PREVIEW / futures_5min / 2020-07-26

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-26.parquet
  size:    74 KB
  rows:    3,434

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
2020-07-26 18:00:00	ES	Futures	3586.32	3589.4	3581.3	3581.86	6717.0
2020-07-26 18:05:00	ES	Futures	3581.86	3584.09	3579.9	3580.18	1799.0
2020-07-26 18:10:00	ES	Futures	3580.18	3581.86	3577.39	3579.34	1514.0
2020-07-26 18:15:00	ES	Futures	3579.34	3581.3	3573.48	3574.88	2284.0
2020-07-26 18:20:00	ES	Futures	3574.6	3577.11	3571.8	3574.04	2304.0
2020-07-26 18:25:00	ES	Futures	3573.76	3578.23	3573.76	3577.11	1117.0
2020-07-26 18:30:00	ES	Futures	3577.11	3578.23	3576.27	3577.39	701.0
2020-07-26 18:35:00	ES	Futures	3577.39	3579.9	3577.39	3578.51	752.0
2020-07-26 18:40:00	ES	Futures	3578.51	3578.78	3576.55	3577.11	524.0
2020-07-26 18:45:00	ES	Futures	3577.11	3577.11	3572.92	3575.43	1125.0
2020-07-26 18:50:00	ES	Futures	3575.43	3575.99	3572.64	3574.04	935.0
2020-07-26 18:55:00	ES	Futures	3574.04	3575.15	3571.52	3573.2	2110.0
2020-07-26 19:00:00	ES	Futures	3573.48	3576.27	3567.06	3570.13	3107.0
2020-07-26 19:05:00	ES	Futures	3570.13	3570.41	3565.94	3569.01	2130.0
2020-07-26 19:10:00	ES	Futures	3568.73	3569.85	3566.22	3566.5	648.0
2020-07-26 19:15:00	ES	Futures	3566.78	3570.69	3565.38	3570.13	3094.0
2020-07-26 19:20:00	ES	Futures	3570.41	3571.52	3568.73	3569.57	1169.0
2020-07-26 19:25:00	ES	Futures	3569.29	3571.52	3568.45	3568.45	1011.0
2020-07-26 19:30:00	ES	Futures	3568.73	3572.64	3568.73	3571.52	1574.0
2020-07-26 19:35:00	ES	Futures	3571.52	3574.04	3571.52	3572.92	1380.0
2020-07-26 19:40:00	ES	Futures	3572.64	3576.27	3572.08	3575.15	2174.0
2020-07-26 19:45:00	ES	Futures	3575.43	3576.83	3574.88	3575.71	1425.0
2020-07-26 19:50:00	ES	Futures	3575.71	3578.23	3573.2	3574.04	2342.0
2020-07-26 19:55:00	ES	Futures	3574.04	3576.55	3573.2	3573.76	881.0
2020-07-26 20:00:00	ES	Futures	3573.48	3578.78	3572.08	3578.78	2804.0
2020-07-26 20:05:00	ES	Futures	3578.78	3581.02	3576.55	3581.02	2059.0
2020-07-26 20:10:00	ES	Futures	3581.02	3584.37	3579.34	3583.81	3566.0
2020-07-26 20:15:00	ES	Futures	3583.81	3586.32	3582.97	3585.49	2953.0
2020-07-26 20:20:00	ES	Futures	3585.49	3587.44	3584.65	3586.32	2284.0
2020-07-26 20:25:00	ES	Futures	3586.32	3590.79	3584.65	3590.23	3056.0
2020-07-26 20:30:00	ES	Futures	3590.23	3593.31	3586.05	3586.32	2828.0
2020-07-26 20:35:00	ES	Futures	3586.32	3588.28	3585.49	3587.44	1416.0
2020-07-26 20:40:00	ES	Futures	3587.44	3588.28	3584.37	3587.72	1662.0
2020-07-26 20:45:00	ES	Futures	3587.72	3589.4	3587.72	3588.56	1015.0
2020-07-26 20:50:00	ES	Futures	3588.28	3589.95	3587.16	3588.28	1187.0
2020-07-26 20:55:00	ES	Futures	3588.0	3589.4	3587.16	3588.0	667.0
2020-07-26 21:00:00	ES	Futures	3588.28	3592.19	3585.49	3591.07	1866.0
2020-07-26 21:05:00	ES	Futures	3591.07	3594.98	3591.07	3591.91	2389.0
2020-07-26 21:10:00	ES	Futures	3591.91	3593.03	3589.95	3591.63	1374.0
2020-07-26 21:15:00	ES	Futures	3591.63	3592.47	3589.68	3591.91	1166.0
2020-07-26 21:20:00	ES	Futures	3591.91	3592.75	3591.07	3592.47	1130.0
2020-07-26 21:25:00	ES	Futures	3592.47	3594.14	3590.51	3593.03	1455.0
2020-07-26 21:30:00	ES	Futures	3593.03	3594.42	3589.4	3590.79	2409.0
2020-07-26 21:35:00	ES	Futures	3590.51	3594.14	3590.51	3593.03	1446.0
2020-07-26 21:40:00	ES	Futures	3592.75	3593.03	3589.95	3590.79	1116.0
2020-07-26 21:45:00	ES	Futures	3590.51	3592.47	3590.51	3592.19	807.0
2020-07-26 21:50:00	ES	Futures	3591.91	3593.86	3590.79	3593.03	1522.0
2020-07-26 21:55:00	ES	Futures	3593.03	3595.82	3591.63	3593.03	1497.0
2020-07-26 22:00:00	ES	Futures	3593.31	3593.86	3591.91	3592.19	722.0
2020-07-26 22:05:00	ES	Futures	3592.19	3594.7	3591.63	3593.58	765.0

> showing 50 of 3,434 rows — these rows as CSV

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