PREVIEW / futures_5min / 2020-06-30

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-30.parquet
  size:    296 KB
  rows:    17,558

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
2020-06-30 00:00:00	ES	Futures	3410.12	3412.08	3410.12	3411.24	503.0
2020-06-30 00:05:00	ES	Futures	3411.52	3412.36	3410.96	3412.08	295.0
2020-06-30 00:10:00	ES	Futures	3411.8	3412.36	3411.24	3411.8	324.0
2020-06-30 00:15:00	ES	Futures	3411.52	3411.52	3410.12	3411.52	723.0
2020-06-30 00:20:00	ES	Futures	3411.52	3411.52	3410.12	3410.4	233.0
2020-06-30 00:25:00	ES	Futures	3410.68	3410.96	3409.56	3410.12	370.0
2020-06-30 00:30:00	ES	Futures	3409.84	3410.4	3409.56	3409.56	285.0
2020-06-30 00:35:00	ES	Futures	3409.84	3410.12	3409.56	3409.84	121.0
2020-06-30 00:40:00	ES	Futures	3410.12	3411.8	3410.12	3410.96	486.0
2020-06-30 00:45:00	ES	Futures	3410.68	3411.52	3410.4	3410.96	253.0
2020-06-30 00:50:00	ES	Futures	3411.24	3411.8	3410.96	3411.52	373.0
2020-06-30 00:55:00	ES	Futures	3411.52	3412.08	3410.68	3410.96	457.0
2020-06-30 01:00:00	ES	Futures	3410.96	3412.91	3409.84	3412.36	980.0
2020-06-30 01:05:00	ES	Futures	3412.36	3412.91	3411.24	3412.91	827.0
2020-06-30 01:10:00	ES	Futures	3412.91	3413.75	3412.08	3413.19	831.0
2020-06-30 01:15:00	ES	Futures	3413.19	3413.75	3412.36	3413.19	598.0
2020-06-30 01:20:00	ES	Futures	3413.19	3414.59	3411.24	3412.64	820.0
2020-06-30 01:25:00	ES	Futures	3412.64	3412.64	3410.12	3410.68	682.0
2020-06-30 01:30:00	ES	Futures	3410.4	3410.96	3408.17	3409.56	872.0
2020-06-30 01:35:00	ES	Futures	3409.56	3410.12	3398.39	3398.95	3363.0
2020-06-30 01:40:00	ES	Futures	3398.95	3403.7	3397.84	3402.86	3533.0
2020-06-30 01:45:00	ES	Futures	3402.86	3405.1	3402.02	3403.7	1387.0
2020-06-30 01:50:00	ES	Futures	3403.7	3404.26	3401.19	3402.3	1110.0
2020-06-30 01:55:00	ES	Futures	3402.02	3402.58	3397.84	3397.84	2416.0
2020-06-30 02:00:00	ES	Futures	3397.56	3402.86	3397.28	3400.07	3050.0
2020-06-30 02:05:00	ES	Futures	3400.07	3400.35	3395.32	3395.6	3152.0
2020-06-30 02:10:00	ES	Futures	3395.6	3396.16	3392.81	3395.32	3022.0
2020-06-30 02:15:00	ES	Futures	3395.04	3395.6	3391.13	3395.04	2091.0
2020-06-30 02:20:00	ES	Futures	3395.04	3397.28	3394.2	3396.16	1139.0
2020-06-30 02:25:00	ES	Futures	3395.88	3396.72	3395.32	3396.44	831.0
2020-06-30 02:30:00	ES	Futures	3396.44	3398.67	3395.32	3397.56	1210.0
2020-06-30 02:35:00	ES	Futures	3397.28	3400.35	3396.72	3400.35	1236.0
2020-06-30 02:40:00	ES	Futures	3400.07	3400.35	3397.28	3400.07	1008.0
2020-06-30 02:45:00	ES	Futures	3400.07	3400.35	3396.72	3396.72	816.0
2020-06-30 02:50:00	ES	Futures	3397.0	3399.23	3395.88	3398.67	864.0
2020-06-30 02:55:00	ES	Futures	3398.39	3399.23	3397.0	3397.56	854.0
2020-06-30 03:00:00	ES	Futures	3397.28	3406.77	3396.72	3400.35	5495.0
2020-06-30 03:05:00	ES	Futures	3400.63	3400.63	3392.25	3393.37	3672.0
2020-06-30 03:10:00	ES	Futures	3393.09	3395.04	3390.02	3393.37	3500.0
2020-06-30 03:15:00	ES	Futures	3393.37	3398.67	3393.37	3396.72	2636.0
2020-06-30 03:20:00	ES	Futures	3396.72	3397.84	3393.09	3396.16	2583.0
2020-06-30 03:25:00	ES	Futures	3396.16	3397.28	3393.65	3393.93	1905.0
2020-06-30 03:30:00	ES	Futures	3393.65	3395.6	3390.02	3391.41	3280.0
2020-06-30 03:35:00	ES	Futures	3391.41	3395.32	3390.02	3393.65	2194.0
2020-06-30 03:40:00	ES	Futures	3393.37	3394.76	3392.53	3393.93	1411.0
2020-06-30 03:45:00	ES	Futures	3393.65	3395.04	3391.41	3394.2	1840.0
2020-06-30 03:50:00	ES	Futures	3394.2	3396.16	3392.53	3395.88	1338.0
2020-06-30 03:55:00	ES	Futures	3395.88	3397.56	3393.37	3395.04	1485.0
2020-06-30 04:00:00	ES	Futures	3395.04	3397.56	3393.93	3394.76	1439.0
2020-06-30 04:05:00	ES	Futures	3394.76	3395.32	3390.02	3393.37	1991.0

> showing 50 of 17,558 rows — these rows as CSV

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