PREVIEW / futures_5min / 2020-07-03

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-03.parquet
  size:    152 KB
  rows:    9,731

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
2020-07-03 00:00:00	ES	Futures	3491.1	3491.66	3486.91	3489.43	901.0
2020-07-03 00:05:00	ES	Futures	3489.15	3489.71	3487.47	3488.31	655.0
2020-07-03 00:10:00	ES	Futures	3488.03	3489.43	3488.03	3488.03	206.0
2020-07-03 00:15:00	ES	Futures	3488.03	3488.87	3486.63	3488.59	422.0
2020-07-03 00:20:00	ES	Futures	3488.31	3489.43	3488.31	3488.87	203.0
2020-07-03 00:25:00	ES	Futures	3488.59	3489.99	3487.47	3489.15	294.0
2020-07-03 00:30:00	ES	Futures	3488.87	3489.43	3488.31	3489.43	281.0
2020-07-03 00:35:00	ES	Futures	3489.15	3489.43	3488.03	3488.87	201.0
2020-07-03 00:40:00	ES	Futures	3489.15	3489.43	3487.47	3487.75	171.0
2020-07-03 00:45:00	ES	Futures	3487.75	3488.59	3487.19	3488.31	199.0
2020-07-03 00:50:00	ES	Futures	3488.31	3489.43	3488.31	3489.15	272.0
2020-07-03 00:55:00	ES	Futures	3489.15	3489.71	3488.31	3488.31	251.0
2020-07-03 01:00:00	ES	Futures	3488.31	3489.43	3487.75	3488.87	323.0
2020-07-03 01:05:00	ES	Futures	3489.15	3489.43	3486.63	3487.47	428.0
2020-07-03 01:10:00	ES	Futures	3487.47	3487.75	3485.8	3487.47	406.0
2020-07-03 01:15:00	ES	Futures	3487.47	3488.03	3487.19	3487.75	223.0
2020-07-03 01:20:00	ES	Futures	3487.75	3487.75	3485.24	3485.8	563.0
2020-07-03 01:25:00	ES	Futures	3486.08	3486.36	3485.24	3486.08	447.0
2020-07-03 01:30:00	ES	Futures	3486.08	3487.47	3486.08	3486.91	279.0
2020-07-03 01:35:00	ES	Futures	3487.19	3487.47	3486.63	3486.91	248.0
2020-07-03 01:40:00	ES	Futures	3486.91	3489.43	3486.63	3489.15	378.0
2020-07-03 01:45:00	ES	Futures	3488.87	3489.43	3488.03	3488.59	397.0
2020-07-03 01:50:00	ES	Futures	3488.59	3492.78	3488.59	3491.38	987.0
2020-07-03 01:55:00	ES	Futures	3491.38	3493.62	3490.82	3493.06	862.0
2020-07-03 02:00:00	ES	Futures	3493.06	3495.85	3493.06	3494.73	1540.0
2020-07-03 02:05:00	ES	Futures	3494.73	3498.92	3494.17	3498.36	1208.0
2020-07-03 02:10:00	ES	Futures	3498.08	3499.48	3496.97	3498.92	833.0
2020-07-03 02:15:00	ES	Futures	3498.92	3500.88	3497.8	3500.04	1290.0
2020-07-03 02:20:00	ES	Futures	3500.32	3500.32	3499.2	3499.48	494.0
2020-07-03 02:25:00	ES	Futures	3499.76	3503.67	3499.48	3502.55	1134.0
2020-07-03 02:30:00	ES	Futures	3502.55	3505.9	3500.88	3501.16	1925.0
2020-07-03 02:35:00	ES	Futures	3501.43	3501.43	3499.76	3501.16	527.0
2020-07-03 02:40:00	ES	Futures	3501.16	3501.16	3498.92	3500.04	651.0
2020-07-03 02:45:00	ES	Futures	3500.04	3500.04	3498.92	3498.92	297.0
2020-07-03 02:50:00	ES	Futures	3498.92	3499.48	3498.08	3499.48	448.0
2020-07-03 02:55:00	ES	Futures	3498.92	3502.83	3498.92	3501.99	1387.0
2020-07-03 03:00:00	ES	Futures	3502.27	3504.23	3500.88	3501.43	2080.0
2020-07-03 03:05:00	ES	Futures	3501.43	3502.27	3499.48	3500.6	1696.0
2020-07-03 03:10:00	ES	Futures	3500.32	3501.16	3499.2	3499.76	710.0
2020-07-03 03:15:00	ES	Futures	3500.04	3501.71	3497.8	3499.76	1469.0
2020-07-03 03:20:00	ES	Futures	3499.48	3500.04	3496.41	3497.8	1154.0
2020-07-03 03:25:00	ES	Futures	3497.8	3499.48	3497.25	3498.64	940.0
2020-07-03 03:30:00	ES	Futures	3498.08	3498.36	3495.01	3497.53	1688.0
2020-07-03 03:35:00	ES	Futures	3497.8	3500.6	3495.85	3497.25	1577.0
2020-07-03 03:40:00	ES	Futures	3497.25	3498.36	3496.13	3496.97	748.0
2020-07-03 03:45:00	ES	Futures	3497.25	3498.08	3495.01	3497.25	1558.0
2020-07-03 03:50:00	ES	Futures	3497.53	3497.8	3494.17	3495.01	852.0
2020-07-03 03:55:00	ES	Futures	3495.01	3496.69	3494.17	3496.69	666.0
2020-07-03 04:00:00	ES	Futures	3496.69	3497.8	3496.13	3497.53	688.0
2020-07-03 04:05:00	ES	Futures	3497.25	3498.64	3496.69	3497.8	611.0

> showing 50 of 9,731 rows — these rows as CSV

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