PREVIEW / futures_5min / 2020-07-21

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-21.parquet
  size:    300 KB
  rows:    17,754

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
2020-07-21 00:00:00	ES	Futures	3630.17	3631.84	3629.89	3631.56	794.0
2020-07-21 00:05:00	ES	Futures	3631.56	3632.12	3631.0	3631.56	863.0
2020-07-21 00:10:00	ES	Futures	3631.28	3631.84	3631.0	3631.28	1442.0
2020-07-21 00:15:00	ES	Futures	3631.28	3631.28	3630.44	3630.72	331.0
2020-07-21 00:20:00	ES	Futures	3630.72	3631.28	3630.44	3631.0	228.0
2020-07-21 00:25:00	ES	Futures	3631.0	3631.84	3630.44	3631.0	357.0
2020-07-21 00:30:00	ES	Futures	3631.28	3633.52	3630.72	3631.28	1123.0
2020-07-21 00:35:00	ES	Futures	3631.28	3631.84	3631.0	3631.56	317.0
2020-07-21 00:40:00	ES	Futures	3631.56	3634.08	3631.56	3632.68	750.0
2020-07-21 00:45:00	ES	Futures	3632.68	3634.63	3632.4	3634.35	1112.0
2020-07-21 00:50:00	ES	Futures	3634.08	3634.63	3633.24	3633.24	592.0
2020-07-21 00:55:00	ES	Futures	3633.52	3634.35	3632.68	3634.08	663.0
2020-07-21 01:00:00	ES	Futures	3633.8	3634.35	3633.24	3634.35	643.0
2020-07-21 01:05:00	ES	Futures	3634.35	3634.63	3633.24	3633.52	890.0
2020-07-21 01:10:00	ES	Futures	3633.52	3634.08	3633.24	3633.8	883.0
2020-07-21 01:15:00	ES	Futures	3633.8	3634.08	3633.52	3634.08	256.0
2020-07-21 01:20:00	ES	Futures	3633.8	3634.35	3632.68	3633.24	926.0
2020-07-21 01:25:00	ES	Futures	3632.96	3634.08	3632.4	3632.96	558.0
2020-07-21 01:30:00	ES	Futures	3632.96	3633.8	3632.96	3633.52	476.0
2020-07-21 01:35:00	ES	Futures	3633.52	3639.38	3633.52	3637.71	2730.0
2020-07-21 01:40:00	ES	Futures	3637.98	3638.26	3637.43	3637.43	968.0
2020-07-21 01:45:00	ES	Futures	3637.71	3646.92	3637.43	3644.69	4642.0
2020-07-21 01:50:00	ES	Futures	3644.69	3647.76	3643.57	3647.2	3856.0
2020-07-21 01:55:00	ES	Futures	3646.92	3647.76	3644.97	3646.08	2313.0
2020-07-21 02:00:00	ES	Futures	3646.08	3649.15	3645.52	3648.6	2917.0
2020-07-21 02:05:00	ES	Futures	3648.32	3648.88	3646.36	3646.64	2181.0
2020-07-21 02:10:00	ES	Futures	3646.64	3647.2	3645.52	3645.8	1117.0
2020-07-21 02:15:00	ES	Futures	3645.8	3645.8	3643.29	3644.13	2174.0
2020-07-21 02:20:00	ES	Futures	3643.85	3645.24	3643.57	3644.97	1276.0
2020-07-21 02:25:00	ES	Futures	3644.97	3647.48	3644.97	3646.36	1561.0
2020-07-21 02:30:00	ES	Futures	3646.36	3646.36	3644.41	3645.52	1333.0
2020-07-21 02:35:00	ES	Futures	3645.52	3645.52	3641.61	3642.45	3662.0
2020-07-21 02:40:00	ES	Futures	3642.45	3643.29	3641.34	3642.73	1776.0
2020-07-21 02:45:00	ES	Futures	3643.01	3643.01	3641.34	3642.17	1329.0
2020-07-21 02:50:00	ES	Futures	3642.17	3642.73	3641.34	3641.61	822.0
2020-07-21 02:55:00	ES	Futures	3641.61	3644.13	3641.61	3642.17	1471.0
2020-07-21 03:00:00	ES	Futures	3642.17	3643.57	3639.1	3639.94	9013.0
2020-07-21 03:05:00	ES	Futures	3639.94	3646.08	3639.94	3644.13	6738.0
2020-07-21 03:10:00	ES	Futures	3644.13	3645.52	3642.73	3643.01	5004.0
2020-07-21 03:15:00	ES	Futures	3643.01	3645.24	3641.89	3643.85	4841.0
2020-07-21 03:20:00	ES	Futures	3643.85	3644.97	3643.29	3643.85	3416.0
2020-07-21 03:25:00	ES	Futures	3644.13	3645.8	3643.29	3644.97	3313.0
2020-07-21 03:30:00	ES	Futures	3644.97	3646.36	3644.41	3646.36	1990.0
2020-07-21 03:35:00	ES	Futures	3646.64	3646.92	3644.41	3645.24	3913.0
2020-07-21 03:40:00	ES	Futures	3645.24	3645.8	3643.29	3644.13	1616.0
2020-07-21 03:45:00	ES	Futures	3644.13	3646.08	3643.85	3645.8	2131.0
2020-07-21 03:50:00	ES	Futures	3645.8	3647.48	3644.97	3646.92	1856.0
2020-07-21 03:55:00	ES	Futures	3647.2	3647.48	3644.97	3645.8	1252.0
2020-07-21 04:00:00	ES	Futures	3645.8	3646.08	3643.29	3646.08	1263.0
2020-07-21 04:05:00	ES	Futures	3646.08	3647.48	3645.8	3646.92	1580.0

> showing 50 of 17,754 rows — these rows as CSV

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