PREVIEW / futures_5min / 2020-08-13

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-13.parquet
  size:    286 KB
  rows:    17,253

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
2020-08-13 00:00:00	ES	Futures	3762.53	3764.2	3762.53	3763.64	343.0
2020-08-13 00:05:00	ES	Futures	3763.36	3763.64	3763.09	3763.36	204.0
2020-08-13 00:10:00	ES	Futures	3763.64	3763.92	3763.09	3763.64	301.0
2020-08-13 00:15:00	ES	Futures	3763.64	3764.2	3763.09	3764.2	202.0
2020-08-13 00:20:00	ES	Futures	3764.2	3764.48	3763.92	3763.92	196.0
2020-08-13 00:25:00	ES	Futures	3763.92	3763.92	3763.36	3763.92	135.0
2020-08-13 00:30:00	ES	Futures	3763.92	3765.32	3763.92	3764.76	267.0
2020-08-13 00:35:00	ES	Futures	3765.04	3765.6	3765.04	3765.32	218.0
2020-08-13 00:40:00	ES	Futures	3765.6	3766.16	3764.76	3764.76	444.0
2020-08-13 00:45:00	ES	Futures	3764.76	3765.32	3763.92	3765.04	256.0
2020-08-13 00:50:00	ES	Futures	3765.32	3765.32	3764.48	3765.04	187.0
2020-08-13 00:55:00	ES	Futures	3765.04	3765.04	3764.2	3764.2	159.0
2020-08-13 01:00:00	ES	Futures	3764.2	3764.2	3760.57	3762.53	1073.0
2020-08-13 01:05:00	ES	Futures	3762.53	3762.81	3761.41	3761.97	366.0
2020-08-13 01:10:00	ES	Futures	3761.69	3761.69	3760.01	3760.57	549.0
2020-08-13 01:15:00	ES	Futures	3760.57	3762.53	3760.01	3762.53	635.0
2020-08-13 01:20:00	ES	Futures	3762.81	3763.36	3762.25	3762.81	409.0
2020-08-13 01:25:00	ES	Futures	3762.53	3763.36	3762.53	3762.81	424.0
2020-08-13 01:30:00	ES	Futures	3763.09	3763.09	3761.41	3762.25	376.0
2020-08-13 01:35:00	ES	Futures	3762.25	3763.09	3761.69	3761.97	236.0
2020-08-13 01:40:00	ES	Futures	3761.97	3761.97	3760.57	3761.41	435.0
2020-08-13 01:45:00	ES	Futures	3761.41	3761.97	3760.57	3761.41	394.0
2020-08-13 01:50:00	ES	Futures	3761.41	3761.97	3759.73	3759.73	689.0
2020-08-13 01:55:00	ES	Futures	3759.73	3760.85	3759.46	3760.29	654.0
2020-08-13 02:00:00	ES	Futures	3760.29	3762.81	3758.62	3760.85	1684.0
2020-08-13 02:05:00	ES	Futures	3760.85	3761.13	3757.78	3758.62	919.0
2020-08-13 02:10:00	ES	Futures	3758.62	3759.46	3756.1	3757.22	1721.0
2020-08-13 02:15:00	ES	Futures	3756.94	3757.78	3756.66	3757.5	568.0
2020-08-13 02:20:00	ES	Futures	3757.5	3758.34	3756.38	3758.06	486.0
2020-08-13 02:25:00	ES	Futures	3758.06	3759.73	3757.78	3758.34	921.0
2020-08-13 02:30:00	ES	Futures	3758.62	3759.73	3758.34	3759.46	672.0
2020-08-13 02:35:00	ES	Futures	3759.46	3760.01	3758.9	3759.46	366.0
2020-08-13 02:40:00	ES	Futures	3759.46	3759.73	3757.5	3757.78	458.0
2020-08-13 02:45:00	ES	Futures	3757.78	3760.01	3757.78	3759.73	416.0
2020-08-13 02:50:00	ES	Futures	3759.73	3761.13	3759.73	3761.13	487.0
2020-08-13 02:55:00	ES	Futures	3760.85	3762.25	3760.85	3761.69	707.0
2020-08-13 03:00:00	ES	Futures	3761.69	3764.2	3760.57	3763.92	2552.0
2020-08-13 03:05:00	ES	Futures	3763.92	3765.88	3762.25	3765.88	2299.0
2020-08-13 03:10:00	ES	Futures	3765.88	3767.27	3764.76	3765.04	2398.0
2020-08-13 03:15:00	ES	Futures	3765.04	3765.6	3764.2	3764.76	1126.0
2020-08-13 03:20:00	ES	Futures	3764.76	3765.88	3764.2	3765.6	1175.0
2020-08-13 03:25:00	ES	Futures	3765.6	3766.44	3760.85	3762.53	1703.0
2020-08-13 03:30:00	ES	Futures	3762.53	3762.53	3760.85	3761.69	1064.0
2020-08-13 03:35:00	ES	Futures	3761.41	3762.25	3759.73	3762.25	1563.0
2020-08-13 03:40:00	ES	Futures	3761.97	3764.48	3760.85	3763.36	1398.0
2020-08-13 03:45:00	ES	Futures	3763.64	3764.2	3760.01	3761.41	1169.0
2020-08-13 03:50:00	ES	Futures	3761.41	3763.36	3760.57	3762.25	1093.0
2020-08-13 03:55:00	ES	Futures	3761.97	3762.81	3760.85	3762.81	602.0
2020-08-13 04:00:00	ES	Futures	3762.53	3765.04	3760.29	3761.69	1648.0
2020-08-13 04:05:00	ES	Futures	3761.41	3761.41	3758.06	3759.18	1818.0

> showing 50 of 17,253 rows — these rows as CSV

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