PREVIEW / futures_5min / 2020-07-30

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-30.parquet
  size:    324 KB
  rows:    17,739

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
2020-07-30 00:00:00	ES	Futures	3628.49	3629.33	3626.54	3626.54	731.0
2020-07-30 00:05:00	ES	Futures	3626.54	3627.37	3625.42	3627.09	793.0
2020-07-30 00:10:00	ES	Futures	3627.09	3627.37	3625.7	3625.98	252.0
2020-07-30 00:15:00	ES	Futures	3625.7	3625.98	3625.14	3625.7	288.0
2020-07-30 00:20:00	ES	Futures	3625.7	3626.81	3625.7	3626.54	166.0
2020-07-30 00:25:00	ES	Futures	3626.54	3627.09	3626.54	3626.81	107.0
2020-07-30 00:30:00	ES	Futures	3626.81	3627.37	3626.54	3627.09	206.0
2020-07-30 00:35:00	ES	Futures	3627.09	3627.93	3626.54	3626.81	263.0
2020-07-30 00:40:00	ES	Futures	3627.09	3627.93	3627.09	3627.09	248.0
2020-07-30 00:45:00	ES	Futures	3627.37	3627.93	3627.37	3627.37	127.0
2020-07-30 00:50:00	ES	Futures	3627.37	3627.93	3627.09	3627.93	95.0
2020-07-30 00:55:00	ES	Futures	3627.65	3627.65	3626.26	3626.26	237.0
2020-07-30 01:00:00	ES	Futures	3626.54	3626.54	3625.42	3625.98	441.0
2020-07-30 01:05:00	ES	Futures	3625.98	3626.54	3625.7	3626.26	323.0
2020-07-30 01:10:00	ES	Futures	3625.98	3625.98	3625.14	3625.7	402.0
2020-07-30 01:15:00	ES	Futures	3625.7	3625.7	3623.18	3623.74	1095.0
2020-07-30 01:20:00	ES	Futures	3623.74	3625.14	3623.46	3624.58	721.0
2020-07-30 01:25:00	ES	Futures	3624.86	3624.86	3622.63	3623.46	597.0
2020-07-30 01:30:00	ES	Futures	3623.46	3624.02	3622.63	3622.91	655.0
2020-07-30 01:35:00	ES	Futures	3622.91	3624.86	3621.79	3624.58	850.0
2020-07-30 01:40:00	ES	Futures	3624.58	3624.86	3623.74	3623.74	421.0
2020-07-30 01:45:00	ES	Futures	3623.74	3624.58	3622.63	3624.02	484.0
2020-07-30 01:50:00	ES	Futures	3624.02	3625.14	3623.74	3625.14	439.0
2020-07-30 01:55:00	ES	Futures	3625.14	3625.7	3624.3	3624.86	635.0
2020-07-30 02:00:00	ES	Futures	3624.86	3626.26	3623.74	3624.86	1078.0
2020-07-30 02:05:00	ES	Futures	3625.14	3626.81	3625.14	3626.26	544.0
2020-07-30 02:10:00	ES	Futures	3625.98	3627.09	3623.46	3624.58	1748.0
2020-07-30 02:15:00	ES	Futures	3624.58	3625.14	3622.63	3622.63	1631.0
2020-07-30 02:20:00	ES	Futures	3622.91	3624.02	3621.51	3623.74	1687.0
2020-07-30 02:25:00	ES	Futures	3623.74	3623.74	3621.79	3623.18	848.0
2020-07-30 02:30:00	ES	Futures	3623.18	3623.74	3620.95	3623.74	1088.0
2020-07-30 02:35:00	ES	Futures	3623.74	3624.3	3622.35	3622.91	471.0
2020-07-30 02:40:00	ES	Futures	3622.91	3622.91	3622.07	3622.35	324.0
2020-07-30 02:45:00	ES	Futures	3622.35	3622.35	3619.83	3620.67	928.0
2020-07-30 02:50:00	ES	Futures	3620.95	3621.23	3619.83	3621.23	647.0
2020-07-30 02:55:00	ES	Futures	3621.23	3621.23	3618.44	3618.44	1461.0
2020-07-30 03:00:00	ES	Futures	3618.44	3619.28	3616.76	3617.04	4490.0
2020-07-30 03:05:00	ES	Futures	3617.04	3617.32	3610.9	3613.13	5904.0
2020-07-30 03:10:00	ES	Futures	3613.41	3613.41	3608.66	3611.18	5232.0
2020-07-30 03:15:00	ES	Futures	3610.9	3611.74	3607.83	3609.78	5053.0
2020-07-30 03:20:00	ES	Futures	3610.06	3611.18	3607.83	3608.66	6124.0
2020-07-30 03:25:00	ES	Futures	3608.38	3609.78	3607.83	3608.94	4078.0
2020-07-30 03:30:00	ES	Futures	3608.94	3609.22	3600.85	3601.4	7300.0
2020-07-30 03:35:00	ES	Futures	3601.4	3604.48	3600.29	3604.2	3337.0
2020-07-30 03:40:00	ES	Futures	3603.92	3605.31	3602.24	3605.31	2349.0
2020-07-30 03:45:00	ES	Futures	3605.31	3606.43	3603.92	3605.87	2578.0
2020-07-30 03:50:00	ES	Futures	3605.59	3605.59	3602.24	3604.75	2196.0
2020-07-30 03:55:00	ES	Futures	3604.75	3605.03	3602.52	3604.75	1452.0
2020-07-30 04:00:00	ES	Futures	3604.75	3606.99	3603.92	3606.71	1885.0
2020-07-30 04:05:00	ES	Futures	3606.71	3606.71	3602.52	3603.36	2512.0

> showing 50 of 17,739 rows — these rows as CSV

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