PREVIEW / futures_5min / 2020-08-23

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-23.parquet
  size:    62 KB
  rows:    3,312

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
2020-08-23 18:00:00	ES	Futures	3796.32	3799.39	3792.13	3797.99	6353.0
2020-08-23 18:05:00	ES	Futures	3797.99	3797.99	3793.8	3795.48	2023.0
2020-08-23 18:10:00	ES	Futures	3795.48	3796.04	3792.69	3792.69	1567.0
2020-08-23 18:15:00	ES	Futures	3792.69	3795.2	3792.69	3794.36	778.0
2020-08-23 18:20:00	ES	Futures	3794.36	3796.04	3793.8	3795.2	603.0
2020-08-23 18:25:00	ES	Futures	3795.48	3795.48	3794.08	3794.36	507.0
2020-08-23 18:30:00	ES	Futures	3794.64	3795.48	3794.08	3795.2	842.0
2020-08-23 18:35:00	ES	Futures	3795.48	3796.32	3794.64	3795.48	625.0
2020-08-23 18:40:00	ES	Futures	3795.48	3796.87	3795.48	3796.59	441.0
2020-08-23 18:45:00	ES	Futures	3796.59	3797.43	3796.04	3796.59	468.0
2020-08-23 18:50:00	ES	Futures	3796.59	3797.15	3796.04	3796.87	282.0
2020-08-23 18:55:00	ES	Futures	3797.15	3797.99	3796.04	3796.32	834.0
2020-08-23 19:00:00	ES	Futures	3796.59	3798.27	3796.59	3797.99	879.0
2020-08-23 19:05:00	ES	Futures	3797.99	3798.27	3797.43	3798.27	718.0
2020-08-23 19:10:00	ES	Futures	3798.27	3798.27	3797.15	3797.43	304.0
2020-08-23 19:15:00	ES	Futures	3797.43	3797.71	3797.15	3797.43	197.0
2020-08-23 19:20:00	ES	Futures	3797.43	3797.99	3796.87	3797.71	302.0
2020-08-23 19:25:00	ES	Futures	3797.71	3797.99	3796.87	3797.43	305.0
2020-08-23 19:30:00	ES	Futures	3797.43	3797.71	3796.04	3796.32	1213.0
2020-08-23 19:35:00	ES	Futures	3796.32	3797.71	3796.04	3797.43	409.0
2020-08-23 19:40:00	ES	Futures	3797.43	3797.71	3797.15	3797.43	201.0
2020-08-23 19:45:00	ES	Futures	3797.43	3798.27	3797.15	3797.43	734.0
2020-08-23 19:50:00	ES	Futures	3797.43	3797.43	3793.8	3794.92	1583.0
2020-08-23 19:55:00	ES	Futures	3794.92	3795.2	3792.96	3794.92	2505.0
2020-08-23 20:00:00	ES	Futures	3794.92	3795.2	3792.41	3793.24	3245.0
2020-08-23 20:05:00	ES	Futures	3793.24	3795.76	3790.45	3795.48	2832.0
2020-08-23 20:10:00	ES	Futures	3795.2	3796.59	3794.08	3795.48	1001.0
2020-08-23 20:15:00	ES	Futures	3795.48	3797.15	3794.92	3796.59	1243.0
2020-08-23 20:20:00	ES	Futures	3796.59	3797.43	3795.76	3796.32	887.0
2020-08-23 20:25:00	ES	Futures	3796.32	3796.87	3796.04	3796.32	408.0
2020-08-23 20:30:00	ES	Futures	3796.32	3797.15	3795.48	3796.32	420.0
2020-08-23 20:35:00	ES	Futures	3796.32	3796.59	3793.52	3794.92	799.0
2020-08-23 20:40:00	ES	Futures	3795.2	3795.48	3794.08	3794.92	357.0
2020-08-23 20:45:00	ES	Futures	3794.92	3795.76	3794.36	3794.92	446.0
2020-08-23 20:50:00	ES	Futures	3795.2	3797.71	3794.36	3797.15	894.0
2020-08-23 20:55:00	ES	Futures	3797.15	3797.15	3796.04	3796.87	400.0
2020-08-23 21:00:00	ES	Futures	3796.87	3797.71	3795.2	3796.59	954.0
2020-08-23 21:05:00	ES	Futures	3796.32	3796.59	3794.64	3796.32	584.0
2020-08-23 21:10:00	ES	Futures	3796.32	3796.87	3794.92	3796.32	329.0
2020-08-23 21:15:00	ES	Futures	3796.59	3798.27	3796.59	3797.71	1593.0
2020-08-23 21:20:00	ES	Futures	3797.99	3798.83	3797.71	3798.27	1270.0
2020-08-23 21:25:00	ES	Futures	3798.55	3799.11	3797.99	3798.27	1458.0
2020-08-23 21:30:00	ES	Futures	3798.55	3798.83	3797.43	3798.27	1183.0
2020-08-23 21:35:00	ES	Futures	3798.27	3798.83	3797.71	3798.83	880.0
2020-08-23 21:40:00	ES	Futures	3798.83	3802.74	3798.27	3799.39	3790.0
2020-08-23 21:45:00	ES	Futures	3799.11	3799.67	3797.99	3797.99	1167.0
2020-08-23 21:50:00	ES	Futures	3798.27	3798.83	3797.71	3798.83	736.0
2020-08-23 21:55:00	ES	Futures	3798.55	3799.39	3798.55	3798.83	502.0
2020-08-23 22:00:00	ES	Futures	3798.83	3799.95	3798.83	3799.67	773.0
2020-08-23 22:05:00	ES	Futures	3799.95	3799.95	3799.11	3799.39	576.0

> showing 50 of 3,312 rows — these rows as CSV

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