PREVIEW / futures_5min / 2020-07-12

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-12.parquet
  size:    65 KB
  rows:    3,357

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
2020-07-12 18:00:00	ES	Futures	3555.89	3572.08	3555.89	3565.66	8863.0
2020-07-12 18:05:00	ES	Futures	3565.66	3567.34	3561.19	3564.26	2719.0
2020-07-12 18:10:00	ES	Futures	3564.26	3572.08	3564.26	3568.73	4005.0
2020-07-12 18:15:00	ES	Futures	3568.73	3569.29	3566.78	3568.45	1284.0
2020-07-12 18:20:00	ES	Futures	3568.45	3573.2	3568.17	3570.69	2426.0
2020-07-12 18:25:00	ES	Futures	3570.41	3571.25	3567.89	3569.29	1096.0
2020-07-12 18:30:00	ES	Futures	3569.29	3569.85	3567.62	3569.29	988.0
2020-07-12 18:35:00	ES	Futures	3569.29	3570.13	3568.17	3569.01	432.0
2020-07-12 18:40:00	ES	Futures	3568.73	3568.73	3565.66	3567.62	1232.0
2020-07-12 18:45:00	ES	Futures	3567.62	3569.57	3566.22	3567.89	1163.0
2020-07-12 18:50:00	ES	Futures	3567.89	3568.17	3566.22	3567.34	538.0
2020-07-12 18:55:00	ES	Futures	3567.06	3568.73	3566.5	3568.45	462.0
2020-07-12 19:00:00	ES	Futures	3568.45	3569.29	3565.94	3567.62	1240.0
2020-07-12 19:05:00	ES	Futures	3567.62	3569.01	3565.94	3566.22	969.0
2020-07-12 19:10:00	ES	Futures	3566.22	3566.5	3563.43	3564.82	1442.0
2020-07-12 19:15:00	ES	Futures	3564.82	3565.1	3562.87	3563.43	596.0
2020-07-12 19:20:00	ES	Futures	3563.43	3563.99	3559.24	3561.47	2074.0
2020-07-12 19:25:00	ES	Futures	3561.47	3564.54	3560.35	3563.99	940.0
2020-07-12 19:30:00	ES	Futures	3563.99	3564.26	3559.52	3563.15	1191.0
2020-07-12 19:35:00	ES	Futures	3562.87	3564.82	3562.31	3562.59	991.0
2020-07-12 19:40:00	ES	Futures	3562.59	3562.87	3560.91	3562.59	824.0
2020-07-12 19:45:00	ES	Futures	3562.87	3563.99	3562.03	3563.15	981.0
2020-07-12 19:50:00	ES	Futures	3563.15	3563.71	3561.47	3562.31	712.0
2020-07-12 19:55:00	ES	Futures	3562.31	3562.31	3559.24	3559.24	943.0
2020-07-12 20:00:00	ES	Futures	3559.24	3560.91	3555.89	3557.0	3123.0
2020-07-12 20:05:00	ES	Futures	3557.0	3557.56	3555.61	3557.28	2062.0
2020-07-12 20:10:00	ES	Futures	3557.28	3557.56	3555.05	3557.28	1479.0
2020-07-12 20:15:00	ES	Futures	3557.0	3557.28	3553.93	3554.77	1671.0
2020-07-12 20:20:00	ES	Futures	3554.49	3557.28	3554.21	3557.0	1434.0
2020-07-12 20:25:00	ES	Futures	3557.0	3560.35	3556.72	3559.8	2012.0
2020-07-12 20:30:00	ES	Futures	3560.08	3561.19	3558.68	3560.91	859.0
2020-07-12 20:35:00	ES	Futures	3560.91	3561.19	3558.4	3559.52	916.0
2020-07-12 20:40:00	ES	Futures	3559.52	3561.75	3559.24	3561.47	863.0
2020-07-12 20:45:00	ES	Futures	3561.47	3562.31	3560.35	3561.47	773.0
2020-07-12 20:50:00	ES	Futures	3561.47	3561.75	3560.08	3561.19	728.0
2020-07-12 20:55:00	ES	Futures	3561.19	3563.99	3560.91	3563.71	1034.0
2020-07-12 21:00:00	ES	Futures	3563.71	3566.78	3563.43	3565.66	1877.0
2020-07-12 21:05:00	ES	Futures	3565.66	3565.94	3562.87	3562.87	1186.0
2020-07-12 21:10:00	ES	Futures	3562.87	3566.22	3562.87	3565.38	1202.0
2020-07-12 21:15:00	ES	Futures	3565.66	3565.66	3560.91	3562.87	1941.0
2020-07-12 21:20:00	ES	Futures	3562.87	3562.87	3560.63	3561.47	951.0
2020-07-12 21:25:00	ES	Futures	3561.47	3564.26	3560.91	3563.43	1458.0
2020-07-12 21:30:00	ES	Futures	3563.43	3568.45	3563.15	3568.17	2375.0
2020-07-12 21:35:00	ES	Futures	3567.89	3568.45	3567.34	3568.17	1044.0
2020-07-12 21:40:00	ES	Futures	3567.89	3568.17	3564.82	3565.1	1441.0
2020-07-12 21:45:00	ES	Futures	3565.1	3567.89	3565.1	3567.62	1110.0
2020-07-12 21:50:00	ES	Futures	3567.34	3569.01	3566.78	3568.17	1173.0
2020-07-12 21:55:00	ES	Futures	3568.17	3569.57	3567.34	3567.89	1429.0
2020-07-12 22:00:00	ES	Futures	3567.89	3568.17	3565.38	3567.89	1543.0
2020-07-12 22:05:00	ES	Futures	3567.89	3568.17	3565.38	3567.06	1131.0

> showing 50 of 3,357 rows — these rows as CSV

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