PREVIEW / futures_5min / 2020-08-18

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-18.parquet
  size:    281 KB
  rows:    17,266

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
2020-08-18 00:00:00	ES	Futures	3775.93	3776.49	3775.09	3776.21	368.0
2020-08-18 00:05:00	ES	Futures	3776.21	3776.49	3775.93	3775.93	160.0
2020-08-18 00:10:00	ES	Futures	3775.93	3776.49	3775.65	3776.49	207.0
2020-08-18 00:15:00	ES	Futures	3776.49	3777.33	3776.49	3777.05	510.0
2020-08-18 00:20:00	ES	Futures	3776.77	3777.33	3776.49	3777.05	306.0
2020-08-18 00:25:00	ES	Futures	3777.05	3777.05	3776.21	3776.49	328.0
2020-08-18 00:30:00	ES	Futures	3776.49	3776.49	3775.65	3775.93	203.0
2020-08-18 00:35:00	ES	Futures	3776.21	3776.49	3775.37	3775.65	342.0
2020-08-18 00:40:00	ES	Futures	3775.93	3776.49	3775.09	3775.37	242.0
2020-08-18 00:45:00	ES	Futures	3775.37	3776.49	3775.37	3775.65	269.0
2020-08-18 00:50:00	ES	Futures	3775.93	3776.21	3775.09	3775.65	284.0
2020-08-18 00:55:00	ES	Futures	3775.65	3776.49	3775.65	3776.49	100.0
2020-08-18 01:00:00	ES	Futures	3776.21	3776.21	3775.65	3775.93	298.0
2020-08-18 01:05:00	ES	Futures	3775.93	3775.93	3775.09	3775.93	469.0
2020-08-18 01:10:00	ES	Futures	3776.21	3776.49	3775.37	3776.21	434.0
2020-08-18 01:15:00	ES	Futures	3775.93	3777.05	3775.93	3777.05	304.0
2020-08-18 01:20:00	ES	Futures	3777.05	3777.61	3776.49	3777.33	315.0
2020-08-18 01:25:00	ES	Futures	3777.33	3777.61	3776.21	3776.49	1165.0
2020-08-18 01:30:00	ES	Futures	3776.49	3777.61	3775.93	3777.33	722.0
2020-08-18 01:35:00	ES	Futures	3777.33	3777.89	3775.93	3775.93	432.0
2020-08-18 01:40:00	ES	Futures	3775.93	3776.77	3775.37	3775.65	665.0
2020-08-18 01:45:00	ES	Futures	3775.65	3776.49	3775.37	3775.65	391.0
2020-08-18 01:50:00	ES	Futures	3775.37	3775.37	3774.26	3774.81	914.0
2020-08-18 01:55:00	ES	Futures	3774.81	3775.93	3774.26	3775.65	950.0
2020-08-18 02:00:00	ES	Futures	3775.65	3778.16	3774.81	3777.89	1514.0
2020-08-18 02:05:00	ES	Futures	3777.89	3778.16	3774.53	3775.09	998.0
2020-08-18 02:10:00	ES	Futures	3775.09	3775.37	3773.98	3774.26	629.0
2020-08-18 02:15:00	ES	Futures	3773.98	3776.77	3773.7	3776.21	1180.0
2020-08-18 02:20:00	ES	Futures	3776.21	3776.49	3774.81	3775.09	651.0
2020-08-18 02:25:00	ES	Futures	3775.09	3775.65	3773.42	3775.37	1590.0
2020-08-18 02:30:00	ES	Futures	3775.37	3775.37	3773.42	3773.98	814.0
2020-08-18 02:35:00	ES	Futures	3773.98	3773.98	3772.02	3772.02	1130.0
2020-08-18 02:40:00	ES	Futures	3772.02	3772.86	3771.18	3771.18	866.0
2020-08-18 02:45:00	ES	Futures	3771.46	3772.58	3770.63	3772.02	1118.0
2020-08-18 02:50:00	ES	Futures	3771.74	3772.58	3771.74	3772.3	576.0
2020-08-18 02:55:00	ES	Futures	3772.3	3772.58	3771.18	3771.18	1093.0
2020-08-18 03:00:00	ES	Futures	3771.18	3772.02	3766.16	3767.55	4759.0
2020-08-18 03:05:00	ES	Futures	3767.27	3770.35	3766.44	3770.35	3737.0
2020-08-18 03:10:00	ES	Futures	3770.35	3770.35	3768.67	3769.51	2022.0
2020-08-18 03:15:00	ES	Futures	3769.51	3769.51	3765.88	3768.95	2843.0
2020-08-18 03:20:00	ES	Futures	3768.95	3770.63	3768.39	3770.07	1821.0
2020-08-18 03:25:00	ES	Futures	3770.07	3771.74	3769.23	3770.9	1518.0
2020-08-18 03:30:00	ES	Futures	3770.9	3771.74	3770.07	3771.46	1729.0
2020-08-18 03:35:00	ES	Futures	3771.46	3773.14	3771.18	3772.3	1945.0
2020-08-18 03:40:00	ES	Futures	3772.58	3772.86	3770.9	3771.18	1171.0
2020-08-18 03:45:00	ES	Futures	3770.9	3773.14	3770.35	3772.02	1412.0
2020-08-18 03:50:00	ES	Futures	3772.02	3772.3	3769.79	3771.18	1866.0
2020-08-18 03:55:00	ES	Futures	3771.46	3772.86	3770.63	3770.63	2227.0
2020-08-18 04:00:00	ES	Futures	3770.63	3775.09	3770.35	3773.42	2812.0
2020-08-18 04:05:00	ES	Futures	3773.14	3773.98	3772.86	3773.42	1250.0

> showing 50 of 17,266 rows — these rows as CSV

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