PREVIEW / futures_5min / 2020-07-17

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-17.parquet
  size:    227 KB
  rows:    14,031

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
2020-07-17 00:00:00	ES	Futures	3578.51	3580.46	3578.51	3580.18	584.0
2020-07-17 00:05:00	ES	Futures	3580.18	3580.46	3577.11	3577.95	771.0
2020-07-17 00:10:00	ES	Futures	3577.67	3577.95	3576.83	3577.11	274.0
2020-07-17 00:15:00	ES	Futures	3577.39	3578.23	3577.11	3577.95	188.0
2020-07-17 00:20:00	ES	Futures	3577.95	3578.23	3577.39	3577.95	88.0
2020-07-17 00:25:00	ES	Futures	3577.67	3578.51	3577.11	3578.51	244.0
2020-07-17 00:30:00	ES	Futures	3578.51	3579.06	3575.99	3577.67	635.0
2020-07-17 00:35:00	ES	Futures	3577.67	3578.23	3577.39	3577.95	201.0
2020-07-17 00:40:00	ES	Futures	3577.95	3578.51	3577.67	3578.23	563.0
2020-07-17 00:45:00	ES	Futures	3577.95	3577.95	3575.71	3576.27	564.0
2020-07-17 00:50:00	ES	Futures	3576.27	3577.11	3575.71	3576.55	308.0
2020-07-17 00:55:00	ES	Futures	3576.55	3577.39	3576.55	3577.11	232.0
2020-07-17 01:00:00	ES	Futures	3576.83	3577.67	3575.99	3577.39	557.0
2020-07-17 01:05:00	ES	Futures	3577.39	3578.23	3577.39	3578.23	468.0
2020-07-17 01:10:00	ES	Futures	3577.95	3578.23	3577.11	3577.11	278.0
2020-07-17 01:15:00	ES	Futures	3577.11	3577.11	3575.71	3576.27	402.0
2020-07-17 01:20:00	ES	Futures	3576.27	3577.39	3576.27	3577.11	336.0
2020-07-17 01:25:00	ES	Futures	3577.11	3577.67	3576.27	3576.55	348.0
2020-07-17 01:30:00	ES	Futures	3576.83	3576.83	3574.88	3575.15	556.0
2020-07-17 01:35:00	ES	Futures	3575.15	3576.83	3575.15	3575.71	391.0
2020-07-17 01:40:00	ES	Futures	3575.71	3577.11	3575.15	3576.83	418.0
2020-07-17 01:45:00	ES	Futures	3576.83	3576.83	3575.71	3575.71	623.0
2020-07-17 01:50:00	ES	Futures	3575.99	3577.39	3575.71	3576.27	338.0
2020-07-17 01:55:00	ES	Futures	3575.99	3577.95	3575.71	3577.67	584.0
2020-07-17 02:00:00	ES	Futures	3577.67	3578.51	3576.55	3576.55	786.0
2020-07-17 02:05:00	ES	Futures	3576.55	3577.95	3574.32	3577.67	977.0
2020-07-17 02:10:00	ES	Futures	3577.67	3579.9	3577.67	3579.34	1017.0
2020-07-17 02:15:00	ES	Futures	3579.34	3579.34	3578.78	3579.34	350.0
2020-07-17 02:20:00	ES	Futures	3579.34	3580.74	3578.23	3580.46	770.0
2020-07-17 02:25:00	ES	Futures	3580.46	3580.74	3578.23	3578.78	691.0
2020-07-17 02:30:00	ES	Futures	3578.78	3579.9	3578.51	3579.62	2309.0
2020-07-17 02:35:00	ES	Futures	3579.62	3580.46	3578.51	3578.51	5084.0
2020-07-17 02:40:00	ES	Futures	3578.78	3581.3	3578.23	3580.74	3609.0
2020-07-17 02:45:00	ES	Futures	3580.74	3580.74	3577.39	3577.95	1144.0
2020-07-17 02:50:00	ES	Futures	3577.95	3579.9	3577.11	3578.78	1899.0
2020-07-17 02:55:00	ES	Futures	3578.78	3579.06	3576.27	3576.27	2366.0
2020-07-17 03:00:00	ES	Futures	3576.55	3579.34	3574.88	3579.06	3847.0
2020-07-17 03:05:00	ES	Futures	3579.06	3579.06	3574.04	3574.88	2799.0
2020-07-17 03:10:00	ES	Futures	3574.6	3578.51	3574.6	3577.67	1691.0
2020-07-17 03:15:00	ES	Futures	3577.67	3579.06	3576.83	3578.78	1805.0
2020-07-17 03:20:00	ES	Futures	3579.06	3579.34	3576.27	3577.95	1350.0
2020-07-17 03:25:00	ES	Futures	3577.67	3577.67	3575.99	3576.83	1093.0
2020-07-17 03:30:00	ES	Futures	3576.55	3577.11	3574.6	3575.43	1336.0
2020-07-17 03:35:00	ES	Futures	3575.43	3577.95	3575.15	3577.39	958.0
2020-07-17 03:40:00	ES	Futures	3577.39	3577.67	3575.71	3576.27	2652.0
2020-07-17 03:45:00	ES	Futures	3575.99	3576.27	3571.8	3572.08	1727.0
2020-07-17 03:50:00	ES	Futures	3571.8	3573.2	3569.85	3572.08	3280.0
2020-07-17 03:55:00	ES	Futures	3572.08	3572.36	3569.29	3569.29	1944.0
2020-07-17 04:00:00	ES	Futures	3569.29	3571.25	3568.73	3570.69	2672.0
2020-07-17 04:05:00	ES	Futures	3570.41	3572.92	3570.13	3572.08	1224.0

> showing 50 of 14,031 rows — these rows as CSV

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