PREVIEW / futures_5min / 2020-07-10

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-10.parquet
  size:    264 KB
  rows:    14,319

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
2020-07-10 00:00:00	ES	Futures	3501.99	3503.11	3501.43	3502.55	407.0
2020-07-10 00:05:00	ES	Futures	3502.55	3502.83	3498.92	3501.16	1387.0
2020-07-10 00:10:00	ES	Futures	3501.16	3502.27	3501.16	3502.27	450.0
2020-07-10 00:15:00	ES	Futures	3502.27	3502.27	3498.92	3499.48	815.0
2020-07-10 00:20:00	ES	Futures	3499.48	3500.6	3498.08	3498.64	574.0
2020-07-10 00:25:00	ES	Futures	3498.64	3498.92	3496.69	3497.8	1252.0
2020-07-10 00:30:00	ES	Futures	3497.8	3500.88	3497.25	3500.04	985.0
2020-07-10 00:35:00	ES	Futures	3499.76	3500.32	3498.36	3500.04	475.0
2020-07-10 00:40:00	ES	Futures	3500.32	3500.88	3498.36	3498.64	666.0
2020-07-10 00:45:00	ES	Futures	3498.64	3500.32	3497.8	3498.08	597.0
2020-07-10 00:50:00	ES	Futures	3497.8	3497.8	3496.13	3496.97	2198.0
2020-07-10 00:55:00	ES	Futures	3496.69	3497.25	3493.62	3494.17	1652.0
2020-07-10 01:00:00	ES	Futures	3494.45	3495.01	3491.66	3492.22	1748.0
2020-07-10 01:05:00	ES	Futures	3492.22	3493.62	3489.71	3490.26	1808.0
2020-07-10 01:10:00	ES	Futures	3490.26	3490.54	3488.31	3488.87	1790.0
2020-07-10 01:15:00	ES	Futures	3488.87	3489.15	3485.8	3485.8	1522.0
2020-07-10 01:20:00	ES	Futures	3485.8	3490.26	3485.52	3488.31	2511.0
2020-07-10 01:25:00	ES	Futures	3488.59	3489.71	3487.75	3488.59	865.0
2020-07-10 01:30:00	ES	Futures	3488.59	3488.59	3482.73	3485.24	2562.0
2020-07-10 01:35:00	ES	Futures	3484.96	3484.96	3477.7	3479.65	3732.0
2020-07-10 01:40:00	ES	Futures	3479.37	3480.77	3478.54	3480.49	2676.0
2020-07-10 01:45:00	ES	Futures	3480.49	3483.56	3480.49	3482.17	2098.0
2020-07-10 01:50:00	ES	Futures	3482.45	3483.28	3480.49	3483.28	1268.0
2020-07-10 01:55:00	ES	Futures	3483.0	3483.28	3480.49	3481.33	1616.0
2020-07-10 02:00:00	ES	Futures	3481.61	3486.91	3481.05	3484.68	3634.0
2020-07-10 02:05:00	ES	Futures	3484.96	3486.91	3483.28	3486.08	2088.0
2020-07-10 02:10:00	ES	Futures	3486.08	3487.19	3482.17	3482.45	1609.0
2020-07-10 02:15:00	ES	Futures	3482.45	3483.0	3476.58	3476.86	2723.0
2020-07-10 02:20:00	ES	Futures	3476.86	3479.37	3476.58	3478.54	1919.0
2020-07-10 02:25:00	ES	Futures	3478.54	3481.89	3478.54	3481.61	1366.0
2020-07-10 02:30:00	ES	Futures	3481.33	3482.45	3478.54	3479.65	1586.0
2020-07-10 02:35:00	ES	Futures	3479.93	3482.73	3479.37	3481.61	1232.0
2020-07-10 02:40:00	ES	Futures	3481.89	3483.0	3479.37	3480.49	1443.0
2020-07-10 02:45:00	ES	Futures	3480.77	3481.61	3475.46	3475.74	2459.0
2020-07-10 02:50:00	ES	Futures	3476.02	3478.26	3475.46	3477.7	2188.0
2020-07-10 02:55:00	ES	Futures	3477.42	3480.21	3476.86	3479.09	1995.0
2020-07-10 03:00:00	ES	Futures	3478.82	3483.0	3477.98	3480.77	4772.0
2020-07-10 03:05:00	ES	Futures	3480.77	3483.56	3478.26	3481.89	2686.0
2020-07-10 03:10:00	ES	Futures	3481.89	3484.12	3479.37	3481.89	2992.0
2020-07-10 03:15:00	ES	Futures	3481.89	3484.4	3479.65	3483.0	2603.0
2020-07-10 03:20:00	ES	Futures	3483.0	3485.52	3481.89	3484.68	2207.0
2020-07-10 03:25:00	ES	Futures	3484.68	3488.03	3483.84	3487.19	2489.0
2020-07-10 03:30:00	ES	Futures	3487.19	3489.99	3487.19	3488.31	3744.0
2020-07-10 03:35:00	ES	Futures	3488.31	3489.43	3485.8	3486.08	2948.0
2020-07-10 03:40:00	ES	Futures	3486.08	3488.03	3485.24	3485.8	1714.0
2020-07-10 03:45:00	ES	Futures	3486.08	3487.19	3484.96	3485.8	1698.0
2020-07-10 03:50:00	ES	Futures	3485.8	3490.26	3485.8	3488.31	1866.0
2020-07-10 03:55:00	ES	Futures	3488.59	3491.38	3487.19	3491.1	1529.0
2020-07-10 04:00:00	ES	Futures	3490.82	3499.48	3490.54	3496.69	5660.0
2020-07-10 04:05:00	ES	Futures	3496.97	3499.2	3494.73	3497.53	3518.0

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