PREVIEW / futures_5min / 2020-11-29

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-29.parquet
  size:    70 KB
  rows:    3,469

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
2020-11-29 18:00:00	ES	Futures	4082.38	4091.62	4079.58	4086.58	5970.0
2020-11-29 18:05:00	ES	Futures	4086.3	4087.14	4085.18	4085.74	676.0
2020-11-29 18:10:00	ES	Futures	4085.46	4086.3	4084.9	4086.02	578.0
2020-11-29 18:15:00	ES	Futures	4086.3	4087.7	4085.18	4086.58	925.0
2020-11-29 18:20:00	ES	Futures	4086.58	4087.42	4086.02	4086.86	593.0
2020-11-29 18:25:00	ES	Futures	4086.86	4088.26	4086.86	4087.42	473.0
2020-11-29 18:30:00	ES	Futures	4087.7	4088.26	4084.34	4084.62	1258.0
2020-11-29 18:35:00	ES	Futures	4084.62	4085.46	4083.5	4084.06	562.0
2020-11-29 18:40:00	ES	Futures	4084.06	4084.9	4083.78	4084.34	331.0
2020-11-29 18:45:00	ES	Futures	4084.06	4084.34	4082.1	4082.38	714.0
2020-11-29 18:50:00	ES	Futures	4082.66	4083.22	4080.14	4082.1	1027.0
2020-11-29 18:55:00	ES	Futures	4082.1	4082.1	4077.9	4080.14	986.0
2020-11-29 19:00:00	ES	Futures	4080.42	4080.7	4075.37	4078.18	2303.0
2020-11-29 19:05:00	ES	Futures	4078.74	4079.58	4076.22	4079.58	1027.0
2020-11-29 19:10:00	ES	Futures	4079.58	4080.14	4078.18	4079.86	539.0
2020-11-29 19:15:00	ES	Futures	4079.58	4079.86	4069.49	4070.61	3554.0
2020-11-29 19:20:00	ES	Futures	4070.61	4070.89	4066.97	4068.09	2639.0
2020-11-29 19:25:00	ES	Futures	4068.09	4072.85	4068.09	4071.45	1433.0
2020-11-29 19:30:00	ES	Futures	4071.45	4072.29	4068.65	4071.17	1266.0
2020-11-29 19:35:00	ES	Futures	4071.17	4072.85	4069.77	4071.45	1012.0
2020-11-29 19:40:00	ES	Futures	4071.45	4072.85	4070.89	4072.01	699.0
2020-11-29 19:45:00	ES	Futures	4072.01	4073.41	4069.21	4069.49	813.0
2020-11-29 19:50:00	ES	Futures	4069.77	4072.57	4069.21	4072.01	872.0
2020-11-29 19:55:00	ES	Futures	4072.01	4072.01	4069.49	4069.49	823.0
2020-11-29 20:00:00	ES	Futures	4069.49	4070.33	4059.41	4065.85	5441.0
2020-11-29 20:05:00	ES	Futures	4065.57	4067.25	4062.77	4064.17	1590.0
2020-11-29 20:10:00	ES	Futures	4064.45	4065.57	4062.49	4063.89	1240.0
2020-11-29 20:15:00	ES	Futures	4063.61	4065.29	4062.21	4064.73	885.0
2020-11-29 20:20:00	ES	Futures	4064.73	4066.13	4064.73	4065.57	678.0
2020-11-29 20:25:00	ES	Futures	4065.57	4066.97	4064.45	4065.85	870.0
2020-11-29 20:30:00	ES	Futures	4065.57	4066.69	4064.73	4065.01	720.0
2020-11-29 20:35:00	ES	Futures	4064.73	4066.69	4063.61	4066.13	830.0
2020-11-29 20:40:00	ES	Futures	4066.41	4066.69	4065.29	4065.85	546.0
2020-11-29 20:45:00	ES	Futures	4065.57	4065.85	4063.61	4063.61	740.0
2020-11-29 20:50:00	ES	Futures	4063.89	4065.01	4063.05	4064.45	661.0
2020-11-29 20:55:00	ES	Futures	4064.45	4066.13	4064.45	4065.85	533.0
2020-11-29 21:00:00	ES	Futures	4065.85	4065.85	4063.61	4064.73	447.0
2020-11-29 21:05:00	ES	Futures	4064.73	4065.57	4063.89	4064.45	385.0
2020-11-29 21:10:00	ES	Futures	4064.45	4065.57	4063.89	4065.29	413.0
2020-11-29 21:15:00	ES	Futures	4065.29	4065.85	4063.33	4064.45	524.0
2020-11-29 21:20:00	ES	Futures	4064.45	4064.73	4063.89	4064.17	222.0
2020-11-29 21:25:00	ES	Futures	4063.89	4064.73	4060.81	4061.37	1236.0
2020-11-29 21:30:00	ES	Futures	4061.09	4064.17	4060.53	4064.17	1095.0
2020-11-29 21:35:00	ES	Futures	4064.17	4065.85	4063.33	4065.29	693.0
2020-11-29 21:40:00	ES	Futures	4065.57	4066.13	4064.73	4065.01	709.0
2020-11-29 21:45:00	ES	Futures	4065.01	4065.01	4063.89	4064.73	383.0
2020-11-29 21:50:00	ES	Futures	4065.01	4065.85	4064.45	4064.73	351.0
2020-11-29 21:55:00	ES	Futures	4064.73	4067.53	4064.45	4066.69	744.0
2020-11-29 22:00:00	ES	Futures	4066.69	4070.89	4066.41	4070.05	1328.0
2020-11-29 22:05:00	ES	Futures	4070.33	4071.45	4069.77	4069.77	685.0

> showing 50 of 3,469 rows — these rows as CSV

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