PREVIEW / futures_5min / 2020-08-21

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-21.parquet
  size:    258 KB
  rows:    14,155

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
2020-08-21 00:00:00	ES	Futures	3785.43	3786.82	3785.15	3786.82	443.0
2020-08-21 00:05:00	ES	Futures	3786.82	3787.1	3785.7	3785.98	294.0
2020-08-21 00:10:00	ES	Futures	3785.98	3786.54	3785.43	3786.26	347.0
2020-08-21 00:15:00	ES	Futures	3786.54	3786.54	3785.98	3785.98	136.0
2020-08-21 00:20:00	ES	Futures	3785.98	3786.26	3785.7	3785.98	177.0
2020-08-21 00:25:00	ES	Futures	3785.7	3785.98	3784.31	3785.7	471.0
2020-08-21 00:30:00	ES	Futures	3785.43	3786.54	3785.43	3786.26	239.0
2020-08-21 00:35:00	ES	Futures	3786.26	3786.26	3785.15	3785.43	300.0
2020-08-21 00:40:00	ES	Futures	3785.43	3786.26	3784.59	3785.98	496.0
2020-08-21 00:45:00	ES	Futures	3785.7	3786.26	3785.43	3785.98	379.0
2020-08-21 00:50:00	ES	Futures	3785.98	3786.54	3785.7	3785.98	237.0
2020-08-21 00:55:00	ES	Futures	3785.98	3786.54	3785.7	3785.98	208.0
2020-08-21 01:00:00	ES	Futures	3785.98	3787.38	3785.43	3787.1	678.0
2020-08-21 01:05:00	ES	Futures	3787.1	3787.66	3785.7	3785.7	408.0
2020-08-21 01:10:00	ES	Futures	3785.7	3786.26	3785.15	3785.43	375.0
2020-08-21 01:15:00	ES	Futures	3785.43	3786.26	3785.43	3785.7	315.0
2020-08-21 01:20:00	ES	Futures	3785.7	3785.7	3785.15	3785.15	256.0
2020-08-21 01:25:00	ES	Futures	3785.15	3785.7	3784.59	3785.43	254.0
2020-08-21 01:30:00	ES	Futures	3785.43	3785.43	3783.47	3784.03	443.0
2020-08-21 01:35:00	ES	Futures	3784.31	3784.31	3783.19	3783.47	319.0
2020-08-21 01:40:00	ES	Futures	3783.47	3783.75	3782.07	3782.35	352.0
2020-08-21 01:45:00	ES	Futures	3782.35	3783.19	3781.79	3783.19	422.0
2020-08-21 01:50:00	ES	Futures	3782.91	3783.47	3782.35	3782.91	502.0
2020-08-21 01:55:00	ES	Futures	3782.91	3783.75	3782.91	3783.75	403.0
2020-08-21 02:00:00	ES	Futures	3783.75	3784.03	3780.96	3782.07	1424.0
2020-08-21 02:05:00	ES	Futures	3781.79	3783.19	3781.52	3781.79	862.0
2020-08-21 02:10:00	ES	Futures	3781.79	3782.91	3781.79	3782.91	594.0
2020-08-21 02:15:00	ES	Futures	3782.91	3783.47	3782.07	3783.19	940.0
2020-08-21 02:20:00	ES	Futures	3783.19	3783.47	3782.35	3782.91	456.0
2020-08-21 02:25:00	ES	Futures	3782.91	3783.47	3780.96	3781.24	858.0
2020-08-21 02:30:00	ES	Futures	3781.24	3781.24	3779.84	3780.4	1194.0
2020-08-21 02:35:00	ES	Futures	3780.12	3782.07	3779.56	3782.07	1038.0
2020-08-21 02:40:00	ES	Futures	3782.35	3782.63	3781.52	3781.52	594.0
2020-08-21 02:45:00	ES	Futures	3781.52	3782.35	3780.4	3782.35	901.0
2020-08-21 02:50:00	ES	Futures	3782.35	3782.91	3782.07	3782.91	456.0
2020-08-21 02:55:00	ES	Futures	3782.91	3783.75	3782.91	3782.91	584.0
2020-08-21 03:00:00	ES	Futures	3782.91	3783.47	3781.24	3781.24	2238.0
2020-08-21 03:05:00	ES	Futures	3781.24	3784.03	3779.84	3779.84	2281.0
2020-08-21 03:10:00	ES	Futures	3780.12	3780.4	3777.05	3778.44	2555.0
2020-08-21 03:15:00	ES	Futures	3778.16	3778.16	3773.14	3775.37	7256.0
2020-08-21 03:20:00	ES	Futures	3775.09	3775.65	3772.02	3775.09	2839.0
2020-08-21 03:25:00	ES	Futures	3775.09	3776.21	3774.26	3775.93	1769.0
2020-08-21 03:30:00	ES	Futures	3776.21	3779.28	3775.65	3775.93	3191.0
2020-08-21 03:35:00	ES	Futures	3775.93	3779.0	3775.09	3777.61	1950.0
2020-08-21 03:40:00	ES	Futures	3777.89	3777.89	3775.93	3776.49	1378.0
2020-08-21 03:45:00	ES	Futures	3776.49	3778.44	3775.93	3777.89	1291.0
2020-08-21 03:50:00	ES	Futures	3777.89	3779.84	3777.61	3777.89	1538.0
2020-08-21 03:55:00	ES	Futures	3777.89	3780.4	3777.89	3778.44	1680.0
2020-08-21 04:00:00	ES	Futures	3778.44	3778.44	3773.98	3774.53	1916.0
2020-08-21 04:05:00	ES	Futures	3774.81	3776.21	3773.42	3774.53	1867.0

> showing 50 of 14,155 rows — these rows as CSV

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