PREVIEW / futures_5min / 2020-11-27

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-27.parquet
  size:    197 KB
  rows:    11,371

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
2020-11-27 00:00:00	ES	Futures	4060.53	4061.09	4059.97	4060.53	404.0
2020-11-27 00:05:00	ES	Futures	4060.25	4060.81	4059.69	4059.97	321.0
2020-11-27 00:10:00	ES	Futures	4059.69	4059.97	4058.57	4059.13	453.0
2020-11-27 00:15:00	ES	Futures	4059.13	4060.81	4058.85	4060.53	355.0
2020-11-27 00:20:00	ES	Futures	4060.53	4061.09	4059.69	4060.25	343.0
2020-11-27 00:25:00	ES	Futures	4060.25	4061.09	4058.85	4059.13	389.0
2020-11-27 00:30:00	ES	Futures	4058.85	4061.65	4058.85	4061.65	393.0
2020-11-27 00:35:00	ES	Futures	4061.37	4061.65	4060.25	4060.53	289.0
2020-11-27 00:40:00	ES	Futures	4060.53	4062.49	4060.53	4062.49	436.0
2020-11-27 00:45:00	ES	Futures	4062.49	4063.89	4061.09	4063.33	697.0
2020-11-27 00:50:00	ES	Futures	4063.05	4064.45	4062.49	4063.89	880.0
2020-11-27 00:55:00	ES	Futures	4063.89	4066.97	4063.89	4066.69	1236.0
2020-11-27 01:00:00	ES	Futures	4066.97	4066.97	4064.45	4065.85	1169.0
2020-11-27 01:05:00	ES	Futures	4065.57	4066.97	4065.29	4066.41	589.0
2020-11-27 01:10:00	ES	Futures	4066.41	4068.37	4065.29	4068.09	910.0
2020-11-27 01:15:00	ES	Futures	4067.81	4068.65	4066.69	4067.25	346.0
2020-11-27 01:20:00	ES	Futures	4067.25	4068.09	4066.69	4067.81	181.0
2020-11-27 01:25:00	ES	Futures	4067.53	4068.09	4067.25	4067.25	317.0
2020-11-27 01:30:00	ES	Futures	4067.53	4070.89	4066.97	4068.93	1087.0
2020-11-27 01:35:00	ES	Futures	4069.21	4069.77	4068.93	4069.49	266.0
2020-11-27 01:40:00	ES	Futures	4069.49	4069.77	4068.09	4068.65	234.0
2020-11-27 01:45:00	ES	Futures	4068.93	4069.21	4068.65	4068.65	173.0
2020-11-27 01:50:00	ES	Futures	4068.65	4069.21	4068.65	4069.21	158.0
2020-11-27 01:55:00	ES	Futures	4069.21	4069.49	4068.09	4068.09	495.0
2020-11-27 02:00:00	ES	Futures	4068.09	4068.37	4066.69	4066.97	398.0
2020-11-27 02:05:00	ES	Futures	4066.97	4067.25	4066.13	4066.41	231.0
2020-11-27 02:10:00	ES	Futures	4066.13	4068.09	4066.13	4067.81	325.0
2020-11-27 02:15:00	ES	Futures	4068.09	4069.21	4067.53	4067.53	415.0
2020-11-27 02:20:00	ES	Futures	4067.53	4068.09	4065.01	4065.57	472.0
2020-11-27 02:25:00	ES	Futures	4065.57	4066.41	4065.29	4065.29	276.0
2020-11-27 02:30:00	ES	Futures	4065.29	4065.57	4063.89	4064.45	479.0
2020-11-27 02:35:00	ES	Futures	4064.45	4066.13	4064.45	4065.85	317.0
2020-11-27 02:40:00	ES	Futures	4065.85	4065.85	4064.73	4065.01	340.0
2020-11-27 02:45:00	ES	Futures	4065.29	4065.85	4063.89	4065.85	420.0
2020-11-27 02:50:00	ES	Futures	4065.57	4066.13	4065.01	4065.85	376.0
2020-11-27 02:55:00	ES	Futures	4065.57	4065.57	4064.17	4064.17	420.0
2020-11-27 03:00:00	ES	Futures	4063.89	4065.85	4063.89	4064.45	1097.0
2020-11-27 03:05:00	ES	Futures	4064.17	4069.21	4064.17	4068.09	1264.0
2020-11-27 03:10:00	ES	Futures	4068.37	4068.93	4066.97	4067.25	767.0
2020-11-27 03:15:00	ES	Futures	4067.25	4067.81	4064.45	4064.45	1178.0
2020-11-27 03:20:00	ES	Futures	4064.45	4066.69	4063.89	4066.13	961.0
2020-11-27 03:25:00	ES	Futures	4066.13	4068.65	4065.85	4068.37	1116.0
2020-11-27 03:30:00	ES	Futures	4067.81	4068.37	4066.69	4067.53	956.0
2020-11-27 03:35:00	ES	Futures	4067.53	4067.53	4066.13	4066.13	639.0
2020-11-27 03:40:00	ES	Futures	4066.69	4068.37	4066.13	4068.09	474.0
2020-11-27 03:45:00	ES	Futures	4068.09	4070.61	4068.09	4070.33	1003.0
2020-11-27 03:50:00	ES	Futures	4070.61	4074.25	4070.61	4073.69	2386.0
2020-11-27 03:55:00	ES	Futures	4073.69	4073.97	4073.13	4073.69	843.0
2020-11-27 04:00:00	ES	Futures	4073.97	4075.66	4073.41	4074.25	1647.0
2020-11-27 04:05:00	ES	Futures	4074.53	4074.53	4073.13	4073.69	773.0

> showing 50 of 11,371 rows — these rows as CSV

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