PREVIEW / futures_5min / 2020-06-23

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-23.parquet
  size:    290 KB
  rows:    17,517

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
2020-06-23 00:00:00	ES	Futures	3474.07	3476.58	3471.83	3474.63	768.0
2020-06-23 00:05:00	ES	Futures	3474.63	3478.26	3474.63	3477.7	775.0
2020-06-23 00:10:00	ES	Futures	3477.98	3478.54	3477.14	3477.7	579.0
2020-06-23 00:15:00	ES	Futures	3477.7	3480.21	3476.3	3477.14	897.0
2020-06-23 00:20:00	ES	Futures	3477.42	3479.09	3476.3	3478.26	462.0
2020-06-23 00:25:00	ES	Futures	3478.26	3479.65	3477.14	3477.7	451.0
2020-06-23 00:30:00	ES	Futures	3477.98	3480.21	3476.86	3479.65	874.0
2020-06-23 00:35:00	ES	Futures	3479.65	3479.93	3477.42	3478.82	590.0
2020-06-23 00:40:00	ES	Futures	3478.82	3478.82	3476.3	3476.58	446.0
2020-06-23 00:45:00	ES	Futures	3476.58	3478.26	3475.46	3477.42	524.0
2020-06-23 00:50:00	ES	Futures	3477.7	3477.7	3474.63	3475.46	444.0
2020-06-23 00:55:00	ES	Futures	3475.74	3476.86	3474.63	3475.19	425.0
2020-06-23 01:00:00	ES	Futures	3475.19	3478.54	3474.91	3478.26	815.0
2020-06-23 01:05:00	ES	Futures	3478.26	3479.09	3477.42	3478.54	447.0
2020-06-23 01:10:00	ES	Futures	3478.54	3479.09	3475.46	3476.86	684.0
2020-06-23 01:15:00	ES	Futures	3476.58	3476.86	3474.63	3474.91	441.0
2020-06-23 01:20:00	ES	Futures	3474.91	3476.58	3474.63	3474.91	438.0
2020-06-23 01:25:00	ES	Futures	3474.91	3476.86	3473.23	3474.35	527.0
2020-06-23 01:30:00	ES	Futures	3474.07	3477.98	3474.07	3476.58	591.0
2020-06-23 01:35:00	ES	Futures	3476.58	3477.14	3474.63	3475.74	404.0
2020-06-23 01:40:00	ES	Futures	3475.74	3476.02	3466.53	3467.65	1484.0
2020-06-23 01:45:00	ES	Futures	3467.65	3469.04	3465.69	3468.48	1638.0
2020-06-23 01:50:00	ES	Futures	3468.48	3469.04	3465.97	3468.48	971.0
2020-06-23 01:55:00	ES	Futures	3468.48	3468.48	3465.97	3466.53	814.0
2020-06-23 02:00:00	ES	Futures	3466.25	3470.44	3463.46	3466.81	2849.0
2020-06-23 02:05:00	ES	Futures	3466.81	3477.42	3466.81	3474.63	3253.0
2020-06-23 02:10:00	ES	Futures	3474.91	3476.58	3473.79	3474.35	1713.0
2020-06-23 02:15:00	ES	Futures	3474.35	3477.7	3473.79	3476.02	1313.0
2020-06-23 02:20:00	ES	Futures	3476.02	3477.7	3475.19	3477.42	847.0
2020-06-23 02:25:00	ES	Futures	3477.14	3477.14	3474.35	3474.91	778.0
2020-06-23 02:30:00	ES	Futures	3474.63	3478.82	3472.11	3478.26	1511.0
2020-06-23 02:35:00	ES	Futures	3478.26	3478.82	3476.86	3477.14	786.0
2020-06-23 02:40:00	ES	Futures	3477.42	3478.54	3475.19	3478.26	878.0
2020-06-23 02:45:00	ES	Futures	3478.26	3482.17	3478.26	3480.77	2616.0
2020-06-23 02:50:00	ES	Futures	3480.49	3481.33	3479.09	3479.93	850.0
2020-06-23 02:55:00	ES	Futures	3479.65	3482.73	3479.65	3480.77	1163.0
2020-06-23 03:00:00	ES	Futures	3481.05	3481.33	3476.58	3477.42	2818.0
2020-06-23 03:05:00	ES	Futures	3477.14	3480.21	3474.63	3479.93	1965.0
2020-06-23 03:10:00	ES	Futures	3480.21	3482.17	3478.26	3481.89	1360.0
2020-06-23 03:15:00	ES	Futures	3481.89	3495.85	3481.89	3491.66	9123.0
2020-06-23 03:20:00	ES	Futures	3491.66	3493.06	3488.59	3489.71	3154.0
2020-06-23 03:25:00	ES	Futures	3489.71	3493.89	3488.31	3493.06	2018.0
2020-06-23 03:30:00	ES	Futures	3493.34	3495.57	3490.26	3493.34	3928.0
2020-06-23 03:35:00	ES	Futures	3493.34	3493.89	3490.54	3490.82	1580.0
2020-06-23 03:40:00	ES	Futures	3491.1	3495.01	3490.54	3494.17	2117.0
2020-06-23 03:45:00	ES	Futures	3493.89	3493.89	3490.26	3493.06	1567.0
2020-06-23 03:50:00	ES	Futures	3492.78	3495.85	3490.54	3495.01	1993.0
2020-06-23 03:55:00	ES	Futures	3495.01	3500.04	3494.73	3499.76	3451.0
2020-06-23 04:00:00	ES	Futures	3499.76	3500.6	3496.69	3497.8	4142.0
2020-06-23 04:05:00	ES	Futures	3497.8	3501.71	3497.53	3499.48	4477.0

> showing 50 of 17,517 rows — these rows as CSV

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