PREVIEW / futures_5min / 2020-07-28

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-28.parquet
  size:    287 KB
  rows:    17,422

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
2020-07-28 00:00:00	ES	Futures	3612.85	3613.97	3611.46	3613.69	1159.0
2020-07-28 00:05:00	ES	Futures	3613.69	3614.25	3612.85	3613.13	585.0
2020-07-28 00:10:00	ES	Futures	3613.13	3613.13	3611.18	3611.74	976.0
2020-07-28 00:15:00	ES	Futures	3611.74	3612.57	3609.5	3610.06	619.0
2020-07-28 00:20:00	ES	Futures	3610.06	3612.29	3610.06	3612.01	690.0
2020-07-28 00:25:00	ES	Futures	3611.74	3613.13	3611.46	3612.57	440.0
2020-07-28 00:30:00	ES	Futures	3612.29	3614.25	3612.29	3613.97	456.0
2020-07-28 00:35:00	ES	Futures	3614.25	3614.25	3612.85	3613.69	482.0
2020-07-28 00:40:00	ES	Futures	3613.69	3613.97	3612.29	3613.41	380.0
2020-07-28 00:45:00	ES	Futures	3613.13	3615.65	3613.13	3615.09	590.0
2020-07-28 00:50:00	ES	Futures	3615.37	3615.92	3614.81	3614.81	551.0
2020-07-28 00:55:00	ES	Futures	3615.09	3615.09	3613.97	3613.97	254.0
2020-07-28 01:00:00	ES	Futures	3613.69	3613.97	3612.01	3612.57	693.0
2020-07-28 01:05:00	ES	Futures	3612.57	3612.57	3610.62	3612.29	663.0
2020-07-28 01:10:00	ES	Futures	3612.57	3613.97	3612.57	3612.57	558.0
2020-07-28 01:15:00	ES	Futures	3612.29	3613.97	3611.74	3613.69	414.0
2020-07-28 01:20:00	ES	Futures	3613.97	3613.97	3610.62	3611.18	1412.0
2020-07-28 01:25:00	ES	Futures	3611.46	3612.29	3610.34	3610.9	779.0
2020-07-28 01:30:00	ES	Futures	3610.9	3612.57	3610.06	3612.29	735.0
2020-07-28 01:35:00	ES	Futures	3612.01	3612.85	3611.18	3612.01	456.0
2020-07-28 01:40:00	ES	Futures	3612.01	3612.29	3610.06	3610.62	430.0
2020-07-28 01:45:00	ES	Futures	3610.62	3611.18	3610.06	3610.62	501.0
2020-07-28 01:50:00	ES	Futures	3610.62	3612.57	3609.78	3611.74	802.0
2020-07-28 01:55:00	ES	Futures	3611.74	3613.13	3611.18	3612.85	478.0
2020-07-28 02:00:00	ES	Futures	3612.85	3613.41	3611.18	3613.41	952.0
2020-07-28 02:05:00	ES	Futures	3613.41	3614.25	3612.29	3613.41	572.0
2020-07-28 02:10:00	ES	Futures	3613.41	3614.25	3612.57	3613.41	694.0
2020-07-28 02:15:00	ES	Futures	3613.41	3613.97	3612.85	3613.13	398.0
2020-07-28 02:20:00	ES	Futures	3613.41	3613.41	3611.46	3611.46	485.0
2020-07-28 02:25:00	ES	Futures	3611.74	3611.74	3610.34	3611.46	808.0
2020-07-28 02:30:00	ES	Futures	3611.46	3613.13	3611.18	3612.01	663.0
2020-07-28 02:35:00	ES	Futures	3612.01	3612.85	3611.46	3612.01	344.0
2020-07-28 02:40:00	ES	Futures	3612.01	3614.25	3612.01	3613.97	572.0
2020-07-28 02:45:00	ES	Futures	3613.97	3615.65	3613.97	3614.81	701.0
2020-07-28 02:50:00	ES	Futures	3614.53	3614.81	3613.41	3613.97	528.0
2020-07-28 02:55:00	ES	Futures	3613.69	3613.69	3610.9	3610.9	837.0
2020-07-28 03:00:00	ES	Futures	3610.62	3612.29	3610.34	3610.9	1916.0
2020-07-28 03:05:00	ES	Futures	3610.62	3617.04	3610.62	3615.37	3638.0
2020-07-28 03:10:00	ES	Futures	3615.09	3617.04	3615.09	3615.65	1741.0
2020-07-28 03:15:00	ES	Futures	3615.65	3616.76	3614.53	3614.81	2188.0
2020-07-28 03:20:00	ES	Futures	3614.81	3615.09	3610.9	3611.46	2434.0
2020-07-28 03:25:00	ES	Futures	3611.74	3613.97	3611.18	3613.13	1385.0
2020-07-28 03:30:00	ES	Futures	3612.85	3613.13	3608.94	3610.62	2609.0
2020-07-28 03:35:00	ES	Futures	3610.62	3612.29	3608.11	3612.01	2524.0
2020-07-28 03:40:00	ES	Futures	3612.01	3614.25	3611.18	3613.69	1123.0
2020-07-28 03:45:00	ES	Futures	3613.97	3614.53	3612.57	3613.97	1641.0
2020-07-28 03:50:00	ES	Futures	3613.69	3613.97	3610.34	3610.62	1382.0
2020-07-28 03:55:00	ES	Futures	3610.9	3612.01	3610.06	3610.62	1623.0
2020-07-28 04:00:00	ES	Futures	3610.62	3612.29	3610.06	3611.74	1702.0
2020-07-28 04:05:00	ES	Futures	3611.46	3612.01	3608.94	3609.22	1706.0

> showing 50 of 17,422 rows — these rows as CSV

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