PREVIEW / futures_5min / 2020-08-19

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-19.parquet
  size:    298 KB
  rows:    17,457

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
2020-08-19 00:00:00	ES	Futures	3789.33	3789.89	3789.06	3789.33	305.0
2020-08-19 00:05:00	ES	Futures	3789.33	3789.89	3788.78	3789.06	322.0
2020-08-19 00:10:00	ES	Futures	3789.06	3789.33	3788.78	3789.06	221.0
2020-08-19 00:15:00	ES	Futures	3789.06	3789.33	3787.94	3788.22	325.0
2020-08-19 00:20:00	ES	Futures	3788.22	3788.22	3787.38	3787.66	376.0
2020-08-19 00:25:00	ES	Futures	3787.66	3787.94	3787.38	3787.66	215.0
2020-08-19 00:30:00	ES	Futures	3787.66	3787.66	3786.54	3787.38	572.0
2020-08-19 00:35:00	ES	Futures	3787.38	3788.5	3787.1	3788.5	516.0
2020-08-19 00:40:00	ES	Futures	3788.5	3788.78	3787.94	3788.5	221.0
2020-08-19 00:45:00	ES	Futures	3788.22	3788.78	3787.94	3787.94	167.0
2020-08-19 00:50:00	ES	Futures	3787.94	3788.22	3787.38	3788.22	151.0
2020-08-19 00:55:00	ES	Futures	3788.22	3788.78	3787.94	3787.94	200.0
2020-08-19 01:00:00	ES	Futures	3787.94	3789.33	3787.66	3788.78	465.0
2020-08-19 01:05:00	ES	Futures	3788.78	3789.33	3788.78	3789.33	154.0
2020-08-19 01:10:00	ES	Futures	3789.06	3789.33	3788.78	3789.33	301.0
2020-08-19 01:15:00	ES	Futures	3789.33	3789.89	3789.06	3789.61	312.0
2020-08-19 01:20:00	ES	Futures	3789.61	3789.89	3788.78	3789.06	455.0
2020-08-19 01:25:00	ES	Futures	3789.06	3789.06	3787.94	3788.22	339.0
2020-08-19 01:30:00	ES	Futures	3788.5	3789.89	3788.5	3788.78	768.0
2020-08-19 01:35:00	ES	Futures	3788.78	3789.33	3787.38	3787.94	895.0
2020-08-19 01:40:00	ES	Futures	3787.66	3787.66	3785.7	3785.98	1985.0
2020-08-19 01:45:00	ES	Futures	3785.98	3786.54	3785.43	3785.98	1117.0
2020-08-19 01:50:00	ES	Futures	3785.98	3787.38	3785.98	3786.54	1502.0
2020-08-19 01:55:00	ES	Futures	3786.54	3787.38	3786.26	3787.1	1248.0
2020-08-19 02:00:00	ES	Futures	3787.1	3788.78	3786.26	3788.78	2148.0
2020-08-19 02:05:00	ES	Futures	3788.5	3788.78	3787.1	3787.66	1924.0
2020-08-19 02:10:00	ES	Futures	3787.38	3787.38	3785.7	3786.54	1386.0
2020-08-19 02:15:00	ES	Futures	3786.82	3788.5	3786.54	3788.5	793.0
2020-08-19 02:20:00	ES	Futures	3788.5	3789.33	3787.66	3787.94	750.0
2020-08-19 02:25:00	ES	Futures	3787.94	3788.5	3786.82	3786.82	487.0
2020-08-19 02:30:00	ES	Futures	3787.1	3787.1	3786.26	3786.82	486.0
2020-08-19 02:35:00	ES	Futures	3786.82	3787.66	3786.54	3786.82	486.0
2020-08-19 02:40:00	ES	Futures	3786.82	3786.82	3785.7	3785.98	540.0
2020-08-19 02:45:00	ES	Futures	3785.98	3786.26	3784.59	3784.87	807.0
2020-08-19 02:50:00	ES	Futures	3784.87	3785.98	3784.31	3785.43	1431.0
2020-08-19 02:55:00	ES	Futures	3785.43	3785.98	3785.15	3785.7	2395.0
2020-08-19 03:00:00	ES	Futures	3785.7	3785.7	3782.91	3783.47	4853.0
2020-08-19 03:05:00	ES	Futures	3783.47	3784.03	3782.07	3783.47	2508.0
2020-08-19 03:10:00	ES	Futures	3783.47	3785.7	3783.19	3785.15	2654.0
2020-08-19 03:15:00	ES	Futures	3784.87	3785.43	3782.35	3782.63	1622.0
2020-08-19 03:20:00	ES	Futures	3782.35	3782.63	3779.0	3781.52	3456.0
2020-08-19 03:25:00	ES	Futures	3781.24	3784.87	3780.96	3784.03	2954.0
2020-08-19 03:30:00	ES	Futures	3784.03	3788.5	3784.03	3787.1	3931.0
2020-08-19 03:35:00	ES	Futures	3786.82	3787.94	3786.82	3787.38	1984.0
2020-08-19 03:40:00	ES	Futures	3787.38	3788.22	3786.54	3787.1	2050.0
2020-08-19 03:45:00	ES	Futures	3787.1	3788.22	3787.1	3787.94	1381.0
2020-08-19 03:50:00	ES	Futures	3787.94	3790.17	3786.82	3789.89	2286.0
2020-08-19 03:55:00	ES	Futures	3789.61	3790.17	3787.94	3787.94	1037.0
2020-08-19 04:00:00	ES	Futures	3788.22	3788.22	3786.26	3787.38	1174.0
2020-08-19 04:05:00	ES	Futures	3787.1	3787.1	3785.98	3785.98	1743.0

> showing 50 of 17,457 rows — these rows as CSV

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