PREVIEW / futures_5min / 2020-07-13

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-13.parquet
  size:    306 KB
  rows:    17,748

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
2020-07-13 00:00:00	ES	Futures	3565.66	3567.06	3565.66	3566.78	267.0
2020-07-13 00:05:00	ES	Futures	3566.78	3567.06	3565.38	3565.66	365.0
2020-07-13 00:10:00	ES	Futures	3565.66	3566.78	3565.38	3565.94	336.0
2020-07-13 00:15:00	ES	Futures	3565.94	3567.89	3565.94	3567.34	410.0
2020-07-13 00:20:00	ES	Futures	3567.34	3567.62	3566.5	3567.06	272.0
2020-07-13 00:25:00	ES	Futures	3566.78	3567.06	3566.22	3566.22	195.0
2020-07-13 00:30:00	ES	Futures	3566.22	3566.78	3565.66	3566.5	484.0
2020-07-13 00:35:00	ES	Futures	3566.78	3567.06	3566.22	3566.22	148.0
2020-07-13 00:40:00	ES	Futures	3566.22	3566.22	3564.82	3564.82	555.0
2020-07-13 00:45:00	ES	Futures	3565.1	3566.22	3565.1	3565.66	317.0
2020-07-13 00:50:00	ES	Futures	3565.38	3567.06	3565.38	3565.94	592.0
2020-07-13 00:55:00	ES	Futures	3566.22	3566.78	3565.38	3565.38	333.0
2020-07-13 01:00:00	ES	Futures	3565.66	3567.62	3565.38	3567.06	797.0
2020-07-13 01:05:00	ES	Futures	3567.06	3570.41	3567.06	3568.73	1364.0
2020-07-13 01:10:00	ES	Futures	3568.73	3569.57	3568.45	3569.01	460.0
2020-07-13 01:15:00	ES	Futures	3569.01	3569.85	3569.01	3569.01	370.0
2020-07-13 01:20:00	ES	Futures	3569.01	3570.69	3568.73	3570.13	500.0
2020-07-13 01:25:00	ES	Futures	3569.85	3570.41	3569.29	3570.41	417.0
2020-07-13 01:30:00	ES	Futures	3570.41	3570.69	3569.57	3570.13	679.0
2020-07-13 01:35:00	ES	Futures	3570.13	3570.41	3569.01	3569.85	614.0
2020-07-13 01:40:00	ES	Futures	3569.57	3571.25	3569.01	3570.69	822.0
2020-07-13 01:45:00	ES	Futures	3570.69	3571.25	3569.85	3570.97	736.0
2020-07-13 01:50:00	ES	Futures	3570.97	3572.64	3570.41	3572.36	1331.0
2020-07-13 01:55:00	ES	Futures	3572.36	3573.48	3572.08	3572.64	1551.0
2020-07-13 02:00:00	ES	Futures	3572.64	3577.39	3572.36	3574.6	4954.0
2020-07-13 02:05:00	ES	Futures	3574.6	3576.83	3572.92	3573.48	2549.0
2020-07-13 02:10:00	ES	Futures	3573.48	3574.04	3570.97	3572.08	1662.0
2020-07-13 02:15:00	ES	Futures	3571.8	3572.64	3570.97	3571.25	1015.0
2020-07-13 02:20:00	ES	Futures	3571.25	3571.52	3569.57	3569.85	1122.0
2020-07-13 02:25:00	ES	Futures	3569.57	3569.57	3567.62	3568.73	1390.0
2020-07-13 02:30:00	ES	Futures	3568.73	3570.69	3568.45	3568.45	1000.0
2020-07-13 02:35:00	ES	Futures	3568.45	3570.41	3568.17	3568.17	763.0
2020-07-13 02:40:00	ES	Futures	3568.17	3570.69	3568.17	3570.41	1099.0
2020-07-13 02:45:00	ES	Futures	3570.41	3570.69	3569.01	3569.29	609.0
2020-07-13 02:50:00	ES	Futures	3569.01	3569.57	3567.62	3568.45	745.0
2020-07-13 02:55:00	ES	Futures	3568.45	3569.29	3566.78	3566.78	1067.0
2020-07-13 03:00:00	ES	Futures	3566.78	3569.85	3565.94	3567.06	2779.0
2020-07-13 03:05:00	ES	Futures	3567.34	3567.34	3561.75	3563.15	4843.0
2020-07-13 03:10:00	ES	Futures	3563.43	3565.1	3561.75	3562.31	2272.0
2020-07-13 03:15:00	ES	Futures	3562.31	3565.38	3561.47	3564.82	2429.0
2020-07-13 03:20:00	ES	Futures	3564.54	3569.57	3564.26	3566.78	3443.0
2020-07-13 03:25:00	ES	Futures	3566.5	3567.34	3563.43	3564.54	2030.0
2020-07-13 03:30:00	ES	Futures	3564.54	3569.85	3563.99	3569.01	2826.0
2020-07-13 03:35:00	ES	Futures	3569.01	3570.13	3566.78	3569.01	1363.0
2020-07-13 03:40:00	ES	Futures	3568.73	3570.41	3566.22	3567.62	1759.0
2020-07-13 03:45:00	ES	Futures	3567.89	3568.45	3565.1	3565.1	1318.0
2020-07-13 03:50:00	ES	Futures	3565.1	3566.22	3563.99	3564.82	2043.0
2020-07-13 03:55:00	ES	Futures	3564.82	3566.5	3562.59	3563.15	1682.0
2020-07-13 04:00:00	ES	Futures	3562.87	3562.87	3560.08	3560.35	2789.0
2020-07-13 04:05:00	ES	Futures	3560.63	3563.99	3560.35	3563.43	1673.0

> showing 50 of 17,748 rows — these rows as CSV

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