PREVIEW / futures_5min / 2020-07-19

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-19.parquet
  size:    65 KB
  rows:    3,339

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
2020-07-19 18:00:00	ES	Futures	3590.51	3598.05	3589.12	3590.79	4515.0
2020-07-19 18:05:00	ES	Futures	3590.79	3591.63	3588.0	3589.95	1933.0
2020-07-19 18:10:00	ES	Futures	3590.23	3593.58	3589.68	3591.63	2331.0
2020-07-19 18:15:00	ES	Futures	3591.91	3594.42	3591.07	3594.14	779.0
2020-07-19 18:20:00	ES	Futures	3594.14	3594.98	3593.58	3594.14	596.0
2020-07-19 18:25:00	ES	Futures	3594.42	3596.66	3593.31	3596.1	954.0
2020-07-19 18:30:00	ES	Futures	3596.1	3596.38	3594.42	3594.7	659.0
2020-07-19 18:35:00	ES	Futures	3594.7	3595.26	3593.86	3594.14	473.0
2020-07-19 18:40:00	ES	Futures	3594.42	3595.54	3593.86	3593.86	326.0
2020-07-19 18:45:00	ES	Futures	3594.14	3594.98	3593.86	3593.86	269.0
2020-07-19 18:50:00	ES	Futures	3594.42	3594.98	3593.86	3594.7	167.0
2020-07-19 18:55:00	ES	Futures	3594.7	3595.26	3593.58	3593.86	239.0
2020-07-19 19:00:00	ES	Futures	3593.86	3594.7	3593.58	3594.14	288.0
2020-07-19 19:05:00	ES	Futures	3593.86	3594.42	3592.75	3593.58	683.0
2020-07-19 19:10:00	ES	Futures	3593.58	3594.14	3593.03	3593.31	331.0
2020-07-19 19:15:00	ES	Futures	3593.58	3595.26	3593.03	3594.98	589.0
2020-07-19 19:20:00	ES	Futures	3594.98	3595.26	3594.7	3594.98	186.0
2020-07-19 19:25:00	ES	Futures	3594.98	3595.26	3594.42	3594.98	152.0
2020-07-19 19:30:00	ES	Futures	3594.98	3595.54	3594.14	3594.42	262.0
2020-07-19 19:35:00	ES	Futures	3594.7	3596.38	3594.7	3595.82	454.0
2020-07-19 19:40:00	ES	Futures	3595.54	3598.05	3595.54	3597.49	941.0
2020-07-19 19:45:00	ES	Futures	3597.77	3598.89	3597.49	3598.33	745.0
2020-07-19 19:50:00	ES	Futures	3598.05	3598.89	3597.21	3598.89	508.0
2020-07-19 19:55:00	ES	Futures	3598.89	3599.17	3597.77	3598.05	381.0
2020-07-19 20:00:00	ES	Futures	3598.05	3598.89	3596.1	3596.38	1296.0
2020-07-19 20:05:00	ES	Futures	3596.1	3597.21	3594.7	3596.1	951.0
2020-07-19 20:10:00	ES	Futures	3596.1	3597.21	3595.54	3596.66	792.0
2020-07-19 20:15:00	ES	Futures	3596.66	3596.94	3594.42	3594.42	921.0
2020-07-19 20:20:00	ES	Futures	3594.42	3595.26	3593.58	3593.86	866.0
2020-07-19 20:25:00	ES	Futures	3593.58	3594.7	3593.31	3593.31	973.0
2020-07-19 20:30:00	ES	Futures	3593.31	3596.38	3593.31	3595.82	682.0
2020-07-19 20:35:00	ES	Futures	3596.1	3596.38	3594.98	3596.1	472.0
2020-07-19 20:40:00	ES	Futures	3596.1	3596.94	3593.58	3594.14	695.0
2020-07-19 20:45:00	ES	Futures	3594.14	3594.98	3593.31	3593.31	700.0
2020-07-19 20:50:00	ES	Futures	3593.31	3593.58	3592.19	3592.75	1077.0
2020-07-19 20:55:00	ES	Futures	3593.03	3593.31	3591.63	3593.03	805.0
2020-07-19 21:00:00	ES	Futures	3592.75	3593.86	3582.97	3584.09	4860.0
2020-07-19 21:05:00	ES	Futures	3584.09	3584.09	3578.51	3581.02	5447.0
2020-07-19 21:10:00	ES	Futures	3580.74	3581.3	3576.27	3577.67	3974.0
2020-07-19 21:15:00	ES	Futures	3577.67	3579.34	3575.43	3577.11	2947.0
2020-07-19 21:20:00	ES	Futures	3577.11	3581.02	3576.55	3580.46	1991.0
2020-07-19 21:25:00	ES	Futures	3580.46	3580.46	3576.27	3579.62	1648.0
2020-07-19 21:30:00	ES	Futures	3579.62	3581.58	3577.95	3579.06	1621.0
2020-07-19 21:35:00	ES	Futures	3579.34	3579.62	3576.55	3577.95	1505.0
2020-07-19 21:40:00	ES	Futures	3577.95	3578.23	3573.48	3577.67	2420.0
2020-07-19 21:45:00	ES	Futures	3577.95	3577.95	3573.76	3573.76	1418.0
2020-07-19 21:50:00	ES	Futures	3573.76	3574.88	3569.85	3574.88	3842.0
2020-07-19 21:55:00	ES	Futures	3574.88	3576.27	3573.48	3574.32	1307.0
2020-07-19 22:00:00	ES	Futures	3574.04	3577.11	3572.64	3575.99	1510.0
2020-07-19 22:05:00	ES	Futures	3575.99	3577.39	3574.88	3575.99	1141.0

> showing 50 of 3,339 rows — these rows as CSV

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