PREVIEW / futures_5min / 2020-07-15

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-15.parquet
  size:    288 KB
  rows:    17,557

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
2020-07-15 00:00:00	ES	Futures	3582.69	3583.81	3582.42	3583.25	1449.0
2020-07-15 00:05:00	ES	Futures	3582.97	3583.25	3581.58	3582.69	1183.0
2020-07-15 00:10:00	ES	Futures	3582.42	3582.69	3581.3	3581.86	351.0
2020-07-15 00:15:00	ES	Futures	3582.14	3583.53	3581.58	3582.97	467.0
2020-07-15 00:20:00	ES	Futures	3582.97	3584.93	3582.69	3584.37	811.0
2020-07-15 00:25:00	ES	Futures	3584.37	3584.93	3583.25	3584.93	608.0
2020-07-15 00:30:00	ES	Futures	3584.93	3585.21	3583.53	3583.81	1483.0
2020-07-15 00:35:00	ES	Futures	3583.81	3584.93	3583.53	3584.65	438.0
2020-07-15 00:40:00	ES	Futures	3584.37	3584.93	3582.97	3583.81	536.0
2020-07-15 00:45:00	ES	Futures	3583.81	3586.32	3583.81	3585.49	1429.0
2020-07-15 00:50:00	ES	Futures	3585.77	3585.77	3585.21	3585.49	224.0
2020-07-15 00:55:00	ES	Futures	3585.49	3586.6	3585.21	3586.05	333.0
2020-07-15 01:00:00	ES	Futures	3586.05	3586.32	3583.53	3584.09	1097.0
2020-07-15 01:05:00	ES	Futures	3584.09	3585.21	3583.81	3584.65	606.0
2020-07-15 01:10:00	ES	Futures	3584.93	3584.93	3583.81	3584.65	605.0
2020-07-15 01:15:00	ES	Futures	3584.37	3585.21	3584.09	3584.65	293.0
2020-07-15 01:20:00	ES	Futures	3584.65	3584.65	3582.69	3582.97	593.0
2020-07-15 01:25:00	ES	Futures	3582.97	3584.09	3582.69	3583.25	594.0
2020-07-15 01:30:00	ES	Futures	3583.25	3584.09	3581.86	3583.81	912.0
2020-07-15 01:35:00	ES	Futures	3583.53	3587.16	3583.53	3585.21	780.0
2020-07-15 01:40:00	ES	Futures	3585.49	3585.77	3584.65	3584.65	535.0
2020-07-15 01:45:00	ES	Futures	3584.93	3585.21	3583.81	3584.65	357.0
2020-07-15 01:50:00	ES	Futures	3584.65	3585.49	3582.69	3585.21	963.0
2020-07-15 01:55:00	ES	Futures	3585.49	3585.77	3583.53	3583.81	624.0
2020-07-15 02:00:00	ES	Futures	3583.53	3584.65	3580.74	3583.81	2027.0
2020-07-15 02:05:00	ES	Futures	3584.09	3585.77	3583.25	3584.37	1346.0
2020-07-15 02:10:00	ES	Futures	3584.37	3586.32	3583.53	3585.49	1058.0
2020-07-15 02:15:00	ES	Futures	3585.21	3587.16	3584.65	3584.65	1109.0
2020-07-15 02:20:00	ES	Futures	3584.65	3585.21	3582.69	3583.25	929.0
2020-07-15 02:25:00	ES	Futures	3583.25	3586.6	3582.97	3586.32	1998.0
2020-07-15 02:30:00	ES	Futures	3586.05	3586.32	3583.53	3583.81	662.0
2020-07-15 02:35:00	ES	Futures	3583.81	3584.37	3582.97	3582.97	536.0
2020-07-15 02:40:00	ES	Futures	3583.25	3584.93	3582.97	3584.09	936.0
2020-07-15 02:45:00	ES	Futures	3584.09	3584.09	3581.3	3582.42	1014.0
2020-07-15 02:50:00	ES	Futures	3582.14	3582.14	3580.18	3581.02	869.0
2020-07-15 02:55:00	ES	Futures	3581.3	3581.86	3580.46	3580.46	934.0
2020-07-15 03:00:00	ES	Futures	3580.46	3582.14	3579.06	3579.62	2024.0
2020-07-15 03:05:00	ES	Futures	3579.34	3580.74	3572.08	3575.43	4352.0
2020-07-15 03:10:00	ES	Futures	3575.43	3576.55	3572.36	3574.32	3069.0
2020-07-15 03:15:00	ES	Futures	3574.32	3577.67	3574.04	3577.11	1890.0
2020-07-15 03:20:00	ES	Futures	3577.11	3579.06	3576.55	3578.23	1542.0
2020-07-15 03:25:00	ES	Futures	3578.51	3580.74	3578.51	3579.9	1405.0
2020-07-15 03:30:00	ES	Futures	3579.9	3581.3	3579.06	3581.02	1322.0
2020-07-15 03:35:00	ES	Futures	3580.74	3582.14	3577.39	3577.67	1699.0
2020-07-15 03:40:00	ES	Futures	3577.39	3581.86	3577.39	3580.74	1928.0
2020-07-15 03:45:00	ES	Futures	3580.74	3581.02	3576.83	3578.23	1510.0
2020-07-15 03:50:00	ES	Futures	3577.95	3581.3	3577.67	3578.23	2470.0
2020-07-15 03:55:00	ES	Futures	3578.23	3581.86	3578.23	3581.02	1445.0
2020-07-15 04:00:00	ES	Futures	3581.02	3583.53	3581.02	3583.25	2041.0
2020-07-15 04:05:00	ES	Futures	3582.97	3583.81	3581.86	3583.81	1806.0

> showing 50 of 17,557 rows — these rows as CSV

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