PREVIEW / futures_5min / 2020-07-31

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-07-31.parquet
  size:    271 KB
  rows:    14,278

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
2020-07-31 00:00:00	ES	Futures	3640.78	3641.06	3634.91	3636.31	2419.0
2020-07-31 00:05:00	ES	Futures	3636.31	3636.87	3634.35	3636.59	1201.0
2020-07-31 00:10:00	ES	Futures	3636.59	3637.71	3636.03	3636.87	553.0
2020-07-31 00:15:00	ES	Futures	3637.15	3637.98	3635.75	3637.71	696.0
2020-07-31 00:20:00	ES	Futures	3637.98	3639.1	3637.43	3638.82	789.0
2020-07-31 00:25:00	ES	Futures	3638.54	3639.38	3634.35	3634.91	990.0
2020-07-31 00:30:00	ES	Futures	3634.91	3636.59	3634.35	3634.91	930.0
2020-07-31 00:35:00	ES	Futures	3635.19	3635.19	3632.96	3634.35	1399.0
2020-07-31 00:40:00	ES	Futures	3634.63	3635.19	3631.84	3633.8	950.0
2020-07-31 00:45:00	ES	Futures	3633.8	3633.8	3632.12	3633.52	949.0
2020-07-31 00:50:00	ES	Futures	3633.52	3635.75	3633.24	3635.47	752.0
2020-07-31 00:55:00	ES	Futures	3635.75	3636.87	3633.52	3634.35	706.0
2020-07-31 01:00:00	ES	Futures	3634.63	3635.47	3632.96	3633.8	666.0
2020-07-31 01:05:00	ES	Futures	3634.08	3635.19	3633.8	3634.63	409.0
2020-07-31 01:10:00	ES	Futures	3634.63	3636.03	3634.63	3635.47	590.0
2020-07-31 01:15:00	ES	Futures	3635.75	3636.03	3631.84	3632.68	827.0
2020-07-31 01:20:00	ES	Futures	3632.96	3633.52	3631.84	3632.68	807.0
2020-07-31 01:25:00	ES	Futures	3632.68	3633.24	3631.28	3631.56	953.0
2020-07-31 01:30:00	ES	Futures	3631.84	3632.12	3629.33	3630.44	1453.0
2020-07-31 01:35:00	ES	Futures	3630.44	3630.44	3628.77	3628.77	1209.0
2020-07-31 01:40:00	ES	Futures	3628.77	3629.05	3626.26	3627.37	2593.0
2020-07-31 01:45:00	ES	Futures	3627.37	3627.93	3626.81	3627.37	1632.0
2020-07-31 01:50:00	ES	Futures	3627.37	3628.49	3626.54	3626.81	1403.0
2020-07-31 01:55:00	ES	Futures	3627.09	3628.49	3625.42	3626.54	1807.0
2020-07-31 02:00:00	ES	Futures	3626.54	3630.17	3626.54	3629.89	2250.0
2020-07-31 02:05:00	ES	Futures	3630.17	3633.24	3629.89	3631.56	2556.0
2020-07-31 02:10:00	ES	Futures	3631.56	3634.08	3631.56	3633.52	1372.0
2020-07-31 02:15:00	ES	Futures	3633.8	3634.91	3631.56	3634.91	1436.0
2020-07-31 02:20:00	ES	Futures	3634.91	3637.43	3633.24	3636.87	1755.0
2020-07-31 02:25:00	ES	Futures	3636.59	3637.43	3635.75	3636.31	1090.0
2020-07-31 02:30:00	ES	Futures	3636.31	3638.82	3635.75	3638.82	1754.0
2020-07-31 02:35:00	ES	Futures	3639.1	3643.01	3639.1	3641.89	3068.0
2020-07-31 02:40:00	ES	Futures	3641.89	3642.17	3640.78	3641.06	968.0
2020-07-31 02:45:00	ES	Futures	3640.78	3641.34	3638.26	3638.54	1444.0
2020-07-31 02:50:00	ES	Futures	3638.54	3640.22	3637.98	3638.82	729.0
2020-07-31 02:55:00	ES	Futures	3639.1	3640.78	3637.43	3639.1	1439.0
2020-07-31 03:00:00	ES	Futures	3639.1	3642.17	3636.59	3637.15	5231.0
2020-07-31 03:05:00	ES	Futures	3636.87	3640.5	3635.19	3635.75	3463.0
2020-07-31 03:10:00	ES	Futures	3636.03	3637.43	3632.96	3635.75	3156.0
2020-07-31 03:15:00	ES	Futures	3636.03	3636.03	3632.12	3634.08	3180.0
2020-07-31 03:20:00	ES	Futures	3633.8	3639.1	3632.68	3638.82	4029.0
2020-07-31 03:25:00	ES	Futures	3638.82	3640.78	3636.31	3639.1	3627.0
2020-07-31 03:30:00	ES	Futures	3638.82	3642.17	3637.43	3639.1	4453.0
2020-07-31 03:35:00	ES	Futures	3639.1	3642.45	3637.15	3639.66	4164.0
2020-07-31 03:40:00	ES	Futures	3639.94	3641.89	3637.43	3638.82	2785.0
2020-07-31 03:45:00	ES	Futures	3638.82	3640.5	3637.15	3637.71	2015.0
2020-07-31 03:50:00	ES	Futures	3637.43	3638.26	3634.35	3634.91	2324.0
2020-07-31 03:55:00	ES	Futures	3634.91	3636.31	3633.8	3634.91	2459.0
2020-07-31 04:00:00	ES	Futures	3634.91	3636.59	3633.52	3635.47	1858.0
2020-07-31 04:05:00	ES	Futures	3635.47	3638.54	3634.63	3636.87	2512.0

> showing 50 of 14,278 rows — these rows as CSV

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