PREVIEW / futures_5min / 2020-07-27

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-27.parquet
  size:    297 KB
  rows:    17,582

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
2020-07-27 00:00:00	ES	Futures	3596.94	3597.77	3595.26	3595.82	330.0
2020-07-27 00:05:00	ES	Futures	3595.82	3598.33	3595.54	3597.21	548.0
2020-07-27 00:10:00	ES	Futures	3596.94	3597.49	3595.26	3595.26	435.0
2020-07-27 00:15:00	ES	Futures	3595.54	3595.82	3594.7	3595.82	443.0
2020-07-27 00:20:00	ES	Futures	3596.1	3596.38	3595.26	3595.54	423.0
2020-07-27 00:25:00	ES	Futures	3595.54	3597.21	3595.54	3597.21	217.0
2020-07-27 00:30:00	ES	Futures	3597.21	3597.49	3596.1	3597.49	288.0
2020-07-27 00:35:00	ES	Futures	3597.49	3598.61	3597.49	3597.49	347.0
2020-07-27 00:40:00	ES	Futures	3597.21	3597.49	3596.66	3597.49	339.0
2020-07-27 00:45:00	ES	Futures	3597.21	3598.33	3596.38	3597.21	389.0
2020-07-27 00:50:00	ES	Futures	3597.21	3597.77	3596.1	3596.1	437.0
2020-07-27 00:55:00	ES	Futures	3596.1	3596.1	3594.98	3594.98	460.0
2020-07-27 01:00:00	ES	Futures	3594.98	3595.82	3593.58	3595.26	843.0
2020-07-27 01:05:00	ES	Futures	3595.26	3595.26	3592.47	3593.86	876.0
2020-07-27 01:10:00	ES	Futures	3593.58	3594.14	3592.19	3592.75	480.0
2020-07-27 01:15:00	ES	Futures	3592.47	3593.86	3591.91	3593.31	608.0
2020-07-27 01:20:00	ES	Futures	3593.31	3594.7	3593.03	3594.42	348.0
2020-07-27 01:25:00	ES	Futures	3594.42	3595.26	3594.14	3594.14	460.0
2020-07-27 01:30:00	ES	Futures	3594.42	3596.66	3594.42	3594.98	585.0
2020-07-27 01:35:00	ES	Futures	3594.98	3594.98	3592.19	3593.31	544.0
2020-07-27 01:40:00	ES	Futures	3593.31	3594.42	3592.19	3592.75	404.0
2020-07-27 01:45:00	ES	Futures	3592.75	3595.26	3592.75	3594.14	567.0
2020-07-27 01:50:00	ES	Futures	3594.14	3594.14	3591.91	3592.75	482.0
2020-07-27 01:55:00	ES	Futures	3592.75	3594.42	3590.51	3590.79	1088.0
2020-07-27 02:00:00	ES	Futures	3590.79	3593.86	3589.95	3592.75	2165.0
2020-07-27 02:05:00	ES	Futures	3592.47	3592.47	3589.12	3590.51	1413.0
2020-07-27 02:10:00	ES	Futures	3590.79	3590.79	3588.28	3588.84	959.0
2020-07-27 02:15:00	ES	Futures	3588.84	3590.79	3588.56	3589.95	850.0
2020-07-27 02:20:00	ES	Futures	3589.95	3590.79	3588.28	3588.56	618.0
2020-07-27 02:25:00	ES	Futures	3588.56	3589.68	3588.0	3588.0	625.0
2020-07-27 02:30:00	ES	Futures	3588.28	3592.75	3588.0	3592.19	1680.0
2020-07-27 02:35:00	ES	Futures	3591.91	3592.19	3591.07	3591.35	456.0
2020-07-27 02:40:00	ES	Futures	3591.63	3593.58	3591.35	3593.58	643.0
2020-07-27 02:45:00	ES	Futures	3593.58	3594.14	3591.63	3592.75	767.0
2020-07-27 02:50:00	ES	Futures	3592.75	3594.42	3592.75	3594.14	460.0
2020-07-27 02:55:00	ES	Futures	3593.86	3594.42	3591.91	3592.19	656.0
2020-07-27 03:00:00	ES	Futures	3591.91	3594.42	3588.84	3593.03	3708.0
2020-07-27 03:05:00	ES	Futures	3593.03	3595.26	3591.35	3591.63	2302.0
2020-07-27 03:10:00	ES	Futures	3591.63	3593.86	3591.07	3591.35	1746.0
2020-07-27 03:15:00	ES	Futures	3591.35	3591.35	3587.16	3588.56	2685.0
2020-07-27 03:20:00	ES	Futures	3588.56	3589.95	3586.88	3589.4	1319.0
2020-07-27 03:25:00	ES	Futures	3589.12	3589.4	3586.88	3587.44	1423.0
2020-07-27 03:30:00	ES	Futures	3587.44	3588.0	3584.65	3586.6	2484.0
2020-07-27 03:35:00	ES	Futures	3586.6	3588.84	3584.37	3586.88	2617.0
2020-07-27 03:40:00	ES	Futures	3586.6	3589.12	3586.32	3588.0	1486.0
2020-07-27 03:45:00	ES	Futures	3588.0	3590.51	3587.44	3588.0	1892.0
2020-07-27 03:50:00	ES	Futures	3588.0	3589.68	3587.44	3588.28	1359.0
2020-07-27 03:55:00	ES	Futures	3588.28	3591.35	3586.88	3590.79	1355.0
2020-07-27 04:00:00	ES	Futures	3590.79	3594.7	3590.51	3593.58	2030.0
2020-07-27 04:05:00	ES	Futures	3593.58	3594.7	3592.47	3592.75	1234.0

> showing 50 of 17,582 rows — these rows as CSV

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