PREVIEW / futures_5min / 2020-07-08

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-08.parquet
  size:    280 KB
  rows:    17,342

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
2020-07-08 00:00:00	ES	Futures	3509.81	3510.65	3508.69	3508.69	423.0
2020-07-08 00:05:00	ES	Futures	3508.69	3509.25	3506.46	3506.74	753.0
2020-07-08 00:10:00	ES	Futures	3506.46	3507.02	3504.79	3505.9	1095.0
2020-07-08 00:15:00	ES	Futures	3505.9	3506.18	3505.06	3505.9	437.0
2020-07-08 00:20:00	ES	Futures	3505.9	3506.74	3505.06	3505.34	413.0
2020-07-08 00:25:00	ES	Futures	3505.34	3505.9	3503.95	3504.79	588.0
2020-07-08 00:30:00	ES	Futures	3504.79	3505.06	3501.71	3502.55	1457.0
2020-07-08 00:35:00	ES	Futures	3502.55	3502.55	3497.53	3498.92	2631.0
2020-07-08 00:40:00	ES	Futures	3498.92	3500.32	3497.8	3500.32	1130.0
2020-07-08 00:45:00	ES	Futures	3500.04	3501.43	3499.76	3500.88	770.0
2020-07-08 00:50:00	ES	Futures	3500.6	3500.88	3499.2	3500.04	492.0
2020-07-08 00:55:00	ES	Futures	3500.04	3501.71	3500.04	3500.32	517.0
2020-07-08 01:00:00	ES	Futures	3500.32	3503.67	3500.32	3503.39	1137.0
2020-07-08 01:05:00	ES	Futures	3503.39	3506.18	3503.39	3505.34	1603.0
2020-07-08 01:10:00	ES	Futures	3505.62	3505.9	3503.67	3505.34	924.0
2020-07-08 01:15:00	ES	Futures	3505.34	3506.18	3504.79	3505.34	757.0
2020-07-08 01:20:00	ES	Futures	3505.62	3505.9	3503.67	3503.95	505.0
2020-07-08 01:25:00	ES	Futures	3504.23	3504.23	3500.6	3500.88	1304.0
2020-07-08 01:30:00	ES	Futures	3500.6	3501.43	3499.2	3500.6	1462.0
2020-07-08 01:35:00	ES	Futures	3500.88	3503.67	3500.32	3503.39	827.0
2020-07-08 01:40:00	ES	Futures	3503.11	3503.11	3501.71	3502.83	471.0
2020-07-08 01:45:00	ES	Futures	3502.55	3502.55	3499.48	3501.16	847.0
2020-07-08 01:50:00	ES	Futures	3501.16	3502.83	3500.04	3500.88	820.0
2020-07-08 01:55:00	ES	Futures	3500.88	3500.88	3497.8	3499.48	1376.0
2020-07-08 02:00:00	ES	Futures	3499.48	3500.04	3493.06	3493.34	3536.0
2020-07-08 02:05:00	ES	Futures	3493.34	3495.01	3493.06	3493.34	1876.0
2020-07-08 02:10:00	ES	Futures	3493.34	3494.17	3491.1	3491.94	2109.0
2020-07-08 02:15:00	ES	Futures	3491.66	3493.89	3491.38	3493.34	1458.0
2020-07-08 02:20:00	ES	Futures	3493.34	3496.97	3493.06	3496.41	1313.0
2020-07-08 02:25:00	ES	Futures	3496.13	3497.25	3494.17	3494.73	1495.0
2020-07-08 02:30:00	ES	Futures	3494.45	3496.97	3494.45	3496.13	1251.0
2020-07-08 02:35:00	ES	Futures	3495.85	3504.23	3495.85	3503.95	2815.0
2020-07-08 02:40:00	ES	Futures	3503.95	3506.18	3501.71	3502.55	2674.0
2020-07-08 02:45:00	ES	Futures	3502.55	3503.11	3500.04	3500.6	941.0
2020-07-08 02:50:00	ES	Futures	3500.6	3502.83	3499.48	3502.27	1240.0
2020-07-08 02:55:00	ES	Futures	3501.99	3502.55	3499.76	3502.55	1071.0
2020-07-08 03:00:00	ES	Futures	3502.55	3506.46	3500.32	3503.39	3482.0
2020-07-08 03:05:00	ES	Futures	3503.67	3509.53	3502.27	3505.62	3815.0
2020-07-08 03:10:00	ES	Futures	3505.34	3512.88	3503.95	3511.49	5438.0
2020-07-08 03:15:00	ES	Futures	3511.21	3516.23	3507.58	3514.28	4082.0
2020-07-08 03:20:00	ES	Futures	3514.0	3515.12	3509.53	3510.65	3544.0
2020-07-08 03:25:00	ES	Futures	3510.65	3515.68	3508.97	3514.28	2590.0
2020-07-08 03:30:00	ES	Futures	3514.28	3514.84	3512.32	3514.28	2351.0
2020-07-08 03:35:00	ES	Futures	3514.28	3517.07	3512.6	3513.16	2538.0
2020-07-08 03:40:00	ES	Futures	3513.16	3513.72	3511.21	3513.16	1779.0
2020-07-08 03:45:00	ES	Futures	3513.44	3517.07	3512.6	3516.51	1880.0
2020-07-08 03:50:00	ES	Futures	3516.23	3516.51	3512.6	3513.16	1728.0
2020-07-08 03:55:00	ES	Futures	3513.16	3514.0	3511.77	3513.44	1117.0
2020-07-08 04:00:00	ES	Futures	3513.44	3513.44	3509.81	3512.6	1493.0
2020-07-08 04:05:00	ES	Futures	3512.32	3512.32	3508.69	3510.37	1488.0

> showing 50 of 17,342 rows — these rows as CSV

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