PREVIEW / futures_5min / 2020-08-03

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-03.parquet
  size:    297 KB
  rows:    17,686

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
2020-08-03 00:00:00	ES	Futures	3643.57	3644.69	3642.45	3642.73	805.0
2020-08-03 00:05:00	ES	Futures	3643.01	3643.01	3641.34	3641.89	480.0
2020-08-03 00:10:00	ES	Futures	3642.17	3643.29	3642.17	3642.73	510.0
2020-08-03 00:15:00	ES	Futures	3642.73	3643.01	3641.34	3641.89	401.0
2020-08-03 00:20:00	ES	Futures	3641.89	3642.73	3641.61	3642.17	225.0
2020-08-03 00:25:00	ES	Futures	3642.45	3644.69	3642.17	3644.13	509.0
2020-08-03 00:30:00	ES	Futures	3644.13	3644.41	3643.29	3643.85	362.0
2020-08-03 00:35:00	ES	Futures	3643.85	3645.24	3643.57	3645.24	347.0
2020-08-03 00:40:00	ES	Futures	3645.24	3645.52	3643.29	3643.85	343.0
2020-08-03 00:45:00	ES	Futures	3644.13	3644.69	3643.85	3644.69	143.0
2020-08-03 00:50:00	ES	Futures	3644.69	3645.52	3643.57	3645.24	552.0
2020-08-03 00:55:00	ES	Futures	3645.52	3645.8	3644.69	3645.52	271.0
2020-08-03 01:00:00	ES	Futures	3645.8	3645.8	3644.13	3644.69	468.0
2020-08-03 01:05:00	ES	Futures	3644.41	3645.52	3643.29	3644.13	467.0
2020-08-03 01:10:00	ES	Futures	3644.41	3645.24	3643.85	3644.69	259.0
2020-08-03 01:15:00	ES	Futures	3644.41	3645.52	3644.41	3645.52	238.0
2020-08-03 01:20:00	ES	Futures	3645.24	3646.08	3644.69	3646.08	371.0
2020-08-03 01:25:00	ES	Futures	3646.08	3649.15	3645.8	3646.92	1186.0
2020-08-03 01:30:00	ES	Futures	3646.64	3647.48	3645.8	3646.64	528.0
2020-08-03 01:35:00	ES	Futures	3646.36	3647.76	3646.36	3647.2	306.0
2020-08-03 01:40:00	ES	Futures	3646.92	3648.04	3646.64	3647.76	589.0
2020-08-03 01:45:00	ES	Futures	3647.48	3649.71	3647.2	3648.32	688.0
2020-08-03 01:50:00	ES	Futures	3648.32	3648.32	3646.92	3646.92	784.0
2020-08-03 01:55:00	ES	Futures	3646.92	3647.2	3644.97	3646.08	802.0
2020-08-03 02:00:00	ES	Futures	3645.8	3646.36	3642.73	3643.29	1567.0
2020-08-03 02:05:00	ES	Futures	3643.57	3644.41	3642.73	3643.29	862.0
2020-08-03 02:10:00	ES	Futures	3643.29	3643.29	3641.34	3641.89	1114.0
2020-08-03 02:15:00	ES	Futures	3641.89	3642.73	3641.34	3641.89	798.0
2020-08-03 02:20:00	ES	Futures	3641.89	3642.45	3640.22	3641.06	926.0
2020-08-03 02:25:00	ES	Futures	3641.06	3646.36	3641.06	3645.8	1578.0
2020-08-03 02:30:00	ES	Futures	3645.8	3646.64	3644.69	3645.8	1123.0
2020-08-03 02:35:00	ES	Futures	3645.8	3646.36	3643.85	3644.41	999.0
2020-08-03 02:40:00	ES	Futures	3644.41	3644.69	3642.17	3643.01	1189.0
2020-08-03 02:45:00	ES	Futures	3643.29	3644.41	3641.89	3643.85	1593.0
2020-08-03 02:50:00	ES	Futures	3643.85	3644.41	3642.17	3643.29	921.0
2020-08-03 02:55:00	ES	Futures	3643.29	3644.13	3642.73	3643.01	730.0
2020-08-03 03:00:00	ES	Futures	3643.29	3645.52	3641.34	3644.97	3661.0
2020-08-03 03:05:00	ES	Futures	3645.24	3645.8	3641.61	3641.89	2743.0
2020-08-03 03:10:00	ES	Futures	3641.89	3642.45	3639.1	3639.66	2386.0
2020-08-03 03:15:00	ES	Futures	3639.94	3641.34	3639.1	3640.5	2226.0
2020-08-03 03:20:00	ES	Futures	3640.5	3641.34	3639.94	3641.06	1528.0
2020-08-03 03:25:00	ES	Futures	3640.78	3641.06	3635.47	3636.03	3939.0
2020-08-03 03:30:00	ES	Futures	3636.03	3639.1	3635.47	3638.54	2417.0
2020-08-03 03:35:00	ES	Futures	3638.26	3639.1	3636.59	3637.98	1960.0
2020-08-03 03:40:00	ES	Futures	3637.71	3639.1	3636.87	3637.43	1395.0
2020-08-03 03:45:00	ES	Futures	3637.43	3639.66	3636.31	3639.1	1862.0
2020-08-03 03:50:00	ES	Futures	3639.1	3643.85	3638.82	3643.29	3118.0
2020-08-03 03:55:00	ES	Futures	3643.29	3646.08	3642.73	3645.8	2510.0
2020-08-03 04:00:00	ES	Futures	3645.8	3650.27	3644.41	3649.43	3456.0
2020-08-03 04:05:00	ES	Futures	3649.43	3649.99	3646.08	3648.04	3379.0

> showing 50 of 17,686 rows — these rows as CSV

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