PREVIEW / futures_5min / 2020-11-30

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-11-30.parquet
  size:    316 KB
  rows:    18,144

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
2020-11-30 00:00:00	ES	Futures	4055.49	4056.61	4052.97	4055.77	1037.0
2020-11-30 00:05:00	ES	Futures	4055.77	4055.77	4048.77	4048.77	1636.0
2020-11-30 00:10:00	ES	Futures	4048.77	4050.45	4046.81	4049.89	2051.0
2020-11-30 00:15:00	ES	Futures	4049.61	4051.01	4047.09	4050.73	1179.0
2020-11-30 00:20:00	ES	Futures	4050.73	4051.85	4049.89	4051.01	835.0
2020-11-30 00:25:00	ES	Futures	4050.73	4051.29	4049.33	4050.17	777.0
2020-11-30 00:30:00	ES	Futures	4050.17	4051.29	4048.77	4051.01	927.0
2020-11-30 00:35:00	ES	Futures	4051.29	4052.69	4050.73	4051.85	830.0
2020-11-30 00:40:00	ES	Futures	4052.13	4052.13	4049.89	4050.17	728.0
2020-11-30 00:45:00	ES	Futures	4050.17	4050.45	4049.05	4049.61	730.0
2020-11-30 00:50:00	ES	Futures	4049.61	4049.61	4045.12	4045.4	1481.0
2020-11-30 00:55:00	ES	Futures	4045.68	4050.73	4045.12	4049.89	3050.0
2020-11-30 01:00:00	ES	Futures	4049.89	4050.45	4046.81	4047.93	1151.0
2020-11-30 01:05:00	ES	Futures	4047.93	4049.33	4046.81	4047.37	1050.0
2020-11-30 01:10:00	ES	Futures	4047.09	4049.61	4046.81	4047.93	528.0
2020-11-30 01:15:00	ES	Futures	4047.93	4047.93	4038.96	4040.08	3099.0
2020-11-30 01:20:00	ES	Futures	4040.36	4042.6	4039.8	4041.76	997.0
2020-11-30 01:25:00	ES	Futures	4041.76	4044.84	4041.76	4043.44	870.0
2020-11-30 01:30:00	ES	Futures	4043.44	4044.56	4042.6	4043.16	934.0
2020-11-30 01:35:00	ES	Futures	4043.44	4043.44	4040.36	4040.92	977.0
2020-11-30 01:40:00	ES	Futures	4041.2	4041.2	4036.44	4037.28	1705.0
2020-11-30 01:45:00	ES	Futures	4037.56	4039.52	4037.0	4039.24	1099.0
2020-11-30 01:50:00	ES	Futures	4039.52	4040.64	4039.24	4039.52	536.0
2020-11-30 01:55:00	ES	Futures	4039.52	4039.8	4036.72	4038.96	965.0
2020-11-30 02:00:00	ES	Futures	4038.96	4044.28	4038.4	4044.28	2287.0
2020-11-30 02:05:00	ES	Futures	4044.28	4047.09	4043.16	4045.97	1332.0
2020-11-30 02:10:00	ES	Futures	4046.25	4047.09	4045.12	4046.25	893.0
2020-11-30 02:15:00	ES	Futures	4046.25	4047.37	4045.68	4046.81	792.0
2020-11-30 02:20:00	ES	Futures	4046.53	4047.93	4044.56	4045.12	1248.0
2020-11-30 02:25:00	ES	Futures	4045.4	4047.37	4044.0	4046.81	633.0
2020-11-30 02:30:00	ES	Futures	4047.09	4048.49	4046.53	4047.65	976.0
2020-11-30 02:35:00	ES	Futures	4047.65	4047.65	4046.25	4047.37	365.0
2020-11-30 02:40:00	ES	Futures	4047.37	4047.93	4045.4	4046.53	637.0
2020-11-30 02:45:00	ES	Futures	4046.81	4046.81	4044.56	4045.68	605.0
2020-11-30 02:50:00	ES	Futures	4045.68	4045.68	4041.76	4042.32	1505.0
2020-11-30 02:55:00	ES	Futures	4042.6	4048.49	4042.6	4048.49	1444.0
2020-11-30 03:00:00	ES	Futures	4048.77	4053.81	4046.25	4047.93	4040.0
2020-11-30 03:05:00	ES	Futures	4047.93	4049.05	4045.12	4045.12	2381.0
2020-11-30 03:10:00	ES	Futures	4045.12	4047.37	4044.28	4044.84	1510.0
2020-11-30 03:15:00	ES	Futures	4045.12	4047.09	4043.72	4045.4	1216.0
2020-11-30 03:20:00	ES	Futures	4045.68	4051.29	4045.68	4050.45	1733.0
2020-11-30 03:25:00	ES	Futures	4050.45	4052.41	4050.17	4051.85	1672.0
2020-11-30 03:30:00	ES	Futures	4051.85	4057.45	4051.29	4056.61	2717.0
2020-11-30 03:35:00	ES	Futures	4056.61	4059.41	4055.77	4056.33	2320.0
2020-11-30 03:40:00	ES	Futures	4056.33	4060.81	4056.33	4059.97	1833.0
2020-11-30 03:45:00	ES	Futures	4059.69	4061.09	4056.05	4056.05	2358.0
2020-11-30 03:50:00	ES	Futures	4056.05	4057.45	4056.05	4056.61	1088.0
2020-11-30 03:55:00	ES	Futures	4056.33	4058.57	4055.77	4057.17	707.0
2020-11-30 04:00:00	ES	Futures	4057.45	4061.09	4057.17	4060.25	1902.0
2020-11-30 04:05:00	ES	Futures	4060.53	4061.09	4059.41	4059.97	1122.0

> showing 50 of 18,144 rows — these rows as CSV

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