PREVIEW / futures_5min / 2020-07-06

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-06.parquet
  size:    276 KB
  rows:    17,535

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
2020-07-06 00:00:00	ES	Futures	3535.22	3536.62	3534.94	3534.94	1067.0
2020-07-06 00:05:00	ES	Futures	3535.22	3536.06	3534.11	3534.94	863.0
2020-07-06 00:10:00	ES	Futures	3534.94	3536.34	3534.39	3534.94	805.0
2020-07-06 00:15:00	ES	Futures	3534.94	3535.78	3534.94	3535.22	458.0
2020-07-06 00:20:00	ES	Futures	3535.22	3535.78	3534.66	3535.5	542.0
2020-07-06 00:25:00	ES	Futures	3535.22	3536.06	3534.39	3535.5	863.0
2020-07-06 00:30:00	ES	Futures	3535.5	3539.69	3535.5	3538.29	2300.0
2020-07-06 00:35:00	ES	Futures	3538.29	3538.29	3535.78	3536.06	955.0
2020-07-06 00:40:00	ES	Futures	3536.06	3536.06	3532.43	3532.99	1563.0
2020-07-06 00:45:00	ES	Futures	3532.71	3534.66	3532.43	3534.39	668.0
2020-07-06 00:50:00	ES	Futures	3534.66	3535.22	3533.55	3534.39	637.0
2020-07-06 00:55:00	ES	Futures	3534.39	3536.62	3533.83	3536.06	965.0
2020-07-06 01:00:00	ES	Futures	3536.06	3539.97	3535.5	3537.74	1980.0
2020-07-06 01:05:00	ES	Futures	3538.02	3538.02	3535.22	3535.5	727.0
2020-07-06 01:10:00	ES	Futures	3535.78	3537.18	3534.66	3536.62	933.0
2020-07-06 01:15:00	ES	Futures	3536.62	3536.9	3534.11	3536.06	913.0
2020-07-06 01:20:00	ES	Futures	3535.78	3536.34	3533.83	3534.66	561.0
2020-07-06 01:25:00	ES	Futures	3534.66	3535.5	3533.55	3534.66	760.0
2020-07-06 01:30:00	ES	Futures	3534.66	3536.62	3533.83	3535.5	686.0
2020-07-06 01:35:00	ES	Futures	3535.22	3535.22	3532.43	3532.99	1148.0
2020-07-06 01:40:00	ES	Futures	3532.99	3534.39	3532.43	3532.99	679.0
2020-07-06 01:45:00	ES	Futures	3532.71	3533.83	3531.87	3533.83	814.0
2020-07-06 01:50:00	ES	Futures	3533.55	3536.62	3533.55	3535.22	1059.0
2020-07-06 01:55:00	ES	Futures	3535.22	3537.74	3534.66	3537.18	931.0
2020-07-06 02:00:00	ES	Futures	3537.18	3539.69	3536.34	3537.74	2225.0
2020-07-06 02:05:00	ES	Futures	3537.74	3537.74	3529.92	3531.03	3219.0
2020-07-06 02:10:00	ES	Futures	3531.03	3535.5	3530.76	3535.22	1650.0
2020-07-06 02:15:00	ES	Futures	3534.94	3535.5	3532.71	3532.71	1282.0
2020-07-06 02:20:00	ES	Futures	3532.99	3536.62	3532.71	3533.55	1531.0
2020-07-06 02:25:00	ES	Futures	3533.55	3534.11	3530.76	3531.87	1411.0
2020-07-06 02:30:00	ES	Futures	3531.87	3533.83	3531.31	3532.99	1332.0
2020-07-06 02:35:00	ES	Futures	3532.71	3534.94	3532.71	3534.39	728.0
2020-07-06 02:40:00	ES	Futures	3534.39	3536.06	3534.11	3534.94	808.0
2020-07-06 02:45:00	ES	Futures	3534.94	3536.34	3533.55	3535.78	1335.0
2020-07-06 02:50:00	ES	Futures	3535.78	3537.74	3534.94	3537.18	1215.0
2020-07-06 02:55:00	ES	Futures	3537.18	3537.18	3533.55	3533.83	1529.0
2020-07-06 03:00:00	ES	Futures	3533.83	3539.97	3531.87	3532.99	5498.0
2020-07-06 03:05:00	ES	Futures	3532.71	3535.5	3531.31	3532.43	2709.0
2020-07-06 03:10:00	ES	Futures	3532.71	3536.9	3532.15	3535.78	3104.0
2020-07-06 03:15:00	ES	Futures	3535.78	3538.02	3534.94	3536.06	2535.0
2020-07-06 03:20:00	ES	Futures	3535.78	3540.81	3535.78	3536.06	5518.0
2020-07-06 03:25:00	ES	Futures	3536.34	3540.81	3536.06	3538.57	3400.0
2020-07-06 03:30:00	ES	Futures	3538.85	3539.97	3535.5	3536.9	2050.0
2020-07-06 03:35:00	ES	Futures	3536.62	3540.81	3536.34	3540.25	1998.0
2020-07-06 03:40:00	ES	Futures	3540.25	3542.76	3538.85	3540.53	2660.0
2020-07-06 03:45:00	ES	Futures	3540.81	3540.81	3536.62	3538.29	2199.0
2020-07-06 03:50:00	ES	Futures	3538.29	3540.53	3538.02	3539.41	1324.0
2020-07-06 03:55:00	ES	Futures	3539.41	3540.53	3536.62	3538.29	2412.0
2020-07-06 04:00:00	ES	Futures	3538.02	3540.53	3537.18	3539.69	2601.0
2020-07-06 04:05:00	ES	Futures	3539.41	3540.81	3535.22	3538.29	3449.0

> showing 50 of 17,535 rows — these rows as CSV

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