PREVIEW / futures_5min / 2020-08-10

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-10.parquet
  size:    285 KB
  rows:    17,615

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
2020-08-10 00:00:00	ES	Futures	3741.58	3742.42	3741.03	3742.14	358.0
2020-08-10 00:05:00	ES	Futures	3741.86	3742.7	3741.58	3741.86	389.0
2020-08-10 00:10:00	ES	Futures	3741.86	3742.14	3741.58	3741.58	293.0
2020-08-10 00:15:00	ES	Futures	3741.58	3742.7	3741.58	3741.86	251.0
2020-08-10 00:20:00	ES	Futures	3742.14	3744.1	3741.86	3743.54	1299.0
2020-08-10 00:25:00	ES	Futures	3743.26	3744.1	3743.26	3743.26	340.0
2020-08-10 00:30:00	ES	Futures	3743.26	3744.1	3742.98	3743.26	667.0
2020-08-10 00:35:00	ES	Futures	3743.26	3743.82	3743.26	3743.82	175.0
2020-08-10 00:40:00	ES	Futures	3744.1	3744.1	3742.98	3743.26	304.0
2020-08-10 00:45:00	ES	Futures	3743.26	3743.26	3742.7	3742.98	319.0
2020-08-10 00:50:00	ES	Futures	3742.98	3743.54	3742.42	3743.26	393.0
2020-08-10 00:55:00	ES	Futures	3743.26	3743.26	3742.7	3743.26	214.0
2020-08-10 01:00:00	ES	Futures	3742.98	3745.21	3742.98	3743.54	1029.0
2020-08-10 01:05:00	ES	Futures	3743.54	3744.38	3743.54	3744.1	423.0
2020-08-10 01:10:00	ES	Futures	3744.1	3745.49	3744.1	3745.49	449.0
2020-08-10 01:15:00	ES	Futures	3745.49	3746.05	3744.66	3745.49	494.0
2020-08-10 01:20:00	ES	Futures	3745.49	3746.89	3745.49	3746.05	871.0
2020-08-10 01:25:00	ES	Futures	3746.33	3746.33	3744.38	3745.21	762.0
2020-08-10 01:30:00	ES	Futures	3744.93	3746.05	3744.93	3745.77	443.0
2020-08-10 01:35:00	ES	Futures	3746.05	3748.01	3745.49	3747.45	1118.0
2020-08-10 01:40:00	ES	Futures	3747.17	3747.73	3746.33	3746.89	688.0
2020-08-10 01:45:00	ES	Futures	3747.17	3747.45	3744.93	3745.77	582.0
2020-08-10 01:50:00	ES	Futures	3745.77	3747.45	3745.21	3747.17	562.0
2020-08-10 01:55:00	ES	Futures	3747.17	3748.01	3747.17	3747.17	426.0
2020-08-10 02:00:00	ES	Futures	3747.17	3747.17	3743.82	3745.21	1763.0
2020-08-10 02:05:00	ES	Futures	3744.93	3745.77	3743.54	3745.21	1142.0
2020-08-10 02:10:00	ES	Futures	3745.21	3745.49	3743.54	3743.82	848.0
2020-08-10 02:15:00	ES	Futures	3744.1	3744.66	3742.98	3744.38	899.0
2020-08-10 02:20:00	ES	Futures	3744.66	3744.66	3743.54	3744.38	718.0
2020-08-10 02:25:00	ES	Futures	3744.38	3744.38	3742.7	3743.82	965.0
2020-08-10 02:30:00	ES	Futures	3743.82	3744.66	3742.7	3742.7	604.0
2020-08-10 02:35:00	ES	Futures	3742.98	3743.54	3742.7	3743.26	670.0
2020-08-10 02:40:00	ES	Futures	3743.26	3743.54	3742.7	3743.54	460.0
2020-08-10 02:45:00	ES	Futures	3743.54	3743.54	3742.14	3742.42	567.0
2020-08-10 02:50:00	ES	Futures	3742.42	3742.7	3741.86	3742.14	695.0
2020-08-10 02:55:00	ES	Futures	3742.14	3742.14	3740.75	3741.3	1180.0
2020-08-10 03:00:00	ES	Futures	3741.03	3741.86	3736.56	3738.79	4907.0
2020-08-10 03:05:00	ES	Futures	3738.79	3740.19	3737.4	3739.35	2646.0
2020-08-10 03:10:00	ES	Futures	3739.35	3741.86	3739.35	3740.19	1909.0
2020-08-10 03:15:00	ES	Futures	3740.19	3744.38	3738.79	3743.54	2697.0
2020-08-10 03:20:00	ES	Futures	3743.54	3746.89	3743.54	3745.21	2003.0
2020-08-10 03:25:00	ES	Futures	3744.93	3745.77	3742.7	3744.1	1794.0
2020-08-10 03:30:00	ES	Futures	3744.38	3745.49	3742.98	3744.1	1455.0
2020-08-10 03:35:00	ES	Futures	3744.1	3744.93	3742.14	3742.98	1242.0
2020-08-10 03:40:00	ES	Futures	3742.98	3743.54	3740.75	3741.86	1767.0
2020-08-10 03:45:00	ES	Futures	3742.14	3742.7	3739.91	3742.42	1117.0
2020-08-10 03:50:00	ES	Futures	3742.42	3743.82	3739.35	3740.75	1837.0
2020-08-10 03:55:00	ES	Futures	3740.75	3742.98	3739.63	3742.98	1847.0
2020-08-10 04:00:00	ES	Futures	3742.7	3742.98	3740.47	3741.58	1581.0
2020-08-10 04:05:00	ES	Futures	3741.3	3741.86	3736.28	3737.95	2500.0

> showing 50 of 17,615 rows — these rows as CSV

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