PREVIEW / futures_5min / 2020-07-20

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-20.parquet
  size:    288 KB
  rows:    17,420

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
2020-07-20 00:00:00	ES	Futures	3579.9	3579.9	3577.95	3579.34	736.0
2020-07-20 00:05:00	ES	Futures	3579.9	3580.74	3579.62	3579.9	325.0
2020-07-20 00:10:00	ES	Futures	3579.9	3580.18	3578.23	3578.23	311.0
2020-07-20 00:15:00	ES	Futures	3578.23	3580.18	3577.95	3578.78	660.0
2020-07-20 00:20:00	ES	Futures	3579.06	3579.62	3578.23	3579.06	326.0
2020-07-20 00:25:00	ES	Futures	3579.06	3579.06	3578.23	3578.78	224.0
2020-07-20 00:30:00	ES	Futures	3578.51	3578.78	3577.67	3578.23	289.0
2020-07-20 00:35:00	ES	Futures	3577.95	3579.06	3577.95	3578.78	277.0
2020-07-20 00:40:00	ES	Futures	3578.78	3578.78	3575.15	3576.55	2768.0
2020-07-20 00:45:00	ES	Futures	3576.27	3576.83	3575.71	3575.71	2589.0
2020-07-20 00:50:00	ES	Futures	3575.99	3576.27	3574.88	3575.99	2267.0
2020-07-20 00:55:00	ES	Futures	3576.27	3576.83	3575.71	3576.55	1201.0
2020-07-20 01:00:00	ES	Futures	3576.55	3577.39	3574.88	3577.11	3327.0
2020-07-20 01:05:00	ES	Futures	3577.39	3577.39	3572.92	3573.48	3176.0
2020-07-20 01:10:00	ES	Futures	3573.48	3574.6	3572.08	3572.36	2511.0
2020-07-20 01:15:00	ES	Futures	3572.36	3573.76	3572.36	3573.48	933.0
2020-07-20 01:20:00	ES	Futures	3573.48	3576.27	3573.48	3575.71	1288.0
2020-07-20 01:25:00	ES	Futures	3575.71	3575.99	3574.6	3575.15	611.0
2020-07-20 01:30:00	ES	Futures	3575.15	3577.95	3574.88	3577.39	1016.0
2020-07-20 01:35:00	ES	Futures	3577.67	3577.67	3576.55	3577.67	456.0
2020-07-20 01:40:00	ES	Futures	3577.67	3577.95	3576.83	3577.11	296.0
2020-07-20 01:45:00	ES	Futures	3577.39	3577.95	3576.55	3577.67	635.0
2020-07-20 01:50:00	ES	Futures	3577.67	3578.23	3577.39	3577.95	468.0
2020-07-20 01:55:00	ES	Futures	3577.95	3578.23	3577.39	3577.95	590.0
2020-07-20 02:00:00	ES	Futures	3577.95	3578.78	3573.76	3574.04	2205.0
2020-07-20 02:05:00	ES	Futures	3574.04	3574.88	3572.92	3573.2	1395.0
2020-07-20 02:10:00	ES	Futures	3573.2	3573.76	3572.92	3572.92	694.0
2020-07-20 02:15:00	ES	Futures	3572.92	3573.2	3567.34	3571.52	4484.0
2020-07-20 02:20:00	ES	Futures	3571.25	3574.04	3570.97	3573.76	1141.0
2020-07-20 02:25:00	ES	Futures	3573.76	3573.76	3572.08	3572.92	857.0
2020-07-20 02:30:00	ES	Futures	3572.64	3573.76	3571.52	3572.92	711.0
2020-07-20 02:35:00	ES	Futures	3573.2	3574.6	3572.64	3574.6	827.0
2020-07-20 02:40:00	ES	Futures	3574.6	3574.88	3573.48	3573.76	755.0
2020-07-20 02:45:00	ES	Futures	3573.76	3573.76	3572.36	3573.2	751.0
2020-07-20 02:50:00	ES	Futures	3573.2	3574.32	3573.2	3573.76	749.0
2020-07-20 02:55:00	ES	Futures	3573.76	3574.04	3572.08	3572.08	668.0
2020-07-20 03:00:00	ES	Futures	3572.08	3572.36	3567.06	3567.34	3860.0
2020-07-20 03:05:00	ES	Futures	3567.34	3569.29	3563.43	3567.34	5954.0
2020-07-20 03:10:00	ES	Futures	3567.62	3569.01	3564.82	3568.17	2784.0
2020-07-20 03:15:00	ES	Futures	3568.17	3569.01	3566.5	3567.34	1876.0
2020-07-20 03:20:00	ES	Futures	3567.06	3567.89	3564.54	3565.38	1784.0
2020-07-20 03:25:00	ES	Futures	3565.1	3568.73	3564.26	3567.89	2418.0
2020-07-20 03:30:00	ES	Futures	3567.89	3568.73	3566.22	3566.78	1717.0
2020-07-20 03:35:00	ES	Futures	3566.5	3568.45	3565.94	3567.89	1525.0
2020-07-20 03:40:00	ES	Futures	3567.89	3571.52	3567.06	3570.13	2168.0
2020-07-20 03:45:00	ES	Futures	3570.13	3570.69	3568.45	3569.85	2200.0
2020-07-20 03:50:00	ES	Futures	3569.85	3572.64	3569.29	3571.8	1470.0
2020-07-20 03:55:00	ES	Futures	3571.8	3572.36	3570.97	3572.08	1572.0
2020-07-20 04:00:00	ES	Futures	3572.08	3574.32	3571.52	3571.8	1781.0
2020-07-20 04:05:00	ES	Futures	3572.08	3572.64	3570.69	3570.69	971.0

> showing 50 of 17,420 rows — these rows as CSV

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