PREVIEW / futures_5min / 2020-08-07

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-07.parquet
  size:    256 KB
  rows:    14,395

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
2020-08-07 00:00:00	ES	Futures	3716.17	3716.73	3713.38	3715.89	1941.0
2020-08-07 00:05:00	ES	Futures	3715.89	3717.01	3714.78	3716.45	1561.0
2020-08-07 00:10:00	ES	Futures	3716.73	3718.13	3716.17	3717.85	1287.0
2020-08-07 00:15:00	ES	Futures	3717.57	3717.85	3716.73	3717.57	397.0
2020-08-07 00:20:00	ES	Futures	3717.85	3718.97	3717.29	3718.97	700.0
2020-08-07 00:25:00	ES	Futures	3718.69	3718.97	3717.57	3717.85	418.0
2020-08-07 00:30:00	ES	Futures	3717.85	3719.24	3717.01	3718.69	727.0
2020-08-07 00:35:00	ES	Futures	3718.41	3720.64	3718.41	3720.36	725.0
2020-08-07 00:40:00	ES	Futures	3720.36	3720.92	3719.52	3720.64	489.0
2020-08-07 00:45:00	ES	Futures	3720.36	3721.2	3719.24	3719.24	791.0
2020-08-07 00:50:00	ES	Futures	3719.24	3720.64	3718.97	3720.08	551.0
2020-08-07 00:55:00	ES	Futures	3720.08	3720.64	3718.69	3720.08	670.0
2020-08-07 01:00:00	ES	Futures	3720.08	3721.2	3717.01	3717.01	1399.0
2020-08-07 01:05:00	ES	Futures	3717.29	3718.13	3716.17	3716.45	828.0
2020-08-07 01:10:00	ES	Futures	3716.45	3717.57	3715.89	3716.73	720.0
2020-08-07 01:15:00	ES	Futures	3716.73	3717.29	3715.89	3716.45	510.0
2020-08-07 01:20:00	ES	Futures	3716.45	3717.57	3716.17	3717.01	312.0
2020-08-07 01:25:00	ES	Futures	3717.01	3717.57	3716.17	3716.45	557.0
2020-08-07 01:30:00	ES	Futures	3716.45	3719.24	3716.17	3718.97	1000.0
2020-08-07 01:35:00	ES	Futures	3718.97	3722.6	3718.41	3722.6	1038.0
2020-08-07 01:40:00	ES	Futures	3722.87	3723.15	3721.2	3722.6	897.0
2020-08-07 01:45:00	ES	Futures	3722.87	3724.83	3722.32	3722.87	1480.0
2020-08-07 01:50:00	ES	Futures	3722.87	3724.83	3722.6	3723.71	694.0
2020-08-07 01:55:00	ES	Futures	3723.71	3724.55	3723.15	3723.71	581.0
2020-08-07 02:00:00	ES	Futures	3723.99	3725.39	3723.43	3724.83	1719.0
2020-08-07 02:05:00	ES	Futures	3724.83	3726.5	3724.27	3724.27	968.0
2020-08-07 02:10:00	ES	Futures	3724.27	3724.55	3722.04	3723.43	1320.0
2020-08-07 02:15:00	ES	Futures	3723.71	3727.9	3723.43	3727.34	1542.0
2020-08-07 02:20:00	ES	Futures	3727.34	3727.34	3724.55	3724.83	751.0
2020-08-07 02:25:00	ES	Futures	3724.83	3727.34	3723.99	3727.06	1005.0
2020-08-07 02:30:00	ES	Futures	3727.34	3728.18	3725.39	3726.23	1029.0
2020-08-07 02:35:00	ES	Futures	3725.95	3726.78	3724.83	3725.11	628.0
2020-08-07 02:40:00	ES	Futures	3725.11	3725.39	3723.99	3724.27	669.0
2020-08-07 02:45:00	ES	Futures	3724.27	3724.55	3722.87	3723.71	790.0
2020-08-07 02:50:00	ES	Futures	3723.99	3724.55	3722.6	3723.43	632.0
2020-08-07 02:55:00	ES	Futures	3723.43	3723.99	3720.64	3721.48	1423.0
2020-08-07 03:00:00	ES	Futures	3721.2	3726.23	3719.8	3724.55	4258.0
2020-08-07 03:05:00	ES	Futures	3724.27	3724.83	3719.52	3720.92	2836.0
2020-08-07 03:10:00	ES	Futures	3720.64	3721.48	3717.57	3721.2	2294.0
2020-08-07 03:15:00	ES	Futures	3721.2	3724.55	3720.92	3723.71	1684.0
2020-08-07 03:20:00	ES	Futures	3723.71	3727.06	3722.32	3725.67	2355.0
2020-08-07 03:25:00	ES	Futures	3725.67	3726.5	3724.83	3725.11	1337.0
2020-08-07 03:30:00	ES	Futures	3725.11	3727.06	3724.27	3725.67	1845.0
2020-08-07 03:35:00	ES	Futures	3725.39	3726.5	3723.99	3724.27	1898.0
2020-08-07 03:40:00	ES	Futures	3724.27	3726.5	3723.99	3725.11	1024.0
2020-08-07 03:45:00	ES	Futures	3725.11	3727.06	3724.27	3725.95	1544.0
2020-08-07 03:50:00	ES	Futures	3725.95	3727.34	3723.43	3723.99	1853.0
2020-08-07 03:55:00	ES	Futures	3723.99	3729.58	3722.87	3729.3	2411.0
2020-08-07 04:00:00	ES	Futures	3729.58	3730.97	3728.18	3728.46	2838.0
2020-08-07 04:05:00	ES	Futures	3728.46	3728.46	3724.55	3724.83	2544.0

> showing 50 of 14,395 rows — these rows as CSV

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