PREVIEW / futures_5min / 2020-07-07

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-07.parquet
  size:    285 KB
  rows:    17,485

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
2020-07-07 00:00:00	ES	Futures	3535.78	3536.34	3534.11	3534.11	516.0
2020-07-07 00:05:00	ES	Futures	3534.11	3535.22	3533.55	3533.55	298.0
2020-07-07 00:10:00	ES	Futures	3533.55	3533.55	3531.31	3532.15	649.0
2020-07-07 00:15:00	ES	Futures	3531.87	3533.55	3531.31	3532.43	557.0
2020-07-07 00:20:00	ES	Futures	3532.15	3533.55	3532.15	3532.99	219.0
2020-07-07 00:25:00	ES	Futures	3532.99	3534.11	3532.15	3533.83	322.0
2020-07-07 00:30:00	ES	Futures	3533.55	3535.78	3530.48	3535.5	1729.0
2020-07-07 00:35:00	ES	Futures	3535.22	3535.22	3533.83	3534.94	366.0
2020-07-07 00:40:00	ES	Futures	3534.94	3536.62	3534.94	3536.06	357.0
2020-07-07 00:45:00	ES	Futures	3536.06	3536.9	3535.5	3536.34	311.0
2020-07-07 00:50:00	ES	Futures	3536.06	3536.62	3535.22	3535.78	276.0
2020-07-07 00:55:00	ES	Futures	3535.78	3536.06	3534.94	3535.22	262.0
2020-07-07 01:00:00	ES	Futures	3534.94	3536.9	3534.39	3536.62	749.0
2020-07-07 01:05:00	ES	Futures	3536.62	3537.18	3535.5	3535.5	386.0
2020-07-07 01:10:00	ES	Futures	3535.78	3537.46	3534.94	3537.18	712.0
2020-07-07 01:15:00	ES	Futures	3537.18	3538.02	3533.83	3533.83	804.0
2020-07-07 01:20:00	ES	Futures	3533.83	3534.66	3532.15	3532.43	749.0
2020-07-07 01:25:00	ES	Futures	3532.43	3532.99	3529.92	3530.48	1539.0
2020-07-07 01:30:00	ES	Futures	3530.48	3531.87	3530.48	3531.03	772.0
2020-07-07 01:35:00	ES	Futures	3531.03	3531.87	3530.48	3530.76	494.0
2020-07-07 01:40:00	ES	Futures	3530.76	3531.87	3530.2	3531.59	588.0
2020-07-07 01:45:00	ES	Futures	3531.31	3531.31	3528.8	3529.36	955.0
2020-07-07 01:50:00	ES	Futures	3529.08	3529.92	3527.96	3527.96	677.0
2020-07-07 01:55:00	ES	Futures	3527.96	3530.76	3527.68	3530.48	846.0
2020-07-07 02:00:00	ES	Futures	3530.48	3531.31	3525.17	3526.01	2527.0
2020-07-07 02:05:00	ES	Futures	3526.29	3526.85	3521.26	3523.77	3155.0
2020-07-07 02:10:00	ES	Futures	3523.49	3523.77	3521.82	3523.77	1833.0
2020-07-07 02:15:00	ES	Futures	3523.49	3526.01	3522.94	3525.73	1518.0
2020-07-07 02:20:00	ES	Futures	3526.01	3526.01	3524.05	3525.17	1052.0
2020-07-07 02:25:00	ES	Futures	3525.17	3525.73	3524.33	3524.33	878.0
2020-07-07 02:30:00	ES	Futures	3524.33	3527.96	3524.05	3527.12	1420.0
2020-07-07 02:35:00	ES	Futures	3527.12	3528.8	3526.85	3527.96	954.0
2020-07-07 02:40:00	ES	Futures	3527.96	3529.08	3527.4	3528.8	733.0
2020-07-07 02:45:00	ES	Futures	3528.8	3529.92	3527.12	3527.96	1513.0
2020-07-07 02:50:00	ES	Futures	3528.24	3528.8	3527.96	3528.24	533.0
2020-07-07 02:55:00	ES	Futures	3528.24	3528.52	3526.85	3527.4	877.0
2020-07-07 03:00:00	ES	Futures	3527.12	3529.36	3523.22	3524.61	3484.0
2020-07-07 03:05:00	ES	Futures	3524.89	3524.89	3521.26	3522.66	3154.0
2020-07-07 03:10:00	ES	Futures	3522.66	3522.94	3519.03	3520.98	3540.0
2020-07-07 03:15:00	ES	Futures	3520.98	3523.22	3519.59	3521.82	2094.0
2020-07-07 03:20:00	ES	Futures	3521.54	3522.1	3515.96	3516.79	4263.0
2020-07-07 03:25:00	ES	Futures	3516.79	3516.79	3512.6	3515.96	5294.0
2020-07-07 03:30:00	ES	Futures	3515.96	3517.91	3513.44	3517.35	2520.0
2020-07-07 03:35:00	ES	Futures	3517.35	3519.31	3517.07	3518.75	2826.0
2020-07-07 03:40:00	ES	Futures	3518.75	3519.03	3516.79	3517.91	1617.0
2020-07-07 03:45:00	ES	Futures	3517.63	3519.03	3516.51	3518.47	1274.0
2020-07-07 03:50:00	ES	Futures	3518.47	3519.86	3517.91	3518.19	1530.0
2020-07-07 03:55:00	ES	Futures	3517.91	3521.54	3517.91	3520.7	1705.0
2020-07-07 04:00:00	ES	Futures	3520.42	3522.38	3520.14	3520.98	1756.0
2020-07-07 04:05:00	ES	Futures	3520.98	3520.98	3518.47	3520.7	2087.0

> showing 50 of 17,485 rows — these rows as CSV

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