PREVIEW / futures_5min / 2020-08-02

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-02.parquet
  size:    72 KB
  rows:    3,451

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
2020-08-02 18:00:00	ES	Futures	3654.74	3656.69	3645.8	3649.43	4886.0
2020-08-02 18:05:00	ES	Futures	3649.43	3650.27	3643.57	3644.97	1854.0
2020-08-02 18:10:00	ES	Futures	3645.24	3646.92	3642.45	3643.57	1146.0
2020-08-02 18:15:00	ES	Futures	3643.57	3644.69	3640.22	3642.73	1710.0
2020-08-02 18:20:00	ES	Futures	3642.45	3645.52	3641.89	3644.13	648.0
2020-08-02 18:25:00	ES	Futures	3643.85	3645.52	3642.73	3644.13	854.0
2020-08-02 18:30:00	ES	Futures	3644.13	3644.69	3641.06	3642.17	627.0
2020-08-02 18:35:00	ES	Futures	3642.17	3643.57	3640.22	3643.29	947.0
2020-08-02 18:40:00	ES	Futures	3643.01	3644.41	3642.45	3644.13	309.0
2020-08-02 18:45:00	ES	Futures	3644.13	3645.24	3643.01	3643.57	404.0
2020-08-02 18:50:00	ES	Futures	3643.29	3645.24	3643.01	3644.13	395.0
2020-08-02 18:55:00	ES	Futures	3644.13	3645.24	3644.13	3644.41	150.0
2020-08-02 19:00:00	ES	Futures	3644.69	3646.64	3643.85	3645.52	687.0
2020-08-02 19:05:00	ES	Futures	3645.52	3646.08	3639.1	3639.66	1907.0
2020-08-02 19:10:00	ES	Futures	3639.66	3640.78	3637.43	3639.1	1173.0
2020-08-02 19:15:00	ES	Futures	3639.1	3640.5	3638.54	3640.22	376.0
2020-08-02 19:20:00	ES	Futures	3640.22	3641.06	3637.98	3639.94	655.0
2020-08-02 19:25:00	ES	Futures	3639.94	3641.61	3636.59	3636.87	1492.0
2020-08-02 19:30:00	ES	Futures	3636.87	3641.06	3636.59	3641.06	1080.0
2020-08-02 19:35:00	ES	Futures	3640.78	3641.34	3639.94	3640.5	303.0
2020-08-02 19:40:00	ES	Futures	3640.5	3641.61	3639.38	3640.78	405.0
2020-08-02 19:45:00	ES	Futures	3641.06	3643.01	3638.82	3642.45	1053.0
2020-08-02 19:50:00	ES	Futures	3642.17	3644.41	3642.17	3644.13	2158.0
2020-08-02 19:55:00	ES	Futures	3644.13	3647.76	3643.29	3646.08	1644.0
2020-08-02 20:00:00	ES	Futures	3646.08	3649.71	3645.24	3646.08	1986.0
2020-08-02 20:05:00	ES	Futures	3646.08	3648.6	3644.41	3646.64	2185.0
2020-08-02 20:10:00	ES	Futures	3646.64	3647.2	3642.45	3645.52	2221.0
2020-08-02 20:15:00	ES	Futures	3645.8	3647.48	3643.57	3645.52	2075.0
2020-08-02 20:20:00	ES	Futures	3645.52	3646.64	3640.22	3640.22	2136.0
2020-08-02 20:25:00	ES	Futures	3640.5	3645.52	3639.94	3644.41	1418.0
2020-08-02 20:30:00	ES	Futures	3644.41	3649.43	3644.41	3649.15	2134.0
2020-08-02 20:35:00	ES	Futures	3649.43	3650.27	3647.48	3648.88	2296.0
2020-08-02 20:40:00	ES	Futures	3648.6	3649.71	3646.92	3647.48	1344.0
2020-08-02 20:45:00	ES	Futures	3647.2	3649.43	3646.64	3646.64	860.0
2020-08-02 20:50:00	ES	Futures	3646.92	3647.48	3644.69	3645.8	2286.0
2020-08-02 20:55:00	ES	Futures	3646.08	3647.48	3644.97	3647.2	2630.0
2020-08-02 21:00:00	ES	Futures	3647.2	3650.27	3644.97	3646.08	1564.0
2020-08-02 21:05:00	ES	Futures	3646.08	3648.04	3645.52	3647.76	520.0
2020-08-02 21:10:00	ES	Futures	3647.76	3651.39	3647.48	3649.99	1871.0
2020-08-02 21:15:00	ES	Futures	3650.27	3650.83	3648.04	3649.43	1058.0
2020-08-02 21:20:00	ES	Futures	3649.43	3650.83	3648.04	3649.15	853.0
2020-08-02 21:25:00	ES	Futures	3649.43	3651.67	3648.04	3651.67	1752.0
2020-08-02 21:30:00	ES	Futures	3651.67	3654.18	3648.6	3649.43	4586.0
2020-08-02 21:35:00	ES	Futures	3649.15	3651.11	3648.32	3649.99	2469.0
2020-08-02 21:40:00	ES	Futures	3649.71	3653.06	3649.71	3651.95	2065.0
2020-08-02 21:45:00	ES	Futures	3651.95	3654.18	3649.71	3649.99	1573.0
2020-08-02 21:50:00	ES	Futures	3649.71	3653.06	3649.71	3651.95	803.0
2020-08-02 21:55:00	ES	Futures	3651.95	3652.78	3650.27	3651.95	780.0
2020-08-02 22:00:00	ES	Futures	3651.95	3652.23	3649.15	3649.43	954.0
2020-08-02 22:05:00	ES	Futures	3649.15	3649.99	3647.48	3647.48	842.0

> showing 50 of 3,451 rows — these rows as CSV

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