PREVIEW / futures_5min / 2020-07-14

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-14.parquet
  size:    298 KB
  rows:    17,602

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
2020-07-14 00:00:00	ES	Futures	3519.03	3519.59	3518.47	3519.59	358.0
2020-07-14 00:05:00	ES	Futures	3519.31	3519.59	3518.75	3519.03	295.0
2020-07-14 00:10:00	ES	Futures	3519.03	3519.03	3515.96	3516.23	785.0
2020-07-14 00:15:00	ES	Futures	3516.23	3517.91	3515.12	3515.96	954.0
2020-07-14 00:20:00	ES	Futures	3515.96	3517.91	3515.68	3517.35	779.0
2020-07-14 00:25:00	ES	Futures	3517.35	3519.31	3517.35	3518.19	2525.0
2020-07-14 00:30:00	ES	Futures	3518.19	3518.19	3514.0	3515.68	2431.0
2020-07-14 00:35:00	ES	Futures	3515.68	3516.79	3515.68	3516.79	972.0
2020-07-14 00:40:00	ES	Futures	3516.79	3516.79	3515.12	3515.68	476.0
2020-07-14 00:45:00	ES	Futures	3515.68	3517.35	3515.12	3517.07	592.0
2020-07-14 00:50:00	ES	Futures	3517.07	3518.19	3516.51	3517.63	882.0
2020-07-14 00:55:00	ES	Futures	3517.91	3518.19	3517.35	3517.63	264.0
2020-07-14 01:00:00	ES	Futures	3517.63	3520.7	3517.63	3520.14	1607.0
2020-07-14 01:05:00	ES	Futures	3519.86	3520.7	3519.31	3519.31	479.0
2020-07-14 01:10:00	ES	Futures	3519.31	3519.86	3517.91	3519.03	707.0
2020-07-14 01:15:00	ES	Futures	3519.31	3521.26	3518.75	3520.98	515.0
2020-07-14 01:20:00	ES	Futures	3520.7	3521.26	3519.59	3520.14	476.0
2020-07-14 01:25:00	ES	Futures	3520.14	3520.7	3519.03	3520.7	511.0
2020-07-14 01:30:00	ES	Futures	3520.42	3521.82	3519.31	3519.59	596.0
2020-07-14 01:35:00	ES	Futures	3519.59	3523.22	3519.59	3522.94	851.0
2020-07-14 01:40:00	ES	Futures	3523.22	3523.22	3522.1	3522.1	513.0
2020-07-14 01:45:00	ES	Futures	3522.38	3522.38	3519.86	3520.42	840.0
2020-07-14 01:50:00	ES	Futures	3520.42	3521.26	3517.91	3518.47	1320.0
2020-07-14 01:55:00	ES	Futures	3518.19	3519.59	3517.63	3518.19	707.0
2020-07-14 02:00:00	ES	Futures	3518.19	3523.22	3518.19	3521.82	2524.0
2020-07-14 02:05:00	ES	Futures	3521.82	3526.01	3521.26	3526.01	2239.0
2020-07-14 02:10:00	ES	Futures	3526.01	3532.43	3525.73	3528.8	6066.0
2020-07-14 02:15:00	ES	Futures	3528.8	3529.36	3527.68	3528.24	1553.0
2020-07-14 02:20:00	ES	Futures	3528.52	3534.94	3528.52	3534.94	2678.0
2020-07-14 02:25:00	ES	Futures	3534.94	3536.06	3533.27	3533.27	2524.0
2020-07-14 02:30:00	ES	Futures	3533.55	3536.34	3532.43	3532.99	1958.0
2020-07-14 02:35:00	ES	Futures	3532.99	3533.27	3532.15	3532.43	747.0
2020-07-14 02:40:00	ES	Futures	3532.43	3534.39	3532.43	3534.39	1178.0
2020-07-14 02:45:00	ES	Futures	3534.39	3535.78	3533.27	3534.66	1391.0
2020-07-14 02:50:00	ES	Futures	3534.66	3535.5	3533.55	3534.94	1004.0
2020-07-14 02:55:00	ES	Futures	3534.94	3535.5	3531.87	3532.15	1463.0
2020-07-14 03:00:00	ES	Futures	3532.15	3533.83	3531.31	3531.87	3378.0
2020-07-14 03:05:00	ES	Futures	3531.87	3534.11	3530.76	3531.87	2004.0
2020-07-14 03:10:00	ES	Futures	3531.87	3531.87	3528.24	3528.24	2907.0
2020-07-14 03:15:00	ES	Futures	3527.96	3528.8	3523.22	3525.73	3240.0
2020-07-14 03:20:00	ES	Futures	3526.01	3526.57	3520.7	3524.89	2713.0
2020-07-14 03:25:00	ES	Futures	3524.61	3528.52	3523.77	3528.24	2709.0
2020-07-14 03:30:00	ES	Futures	3527.96	3528.24	3521.82	3522.66	2297.0
2020-07-14 03:35:00	ES	Futures	3522.38	3523.22	3518.19	3518.47	4044.0
2020-07-14 03:40:00	ES	Futures	3518.19	3518.75	3510.93	3516.23	7028.0
2020-07-14 03:45:00	ES	Futures	3516.23	3520.42	3515.4	3518.75	3474.0
2020-07-14 03:50:00	ES	Futures	3518.47	3519.59	3514.56	3516.51	2838.0
2020-07-14 03:55:00	ES	Futures	3516.79	3517.07	3514.84	3515.96	1871.0
2020-07-14 04:00:00	ES	Futures	3515.96	3522.1	3515.4	3521.26	2271.0
2020-07-14 04:05:00	ES	Futures	3520.98	3525.17	3519.86	3524.89	2701.0

> showing 50 of 17,602 rows — these rows as CSV

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