PREVIEW / futures_5min / 2020-08-12

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-12.parquet
  size:    305 KB
  rows:    17,729

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
2020-08-12 00:00:00	ES	Futures	3723.15	3724.27	3722.6	3722.87	398.0
2020-08-12 00:05:00	ES	Futures	3722.87	3723.15	3722.32	3722.6	206.0
2020-08-12 00:10:00	ES	Futures	3722.32	3723.99	3722.32	3723.99	240.0
2020-08-12 00:15:00	ES	Futures	3723.99	3724.83	3723.71	3724.55	250.0
2020-08-12 00:20:00	ES	Futures	3724.55	3724.55	3722.87	3723.43	164.0
2020-08-12 00:25:00	ES	Futures	3723.15	3723.43	3720.36	3721.76	534.0
2020-08-12 00:30:00	ES	Futures	3722.04	3722.6	3721.48	3721.48	374.0
2020-08-12 00:35:00	ES	Futures	3721.76	3723.15	3721.76	3722.04	230.0
2020-08-12 00:40:00	ES	Futures	3722.04	3722.87	3722.04	3722.32	158.0
2020-08-12 00:45:00	ES	Futures	3722.32	3723.99	3722.04	3722.87	377.0
2020-08-12 00:50:00	ES	Futures	3722.6	3722.6	3719.24	3719.8	736.0
2020-08-12 00:55:00	ES	Futures	3719.8	3720.64	3718.41	3718.97	685.0
2020-08-12 01:00:00	ES	Futures	3719.24	3719.8	3716.17	3718.69	1110.0
2020-08-12 01:05:00	ES	Futures	3718.69	3720.08	3718.13	3720.08	416.0
2020-08-12 01:10:00	ES	Futures	3719.8	3720.08	3718.13	3718.69	378.0
2020-08-12 01:15:00	ES	Futures	3718.97	3719.52	3717.29	3718.69	623.0
2020-08-12 01:20:00	ES	Futures	3718.69	3721.76	3718.41	3720.92	735.0
2020-08-12 01:25:00	ES	Futures	3720.92	3722.87	3720.92	3722.04	519.0
2020-08-12 01:30:00	ES	Futures	3722.04	3722.6	3721.2	3722.32	476.0
2020-08-12 01:35:00	ES	Futures	3722.32	3723.43	3722.32	3723.43	374.0
2020-08-12 01:40:00	ES	Futures	3723.43	3726.5	3722.87	3726.5	995.0
2020-08-12 01:45:00	ES	Futures	3726.5	3727.06	3725.11	3725.39	818.0
2020-08-12 01:50:00	ES	Futures	3725.39	3725.95	3723.43	3723.43	767.0
2020-08-12 01:55:00	ES	Futures	3723.43	3725.95	3722.87	3724.83	610.0
2020-08-12 02:00:00	ES	Futures	3724.83	3729.86	3724.83	3729.3	1635.0
2020-08-12 02:05:00	ES	Futures	3729.58	3736.84	3729.02	3736.56	4460.0
2020-08-12 02:10:00	ES	Futures	3736.28	3736.84	3733.21	3734.88	1928.0
2020-08-12 02:15:00	ES	Futures	3734.6	3738.23	3734.6	3737.12	2637.0
2020-08-12 02:20:00	ES	Futures	3737.12	3737.67	3735.16	3736.28	1240.0
2020-08-12 02:25:00	ES	Futures	3736.56	3736.84	3733.77	3734.32	1114.0
2020-08-12 02:30:00	ES	Futures	3734.6	3735.72	3733.77	3734.32	874.0
2020-08-12 02:35:00	ES	Futures	3734.6	3736.56	3734.6	3735.44	999.0
2020-08-12 02:40:00	ES	Futures	3735.72	3739.35	3735.72	3737.12	2474.0
2020-08-12 02:45:00	ES	Futures	3736.84	3739.07	3736.56	3738.23	1534.0
2020-08-12 02:50:00	ES	Futures	3738.23	3738.51	3737.12	3737.12	1029.0
2020-08-12 02:55:00	ES	Futures	3736.84	3738.23	3735.16	3735.72	1012.0
2020-08-12 03:00:00	ES	Futures	3735.72	3740.19	3734.32	3738.23	5876.0
2020-08-12 03:05:00	ES	Futures	3738.23	3742.14	3738.23	3740.47	4480.0
2020-08-12 03:10:00	ES	Futures	3740.47	3742.42	3738.51	3740.19	3261.0
2020-08-12 03:15:00	ES	Futures	3740.47	3743.82	3740.47	3743.26	3914.0
2020-08-12 03:20:00	ES	Futures	3743.26	3746.05	3742.42	3744.66	3426.0
2020-08-12 03:25:00	ES	Futures	3744.66	3745.49	3742.98	3743.54	2633.0
2020-08-12 03:30:00	ES	Futures	3743.26	3744.66	3740.47	3740.75	2862.0
2020-08-12 03:35:00	ES	Futures	3740.47	3744.1	3740.19	3742.42	2455.0
2020-08-12 03:40:00	ES	Futures	3742.42	3743.54	3741.86	3742.42	1585.0
2020-08-12 03:45:00	ES	Futures	3742.14	3744.38	3741.3	3743.54	1340.0
2020-08-12 03:50:00	ES	Futures	3743.54	3745.21	3742.14	3744.66	1660.0
2020-08-12 03:55:00	ES	Futures	3744.66	3748.56	3744.38	3747.45	3153.0
2020-08-12 04:00:00	ES	Futures	3747.17	3748.56	3744.93	3744.93	2025.0
2020-08-12 04:05:00	ES	Futures	3744.93	3746.05	3743.54	3743.54	1830.0

> showing 50 of 17,729 rows — these rows as CSV

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