PREVIEW / futures_5min / 2020-08-24

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-24.parquet
  size:    287 KB
  rows:    17,292

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
2020-08-24 00:00:00	ES	Futures	3798.83	3799.39	3798.55	3798.55	277.0
2020-08-24 00:05:00	ES	Futures	3798.55	3798.83	3797.71	3798.27	1975.0
2020-08-24 00:10:00	ES	Futures	3797.99	3799.11	3797.71	3798.27	471.0
2020-08-24 00:15:00	ES	Futures	3798.55	3798.83	3797.71	3798.55	889.0
2020-08-24 00:20:00	ES	Futures	3798.27	3798.83	3798.27	3798.83	366.0
2020-08-24 00:25:00	ES	Futures	3798.83	3799.11	3798.55	3798.83	255.0
2020-08-24 00:30:00	ES	Futures	3798.83	3799.39	3798.83	3799.11	244.0
2020-08-24 00:35:00	ES	Futures	3799.39	3799.67	3798.55	3798.83	161.0
2020-08-24 00:40:00	ES	Futures	3798.83	3799.11	3798.27	3799.11	252.0
2020-08-24 00:45:00	ES	Futures	3799.11	3799.39	3798.83	3798.83	137.0
2020-08-24 00:50:00	ES	Futures	3798.83	3798.83	3798.27	3798.55	237.0
2020-08-24 00:55:00	ES	Futures	3798.55	3799.39	3798.55	3799.39	136.0
2020-08-24 01:00:00	ES	Futures	3799.39	3800.23	3799.39	3799.67	433.0
2020-08-24 01:05:00	ES	Futures	3799.67	3799.95	3799.11	3799.39	208.0
2020-08-24 01:10:00	ES	Futures	3799.39	3799.67	3798.83	3799.39	360.0
2020-08-24 01:15:00	ES	Futures	3799.67	3799.67	3799.11	3799.39	140.0
2020-08-24 01:20:00	ES	Futures	3799.39	3799.95	3799.39	3799.67	179.0
2020-08-24 01:25:00	ES	Futures	3799.67	3799.95	3799.11	3799.39	236.0
2020-08-24 01:30:00	ES	Futures	3799.67	3800.78	3799.39	3800.5	646.0
2020-08-24 01:35:00	ES	Futures	3800.78	3801.06	3800.5	3800.78	270.0
2020-08-24 01:40:00	ES	Futures	3801.06	3801.62	3800.5	3801.34	420.0
2020-08-24 01:45:00	ES	Futures	3801.62	3801.62	3800.23	3800.23	440.0
2020-08-24 01:50:00	ES	Futures	3800.5	3801.9	3800.5	3801.34	345.0
2020-08-24 01:55:00	ES	Futures	3801.34	3802.74	3801.06	3802.18	696.0
2020-08-24 02:00:00	ES	Futures	3802.46	3804.69	3802.18	3803.02	2858.0
2020-08-24 02:05:00	ES	Futures	3802.74	3805.53	3802.74	3804.97	2278.0
2020-08-24 02:10:00	ES	Futures	3804.97	3805.53	3804.69	3804.97	1065.0
2020-08-24 02:15:00	ES	Futures	3805.25	3805.81	3803.86	3803.86	789.0
2020-08-24 02:20:00	ES	Futures	3803.86	3804.69	3803.58	3804.41	650.0
2020-08-24 02:25:00	ES	Futures	3804.69	3805.53	3804.13	3804.97	520.0
2020-08-24 02:30:00	ES	Futures	3804.97	3806.93	3804.97	3806.37	1651.0
2020-08-24 02:35:00	ES	Futures	3806.65	3807.21	3805.81	3806.09	1110.0
2020-08-24 02:40:00	ES	Futures	3806.37	3806.37	3805.25	3805.81	786.0
2020-08-24 02:45:00	ES	Futures	3806.09	3806.65	3805.53	3805.81	585.0
2020-08-24 02:50:00	ES	Futures	3806.09	3806.09	3805.53	3805.81	380.0
2020-08-24 02:55:00	ES	Futures	3805.81	3806.65	3805.53	3805.81	676.0
2020-08-24 03:00:00	ES	Futures	3805.81	3811.39	3805.81	3810.0	8004.0
2020-08-24 03:05:00	ES	Futures	3810.0	3811.67	3809.16	3810.28	3493.0
2020-08-24 03:10:00	ES	Futures	3810.28	3812.51	3809.44	3809.72	3471.0
2020-08-24 03:15:00	ES	Futures	3809.72	3811.12	3808.32	3808.6	3071.0
2020-08-24 03:20:00	ES	Futures	3808.88	3810.28	3808.88	3808.88	2521.0
2020-08-24 03:25:00	ES	Futures	3808.88	3811.12	3808.88	3811.12	3510.0
2020-08-24 03:30:00	ES	Futures	3810.84	3811.95	3809.72	3809.72	3011.0
2020-08-24 03:35:00	ES	Futures	3809.72	3813.63	3809.72	3811.67	2863.0
2020-08-24 03:40:00	ES	Futures	3811.67	3812.51	3810.84	3811.67	3072.0
2020-08-24 03:45:00	ES	Futures	3811.67	3812.23	3811.12	3811.39	1048.0
2020-08-24 03:50:00	ES	Futures	3811.12	3813.07	3810.56	3812.23	1750.0
2020-08-24 03:55:00	ES	Futures	3812.23	3812.79	3810.56	3811.12	2182.0
2020-08-24 04:00:00	ES	Futures	3810.84	3813.63	3810.84	3811.12	2436.0
2020-08-24 04:05:00	ES	Futures	3811.12	3811.67	3810.56	3811.39	1001.0

> showing 50 of 17,292 rows — these rows as CSV

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