Futures	4077.06	4077.06	4074.53	4074.81	507.0
2020-11-25 02:50:00	ES	Futures	4075.09	4078.18	4074.81	4077.9	409.0
2020-11-25 02:55:00	ES	Futures	4078.18	4079.02	4076.78	4079.02	787.0
2020-11-25 03:00:00	ES	Futures	4079.3	4079.58	4076.22	4078.74	1697.0
2020-11-25 03:05:00	ES	Futures	4079.02	4081.82	4078.74	4079.02	2296.0
2020-11-25 03:10:00	ES	Futures	4079.02	4079.3	4073.13	4074.25	2110.0
2020-11-25 03:15:00	ES	Futures	4074.53	4076.22	4072.57	4073.69	1464.0
2020-11-25 03:20:00	ES	Futures	4073.69	4075.09	4070.61	4072.29	2339.0
2020-11-25 03:25:00	ES	Futures	4072.29	4074.81	4071.73	4073.69	1130.0
2020-11-25 03:30:00	ES	Futures	4073.69	4077.62	4072.85	4077.06	1610.0
2020-11-25 03:35:00	ES	Futures	4077.34	4079.3	4075.66	4075.66	1143.0
2020-11-25 03:40:00	ES	Futures	4075.66	4077.06	4074.25	4074.81	1069.0
2020-11-25 03:45:00	ES	Futures	4074.81	4074.81	4070.61	4070.61	1309.0
2020-11-25 03:50:00	ES	Futures	4070.33	4072.57	4068.37	4068.93	1652.0
2020-11-25 03:55:00	ES	Futures	4068.93	4072.01	4068.65	4069.49	1282.0
2020-11-25 04:00:00	ES	Futures	4069.49	4071.45	4068.93	4070.89	1304.0
2020-11-25 04:05:00	ES	Futures	4070.89	4072.29	4069.77	4071.73	1188.0

> showing 50 of 17,564 rows — these rows as CSV

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