PREVIEW / futures_5min / 2020-08-17

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-17.parquet
  size:    278 KB
  rows:    17,316

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
2020-08-17 00:00:00	ES	Futures	3766.16	3766.16	3765.32	3765.6	224.0
2020-08-17 00:05:00	ES	Futures	3765.88	3765.88	3765.04	3765.04	169.0
2020-08-17 00:10:00	ES	Futures	3765.04	3765.32	3764.76	3764.76	269.0
2020-08-17 00:15:00	ES	Futures	3764.76	3765.6	3764.2	3765.04	412.0
2020-08-17 00:20:00	ES	Futures	3765.04	3765.88	3765.04	3765.32	306.0
2020-08-17 00:25:00	ES	Futures	3765.32	3765.6	3765.32	3765.32	131.0
2020-08-17 00:30:00	ES	Futures	3765.6	3767.0	3765.32	3766.72	404.0
2020-08-17 00:35:00	ES	Futures	3766.72	3767.0	3766.16	3766.44	160.0
2020-08-17 00:40:00	ES	Futures	3766.16	3766.44	3765.88	3765.88	215.0
2020-08-17 00:45:00	ES	Futures	3765.88	3765.88	3765.04	3765.6	257.0
2020-08-17 00:50:00	ES	Futures	3765.32	3765.88	3765.04	3765.6	349.0
2020-08-17 00:55:00	ES	Futures	3765.6	3765.88	3764.76	3765.04	234.0
2020-08-17 01:00:00	ES	Futures	3764.76	3766.16	3764.48	3765.88	473.0
2020-08-17 01:05:00	ES	Futures	3765.88	3766.16	3765.32	3765.6	375.0
2020-08-17 01:10:00	ES	Futures	3765.32	3765.88	3765.04	3765.6	279.0
2020-08-17 01:15:00	ES	Futures	3765.6	3766.16	3765.04	3765.88	333.0
2020-08-17 01:20:00	ES	Futures	3765.88	3765.88	3764.76	3764.76	325.0
2020-08-17 01:25:00	ES	Futures	3764.76	3765.04	3763.92	3764.2	446.0
2020-08-17 01:30:00	ES	Futures	3764.48	3764.76	3763.09	3764.48	468.0
2020-08-17 01:35:00	ES	Futures	3764.48	3765.04	3763.64	3764.48	270.0
2020-08-17 01:40:00	ES	Futures	3764.2	3764.76	3763.64	3764.2	256.0
2020-08-17 01:45:00	ES	Futures	3764.2	3764.48	3763.36	3763.36	281.0
2020-08-17 01:50:00	ES	Futures	3763.64	3764.2	3763.09	3764.2	393.0
2020-08-17 01:55:00	ES	Futures	3763.92	3764.48	3763.64	3763.92	405.0
2020-08-17 02:00:00	ES	Futures	3763.92	3767.0	3763.36	3766.44	1125.0
2020-08-17 02:05:00	ES	Futures	3766.16	3766.72	3763.09	3764.2	1124.0
2020-08-17 02:10:00	ES	Futures	3764.2	3764.48	3762.25	3762.53	950.0
2020-08-17 02:15:00	ES	Futures	3762.81	3763.92	3761.97	3763.64	619.0
2020-08-17 02:20:00	ES	Futures	3763.92	3763.92	3761.97	3763.09	439.0
2020-08-17 02:25:00	ES	Futures	3763.09	3764.76	3763.09	3763.64	648.0
2020-08-17 02:30:00	ES	Futures	3763.64	3764.48	3763.09	3764.48	449.0
2020-08-17 02:35:00	ES	Futures	3764.2	3766.44	3763.92	3765.88	694.0
2020-08-17 02:40:00	ES	Futures	3765.88	3766.16	3764.48	3765.32	467.0
2020-08-17 02:45:00	ES	Futures	3765.6	3766.44	3765.04	3766.16	462.0
2020-08-17 02:50:00	ES	Futures	3765.88	3766.16	3764.76	3766.16	751.0
2020-08-17 02:55:00	ES	Futures	3766.16	3766.44	3765.32	3765.6	634.0
2020-08-17 03:00:00	ES	Futures	3765.6	3770.07	3765.04	3768.67	4760.0
2020-08-17 03:05:00	ES	Futures	3768.67	3769.79	3766.44	3767.0	2952.0
2020-08-17 03:10:00	ES	Futures	3766.72	3767.55	3763.09	3763.92	2587.0
2020-08-17 03:15:00	ES	Futures	3764.2	3765.32	3761.13	3761.97	2851.0
2020-08-17 03:20:00	ES	Futures	3761.69	3762.81	3758.34	3762.53	3086.0
2020-08-17 03:25:00	ES	Futures	3762.53	3766.72	3762.53	3766.16	2048.0
2020-08-17 03:30:00	ES	Futures	3765.88	3769.23	3765.88	3766.44	2768.0
2020-08-17 03:35:00	ES	Futures	3766.44	3766.72	3764.2	3765.6	1362.0
2020-08-17 03:40:00	ES	Futures	3765.88	3767.0	3764.48	3765.6	1358.0
2020-08-17 03:45:00	ES	Futures	3765.6	3767.0	3765.04	3766.44	1256.0
2020-08-17 03:50:00	ES	Futures	3766.44	3768.11	3765.88	3767.55	792.0
2020-08-17 03:55:00	ES	Futures	3767.83	3769.51	3767.27	3768.67	1076.0
2020-08-17 04:00:00	ES	Futures	3768.67	3769.51	3763.09	3764.48	1620.0
2020-08-17 04:05:00	ES	Futures	3764.76	3765.6	3764.2	3765.04	1162.0

> showing 50 of 17,316 rows — these rows as CSV

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