PREVIEW / futures_5min / 2020-07-29

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-29.parquet
  size:    277 KB
  rows:    17,334

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
2020-07-29 00:00:00	ES	Futures	3587.16	3587.72	3586.88	3587.16	320.0
2020-07-29 00:05:00	ES	Futures	3586.88	3587.44	3586.32	3586.32	422.0
2020-07-29 00:10:00	ES	Futures	3586.6	3586.88	3586.05	3586.32	350.0
2020-07-29 00:15:00	ES	Futures	3586.32	3586.6	3584.65	3584.65	425.0
2020-07-29 00:20:00	ES	Futures	3584.65	3585.49	3584.65	3584.65	293.0
2020-07-29 00:25:00	ES	Futures	3584.37	3585.21	3583.81	3585.21	294.0
2020-07-29 00:30:00	ES	Futures	3584.93	3585.77	3583.81	3584.09	453.0
2020-07-29 00:35:00	ES	Futures	3584.09	3584.65	3583.25	3584.37	824.0
2020-07-29 00:40:00	ES	Futures	3584.65	3584.65	3583.81	3584.65	296.0
2020-07-29 00:45:00	ES	Futures	3584.37	3584.37	3579.34	3579.9	2350.0
2020-07-29 00:50:00	ES	Futures	3579.62	3580.74	3579.06	3579.06	1031.0
2020-07-29 00:55:00	ES	Futures	3579.06	3581.02	3579.06	3581.02	592.0
2020-07-29 01:00:00	ES	Futures	3581.02	3581.02	3579.06	3580.46	709.0
2020-07-29 01:05:00	ES	Futures	3580.18	3581.58	3579.9	3581.3	979.0
2020-07-29 01:10:00	ES	Futures	3581.3	3581.58	3579.9	3581.3	804.0
2020-07-29 01:15:00	ES	Futures	3581.3	3581.86	3580.46	3581.02	545.0
2020-07-29 01:20:00	ES	Futures	3581.3	3582.69	3581.3	3582.42	570.0
2020-07-29 01:25:00	ES	Futures	3582.42	3582.69	3581.02	3581.58	388.0
2020-07-29 01:30:00	ES	Futures	3581.86	3582.42	3581.02	3582.42	485.0
2020-07-29 01:35:00	ES	Futures	3582.42	3582.97	3581.58	3581.86	437.0
2020-07-29 01:40:00	ES	Futures	3581.86	3582.14	3579.34	3580.74	945.0
2020-07-29 01:45:00	ES	Futures	3580.74	3582.14	3580.74	3581.86	494.0
2020-07-29 01:50:00	ES	Futures	3581.86	3585.49	3581.58	3584.93	1272.0
2020-07-29 01:55:00	ES	Futures	3584.65	3585.49	3584.37	3585.49	932.0
2020-07-29 02:00:00	ES	Futures	3585.49	3586.6	3584.93	3586.32	1245.0
2020-07-29 02:05:00	ES	Futures	3586.32	3587.16	3586.05	3587.16	702.0
2020-07-29 02:10:00	ES	Futures	3587.16	3587.44	3585.49	3586.32	813.0
2020-07-29 02:15:00	ES	Futures	3586.32	3589.95	3586.32	3589.68	1876.0
2020-07-29 02:20:00	ES	Futures	3589.68	3590.51	3589.4	3589.68	689.0
2020-07-29 02:25:00	ES	Futures	3589.68	3592.47	3589.68	3591.91	1626.0
2020-07-29 02:30:00	ES	Futures	3592.19	3592.75	3591.07	3591.07	844.0
2020-07-29 02:35:00	ES	Futures	3591.07	3593.03	3591.07	3591.07	1509.0
2020-07-29 02:40:00	ES	Futures	3591.07	3592.47	3591.07	3591.07	560.0
2020-07-29 02:45:00	ES	Futures	3591.07	3592.75	3591.07	3592.19	617.0
2020-07-29 02:50:00	ES	Futures	3592.19	3593.03	3591.91	3592.19	634.0
2020-07-29 02:55:00	ES	Futures	3592.19	3593.86	3591.91	3593.31	876.0
2020-07-29 03:00:00	ES	Futures	3593.31	3597.49	3593.31	3596.94	3180.0
2020-07-29 03:05:00	ES	Futures	3596.94	3596.94	3594.7	3596.1	2002.0
2020-07-29 03:10:00	ES	Futures	3596.1	3597.77	3595.82	3596.66	1890.0
2020-07-29 03:15:00	ES	Futures	3596.66	3596.66	3593.86	3593.86	1945.0
2020-07-29 03:20:00	ES	Futures	3593.58	3594.14	3592.75	3593.03	2032.0
2020-07-29 03:25:00	ES	Futures	3592.75	3594.14	3592.19	3592.47	1629.0
2020-07-29 03:30:00	ES	Futures	3592.75	3593.58	3591.91	3593.03	1991.0
2020-07-29 03:35:00	ES	Futures	3593.03	3596.38	3593.03	3595.26	1696.0
2020-07-29 03:40:00	ES	Futures	3595.26	3599.45	3594.98	3597.77	3685.0
2020-07-29 03:45:00	ES	Futures	3598.05	3598.89	3596.1	3598.05	2177.0
2020-07-29 03:50:00	ES	Futures	3597.77	3600.57	3597.77	3598.89	1713.0
2020-07-29 03:55:00	ES	Futures	3598.61	3599.17	3596.1	3596.38	1539.0
2020-07-29 04:00:00	ES	Futures	3596.38	3597.21	3593.31	3593.31	2501.0
2020-07-29 04:05:00	ES	Futures	3593.58	3594.98	3592.47	3592.75	1560.0

> showing 50 of 17,334 rows — these rows as CSV

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