PREVIEW / futures_5min / 2020-07-02

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-02.parquet
  size:    280 KB
  rows:    17,099

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
2020-07-02 00:00:00	ES	Futures	3469.6	3469.88	3468.76	3469.04	346.0
2020-07-02 00:05:00	ES	Futures	3468.76	3471.0	3468.2	3470.44	616.0
2020-07-02 00:10:00	ES	Futures	3470.44	3472.11	3470.44	3471.83	535.0
2020-07-02 00:15:00	ES	Futures	3471.56	3471.83	3470.44	3471.28	356.0
2020-07-02 00:20:00	ES	Futures	3471.28	3471.56	3469.6	3469.88	378.0
2020-07-02 00:25:00	ES	Futures	3469.6	3471.0	3469.6	3470.44	268.0
2020-07-02 00:30:00	ES	Futures	3470.44	3471.83	3470.16	3471.56	423.0
2020-07-02 00:35:00	ES	Futures	3471.56	3473.23	3471.28	3472.67	548.0
2020-07-02 00:40:00	ES	Futures	3472.67	3473.23	3472.11	3472.39	366.0
2020-07-02 00:45:00	ES	Futures	3472.39	3473.79	3471.28	3472.11	667.0
2020-07-02 00:50:00	ES	Futures	3472.11	3472.39	3470.16	3471.0	603.0
2020-07-02 00:55:00	ES	Futures	3470.72	3471.28	3468.48	3469.04	682.0
2020-07-02 01:00:00	ES	Futures	3469.32	3470.72	3469.32	3470.72	438.0
2020-07-02 01:05:00	ES	Futures	3470.44	3471.28	3468.76	3469.6	641.0
2020-07-02 01:10:00	ES	Futures	3469.32	3470.72	3468.48	3468.48	504.0
2020-07-02 01:15:00	ES	Futures	3468.48	3469.88	3467.65	3469.32	820.0
2020-07-02 01:20:00	ES	Futures	3469.32	3469.88	3468.2	3469.88	761.0
2020-07-02 01:25:00	ES	Futures	3470.16	3471.83	3469.88	3470.72	866.0
2020-07-02 01:30:00	ES	Futures	3471.0	3471.28	3469.04	3470.16	491.0
2020-07-02 01:35:00	ES	Futures	3470.44	3470.44	3465.13	3466.53	1129.0
2020-07-02 01:40:00	ES	Futures	3466.53	3469.88	3465.97	3469.6	823.0
2020-07-02 01:45:00	ES	Futures	3469.6	3471.56	3469.32	3470.16	860.0
2020-07-02 01:50:00	ES	Futures	3470.16	3471.28	3469.88	3470.72	567.0
2020-07-02 01:55:00	ES	Futures	3470.72	3470.72	3467.37	3469.04	816.0
2020-07-02 02:00:00	ES	Futures	3469.04	3470.44	3467.37	3468.76	1390.0
2020-07-02 02:05:00	ES	Futures	3468.48	3479.37	3468.48	3477.98	4231.0
2020-07-02 02:10:00	ES	Futures	3477.98	3478.26	3476.02	3476.86	1438.0
2020-07-02 02:15:00	ES	Futures	3476.86	3477.7	3474.63	3475.46	1299.0
2020-07-02 02:20:00	ES	Futures	3475.46	3477.14	3474.91	3476.86	996.0
2020-07-02 02:25:00	ES	Futures	3477.14	3477.42	3476.02	3477.42	837.0
2020-07-02 02:30:00	ES	Futures	3477.14	3477.98	3476.58	3476.58	1563.0
2020-07-02 02:35:00	ES	Futures	3476.58	3478.54	3476.58	3477.98	1374.0
2020-07-02 02:40:00	ES	Futures	3477.7	3479.37	3477.7	3479.09	1457.0
2020-07-02 02:45:00	ES	Futures	3479.37	3479.37	3477.7	3478.82	1358.0
2020-07-02 02:50:00	ES	Futures	3478.82	3480.77	3478.82	3480.77	2349.0
2020-07-02 02:55:00	ES	Futures	3480.77	3481.05	3479.09	3479.37	1393.0
2020-07-02 03:00:00	ES	Futures	3479.09	3480.49	3476.58	3477.42	2993.0
2020-07-02 03:05:00	ES	Futures	3477.42	3479.93	3476.3	3479.37	2564.0
2020-07-02 03:10:00	ES	Futures	3479.37	3481.61	3478.54	3479.65	3879.0
2020-07-02 03:15:00	ES	Futures	3479.65	3481.05	3476.58	3477.7	2816.0
2020-07-02 03:20:00	ES	Futures	3477.98	3479.65	3477.14	3477.42	1916.0
2020-07-02 03:25:00	ES	Futures	3477.7	3478.54	3476.58	3477.42	2130.0
2020-07-02 03:30:00	ES	Futures	3477.42	3479.09	3475.74	3477.42	2177.0
2020-07-02 03:35:00	ES	Futures	3477.14	3480.49	3477.14	3478.82	3124.0
2020-07-02 03:40:00	ES	Futures	3478.82	3480.77	3477.42	3479.65	2333.0
2020-07-02 03:45:00	ES	Futures	3479.65	3484.68	3479.65	3484.12	4448.0
2020-07-02 03:50:00	ES	Futures	3484.12	3487.75	3484.12	3487.19	4004.0
2020-07-02 03:55:00	ES	Futures	3486.91	3491.66	3486.36	3487.47	5657.0
2020-07-02 04:00:00	ES	Futures	3487.47	3490.82	3485.24	3486.08	2739.0
2020-07-02 04:05:00	ES	Futures	3485.8	3488.87	3485.8	3488.87	2342.0

> showing 50 of 17,099 rows — these rows as CSV

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