PREVIEW / futures_5min / 2020-07-22

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-22.parquet
  size:    288 KB
  rows:    17,519

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
2020-07-22 00:00:00	ES	Futures	3644.41	3644.69	3643.57	3644.41	188.0
2020-07-22 00:05:00	ES	Futures	3644.69	3644.69	3644.13	3644.41	135.0
2020-07-22 00:10:00	ES	Futures	3644.41	3644.41	3642.17	3642.45	889.0
2020-07-22 00:15:00	ES	Futures	3642.45	3642.45	3639.66	3640.5	1406.0
2020-07-22 00:20:00	ES	Futures	3640.5	3640.78	3639.38	3639.94	514.0
2020-07-22 00:25:00	ES	Futures	3639.94	3640.5	3639.94	3640.22	306.0
2020-07-22 00:30:00	ES	Futures	3639.94	3639.94	3635.47	3635.75	1355.0
2020-07-22 00:35:00	ES	Futures	3635.47	3636.87	3635.19	3636.59	563.0
2020-07-22 00:40:00	ES	Futures	3636.59	3636.59	3633.24	3634.08	1168.0
2020-07-22 00:45:00	ES	Futures	3633.8	3635.19	3632.68	3633.24	996.0
2020-07-22 00:50:00	ES	Futures	3632.96	3634.08	3630.72	3631.0	1216.0
2020-07-22 00:55:00	ES	Futures	3631.28	3633.24	3631.0	3632.96	676.0
2020-07-22 01:00:00	ES	Futures	3632.68	3632.96	3629.89	3631.0	1156.0
2020-07-22 01:05:00	ES	Futures	3631.0	3631.28	3628.77	3630.72	1239.0
2020-07-22 01:10:00	ES	Futures	3630.72	3631.84	3628.21	3631.84	941.0
2020-07-22 01:15:00	ES	Futures	3631.84	3632.68	3630.72	3632.12	755.0
2020-07-22 01:20:00	ES	Futures	3632.12	3633.52	3631.56	3632.4	720.0
2020-07-22 01:25:00	ES	Futures	3632.68	3633.52	3631.84	3632.4	724.0
2020-07-22 01:30:00	ES	Futures	3632.68	3632.68	3630.44	3630.44	859.0
2020-07-22 01:35:00	ES	Futures	3630.44	3631.28	3629.61	3630.72	1022.0
2020-07-22 01:40:00	ES	Futures	3631.0	3631.84	3630.72	3631.56	540.0
2020-07-22 01:45:00	ES	Futures	3631.84	3632.68	3631.28	3632.4	706.0
2020-07-22 01:50:00	ES	Futures	3632.4	3632.68	3631.56	3632.68	513.0
2020-07-22 01:55:00	ES	Futures	3632.4	3633.24	3632.12	3632.4	943.0
2020-07-22 02:00:00	ES	Futures	3632.68	3634.63	3631.84	3633.52	2065.0
2020-07-22 02:05:00	ES	Futures	3633.52	3634.63	3633.52	3634.08	977.0
2020-07-22 02:10:00	ES	Futures	3634.08	3634.35	3633.52	3633.52	930.0
2020-07-22 02:15:00	ES	Futures	3633.52	3634.35	3632.96	3633.24	822.0
2020-07-22 02:20:00	ES	Futures	3632.96	3633.24	3632.12	3632.12	1141.0
2020-07-22 02:25:00	ES	Futures	3632.12	3632.12	3630.44	3631.28	2753.0
2020-07-22 02:30:00	ES	Futures	3631.28	3631.84	3630.17	3630.72	1310.0
2020-07-22 02:35:00	ES	Futures	3630.44	3631.84	3630.17	3631.56	1016.0
2020-07-22 02:40:00	ES	Futures	3631.56	3632.68	3631.28	3631.84	840.0
2020-07-22 02:45:00	ES	Futures	3632.12	3633.52	3631.28	3632.68	687.0
2020-07-22 02:50:00	ES	Futures	3632.68	3632.96	3631.28	3632.68	478.0
2020-07-22 02:55:00	ES	Futures	3632.68	3634.35	3632.4	3633.8	968.0
2020-07-22 03:00:00	ES	Futures	3633.8	3635.75	3632.4	3632.96	3589.0
2020-07-22 03:05:00	ES	Futures	3632.96	3636.03	3632.4	3635.75	2834.0
2020-07-22 03:10:00	ES	Futures	3635.75	3637.71	3635.47	3637.71	2359.0
2020-07-22 03:15:00	ES	Futures	3637.71	3638.54	3634.91	3635.47	1937.0
2020-07-22 03:20:00	ES	Futures	3635.19	3639.1	3634.91	3635.75	2590.0
2020-07-22 03:25:00	ES	Futures	3635.75	3636.31	3633.24	3633.52	2646.0
2020-07-22 03:30:00	ES	Futures	3633.52	3634.91	3630.17	3630.17	4518.0
2020-07-22 03:35:00	ES	Futures	3630.44	3630.44	3622.91	3625.14	7982.0
2020-07-22 03:40:00	ES	Futures	3624.86	3626.81	3623.46	3625.42	5058.0
2020-07-22 03:45:00	ES	Futures	3625.14	3625.98	3623.18	3624.58	5674.0
2020-07-22 03:50:00	ES	Futures	3624.3	3625.7	3620.67	3624.86	5466.0
2020-07-22 03:55:00	ES	Futures	3624.58	3625.42	3621.51	3623.74	3079.0
2020-07-22 04:00:00	ES	Futures	3623.74	3624.3	3620.95	3622.35	4073.0
2020-07-22 04:05:00	ES	Futures	3622.35	3622.35	3619.83	3621.51	4374.0

> showing 50 of 17,519 rows — these rows as CSV

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