PREVIEW / futures_5min / 2020-06-24

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-24.parquet
  size:    318 KB
  rows:    17,320

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
2020-06-24 00:00:00	ES	Futures	3484.12	3484.96	3482.73	3484.4	547.0
2020-06-24 00:05:00	ES	Futures	3484.68	3487.47	3484.12	3486.36	716.0
2020-06-24 00:10:00	ES	Futures	3486.63	3486.91	3485.52	3486.63	500.0
2020-06-24 00:15:00	ES	Futures	3486.63	3488.87	3486.63	3487.19	796.0
2020-06-24 00:20:00	ES	Futures	3487.19	3489.71	3487.19	3489.43	639.0
2020-06-24 00:25:00	ES	Futures	3489.43	3492.78	3488.59	3491.66	1552.0
2020-06-24 00:30:00	ES	Futures	3491.66	3492.22	3489.99	3491.1	723.0
2020-06-24 00:35:00	ES	Futures	3491.1	3494.45	3491.1	3492.78	1436.0
2020-06-24 00:40:00	ES	Futures	3493.06	3493.89	3491.66	3491.66	503.0
2020-06-24 00:45:00	ES	Futures	3491.66	3492.78	3491.38	3491.94	394.0
2020-06-24 00:50:00	ES	Futures	3491.94	3492.22	3489.71	3491.66	584.0
2020-06-24 00:55:00	ES	Futures	3491.66	3492.78	3489.15	3489.71	808.0
2020-06-24 01:00:00	ES	Futures	3489.99	3489.99	3487.19	3488.31	1010.0
2020-06-24 01:05:00	ES	Futures	3488.03	3489.71	3487.75	3489.43	833.0
2020-06-24 01:10:00	ES	Futures	3489.43	3489.43	3485.24	3486.63	965.0
2020-06-24 01:15:00	ES	Futures	3486.63	3488.31	3486.08	3487.47	608.0
2020-06-24 01:20:00	ES	Futures	3487.75	3488.31	3485.24	3486.36	416.0
2020-06-24 01:25:00	ES	Futures	3486.08	3488.59	3486.08	3486.08	574.0
2020-06-24 01:30:00	ES	Futures	3486.08	3489.43	3485.52	3489.43	668.0
2020-06-24 01:35:00	ES	Futures	3489.15	3491.38	3488.59	3490.54	654.0
2020-06-24 01:40:00	ES	Futures	3490.82	3491.66	3489.71	3491.1	445.0
2020-06-24 01:45:00	ES	Futures	3491.38	3491.38	3488.87	3489.15	585.0
2020-06-24 01:50:00	ES	Futures	3488.87	3489.43	3486.36	3487.19	874.0
2020-06-24 01:55:00	ES	Futures	3486.63	3487.47	3483.84	3483.84	1162.0
2020-06-24 02:00:00	ES	Futures	3483.84	3483.84	3480.77	3481.61	2156.0
2020-06-24 02:05:00	ES	Futures	3481.33	3484.96	3480.77	3483.56	1422.0
2020-06-24 02:10:00	ES	Futures	3483.56	3484.12	3482.17	3483.0	610.0
2020-06-24 02:15:00	ES	Futures	3483.28	3483.84	3480.77	3481.61	722.0
2020-06-24 02:20:00	ES	Futures	3481.33	3482.45	3477.98	3478.82	1333.0
2020-06-24 02:25:00	ES	Futures	3478.82	3483.0	3478.82	3482.45	1464.0
2020-06-24 02:30:00	ES	Futures	3482.45	3484.12	3481.05	3483.28	983.0
2020-06-24 02:35:00	ES	Futures	3483.28	3483.56	3482.17	3483.0	611.0
2020-06-24 02:40:00	ES	Futures	3483.0	3486.36	3482.17	3486.08	1079.0
2020-06-24 02:45:00	ES	Futures	3486.08	3487.75	3486.08	3487.19	929.0
2020-06-24 02:50:00	ES	Futures	3487.47	3487.75	3485.8	3486.08	515.0
2020-06-24 02:55:00	ES	Futures	3486.08	3486.63	3484.96	3485.52	611.0
2020-06-24 03:00:00	ES	Futures	3485.52	3486.91	3481.89	3482.73	2321.0
2020-06-24 03:05:00	ES	Futures	3482.73	3489.99	3482.73	3489.43	2814.0
2020-06-24 03:10:00	ES	Futures	3489.71	3490.26	3487.47	3489.43	1625.0
2020-06-24 03:15:00	ES	Futures	3489.15	3490.26	3485.52	3485.8	1933.0
2020-06-24 03:20:00	ES	Futures	3485.52	3487.75	3484.12	3486.36	1588.0
2020-06-24 03:25:00	ES	Futures	3486.36	3486.63	3482.17	3482.73	1886.0
2020-06-24 03:30:00	ES	Futures	3483.0	3486.08	3483.0	3485.52	1263.0
2020-06-24 03:35:00	ES	Futures	3485.52	3486.91	3474.63	3474.63	3415.0
2020-06-24 03:40:00	ES	Futures	3474.35	3474.63	3464.85	3465.41	7902.0
2020-06-24 03:45:00	ES	Futures	3465.41	3469.88	3465.13	3469.32	5255.0
2020-06-24 03:50:00	ES	Futures	3469.04	3470.72	3464.85	3469.6	4748.0
2020-06-24 03:55:00	ES	Futures	3469.6	3471.83	3468.76	3469.04	2116.0
2020-06-24 04:00:00	ES	Futures	3469.04	3470.44	3465.97	3469.6	2799.0
2020-06-24 04:05:00	ES	Futures	3469.6	3469.88	3455.92	3457.87	7490.0

> showing 50 of 17,320 rows — these rows as CSV

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