PREVIEW / futures_5min / 2020-08-09

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-09.parquet
  size:    64 KB
  rows:    3,273

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
2020-08-09 18:00:00	ES	Futures	3738.51	3738.51	3729.58	3732.37	6372.0
2020-08-09 18:05:00	ES	Futures	3732.65	3733.77	3730.97	3733.49	1196.0
2020-08-09 18:10:00	ES	Futures	3733.49	3735.16	3733.49	3734.88	1076.0
2020-08-09 18:15:00	ES	Futures	3735.16	3737.12	3732.93	3734.32	2213.0
2020-08-09 18:20:00	ES	Futures	3734.04	3734.04	3725.95	3727.34	2738.0
2020-08-09 18:25:00	ES	Futures	3727.06	3728.46	3725.11	3727.62	1406.0
2020-08-09 18:30:00	ES	Futures	3727.34	3729.58	3727.34	3729.02	976.0
2020-08-09 18:35:00	ES	Futures	3729.02	3730.13	3728.46	3728.46	576.0
2020-08-09 18:40:00	ES	Futures	3728.46	3730.41	3728.18	3729.86	330.0
2020-08-09 18:45:00	ES	Futures	3730.13	3730.41	3728.46	3728.46	258.0
2020-08-09 18:50:00	ES	Futures	3728.74	3729.3	3728.46	3729.02	340.0
2020-08-09 18:55:00	ES	Futures	3729.3	3729.86	3728.18	3728.18	239.0
2020-08-09 19:00:00	ES	Futures	3728.46	3730.69	3727.62	3728.18	687.0
2020-08-09 19:05:00	ES	Futures	3728.46	3730.13	3727.9	3729.86	583.0
2020-08-09 19:10:00	ES	Futures	3730.13	3730.69	3729.86	3730.13	223.0
2020-08-09 19:15:00	ES	Futures	3730.41	3730.41	3729.3	3730.13	269.0
2020-08-09 19:20:00	ES	Futures	3729.86	3730.13	3728.74	3729.58	207.0
2020-08-09 19:25:00	ES	Futures	3729.58	3729.58	3728.18	3729.02	372.0
2020-08-09 19:30:00	ES	Futures	3729.02	3731.53	3729.02	3731.25	449.0
2020-08-09 19:35:00	ES	Futures	3731.25	3732.65	3730.69	3732.37	842.0
2020-08-09 19:40:00	ES	Futures	3732.37	3733.49	3731.81	3732.65	456.0
2020-08-09 19:45:00	ES	Futures	3732.93	3733.21	3732.37	3732.37	228.0
2020-08-09 19:50:00	ES	Futures	3732.65	3733.77	3731.25	3732.65	715.0
2020-08-09 19:55:00	ES	Futures	3732.65	3733.49	3732.09	3732.65	333.0
2020-08-09 20:00:00	ES	Futures	3732.93	3733.77	3731.53	3733.77	701.0
2020-08-09 20:05:00	ES	Futures	3733.49	3734.32	3732.37	3733.77	703.0
2020-08-09 20:10:00	ES	Futures	3733.77	3736.0	3733.49	3735.16	967.0
2020-08-09 20:15:00	ES	Futures	3734.88	3737.12	3734.88	3735.72	853.0
2020-08-09 20:20:00	ES	Futures	3735.72	3736.0	3733.49	3734.32	982.0
2020-08-09 20:25:00	ES	Futures	3734.32	3735.16	3733.49	3734.04	385.0
2020-08-09 20:30:00	ES	Futures	3733.77	3734.6	3733.21	3733.49	605.0
2020-08-09 20:35:00	ES	Futures	3733.49	3734.04	3732.09	3732.37	557.0
2020-08-09 20:40:00	ES	Futures	3732.37	3734.04	3732.09	3733.49	698.0
2020-08-09 20:45:00	ES	Futures	3733.21	3735.72	3732.93	3735.44	631.0
2020-08-09 20:50:00	ES	Futures	3735.44	3736.84	3735.16	3735.16	1130.0
2020-08-09 20:55:00	ES	Futures	3735.44	3735.72	3733.21	3733.77	1191.0
2020-08-09 21:00:00	ES	Futures	3733.49	3733.49	3730.69	3730.69	1366.0
2020-08-09 21:05:00	ES	Futures	3730.69	3732.65	3730.69	3731.53	803.0
2020-08-09 21:10:00	ES	Futures	3731.81	3734.88	3730.97	3734.04	1108.0
2020-08-09 21:15:00	ES	Futures	3733.77	3735.16	3732.37	3732.93	920.0
2020-08-09 21:20:00	ES	Futures	3732.93	3733.21	3731.25	3732.37	485.0
2020-08-09 21:25:00	ES	Futures	3732.65	3734.6	3732.65	3733.77	710.0
2020-08-09 21:30:00	ES	Futures	3733.77	3735.16	3732.65	3734.88	943.0
2020-08-09 21:35:00	ES	Futures	3734.88	3737.4	3734.88	3736.28	1498.0
2020-08-09 21:40:00	ES	Futures	3736.0	3736.84	3735.44	3736.28	714.0
2020-08-09 21:45:00	ES	Futures	3736.28	3736.56	3733.77	3735.72	1049.0
2020-08-09 21:50:00	ES	Futures	3735.44	3736.28	3734.04	3734.32	1139.0
2020-08-09 21:55:00	ES	Futures	3734.32	3736.28	3734.04	3734.6	894.0
2020-08-09 22:00:00	ES	Futures	3734.6	3736.56	3733.49	3735.72	1133.0
2020-08-09 22:05:00	ES	Futures	3735.72	3738.23	3735.16	3737.4	1414.0

> showing 50 of 3,273 rows — these rows as CSV

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