PREVIEW / futures_5min / 2020-08-11

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-11.parquet
  size:    325 KB
  rows:    18,160

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
2020-08-11 00:00:00	ES	Futures	3754.71	3755.27	3754.43	3755.27	398.0
2020-08-11 00:05:00	ES	Futures	3755.27	3756.94	3755.27	3755.55	1433.0
2020-08-11 00:10:00	ES	Futures	3755.55	3755.55	3753.59	3754.15	786.0
2020-08-11 00:15:00	ES	Futures	3754.43	3754.71	3753.59	3754.15	320.0
2020-08-11 00:20:00	ES	Futures	3754.15	3754.43	3753.31	3753.87	309.0
2020-08-11 00:25:00	ES	Futures	3753.59	3754.99	3753.59	3754.71	234.0
2020-08-11 00:30:00	ES	Futures	3754.71	3754.71	3753.87	3754.15	258.0
2020-08-11 00:35:00	ES	Futures	3753.87	3754.43	3752.2	3752.75	596.0
2020-08-11 00:40:00	ES	Futures	3752.75	3754.15	3752.47	3753.59	312.0
2020-08-11 00:45:00	ES	Futures	3753.87	3753.87	3752.75	3753.31	252.0
2020-08-11 00:50:00	ES	Futures	3753.03	3753.31	3752.2	3752.47	296.0
2020-08-11 00:55:00	ES	Futures	3752.47	3753.03	3752.47	3752.47	278.0
2020-08-11 01:00:00	ES	Futures	3752.2	3753.31	3752.2	3753.03	539.0
2020-08-11 01:05:00	ES	Futures	3753.03	3755.27	3753.03	3754.99	592.0
2020-08-11 01:10:00	ES	Futures	3754.99	3755.27	3754.43	3754.99	243.0
2020-08-11 01:15:00	ES	Futures	3755.27	3755.83	3754.71	3755.55	334.0
2020-08-11 01:20:00	ES	Futures	3755.55	3756.94	3755.27	3755.83	794.0
2020-08-11 01:25:00	ES	Futures	3755.83	3756.66	3755.27	3755.27	566.0
2020-08-11 01:30:00	ES	Futures	3755.27	3756.1	3754.71	3754.71	1041.0
2020-08-11 01:35:00	ES	Futures	3754.71	3754.99	3753.59	3753.59	449.0
2020-08-11 01:40:00	ES	Futures	3753.87	3754.15	3753.31	3753.59	437.0
2020-08-11 01:45:00	ES	Futures	3753.59	3755.27	3753.03	3755.27	719.0
2020-08-11 01:50:00	ES	Futures	3755.27	3756.94	3755.27	3756.66	828.0
2020-08-11 01:55:00	ES	Futures	3756.66	3757.22	3755.27	3756.38	782.0
2020-08-11 02:00:00	ES	Futures	3756.38	3762.25	3756.38	3761.97	3963.0
2020-08-11 02:05:00	ES	Futures	3761.97	3761.97	3758.34	3758.34	1336.0
2020-08-11 02:10:00	ES	Futures	3758.34	3759.73	3756.38	3756.66	1401.0
2020-08-11 02:15:00	ES	Futures	3756.66	3756.66	3754.71	3754.99	1450.0
2020-08-11 02:20:00	ES	Futures	3754.71	3754.99	3752.47	3753.03	1827.0
2020-08-11 02:25:00	ES	Futures	3753.03	3754.15	3752.2	3753.31	965.0
2020-08-11 02:30:00	ES	Futures	3753.31	3753.59	3751.08	3752.47	1347.0
2020-08-11 02:35:00	ES	Futures	3752.47	3753.59	3751.64	3753.03	837.0
2020-08-11 02:40:00	ES	Futures	3753.03	3753.59	3751.36	3752.75	681.0
2020-08-11 02:45:00	ES	Futures	3752.75	3752.75	3750.52	3751.36	1144.0
2020-08-11 02:50:00	ES	Futures	3751.36	3751.92	3749.68	3751.08	1295.0
2020-08-11 02:55:00	ES	Futures	3750.8	3753.03	3750.52	3751.92	1230.0
2020-08-11 03:00:00	ES	Futures	3751.92	3756.66	3751.92	3754.71	4254.0
2020-08-11 03:05:00	ES	Futures	3754.71	3755.55	3751.92	3752.47	2585.0
2020-08-11 03:10:00	ES	Futures	3752.2	3755.27	3752.2	3755.27	1721.0
2020-08-11 03:15:00	ES	Futures	3755.27	3759.73	3755.27	3758.06	3652.0
2020-08-11 03:20:00	ES	Futures	3757.78	3762.25	3757.78	3759.46	4133.0
2020-08-11 03:25:00	ES	Futures	3759.18	3761.13	3758.62	3758.62	2331.0
2020-08-11 03:30:00	ES	Futures	3758.62	3761.97	3758.62	3761.69	2524.0
2020-08-11 03:35:00	ES	Futures	3761.97	3763.36	3759.18	3759.73	3246.0
2020-08-11 03:40:00	ES	Futures	3759.73	3763.92	3759.73	3762.81	2111.0
2020-08-11 03:45:00	ES	Futures	3763.09	3763.36	3760.57	3760.57	1951.0
2020-08-11 03:50:00	ES	Futures	3760.85	3762.81	3760.85	3762.25	1291.0
2020-08-11 03:55:00	ES	Futures	3762.53	3763.36	3761.97	3763.09	1168.0
2020-08-11 04:00:00	ES	Futures	3763.09	3763.92	3760.85	3761.13	2364.0
2020-08-11 04:05:00	ES	Futures	3760.85	3762.81	3760.85	3761.69	1618.0

> showing 50 of 18,160 rows — these rows as CSV

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