PREVIEW / futures_5min / 2020-07-24

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-24.parquet
  size:    250 KB
  rows:    14,249

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
2020-07-24 00:00:00	ES	Futures	3593.03	3594.42	3592.19	3592.47	1094.0
2020-07-24 00:05:00	ES	Futures	3592.47	3593.86	3587.72	3593.03	2276.0
2020-07-24 00:10:00	ES	Futures	3593.03	3594.14	3591.63	3591.91	854.0
2020-07-24 00:15:00	ES	Futures	3591.63	3592.75	3589.95	3591.07	736.0
2020-07-24 00:20:00	ES	Futures	3591.35	3592.75	3589.12	3591.91	873.0
2020-07-24 00:25:00	ES	Futures	3591.91	3593.31	3591.35	3591.63	484.0
2020-07-24 00:30:00	ES	Futures	3591.91	3595.26	3590.51	3593.86	1779.0
2020-07-24 00:35:00	ES	Futures	3593.58	3595.82	3593.31	3594.98	800.0
2020-07-24 00:40:00	ES	Futures	3595.26	3599.45	3594.98	3597.77	1202.0
2020-07-24 00:45:00	ES	Futures	3598.05	3598.61	3595.82	3596.1	678.0
2020-07-24 00:50:00	ES	Futures	3596.38	3596.66	3594.7	3595.26	627.0
2020-07-24 00:55:00	ES	Futures	3595.54	3596.38	3593.58	3594.7	607.0
2020-07-24 01:00:00	ES	Futures	3594.42	3594.98	3590.79	3592.19	1260.0
2020-07-24 01:05:00	ES	Futures	3592.19	3594.98	3591.91	3593.58	907.0
2020-07-24 01:10:00	ES	Futures	3593.58	3595.26	3592.19	3594.14	978.0
2020-07-24 01:15:00	ES	Futures	3594.14	3594.42	3592.75	3594.42	479.0
2020-07-24 01:20:00	ES	Futures	3594.14	3594.42	3590.51	3592.75	764.0
2020-07-24 01:25:00	ES	Futures	3593.03	3593.86	3591.07	3591.07	637.0
2020-07-24 01:30:00	ES	Futures	3591.07	3592.75	3588.56	3591.35	1306.0
2020-07-24 01:35:00	ES	Futures	3591.07	3591.63	3588.56	3589.4	1381.0
2020-07-24 01:40:00	ES	Futures	3589.4	3591.35	3586.6	3589.68	2232.0
2020-07-24 01:45:00	ES	Futures	3589.68	3589.95	3584.93	3587.72	2293.0
2020-07-24 01:50:00	ES	Futures	3587.44	3589.4	3586.32	3588.28	1525.0
2020-07-24 01:55:00	ES	Futures	3588.56	3589.95	3587.72	3589.12	816.0
2020-07-24 02:00:00	ES	Futures	3589.12	3593.03	3586.05	3591.07	2995.0
2020-07-24 02:05:00	ES	Futures	3591.35	3593.03	3591.07	3591.91	1815.0
2020-07-24 02:10:00	ES	Futures	3591.91	3595.82	3591.91	3593.58	1883.0
2020-07-24 02:15:00	ES	Futures	3593.86	3594.14	3590.23	3590.79	1591.0
2020-07-24 02:20:00	ES	Futures	3590.79	3593.31	3590.51	3591.63	1447.0
2020-07-24 02:25:00	ES	Futures	3591.35	3595.82	3590.51	3594.14	1847.0
2020-07-24 02:30:00	ES	Futures	3594.14	3594.98	3591.07	3592.19	1360.0
2020-07-24 02:35:00	ES	Futures	3591.91	3592.19	3588.56	3589.95	1190.0
2020-07-24 02:40:00	ES	Futures	3589.68	3591.63	3588.0	3588.0	1092.0
2020-07-24 02:45:00	ES	Futures	3588.28	3589.95	3585.49	3587.72	2144.0
2020-07-24 02:50:00	ES	Futures	3588.0	3589.68	3584.09	3586.05	2557.0
2020-07-24 02:55:00	ES	Futures	3585.77	3586.32	3581.3	3581.86	2596.0
2020-07-24 03:00:00	ES	Futures	3581.86	3585.49	3580.18	3581.86	6189.0
2020-07-24 03:05:00	ES	Futures	3581.58	3582.97	3577.67	3577.95	4275.0
2020-07-24 03:10:00	ES	Futures	3578.23	3579.34	3576.83	3577.11	4478.0
2020-07-24 03:15:00	ES	Futures	3577.11	3580.46	3575.43	3577.39	6729.0
2020-07-24 03:20:00	ES	Futures	3577.11	3579.62	3575.43	3579.34	4732.0
2020-07-24 03:25:00	ES	Futures	3579.06	3580.46	3577.67	3579.62	3295.0
2020-07-24 03:30:00	ES	Futures	3579.9	3581.58	3573.48	3574.6	7150.0
2020-07-24 03:35:00	ES	Futures	3574.32	3579.62	3573.76	3579.34	3720.0
2020-07-24 03:40:00	ES	Futures	3579.34	3582.42	3578.23	3580.18	2937.0
2020-07-24 03:45:00	ES	Futures	3580.18	3582.97	3579.62	3580.74	2347.0
2020-07-24 03:50:00	ES	Futures	3580.74	3582.14	3578.78	3580.74	1974.0
2020-07-24 03:55:00	ES	Futures	3580.46	3581.02	3577.95	3580.18	2574.0
2020-07-24 04:00:00	ES	Futures	3580.18	3584.09	3578.51	3584.09	2931.0
2020-07-24 04:05:00	ES	Futures	3584.09	3586.05	3579.34	3579.62	4088.0

> showing 50 of 14,249 rows — these rows as CSV

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