PREVIEW / futures_5min / 2020-08-20

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-20.parquet
  size:    290 KB
  rows:    17,430

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
2020-08-20 00:00:00	ES	Futures	3747.17	3748.01	3746.33	3747.45	886.0
2020-08-20 00:05:00	ES	Futures	3747.45	3748.29	3747.45	3747.73	561.0
2020-08-20 00:10:00	ES	Futures	3748.01	3749.68	3747.45	3749.68	1045.0
2020-08-20 00:15:00	ES	Futures	3749.4	3749.68	3748.29	3748.56	959.0
2020-08-20 00:20:00	ES	Futures	3748.56	3748.84	3747.73	3748.01	498.0
2020-08-20 00:25:00	ES	Futures	3748.01	3749.4	3748.01	3749.12	508.0
2020-08-20 00:30:00	ES	Futures	3749.12	3749.68	3748.56	3748.84	500.0
2020-08-20 00:35:00	ES	Futures	3748.56	3748.84	3747.73	3747.73	418.0
2020-08-20 00:40:00	ES	Futures	3747.73	3748.84	3747.73	3748.29	530.0
2020-08-20 00:45:00	ES	Futures	3748.01	3748.56	3747.45	3747.73	276.0
2020-08-20 00:50:00	ES	Futures	3747.73	3747.73	3744.93	3744.93	864.0
2020-08-20 00:55:00	ES	Futures	3744.93	3746.89	3744.38	3745.21	1586.0
2020-08-20 01:00:00	ES	Futures	3745.21	3747.17	3744.38	3747.17	817.0
2020-08-20 01:05:00	ES	Futures	3747.17	3750.24	3746.89	3750.24	1170.0
2020-08-20 01:10:00	ES	Futures	3750.24	3750.8	3748.56	3748.84	800.0
2020-08-20 01:15:00	ES	Futures	3749.12	3749.68	3748.29	3749.12	540.0
2020-08-20 01:20:00	ES	Futures	3749.4	3750.52	3748.84	3748.84	894.0
2020-08-20 01:25:00	ES	Futures	3748.84	3749.4	3747.73	3748.56	680.0
2020-08-20 01:30:00	ES	Futures	3748.56	3749.4	3747.45	3747.45	644.0
2020-08-20 01:35:00	ES	Futures	3747.73	3748.29	3746.89	3747.17	471.0
2020-08-20 01:40:00	ES	Futures	3747.17	3747.73	3744.93	3745.21	1334.0
2020-08-20 01:45:00	ES	Futures	3745.49	3746.61	3745.21	3746.05	546.0
2020-08-20 01:50:00	ES	Futures	3746.33	3747.17	3745.77	3746.33	621.0
2020-08-20 01:55:00	ES	Futures	3746.05	3746.89	3743.26	3746.33	1231.0
2020-08-20 02:00:00	ES	Futures	3746.33	3748.56	3744.66	3746.05	2067.0
2020-08-20 02:05:00	ES	Futures	3746.05	3749.4	3746.05	3748.56	1709.0
2020-08-20 02:10:00	ES	Futures	3748.56	3749.4	3747.73	3748.56	865.0
2020-08-20 02:15:00	ES	Futures	3748.84	3750.52	3748.29	3750.24	849.0
2020-08-20 02:20:00	ES	Futures	3750.52	3750.8	3748.56	3749.12	921.0
2020-08-20 02:25:00	ES	Futures	3749.12	3749.68	3748.29	3749.4	617.0
2020-08-20 02:30:00	ES	Futures	3749.4	3752.2	3749.12	3751.36	1929.0
2020-08-20 02:35:00	ES	Futures	3751.36	3753.59	3750.8	3751.64	1323.0
2020-08-20 02:40:00	ES	Futures	3751.64	3752.75	3751.36	3752.2	836.0
2020-08-20 02:45:00	ES	Futures	3752.2	3752.2	3747.73	3747.73	1596.0
2020-08-20 02:50:00	ES	Futures	3747.73	3751.36	3747.73	3751.36	977.0
2020-08-20 02:55:00	ES	Futures	3751.36	3751.92	3749.4	3749.96	769.0
2020-08-20 03:00:00	ES	Futures	3749.68	3750.8	3745.21	3747.73	3515.0
2020-08-20 03:05:00	ES	Futures	3747.73	3752.47	3746.89	3750.8	3562.0
2020-08-20 03:10:00	ES	Futures	3750.8	3751.64	3747.17	3748.56	2498.0
2020-08-20 03:15:00	ES	Futures	3748.56	3750.52	3748.01	3748.84	2016.0
2020-08-20 03:20:00	ES	Futures	3749.12	3755.27	3748.84	3755.27	4346.0
2020-08-20 03:25:00	ES	Futures	3754.99	3755.27	3753.03	3753.59	1988.0
2020-08-20 03:30:00	ES	Futures	3753.59	3755.83	3752.47	3754.43	2432.0
2020-08-20 03:35:00	ES	Futures	3754.43	3757.5	3754.43	3756.94	3016.0
2020-08-20 03:40:00	ES	Futures	3757.22	3758.06	3755.55	3756.38	2553.0
2020-08-20 03:45:00	ES	Futures	3756.38	3757.22	3753.87	3754.15	2072.0
2020-08-20 03:50:00	ES	Futures	3754.15	3755.27	3752.75	3754.71	1971.0
2020-08-20 03:55:00	ES	Futures	3754.71	3755.83	3753.59	3754.15	1462.0
2020-08-20 04:00:00	ES	Futures	3754.15	3754.43	3752.2	3753.31	1451.0
2020-08-20 04:05:00	ES	Futures	3753.03	3753.31	3750.52	3752.47	1688.0

> showing 50 of 17,430 rows — these rows as CSV

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