PREVIEW / futures_5min / 2020-08-25

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-25.parquet
  size:    280 KB
  rows:    17,237

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
2020-08-25 00:00:00	ES	Futures	3846.02	3846.3	3845.46	3846.02	400.0
2020-08-25 00:05:00	ES	Futures	3846.02	3846.3	3845.46	3845.46	167.0
2020-08-25 00:10:00	ES	Futures	3845.74	3846.02	3845.18	3846.02	329.0
2020-08-25 00:15:00	ES	Futures	3846.02	3846.02	3845.46	3845.74	140.0
2020-08-25 00:20:00	ES	Futures	3846.02	3847.14	3846.02	3847.14	577.0
2020-08-25 00:25:00	ES	Futures	3847.14	3847.14	3846.02	3846.3	308.0
2020-08-25 00:30:00	ES	Futures	3846.3	3846.3	3844.62	3844.62	485.0
2020-08-25 00:35:00	ES	Futures	3844.9	3845.18	3843.79	3844.07	543.0
2020-08-25 00:40:00	ES	Futures	3844.07	3845.18	3843.79	3844.9	402.0
2020-08-25 00:45:00	ES	Futures	3844.9	3845.74	3844.62	3845.18	307.0
2020-08-25 00:50:00	ES	Futures	3845.18	3845.46	3845.18	3845.18	216.0
2020-08-25 00:55:00	ES	Futures	3845.18	3845.46	3844.9	3845.18	186.0
2020-08-25 01:00:00	ES	Futures	3845.18	3845.46	3844.35	3844.62	390.0
2020-08-25 01:05:00	ES	Futures	3844.62	3844.9	3843.79	3844.35	558.0
2020-08-25 01:10:00	ES	Futures	3844.35	3845.74	3843.79	3845.46	788.0
2020-08-25 01:15:00	ES	Futures	3845.46	3846.02	3845.46	3845.46	281.0
2020-08-25 01:20:00	ES	Futures	3845.74	3846.02	3845.18	3845.74	377.0
2020-08-25 01:25:00	ES	Futures	3845.46	3845.46	3844.07	3844.62	504.0
2020-08-25 01:30:00	ES	Futures	3844.62	3845.74	3843.51	3844.07	647.0
2020-08-25 01:35:00	ES	Futures	3844.07	3845.18	3844.07	3844.62	269.0
2020-08-25 01:40:00	ES	Futures	3844.62	3845.18	3844.07	3844.35	393.0
2020-08-25 01:45:00	ES	Futures	3844.35	3844.9	3844.07	3844.35	265.0
2020-08-25 01:50:00	ES	Futures	3844.35	3844.35	3843.79	3843.79	369.0
2020-08-25 01:55:00	ES	Futures	3843.79	3844.07	3843.23	3843.51	392.0
2020-08-25 02:00:00	ES	Futures	3843.79	3846.3	3843.79	3845.46	1207.0
2020-08-25 02:05:00	ES	Futures	3845.18	3846.86	3845.18	3846.02	811.0
2020-08-25 02:10:00	ES	Futures	3846.02	3847.14	3845.74	3847.14	739.0
2020-08-25 02:15:00	ES	Futures	3846.86	3848.53	3846.3	3848.53	1183.0
2020-08-25 02:20:00	ES	Futures	3848.53	3849.09	3847.7	3847.98	962.0
2020-08-25 02:25:00	ES	Futures	3847.7	3847.7	3846.02	3846.58	774.0
2020-08-25 02:30:00	ES	Futures	3846.58	3846.86	3845.46	3846.02	597.0
2020-08-25 02:35:00	ES	Futures	3846.02	3846.3	3845.46	3846.02	373.0
2020-08-25 02:40:00	ES	Futures	3846.02	3846.3	3843.79	3846.3	1285.0
2020-08-25 02:45:00	ES	Futures	3846.3	3848.81	3846.3	3847.42	1642.0
2020-08-25 02:50:00	ES	Futures	3847.42	3847.42	3846.02	3846.02	543.0
2020-08-25 02:55:00	ES	Futures	3846.02	3847.14	3845.46	3845.46	652.0
2020-08-25 03:00:00	ES	Futures	3845.46	3849.93	3845.18	3849.65	3091.0
2020-08-25 03:05:00	ES	Futures	3849.37	3850.21	3847.98	3850.21	2854.0
2020-08-25 03:10:00	ES	Futures	3850.21	3851.05	3849.37	3850.77	2815.0
2020-08-25 03:15:00	ES	Futures	3850.49	3851.61	3849.37	3851.33	2505.0
2020-08-25 03:20:00	ES	Futures	3851.33	3851.33	3849.37	3850.77	1793.0
2020-08-25 03:25:00	ES	Futures	3850.49	3852.16	3849.37	3849.65	1885.0
2020-08-25 03:30:00	ES	Futures	3849.37	3851.61	3848.25	3849.93	2309.0
2020-08-25 03:35:00	ES	Futures	3850.21	3850.77	3848.25	3850.77	1862.0
2020-08-25 03:40:00	ES	Futures	3850.49	3851.05	3848.81	3849.65	2460.0
2020-08-25 03:45:00	ES	Futures	3849.37	3851.33	3847.98	3850.49	1409.0
2020-08-25 03:50:00	ES	Futures	3850.77	3851.61	3850.21	3851.05	1149.0
2020-08-25 03:55:00	ES	Futures	3850.77	3851.61	3847.98	3848.53	2252.0
2020-08-25 04:00:00	ES	Futures	3848.25	3848.53	3845.46	3846.3	2447.0
2020-08-25 04:05:00	ES	Futures	3846.3	3847.14	3845.18	3846.02	1739.0

> showing 50 of 17,237 rows — these rows as CSV

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