PREVIEW / futures_5min / 2020-06-26

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-26.parquet
  size:    254 KB
  rows:    14,123

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
2020-06-26 00:00:00	ES	Futures	3431.62	3435.25	3430.79	3433.58	968.0
2020-06-26 00:05:00	ES	Futures	3433.86	3435.53	3433.02	3435.25	528.0
2020-06-26 00:10:00	ES	Futures	3435.25	3435.53	3433.86	3434.14	601.0
2020-06-26 00:15:00	ES	Futures	3434.14	3437.49	3434.14	3437.49	717.0
2020-06-26 00:20:00	ES	Futures	3437.77	3440.28	3436.93	3440.0	1723.0
2020-06-26 00:25:00	ES	Futures	3439.72	3442.51	3439.72	3440.56	1800.0
2020-06-26 00:30:00	ES	Futures	3440.84	3441.4	3438.33	3438.88	809.0
2020-06-26 00:35:00	ES	Futures	3439.16	3440.0	3438.6	3438.88	749.0
2020-06-26 00:40:00	ES	Futures	3439.16	3440.56	3438.33	3440.56	506.0
2020-06-26 00:45:00	ES	Futures	3440.56	3441.4	3436.09	3436.37	1003.0
2020-06-26 00:50:00	ES	Futures	3436.37	3438.05	3436.09	3436.65	718.0
2020-06-26 00:55:00	ES	Futures	3436.65	3437.21	3433.3	3435.53	896.0
2020-06-26 01:00:00	ES	Futures	3435.81	3439.44	3435.53	3438.33	1379.0
2020-06-26 01:05:00	ES	Futures	3438.6	3438.88	3435.25	3435.81	688.0
2020-06-26 01:10:00	ES	Futures	3436.09	3438.05	3435.53	3436.37	525.0
2020-06-26 01:15:00	ES	Futures	3436.37	3436.37	3433.02	3433.86	801.0
2020-06-26 01:20:00	ES	Futures	3434.14	3435.25	3433.3	3433.86	427.0
2020-06-26 01:25:00	ES	Futures	3434.14	3435.53	3434.14	3434.7	337.0
2020-06-26 01:30:00	ES	Futures	3434.97	3436.09	3433.86	3433.86	462.0
2020-06-26 01:35:00	ES	Futures	3433.58	3433.58	3431.34	3432.74	1273.0
2020-06-26 01:40:00	ES	Futures	3432.74	3437.21	3432.18	3434.97	992.0
2020-06-26 01:45:00	ES	Futures	3434.97	3436.65	3433.86	3436.09	797.0
2020-06-26 01:50:00	ES	Futures	3436.37	3436.65	3431.9	3431.9	778.0
2020-06-26 01:55:00	ES	Futures	3431.9	3432.18	3429.67	3431.07	1493.0
2020-06-26 02:00:00	ES	Futures	3431.07	3431.34	3426.32	3430.23	2697.0
2020-06-26 02:05:00	ES	Futures	3430.23	3430.23	3428.27	3428.55	923.0
2020-06-26 02:10:00	ES	Futures	3428.55	3428.83	3422.97	3423.25	3528.0
2020-06-26 02:15:00	ES	Futures	3423.25	3425.76	3422.41	3424.64	1347.0
2020-06-26 02:20:00	ES	Futures	3424.64	3425.2	3420.45	3422.97	1816.0
2020-06-26 02:25:00	ES	Futures	3422.69	3422.69	3419.34	3421.01	1738.0
2020-06-26 02:30:00	ES	Futures	3420.73	3424.36	3419.62	3424.08	1538.0
2020-06-26 02:35:00	ES	Futures	3424.08	3424.36	3422.97	3423.25	627.0
2020-06-26 02:40:00	ES	Futures	3422.97	3425.76	3422.13	3425.48	1173.0
2020-06-26 02:45:00	ES	Futures	3425.48	3425.76	3423.8	3424.08	953.0
2020-06-26 02:50:00	ES	Futures	3424.08	3426.04	3421.85	3425.48	926.0
2020-06-26 02:55:00	ES	Futures	3425.48	3426.04	3422.41	3422.69	1081.0
2020-06-26 03:00:00	ES	Futures	3422.41	3426.6	3421.01	3424.36	2585.0
2020-06-26 03:05:00	ES	Futures	3424.08	3425.48	3422.97	3423.8	1548.0
2020-06-26 03:10:00	ES	Futures	3423.53	3423.53	3414.31	3415.71	4346.0
2020-06-26 03:15:00	ES	Futures	3415.43	3416.27	3413.47	3413.75	2807.0
2020-06-26 03:20:00	ES	Futures	3413.75	3415.71	3412.36	3413.75	2260.0
2020-06-26 03:25:00	ES	Futures	3413.75	3417.38	3412.64	3417.1	2034.0
2020-06-26 03:30:00	ES	Futures	3417.1	3417.66	3415.99	3417.1	1076.0
2020-06-26 03:35:00	ES	Futures	3417.1	3417.66	3415.71	3416.27	1485.0
2020-06-26 03:40:00	ES	Futures	3416.27	3418.5	3414.31	3418.5	1804.0
2020-06-26 03:45:00	ES	Futures	3418.5	3422.41	3417.94	3421.01	2670.0
2020-06-26 03:50:00	ES	Futures	3421.01	3423.53	3419.62	3420.17	1911.0
2020-06-26 03:55:00	ES	Futures	3420.45	3421.29	3419.06	3419.62	1348.0
2020-06-26 04:00:00	ES	Futures	3419.9	3420.73	3409.56	3411.24	3749.0
2020-06-26 04:05:00	ES	Futures	3411.24	3412.36	3407.33	3407.61	3656.0

> showing 50 of 14,123 rows — these rows as CSV

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