PREVIEW / futures_5min / 2020-08-04

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-04.parquet
  size:    300 KB
  rows:    17,810

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
2020-08-04 00:00:00	ES	Futures	3670.94	3670.94	3670.1	3670.94	395.0
2020-08-04 00:05:00	ES	Futures	3670.94	3671.21	3670.66	3671.21	231.0
2020-08-04 00:10:00	ES	Futures	3670.94	3671.21	3670.38	3670.66	261.0
2020-08-04 00:15:00	ES	Futures	3670.66	3671.49	3670.38	3671.21	155.0
2020-08-04 00:20:00	ES	Futures	3671.21	3671.49	3670.66	3670.94	179.0
2020-08-04 00:25:00	ES	Futures	3670.66	3671.21	3670.66	3671.21	97.0
2020-08-04 00:30:00	ES	Futures	3671.21	3674.01	3671.21	3673.45	1192.0
2020-08-04 00:35:00	ES	Futures	3673.45	3673.73	3672.61	3672.61	405.0
2020-08-04 00:40:00	ES	Futures	3672.61	3673.45	3672.61	3672.89	261.0
2020-08-04 00:45:00	ES	Futures	3673.17	3673.17	3672.05	3673.17	214.0
2020-08-04 00:50:00	ES	Futures	3672.89	3673.17	3671.77	3672.05	404.0
2020-08-04 00:55:00	ES	Futures	3672.05	3672.61	3671.77	3672.61	177.0
2020-08-04 01:00:00	ES	Futures	3672.61	3672.89	3671.77	3672.33	532.0
2020-08-04 01:05:00	ES	Futures	3672.33	3673.17	3671.21	3672.61	599.0
2020-08-04 01:10:00	ES	Futures	3672.61	3672.61	3671.49	3671.49	348.0
2020-08-04 01:15:00	ES	Futures	3671.49	3671.49	3671.21	3671.21	472.0
2020-08-04 01:20:00	ES	Futures	3671.21	3672.33	3670.66	3672.05	626.0
2020-08-04 01:25:00	ES	Futures	3671.77	3673.17	3671.77	3671.77	737.0
2020-08-04 01:30:00	ES	Futures	3671.77	3673.73	3671.21	3673.73	614.0
2020-08-04 01:35:00	ES	Futures	3673.73	3674.01	3672.89	3673.73	429.0
2020-08-04 01:40:00	ES	Futures	3673.73	3674.01	3672.89	3673.45	428.0
2020-08-04 01:45:00	ES	Futures	3673.45	3674.84	3673.17	3674.57	602.0
2020-08-04 01:50:00	ES	Futures	3674.57	3675.12	3674.01	3674.84	810.0
2020-08-04 01:55:00	ES	Futures	3674.84	3676.8	3674.84	3675.96	1344.0
2020-08-04 02:00:00	ES	Futures	3675.96	3676.8	3671.77	3672.05	1607.0
2020-08-04 02:05:00	ES	Futures	3671.77	3671.77	3669.82	3670.94	1829.0
2020-08-04 02:10:00	ES	Futures	3670.94	3674.01	3669.54	3673.73	1945.0
2020-08-04 02:15:00	ES	Futures	3674.01	3674.84	3673.17	3673.17	933.0
2020-08-04 02:20:00	ES	Futures	3673.45	3674.01	3672.61	3673.73	667.0
2020-08-04 02:25:00	ES	Futures	3674.01	3675.4	3673.73	3675.12	834.0
2020-08-04 02:30:00	ES	Futures	3675.4	3675.4	3674.29	3674.84	785.0
2020-08-04 02:35:00	ES	Futures	3674.84	3682.94	3674.84	3682.11	4387.0
2020-08-04 02:40:00	ES	Futures	3682.11	3682.94	3679.87	3681.27	2397.0
2020-08-04 02:45:00	ES	Futures	3681.27	3681.55	3677.64	3678.75	2000.0
2020-08-04 02:50:00	ES	Futures	3678.75	3680.71	3677.92	3680.15	997.0
2020-08-04 02:55:00	ES	Futures	3679.87	3680.99	3678.75	3679.59	1441.0
2020-08-04 03:00:00	ES	Futures	3679.87	3683.5	3677.92	3681.83	5054.0
2020-08-04 03:05:00	ES	Futures	3681.83	3682.11	3678.47	3680.15	3965.0
2020-08-04 03:10:00	ES	Futures	3680.43	3682.11	3678.2	3678.47	2440.0
2020-08-04 03:15:00	ES	Futures	3678.75	3680.43	3677.36	3679.03	2049.0
2020-08-04 03:20:00	ES	Futures	3679.31	3679.59	3674.01	3675.68	2859.0
2020-08-04 03:25:00	ES	Futures	3675.68	3676.24	3673.17	3674.57	3272.0
2020-08-04 03:30:00	ES	Futures	3674.57	3677.08	3673.45	3676.52	4424.0
2020-08-04 03:35:00	ES	Futures	3676.52	3678.2	3674.57	3675.68	2830.0
2020-08-04 03:40:00	ES	Futures	3675.4	3675.96	3672.33	3672.61	2639.0
2020-08-04 03:45:00	ES	Futures	3672.61	3673.45	3670.94	3671.49	3395.0
2020-08-04 03:50:00	ES	Futures	3671.21	3671.49	3665.91	3666.19	5524.0
2020-08-04 03:55:00	ES	Futures	3665.91	3666.19	3663.12	3663.67	6489.0
2020-08-04 04:00:00	ES	Futures	3663.67	3664.79	3660.6	3662.56	4967.0
2020-08-04 04:05:00	ES	Futures	3662.28	3662.56	3656.41	3659.49	6866.0

> showing 50 of 17,810 rows — these rows as CSV

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