PREVIEW / futures_5min / 2020-08-14

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-14.parquet
  size:    242 KB
  rows:    14,049

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
2020-08-14 00:00:00	ES	Futures	3767.27	3768.11	3766.72	3767.27	211.0
2020-08-14 00:05:00	ES	Futures	3767.27	3767.83	3767.27	3767.83	136.0
2020-08-14 00:10:00	ES	Futures	3767.83	3768.39	3767.83	3767.83	174.0
2020-08-14 00:15:00	ES	Futures	3767.83	3768.39	3767.55	3768.11	137.0
2020-08-14 00:20:00	ES	Futures	3767.83	3768.39	3767.27	3767.83	283.0
2020-08-14 00:25:00	ES	Futures	3768.11	3768.39	3767.83	3768.11	82.0
2020-08-14 00:30:00	ES	Futures	3767.83	3769.51	3767.83	3769.23	476.0
2020-08-14 00:35:00	ES	Futures	3769.23	3769.23	3768.95	3769.23	200.0
2020-08-14 00:40:00	ES	Futures	3769.23	3769.51	3768.95	3769.51	269.0
2020-08-14 00:45:00	ES	Futures	3769.51	3769.51	3768.67	3768.95	164.0
2020-08-14 00:50:00	ES	Futures	3768.67	3768.67	3768.11	3768.39	166.0
2020-08-14 00:55:00	ES	Futures	3768.39	3768.67	3767.55	3767.55	269.0
2020-08-14 01:00:00	ES	Futures	3767.55	3769.51	3767.55	3769.23	267.0
2020-08-14 01:05:00	ES	Futures	3769.23	3769.79	3768.95	3768.95	190.0
2020-08-14 01:10:00	ES	Futures	3769.23	3769.23	3768.67	3768.67	133.0
2020-08-14 01:15:00	ES	Futures	3768.95	3769.51	3768.67	3768.95	185.0
2020-08-14 01:20:00	ES	Futures	3768.95	3770.35	3768.67	3770.35	364.0
2020-08-14 01:25:00	ES	Futures	3770.63	3771.18	3770.07	3770.35	565.0
2020-08-14 01:30:00	ES	Futures	3770.63	3770.63	3768.95	3769.51	422.0
2020-08-14 01:35:00	ES	Futures	3769.51	3770.07	3769.23	3770.07	257.0
2020-08-14 01:40:00	ES	Futures	3770.07	3771.18	3769.79	3770.63	255.0
2020-08-14 01:45:00	ES	Futures	3770.63	3771.18	3769.79	3769.79	373.0
2020-08-14 01:50:00	ES	Futures	3769.79	3771.46	3769.51	3770.9	587.0
2020-08-14 01:55:00	ES	Futures	3770.63	3772.02	3770.35	3770.35	574.0
2020-08-14 02:00:00	ES	Futures	3770.35	3771.46	3769.79	3770.63	1089.0
2020-08-14 02:05:00	ES	Futures	3770.9	3772.02	3770.07	3770.9	848.0
2020-08-14 02:10:00	ES	Futures	3771.18	3772.86	3770.9	3772.86	1006.0
2020-08-14 02:15:00	ES	Futures	3772.58	3775.93	3772.58	3774.53	1949.0
2020-08-14 02:20:00	ES	Futures	3774.81	3775.09	3772.02	3772.3	943.0
2020-08-14 02:25:00	ES	Futures	3772.3	3772.86	3770.9	3772.3	764.0
2020-08-14 02:30:00	ES	Futures	3772.58	3772.58	3770.63	3771.46	666.0
2020-08-14 02:35:00	ES	Futures	3771.46	3772.86	3771.18	3772.3	375.0
2020-08-14 02:40:00	ES	Futures	3772.3	3774.26	3772.02	3773.42	636.0
2020-08-14 02:45:00	ES	Futures	3773.7	3773.98	3773.14	3773.98	519.0
2020-08-14 02:50:00	ES	Futures	3773.98	3774.26	3772.86	3772.86	570.0
2020-08-14 02:55:00	ES	Futures	3773.14	3773.14	3768.11	3768.11	1006.0
2020-08-14 03:00:00	ES	Futures	3768.11	3769.23	3765.6	3766.16	4401.0
2020-08-14 03:05:00	ES	Futures	3766.16	3766.16	3760.29	3761.13	4537.0
2020-08-14 03:10:00	ES	Futures	3761.13	3763.36	3760.85	3762.81	2494.0
2020-08-14 03:15:00	ES	Futures	3762.81	3763.92	3760.57	3763.64	2000.0
2020-08-14 03:20:00	ES	Futures	3763.92	3765.04	3763.09	3763.92	1881.0
2020-08-14 03:25:00	ES	Futures	3763.92	3765.32	3763.36	3763.92	1075.0
2020-08-14 03:30:00	ES	Futures	3764.2	3764.48	3759.73	3762.25	2539.0
2020-08-14 03:35:00	ES	Futures	3761.97	3763.36	3761.41	3761.69	1369.0
2020-08-14 03:40:00	ES	Futures	3761.69	3762.81	3758.06	3758.34	1530.0
2020-08-14 03:45:00	ES	Futures	3758.06	3758.06	3750.52	3750.8	5675.0
2020-08-14 03:50:00	ES	Futures	3750.52	3752.75	3748.01	3751.92	4217.0
2020-08-14 03:55:00	ES	Futures	3751.64	3754.15	3749.12	3753.59	3067.0
2020-08-14 04:00:00	ES	Futures	3753.59	3753.87	3749.96	3751.64	2620.0
2020-08-14 04:05:00	ES	Futures	3751.64	3752.75	3746.89	3747.45	3238.0

> showing 50 of 14,049 rows — these rows as CSV

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