PREVIEW / futures_5min / 2020-07-09

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-09.parquet
  size:    296 KB
  rows:    17,583

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
2020-07-09 00:00:00	ES	Futures	3534.39	3536.06	3534.11	3535.22	575.0
2020-07-09 00:05:00	ES	Futures	3535.22	3537.18	3534.94	3536.9	646.0
2020-07-09 00:10:00	ES	Futures	3536.9	3537.46	3536.06	3536.34	755.0
2020-07-09 00:15:00	ES	Futures	3536.62	3538.02	3536.62	3536.62	671.0
2020-07-09 00:20:00	ES	Futures	3536.34	3536.9	3534.94	3535.22	627.0
2020-07-09 00:25:00	ES	Futures	3535.22	3535.5	3533.83	3534.39	447.0
2020-07-09 00:30:00	ES	Futures	3534.39	3536.34	3534.39	3535.78	631.0
2020-07-09 00:35:00	ES	Futures	3535.78	3536.9	3535.22	3536.9	323.0
2020-07-09 00:40:00	ES	Futures	3536.9	3537.18	3533.83	3534.39	672.0
2020-07-09 00:45:00	ES	Futures	3534.11	3535.22	3533.55	3534.94	458.0
2020-07-09 00:50:00	ES	Futures	3534.94	3535.5	3532.71	3533.55	527.0
2020-07-09 00:55:00	ES	Futures	3533.55	3534.66	3532.43	3533.83	461.0
2020-07-09 01:00:00	ES	Futures	3533.83	3533.83	3531.31	3532.43	918.0
2020-07-09 01:05:00	ES	Futures	3532.43	3532.71	3530.76	3531.87	660.0
2020-07-09 01:10:00	ES	Futures	3531.87	3531.87	3528.8	3530.2	903.0
2020-07-09 01:15:00	ES	Futures	3530.2	3531.31	3529.64	3530.2	646.0
2020-07-09 01:20:00	ES	Futures	3530.48	3530.48	3527.96	3528.8	909.0
2020-07-09 01:25:00	ES	Futures	3528.8	3530.76	3528.8	3529.92	623.0
2020-07-09 01:30:00	ES	Futures	3529.92	3530.48	3527.12	3527.4	981.0
2020-07-09 01:35:00	ES	Futures	3527.4	3529.64	3526.85	3529.36	763.0
2020-07-09 01:40:00	ES	Futures	3529.08	3531.03	3528.8	3529.64	969.0
2020-07-09 01:45:00	ES	Futures	3529.36	3529.64	3527.4	3529.36	1251.0
2020-07-09 01:50:00	ES	Futures	3529.36	3529.64	3524.33	3526.57	1683.0
2020-07-09 01:55:00	ES	Futures	3526.57	3529.08	3526.57	3528.8	1169.0
2020-07-09 02:00:00	ES	Futures	3528.52	3531.03	3527.4	3530.2	1766.0
2020-07-09 02:05:00	ES	Futures	3530.2	3530.76	3526.57	3526.85	1194.0
2020-07-09 02:10:00	ES	Futures	3526.85	3526.85	3522.94	3523.77	2675.0
2020-07-09 02:15:00	ES	Futures	3523.77	3524.33	3520.98	3524.05	2210.0
2020-07-09 02:20:00	ES	Futures	3524.05	3525.45	3523.49	3525.45	1139.0
2020-07-09 02:25:00	ES	Futures	3525.45	3526.01	3524.61	3524.89	1048.0
2020-07-09 02:30:00	ES	Futures	3524.89	3526.01	3524.33	3524.61	642.0
2020-07-09 02:35:00	ES	Futures	3524.89	3526.85	3524.61	3526.01	745.0
2020-07-09 02:40:00	ES	Futures	3526.01	3528.8	3525.45	3528.24	914.0
2020-07-09 02:45:00	ES	Futures	3528.24	3529.08	3527.68	3527.96	894.0
2020-07-09 02:50:00	ES	Futures	3527.68	3527.68	3525.45	3526.85	1060.0
2020-07-09 02:55:00	ES	Futures	3526.57	3529.92	3525.73	3529.36	1492.0
2020-07-09 03:00:00	ES	Futures	3529.08	3531.87	3527.68	3529.08	3428.0
2020-07-09 03:05:00	ES	Futures	3529.08	3531.59	3526.01	3528.24	3749.0
2020-07-09 03:10:00	ES	Futures	3527.96	3529.36	3525.45	3527.12	2343.0
2020-07-09 03:15:00	ES	Futures	3526.85	3528.52	3525.17	3528.24	1832.0
2020-07-09 03:20:00	ES	Futures	3528.24	3528.8	3524.89	3526.01	1694.0
2020-07-09 03:25:00	ES	Futures	3525.73	3527.96	3525.17	3527.68	1411.0
2020-07-09 03:30:00	ES	Futures	3527.4	3528.24	3521.54	3523.77	2939.0
2020-07-09 03:35:00	ES	Futures	3523.77	3525.45	3521.82	3524.89	2532.0
2020-07-09 03:40:00	ES	Futures	3524.89	3525.17	3523.77	3524.61	1110.0
2020-07-09 03:45:00	ES	Futures	3524.33	3526.01	3522.66	3524.61	1611.0
2020-07-09 03:50:00	ES	Futures	3524.61	3526.29	3523.77	3526.01	1545.0
2020-07-09 03:55:00	ES	Futures	3526.01	3529.92	3525.45	3529.36	2350.0
2020-07-09 04:00:00	ES	Futures	3529.36	3530.76	3527.96	3530.48	2172.0
2020-07-09 04:05:00	ES	Futures	3530.76	3534.66	3530.2	3533.83	2662.0

> showing 50 of 17,583 rows — these rows as CSV

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