PREVIEW / futures_5min / 2020-07-01

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-01.parquet
  size:    295 KB
  rows:    17,332

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
2020-07-01 00:00:00	ES	Futures	3446.14	3447.54	3445.03	3446.98	750.0
2020-07-01 00:05:00	ES	Futures	3446.42	3446.7	3445.31	3445.59	275.0
2020-07-01 00:10:00	ES	Futures	3445.59	3446.98	3445.59	3446.7	232.0
2020-07-01 00:15:00	ES	Futures	3446.42	3446.98	3446.42	3446.7	175.0
2020-07-01 00:20:00	ES	Futures	3446.7	3447.26	3446.42	3446.7	224.0
2020-07-01 00:25:00	ES	Futures	3446.7	3446.7	3445.31	3445.31	329.0
2020-07-01 00:30:00	ES	Futures	3445.59	3445.86	3445.31	3445.31	321.0
2020-07-01 00:35:00	ES	Futures	3445.31	3446.14	3444.19	3444.47	548.0
2020-07-01 00:40:00	ES	Futures	3444.47	3445.31	3443.35	3445.03	369.0
2020-07-01 00:45:00	ES	Futures	3445.03	3445.03	3443.07	3443.35	409.0
2020-07-01 00:50:00	ES	Futures	3443.35	3443.91	3442.23	3442.23	552.0
2020-07-01 00:55:00	ES	Futures	3442.23	3443.35	3441.96	3442.51	518.0
2020-07-01 01:00:00	ES	Futures	3442.79	3443.07	3440.84	3443.07	900.0
2020-07-01 01:05:00	ES	Futures	3442.79	3443.91	3441.4	3442.23	504.0
2020-07-01 01:10:00	ES	Futures	3441.96	3442.23	3440.28	3440.56	868.0
2020-07-01 01:15:00	ES	Futures	3440.84	3441.4	3434.42	3435.25	3481.0
2020-07-01 01:20:00	ES	Futures	3435.25	3437.21	3435.25	3437.21	1164.0
2020-07-01 01:25:00	ES	Futures	3437.21	3438.6	3436.65	3437.49	1038.0
2020-07-01 01:30:00	ES	Futures	3437.49	3438.6	3436.09	3438.05	734.0
2020-07-01 01:35:00	ES	Futures	3437.77	3438.33	3436.93	3437.21	522.0
2020-07-01 01:40:00	ES	Futures	3437.21	3437.77	3436.09	3436.09	608.0
2020-07-01 01:45:00	ES	Futures	3436.37	3437.21	3433.58	3433.86	1256.0
2020-07-01 01:50:00	ES	Futures	3434.7	3435.53	3432.18	3435.53	1276.0
2020-07-01 01:55:00	ES	Futures	3435.53	3436.93	3434.42	3436.65	1382.0
2020-07-01 02:00:00	ES	Futures	3436.37	3436.65	3432.46	3433.02	1552.0
2020-07-01 02:05:00	ES	Futures	3433.02	3434.14	3432.18	3433.3	1303.0
2020-07-01 02:10:00	ES	Futures	3433.02	3436.93	3433.02	3436.93	1100.0
2020-07-01 02:15:00	ES	Futures	3436.93	3437.49	3435.25	3436.37	954.0
2020-07-01 02:20:00	ES	Futures	3436.09	3437.49	3435.81	3437.49	538.0
2020-07-01 02:25:00	ES	Futures	3437.49	3441.12	3436.93	3440.56	2217.0
2020-07-01 02:30:00	ES	Futures	3440.56	3441.68	3439.44	3440.28	1157.0
2020-07-01 02:35:00	ES	Futures	3440.28	3441.4	3439.72	3440.84	473.0
2020-07-01 02:40:00	ES	Futures	3441.12	3441.96	3439.72	3441.68	790.0
2020-07-01 02:45:00	ES	Futures	3441.96	3445.31	3441.68	3443.63	1739.0
2020-07-01 02:50:00	ES	Futures	3443.63	3445.03	3443.63	3444.75	470.0
2020-07-01 02:55:00	ES	Futures	3445.03	3445.86	3444.47	3445.03	719.0
2020-07-01 03:00:00	ES	Futures	3445.03	3445.59	3443.91	3444.47	980.0
2020-07-01 03:05:00	ES	Futures	3444.75	3444.75	3441.68	3442.51	1549.0
2020-07-01 03:10:00	ES	Futures	3442.51	3443.63	3441.96	3442.51	858.0
2020-07-01 03:15:00	ES	Futures	3442.51	3445.86	3441.96	3443.91	1572.0
2020-07-01 03:20:00	ES	Futures	3444.19	3450.05	3443.91	3448.66	3058.0
2020-07-01 03:25:00	ES	Futures	3448.66	3449.5	3447.82	3449.22	1343.0
2020-07-01 03:30:00	ES	Futures	3449.22	3453.13	3447.54	3452.29	2457.0
2020-07-01 03:35:00	ES	Futures	3452.29	3452.85	3448.94	3448.94	1291.0
2020-07-01 03:40:00	ES	Futures	3449.22	3451.17	3447.54	3447.82	933.0
2020-07-01 03:45:00	ES	Futures	3447.82	3448.66	3447.26	3448.1	576.0
2020-07-01 03:50:00	ES	Futures	3447.82	3449.22	3447.26	3448.66	468.0
2020-07-01 03:55:00	ES	Futures	3448.66	3449.22	3447.82	3449.22	560.0
2020-07-01 04:00:00	ES	Futures	3448.94	3450.33	3447.26	3450.33	1138.0
2020-07-01 04:05:00	ES	Futures	3450.61	3452.85	3449.77	3450.05	1277.0

> showing 50 of 17,332 rows — these rows as CSV

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