PREVIEW / futures_5min / 2020-08-26

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-26.parquet
  size:    283 KB
  rows:    17,305

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
2020-08-26 00:00:00	ES	Futures	3845.46	3845.74	3844.9	3844.9	95.0
2020-08-26 00:05:00	ES	Futures	3844.9	3845.46	3844.62	3845.46	138.0
2020-08-26 00:10:00	ES	Futures	3845.46	3845.74	3845.18	3845.46	137.0
2020-08-26 00:15:00	ES	Futures	3845.46	3845.46	3844.9	3844.9	71.0
2020-08-26 00:20:00	ES	Futures	3845.18	3845.18	3844.62	3844.9	63.0
2020-08-26 00:25:00	ES	Futures	3844.62	3845.18	3844.62	3844.9	110.0
2020-08-26 00:30:00	ES	Futures	3844.62	3845.46	3844.62	3845.18	198.0
2020-08-26 00:35:00	ES	Futures	3844.9	3845.18	3844.9	3844.9	109.0
2020-08-26 00:40:00	ES	Futures	3845.18	3845.46	3845.18	3845.18	105.0
2020-08-26 00:45:00	ES	Futures	3845.18	3845.46	3845.18	3845.18	168.0
2020-08-26 00:50:00	ES	Futures	3845.18	3845.74	3844.9	3844.9	296.0
2020-08-26 00:55:00	ES	Futures	3844.9	3845.18	3844.9	3845.18	167.0
2020-08-26 01:00:00	ES	Futures	3845.18	3847.42	3844.9	3846.58	739.0
2020-08-26 01:05:00	ES	Futures	3846.86	3847.42	3846.58	3847.14	416.0
2020-08-26 01:10:00	ES	Futures	3847.14	3847.42	3846.58	3846.86	427.0
2020-08-26 01:15:00	ES	Futures	3847.14	3847.14	3846.3	3846.58	306.0
2020-08-26 01:20:00	ES	Futures	3846.58	3846.86	3846.3	3846.86	282.0
2020-08-26 01:25:00	ES	Futures	3846.86	3847.14	3846.58	3846.86	251.0
2020-08-26 01:30:00	ES	Futures	3847.14	3847.42	3846.58	3846.86	403.0
2020-08-26 01:35:00	ES	Futures	3846.58	3846.58	3845.18	3845.46	344.0
2020-08-26 01:40:00	ES	Futures	3845.18	3845.74	3844.62	3845.18	397.0
2020-08-26 01:45:00	ES	Futures	3844.9	3845.74	3844.62	3845.46	293.0
2020-08-26 01:50:00	ES	Futures	3845.46	3846.02	3844.9	3844.9	287.0
2020-08-26 01:55:00	ES	Futures	3845.18	3845.46	3844.07	3844.62	383.0
2020-08-26 02:00:00	ES	Futures	3844.62	3844.9	3843.51	3844.07	788.0
2020-08-26 02:05:00	ES	Futures	3843.79	3844.07	3841.83	3842.11	1484.0
2020-08-26 02:10:00	ES	Futures	3842.11	3842.39	3840.72	3841.27	1122.0
2020-08-26 02:15:00	ES	Futures	3841.55	3842.67	3841.27	3841.83	663.0
2020-08-26 02:20:00	ES	Futures	3841.83	3843.51	3841.83	3843.23	598.0
2020-08-26 02:25:00	ES	Futures	3842.95	3843.79	3842.67	3843.79	183.0
2020-08-26 02:30:00	ES	Futures	3843.79	3844.62	3843.51	3844.35	574.0
2020-08-26 02:35:00	ES	Futures	3844.35	3844.9	3843.51	3844.62	548.0
2020-08-26 02:40:00	ES	Futures	3844.62	3845.74	3844.35	3845.74	419.0
2020-08-26 02:45:00	ES	Futures	3845.74	3846.02	3844.35	3844.35	1179.0
2020-08-26 02:50:00	ES	Futures	3844.62	3844.62	3843.23	3843.79	618.0
2020-08-26 02:55:00	ES	Futures	3843.79	3843.79	3842.39	3842.67	801.0
2020-08-26 03:00:00	ES	Futures	3842.39	3843.23	3838.76	3840.16	5147.0
2020-08-26 03:05:00	ES	Futures	3839.88	3843.23	3839.32	3842.67	2430.0
2020-08-26 03:10:00	ES	Futures	3842.39	3844.9	3842.39	3844.35	1680.0
2020-08-26 03:15:00	ES	Futures	3844.35	3845.46	3843.23	3844.62	2042.0
2020-08-26 03:20:00	ES	Futures	3844.62	3845.74	3844.35	3845.46	1491.0
2020-08-26 03:25:00	ES	Futures	3845.46	3847.14	3844.9	3845.74	1529.0
2020-08-26 03:30:00	ES	Futures	3846.02	3846.86	3845.18	3846.02	1110.0
2020-08-26 03:35:00	ES	Futures	3846.02	3847.14	3845.74	3846.02	837.0
2020-08-26 03:40:00	ES	Futures	3846.02	3846.58	3845.18	3846.02	654.0
2020-08-26 03:45:00	ES	Futures	3846.02	3847.98	3846.02	3846.86	1247.0
2020-08-26 03:50:00	ES	Futures	3846.86	3847.14	3845.46	3845.74	1000.0
2020-08-26 03:55:00	ES	Futures	3845.74	3846.58	3845.18	3845.74	1075.0
2020-08-26 04:00:00	ES	Futures	3845.46	3846.58	3844.07	3844.07	759.0
2020-08-26 04:05:00	ES	Futures	3844.07	3844.35	3842.67	3844.07	1240.0

> showing 50 of 17,305 rows — these rows as CSV

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