PREVIEW / futures_5min / 2020-07-23

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-23.parquet
  size:    298 KB
  rows:    17,398

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
2020-07-23 00:00:00	ES	Futures	3648.32	3649.15	3648.04	3648.6	304.0
2020-07-23 00:05:00	ES	Futures	3648.6	3649.15	3648.32	3648.88	145.0
2020-07-23 00:10:00	ES	Futures	3648.88	3648.88	3647.48	3647.76	212.0
2020-07-23 00:15:00	ES	Futures	3647.76	3648.04	3645.8	3646.08	559.0
2020-07-23 00:20:00	ES	Futures	3645.8	3647.2	3645.8	3647.2	282.0
2020-07-23 00:25:00	ES	Futures	3647.2	3649.43	3647.2	3649.43	400.0
2020-07-23 00:30:00	ES	Futures	3649.15	3650.83	3648.88	3650.55	403.0
2020-07-23 00:35:00	ES	Futures	3650.83	3650.83	3649.43	3649.43	281.0
2020-07-23 00:40:00	ES	Futures	3649.71	3650.83	3649.15	3650.27	260.0
2020-07-23 00:45:00	ES	Futures	3650.27	3651.11	3649.71	3649.71	309.0
2020-07-23 00:50:00	ES	Futures	3649.71	3649.71	3648.32	3649.71	278.0
2020-07-23 00:55:00	ES	Futures	3649.99	3649.99	3649.15	3649.43	135.0
2020-07-23 01:00:00	ES	Futures	3649.15	3649.99	3648.04	3648.32	416.0
2020-07-23 01:05:00	ES	Futures	3648.32	3649.15	3648.04	3648.88	246.0
2020-07-23 01:10:00	ES	Futures	3648.88	3650.83	3648.88	3650.27	448.0
2020-07-23 01:15:00	ES	Futures	3650.27	3650.55	3649.43	3649.99	263.0
2020-07-23 01:20:00	ES	Futures	3650.27	3651.11	3650.27	3650.83	295.0
2020-07-23 01:25:00	ES	Futures	3650.83	3651.11	3649.99	3650.55	296.0
2020-07-23 01:30:00	ES	Futures	3650.55	3650.83	3649.43	3649.71	249.0
2020-07-23 01:35:00	ES	Futures	3649.71	3649.99	3647.2	3648.04	528.0
2020-07-23 01:40:00	ES	Futures	3647.76	3648.88	3647.48	3648.6	245.0
2020-07-23 01:45:00	ES	Futures	3648.88	3649.99	3648.6	3649.15	312.0
2020-07-23 01:50:00	ES	Futures	3649.15	3649.71	3648.32	3648.88	160.0
2020-07-23 01:55:00	ES	Futures	3649.15	3649.99	3648.88	3649.15	163.0
2020-07-23 02:00:00	ES	Futures	3649.43	3657.81	3649.15	3657.81	4857.0
2020-07-23 02:05:00	ES	Futures	3657.53	3660.04	3656.69	3659.21	2592.0
2020-07-23 02:10:00	ES	Futures	3659.21	3659.21	3657.25	3657.53	923.0
2020-07-23 02:15:00	ES	Futures	3657.81	3659.49	3656.41	3656.69	867.0
2020-07-23 02:20:00	ES	Futures	3656.69	3659.21	3656.41	3658.65	1000.0
2020-07-23 02:25:00	ES	Futures	3658.65	3659.21	3656.97	3657.53	832.0
2020-07-23 02:30:00	ES	Futures	3657.81	3657.81	3655.86	3656.14	714.0
2020-07-23 02:35:00	ES	Futures	3656.14	3657.81	3655.86	3657.53	570.0
2020-07-23 02:40:00	ES	Futures	3657.53	3658.93	3657.25	3658.93	595.0
2020-07-23 02:45:00	ES	Futures	3658.93	3668.7	3658.93	3664.79	8406.0
2020-07-23 02:50:00	ES	Futures	3664.51	3665.91	3664.23	3664.51	1094.0
2020-07-23 02:55:00	ES	Futures	3664.51	3665.07	3663.67	3663.95	1227.0
2020-07-23 03:00:00	ES	Futures	3663.95	3666.47	3661.16	3661.72	3345.0
2020-07-23 03:05:00	ES	Futures	3662.0	3662.56	3657.53	3660.04	2586.0
2020-07-23 03:10:00	ES	Futures	3660.04	3660.32	3657.81	3659.49	2029.0
2020-07-23 03:15:00	ES	Futures	3659.21	3660.04	3657.25	3659.49	2417.0
2020-07-23 03:20:00	ES	Futures	3659.21	3660.04	3657.53	3659.77	1477.0
2020-07-23 03:25:00	ES	Futures	3659.49	3660.32	3657.53	3658.93	1780.0
2020-07-23 03:30:00	ES	Futures	3658.65	3660.04	3656.97	3658.37	1913.0
2020-07-23 03:35:00	ES	Futures	3658.37	3661.44	3657.81	3660.04	2095.0
2020-07-23 03:40:00	ES	Futures	3660.04	3661.16	3658.93	3659.21	1749.0
2020-07-23 03:45:00	ES	Futures	3658.93	3660.88	3658.09	3660.6	1447.0
2020-07-23 03:50:00	ES	Futures	3660.6	3662.56	3660.6	3661.44	1140.0
2020-07-23 03:55:00	ES	Futures	3661.44	3666.19	3660.88	3665.35	2672.0
2020-07-23 04:00:00	ES	Futures	3665.35	3667.03	3662.84	3663.4	2450.0
2020-07-23 04:05:00	ES	Futures	3663.12	3667.58	3663.12	3667.31	1595.0

> showing 50 of 17,398 rows — these rows as CSV

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