PREVIEW / futures_5min / 2020-08-06

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-06.parquet
  size:    302 KB
  rows:    17,827

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
2020-08-06 00:00:00	ES	Futures	3704.17	3705.0	3703.89	3704.72	439.0
2020-08-06 00:05:00	ES	Futures	3705.0	3706.12	3704.72	3706.12	562.0
2020-08-06 00:10:00	ES	Futures	3706.12	3706.4	3703.05	3703.05	919.0
2020-08-06 00:15:00	ES	Futures	3703.05	3703.61	3700.81	3701.93	1190.0
2020-08-06 00:20:00	ES	Futures	3701.65	3703.33	3700.54	3701.09	956.0
2020-08-06 00:25:00	ES	Futures	3701.37	3703.33	3701.37	3703.33	616.0
2020-08-06 00:30:00	ES	Futures	3703.33	3704.17	3701.93	3703.89	671.0
2020-08-06 00:35:00	ES	Futures	3703.89	3704.72	3703.61	3703.89	478.0
2020-08-06 00:40:00	ES	Futures	3703.89	3704.44	3703.61	3704.17	306.0
2020-08-06 00:45:00	ES	Futures	3703.89	3705.0	3703.61	3704.44	245.0
2020-08-06 00:50:00	ES	Futures	3704.72	3705.56	3704.44	3704.72	352.0
2020-08-06 00:55:00	ES	Futures	3704.44	3705.0	3704.17	3704.72	251.0
2020-08-06 01:00:00	ES	Futures	3704.44	3706.4	3704.17	3705.0	815.0
2020-08-06 01:05:00	ES	Futures	3705.28	3707.52	3705.0	3707.52	703.0
2020-08-06 01:10:00	ES	Futures	3707.24	3708.35	3706.4	3708.35	871.0
2020-08-06 01:15:00	ES	Futures	3708.35	3708.63	3706.4	3707.24	796.0
2020-08-06 01:20:00	ES	Futures	3707.24	3708.63	3706.68	3706.96	604.0
2020-08-06 01:25:00	ES	Futures	3706.68	3708.07	3706.68	3708.07	383.0
2020-08-06 01:30:00	ES	Futures	3708.07	3709.19	3707.24	3707.52	639.0
2020-08-06 01:35:00	ES	Futures	3707.24	3707.52	3706.12	3707.52	581.0
2020-08-06 01:40:00	ES	Futures	3707.52	3707.8	3705.56	3706.4	939.0
2020-08-06 01:45:00	ES	Futures	3706.12	3709.19	3706.12	3708.91	1791.0
2020-08-06 01:50:00	ES	Futures	3708.91	3708.91	3707.8	3707.8	942.0
2020-08-06 01:55:00	ES	Futures	3707.8	3708.07	3704.72	3705.56	975.0
2020-08-06 02:00:00	ES	Futures	3705.56	3710.03	3705.56	3709.47	1597.0
2020-08-06 02:05:00	ES	Futures	3709.47	3710.03	3708.35	3709.75	1517.0
2020-08-06 02:10:00	ES	Futures	3709.75	3710.03	3707.24	3708.63	1057.0
2020-08-06 02:15:00	ES	Futures	3708.63	3709.75	3708.07	3709.75	634.0
2020-08-06 02:20:00	ES	Futures	3710.03	3710.03	3707.52	3708.63	591.0
2020-08-06 02:25:00	ES	Futures	3708.63	3710.03	3708.63	3709.47	359.0
2020-08-06 02:30:00	ES	Futures	3709.47	3710.03	3708.63	3709.19	633.0
2020-08-06 02:35:00	ES	Futures	3708.91	3710.03	3706.68	3707.52	853.0
2020-08-06 02:40:00	ES	Futures	3707.52	3708.35	3706.4	3707.24	907.0
2020-08-06 02:45:00	ES	Futures	3707.24	3709.19	3706.96	3708.35	706.0
2020-08-06 02:50:00	ES	Futures	3708.63	3708.91	3706.12	3706.4	620.0
2020-08-06 02:55:00	ES	Futures	3706.4	3709.47	3706.12	3709.47	833.0
2020-08-06 03:00:00	ES	Futures	3709.47	3709.47	3705.0	3705.28	2967.0
2020-08-06 03:05:00	ES	Futures	3705.28	3706.4	3704.17	3704.72	2456.0
2020-08-06 03:10:00	ES	Futures	3705.0	3711.15	3704.44	3709.47	3109.0
2020-08-06 03:15:00	ES	Futures	3709.47	3713.38	3709.47	3712.26	3026.0
2020-08-06 03:20:00	ES	Futures	3711.98	3713.66	3711.98	3712.54	1690.0
2020-08-06 03:25:00	ES	Futures	3712.82	3714.22	3711.98	3712.82	1965.0
2020-08-06 03:30:00	ES	Futures	3712.82	3717.57	3712.54	3715.33	3590.0
2020-08-06 03:35:00	ES	Futures	3715.33	3717.01	3714.5	3715.61	2848.0
2020-08-06 03:40:00	ES	Futures	3715.61	3716.45	3714.78	3715.06	1139.0
2020-08-06 03:45:00	ES	Futures	3715.06	3716.73	3713.94	3714.22	2324.0
2020-08-06 03:50:00	ES	Futures	3713.94	3714.22	3711.15	3712.26	2292.0
2020-08-06 03:55:00	ES	Futures	3712.26	3713.1	3710.31	3711.43	2259.0
2020-08-06 04:00:00	ES	Futures	3711.43	3711.43	3708.07	3708.63	3958.0
2020-08-06 04:05:00	ES	Futures	3708.63	3709.19	3707.24	3707.8	1886.0

> showing 50 of 17,827 rows — these rows as CSV

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