PREVIEW / futures_5min / 2020-11-26

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-26.parquet
  size:    191 KB
  rows:    12,655

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
2020-11-26 00:00:00	ES	Futures	4067.25	4068.93	4066.97	4068.93	448.0
2020-11-26 00:05:00	ES	Futures	4068.93	4070.61	4068.65	4069.77	507.0
2020-11-26 00:10:00	ES	Futures	4069.77	4070.33	4069.77	4069.77	301.0
2020-11-26 00:15:00	ES	Futures	4070.05	4071.73	4070.05	4071.45	495.0
2020-11-26 00:20:00	ES	Futures	4071.73	4073.13	4070.89	4072.57	465.0
2020-11-26 00:25:00	ES	Futures	4072.57	4072.85	4070.61	4071.73	347.0
2020-11-26 00:30:00	ES	Futures	4072.01	4073.41	4071.45	4071.73	395.0
2020-11-26 00:35:00	ES	Futures	4072.01	4072.85	4072.01	4072.85	326.0
2020-11-26 00:40:00	ES	Futures	4072.57	4072.57	4071.17	4072.01	243.0
2020-11-26 00:45:00	ES	Futures	4071.73	4072.57	4071.17	4072.01	173.0
2020-11-26 00:50:00	ES	Futures	4072.01	4072.85	4071.45	4072.57	255.0
2020-11-26 00:55:00	ES	Futures	4072.85	4074.81	4072.57	4074.81	529.0
2020-11-26 01:00:00	ES	Futures	4074.81	4075.37	4072.01	4072.29	894.0
2020-11-26 01:05:00	ES	Futures	4072.29	4073.97	4072.29	4073.41	380.0
2020-11-26 01:10:00	ES	Futures	4073.13	4075.09	4073.13	4074.53	568.0
2020-11-26 01:15:00	ES	Futures	4074.53	4075.09	4073.69	4073.97	230.0
2020-11-26 01:20:00	ES	Futures	4073.69	4074.25	4073.41	4074.25	214.0
2020-11-26 01:25:00	ES	Futures	4073.97	4074.25	4073.41	4073.41	131.0
2020-11-26 01:30:00	ES	Futures	4073.69	4073.97	4073.41	4073.97	133.0
2020-11-26 01:35:00	ES	Futures	4073.97	4074.25	4073.69	4073.97	127.0
2020-11-26 01:40:00	ES	Futures	4073.97	4074.81	4073.41	4073.69	192.0
2020-11-26 01:45:00	ES	Futures	4073.69	4074.53	4073.69	4074.25	140.0
2020-11-26 01:50:00	ES	Futures	4074.25	4074.81	4073.97	4073.97	162.0
2020-11-26 01:55:00	ES	Futures	4074.25	4075.94	4074.25	4074.53	442.0
2020-11-26 02:00:00	ES	Futures	4074.53	4074.81	4071.73	4072.85	1002.0
2020-11-26 02:05:00	ES	Futures	4072.85	4074.53	4072.01	4073.97	246.0
2020-11-26 02:10:00	ES	Futures	4073.97	4074.25	4072.85	4073.41	268.0
2020-11-26 02:15:00	ES	Futures	4073.13	4075.37	4073.13	4074.81	212.0
2020-11-26 02:20:00	ES	Futures	4075.09	4075.09	4073.97	4074.25	271.0
2020-11-26 02:25:00	ES	Futures	4074.25	4075.37	4074.25	4074.81	328.0
2020-11-26 02:30:00	ES	Futures	4075.09	4075.66	4073.97	4075.37	239.0
2020-11-26 02:35:00	ES	Futures	4075.66	4076.22	4075.09	4075.37	415.0
2020-11-26 02:40:00	ES	Futures	4075.37	4076.78	4075.37	4076.22	318.0
2020-11-26 02:45:00	ES	Futures	4076.22	4076.22	4074.53	4074.81	304.0
2020-11-26 02:50:00	ES	Futures	4075.09	4075.37	4072.85	4073.41	373.0
2020-11-26 02:55:00	ES	Futures	4073.41	4074.25	4073.41	4073.41	290.0
2020-11-26 03:00:00	ES	Futures	4073.41	4074.53	4070.61	4070.89	1412.0
2020-11-26 03:05:00	ES	Futures	4071.17	4071.17	4069.49	4070.61	909.0
2020-11-26 03:10:00	ES	Futures	4070.61	4073.69	4070.05	4072.29	1073.0
2020-11-26 03:15:00	ES	Futures	4072.29	4072.29	4070.05	4070.33	607.0
2020-11-26 03:20:00	ES	Futures	4070.33	4070.61	4068.09	4069.49	831.0
2020-11-26 03:25:00	ES	Futures	4069.49	4071.17	4068.93	4070.89	539.0
2020-11-26 03:30:00	ES	Futures	4071.17	4071.17	4068.93	4069.49	683.0
2020-11-26 03:35:00	ES	Futures	4069.49	4070.61	4068.93	4069.49	463.0
2020-11-26 03:40:00	ES	Futures	4069.21	4069.77	4068.37	4068.37	481.0
2020-11-26 03:45:00	ES	Futures	4068.65	4068.93	4067.25	4067.81	537.0
2020-11-26 03:50:00	ES	Futures	4067.53	4068.09	4066.13	4066.69	816.0
2020-11-26 03:55:00	ES	Futures	4066.69	4066.69	4065.01	4065.29	743.0
2020-11-26 04:00:00	ES	Futures	4065.29	4066.41	4063.61	4066.13	1567.0
2020-11-26 04:05:00	ES	Futures	4066.41	4068.37	4066.41	4068.09	684.0

> showing 50 of 12,655 rows — these rows as CSV

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