PREVIEW / futures_5min / 2020-07-05

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-05.parquet
  size:    70 KB
  rows:    3,416

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
2020-07-05 18:00:00	ES	Futures	3486.36	3495.01	3486.36	3493.62	4722.0
2020-07-05 18:05:00	ES	Futures	3493.62	3497.25	3493.34	3495.57	1980.0
2020-07-05 18:10:00	ES	Futures	3495.85	3496.41	3492.5	3493.89	1099.0
2020-07-05 18:15:00	ES	Futures	3494.17	3494.73	3493.06	3493.06	712.0
2020-07-05 18:20:00	ES	Futures	3493.34	3494.73	3492.78	3494.45	468.0
2020-07-05 18:25:00	ES	Futures	3494.45	3495.29	3493.89	3493.89	415.0
2020-07-05 18:30:00	ES	Futures	3494.17	3496.69	3494.17	3496.69	899.0
2020-07-05 18:35:00	ES	Futures	3496.69	3500.04	3496.41	3498.92	1710.0
2020-07-05 18:40:00	ES	Futures	3498.92	3499.48	3497.8	3498.92	476.0
2020-07-05 18:45:00	ES	Futures	3498.92	3500.6	3498.64	3498.92	554.0
2020-07-05 18:50:00	ES	Futures	3499.2	3500.04	3497.8	3498.08	774.0
2020-07-05 18:55:00	ES	Futures	3498.08	3499.76	3497.8	3499.48	591.0
2020-07-05 19:00:00	ES	Futures	3499.48	3501.16	3499.2	3499.48	809.0
2020-07-05 19:05:00	ES	Futures	3499.76	3500.32	3499.48	3499.76	431.0
2020-07-05 19:10:00	ES	Futures	3499.76	3499.76	3497.8	3498.64	537.0
2020-07-05 19:15:00	ES	Futures	3498.36	3498.64	3496.69	3497.53	804.0
2020-07-05 19:20:00	ES	Futures	3497.25	3497.53	3495.85	3496.13	813.0
2020-07-05 19:25:00	ES	Futures	3496.41	3499.48	3495.85	3499.2	823.0
2020-07-05 19:30:00	ES	Futures	3499.48	3500.04	3498.36	3498.64	492.0
2020-07-05 19:35:00	ES	Futures	3498.64	3500.04	3497.53	3500.04	475.0
2020-07-05 19:40:00	ES	Futures	3499.76	3500.88	3499.2	3500.6	572.0
2020-07-05 19:45:00	ES	Futures	3500.88	3501.16	3499.76	3500.88	769.0
2020-07-05 19:50:00	ES	Futures	3500.88	3503.67	3500.6	3502.55	1579.0
2020-07-05 19:55:00	ES	Futures	3502.55	3503.11	3500.6	3501.71	1134.0
2020-07-05 20:00:00	ES	Futures	3501.99	3505.06	3500.88	3503.39	1772.0
2020-07-05 20:05:00	ES	Futures	3503.67	3505.06	3503.11	3504.23	1745.0
2020-07-05 20:10:00	ES	Futures	3504.23	3505.06	3503.39	3503.39	1010.0
2020-07-05 20:15:00	ES	Futures	3503.39	3505.9	3502.55	3504.79	1454.0
2020-07-05 20:20:00	ES	Futures	3504.51	3505.34	3504.23	3504.51	516.0
2020-07-05 20:25:00	ES	Futures	3504.23	3505.06	3503.95	3504.23	478.0
2020-07-05 20:30:00	ES	Futures	3504.51	3505.06	3501.99	3503.39	1045.0
2020-07-05 20:35:00	ES	Futures	3503.39	3505.62	3503.11	3505.06	719.0
2020-07-05 20:40:00	ES	Futures	3505.06	3505.62	3504.51	3505.06	467.0
2020-07-05 20:45:00	ES	Futures	3505.06	3505.62	3503.39	3503.39	620.0
2020-07-05 20:50:00	ES	Futures	3503.39	3504.79	3502.83	3504.23	574.0
2020-07-05 20:55:00	ES	Futures	3504.23	3508.69	3503.39	3507.86	1973.0
2020-07-05 21:00:00	ES	Futures	3507.86	3517.07	3507.86	3516.23	6475.0
2020-07-05 21:05:00	ES	Futures	3516.23	3516.51	3513.44	3513.72	1770.0
2020-07-05 21:10:00	ES	Futures	3513.72	3515.12	3512.6	3514.84	1049.0
2020-07-05 21:15:00	ES	Futures	3514.56	3515.12	3513.44	3514.28	929.0
2020-07-05 21:20:00	ES	Futures	3514.28	3515.4	3513.72	3513.72	596.0
2020-07-05 21:25:00	ES	Futures	3513.72	3517.35	3513.72	3517.35	1522.0
2020-07-05 21:30:00	ES	Futures	3517.07	3520.42	3517.07	3518.75	3675.0
2020-07-05 21:35:00	ES	Futures	3519.03	3520.98	3517.35	3520.42	1851.0
2020-07-05 21:40:00	ES	Futures	3520.42	3522.1	3519.03	3521.54	2731.0
2020-07-05 21:45:00	ES	Futures	3521.54	3524.61	3521.26	3523.77	2575.0
2020-07-05 21:50:00	ES	Futures	3523.77	3524.61	3522.1	3522.1	1336.0
2020-07-05 21:55:00	ES	Futures	3522.38	3522.94	3520.98	3521.26	2176.0
2020-07-05 22:00:00	ES	Futures	3521.26	3528.52	3520.98	3526.57	3479.0
2020-07-05 22:05:00	ES	Futures	3526.57	3527.12	3525.45	3526.01	1799.0

> showing 50 of 3,416 rows — these rows as CSV

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