PREVIEW / futures_5min / 2020-08-28

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-28.parquet
  size:    262 KB
  rows:    14,596

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
2020-08-28 00:00:00	ES	Futures	3916.67	3916.95	3916.11	3916.39	397.0
2020-08-28 00:05:00	ES	Futures	3916.11	3916.67	3915.83	3916.11	235.0
2020-08-28 00:10:00	ES	Futures	3915.83	3915.83	3915.55	3915.83	300.0
2020-08-28 00:15:00	ES	Futures	3915.55	3915.55	3914.99	3914.99	632.0
2020-08-28 00:20:00	ES	Futures	3914.99	3915.27	3914.16	3914.44	507.0
2020-08-28 00:25:00	ES	Futures	3914.16	3914.44	3913.88	3914.16	500.0
2020-08-28 00:30:00	ES	Futures	3914.16	3914.44	3913.04	3913.6	612.0
2020-08-28 00:35:00	ES	Futures	3913.6	3914.16	3913.04	3913.04	399.0
2020-08-28 00:40:00	ES	Futures	3912.76	3914.71	3912.2	3914.44	760.0
2020-08-28 00:45:00	ES	Futures	3914.44	3915.55	3914.44	3914.71	271.0
2020-08-28 00:50:00	ES	Futures	3914.99	3916.67	3914.99	3916.39	526.0
2020-08-28 00:55:00	ES	Futures	3916.67	3917.23	3916.11	3917.23	295.0
2020-08-28 01:00:00	ES	Futures	3916.95	3917.51	3916.39	3916.67	695.0
2020-08-28 01:05:00	ES	Futures	3916.67	3916.67	3908.01	3909.13	4768.0
2020-08-28 01:10:00	ES	Futures	3908.85	3910.25	3906.06	3908.29	8250.0
2020-08-28 01:15:00	ES	Futures	3908.29	3912.76	3907.73	3912.2	4087.0
2020-08-28 01:20:00	ES	Futures	3912.48	3915.27	3911.36	3913.6	2035.0
2020-08-28 01:25:00	ES	Futures	3913.6	3914.16	3911.92	3913.04	1236.0
2020-08-28 01:30:00	ES	Futures	3912.76	3913.88	3911.92	3912.2	1236.0
2020-08-28 01:35:00	ES	Futures	3912.48	3914.44	3911.92	3912.2	1156.0
2020-08-28 01:40:00	ES	Futures	3912.2	3912.48	3909.13	3910.25	1517.0
2020-08-28 01:45:00	ES	Futures	3910.25	3911.36	3909.41	3910.81	1095.0
2020-08-28 01:50:00	ES	Futures	3910.81	3912.2	3909.69	3911.92	918.0
2020-08-28 01:55:00	ES	Futures	3911.92	3913.6	3911.64	3912.48	792.0
2020-08-28 02:00:00	ES	Futures	3912.48	3914.71	3911.92	3913.32	1824.0
2020-08-28 02:05:00	ES	Futures	3913.32	3916.39	3913.04	3915.27	2226.0
2020-08-28 02:10:00	ES	Futures	3915.27	3915.83	3913.88	3914.71	922.0
2020-08-28 02:15:00	ES	Futures	3914.99	3916.39	3913.88	3914.99	864.0
2020-08-28 02:20:00	ES	Futures	3914.99	3915.27	3913.6	3913.88	926.0
2020-08-28 02:25:00	ES	Futures	3914.16	3915.83	3914.16	3915.55	535.0
2020-08-28 02:30:00	ES	Futures	3915.55	3916.67	3915.55	3916.11	613.0
2020-08-28 02:35:00	ES	Futures	3916.11	3916.39	3914.99	3914.99	666.0
2020-08-28 02:40:00	ES	Futures	3915.27	3915.27	3913.6	3914.71	1117.0
2020-08-28 02:45:00	ES	Futures	3914.99	3915.27	3913.32	3914.16	783.0
2020-08-28 02:50:00	ES	Futures	3914.44	3914.71	3911.64	3911.64	785.0
2020-08-28 02:55:00	ES	Futures	3911.64	3914.16	3911.64	3913.6	970.0
2020-08-28 03:00:00	ES	Futures	3913.32	3913.6	3909.69	3910.25	3361.0
2020-08-28 03:05:00	ES	Futures	3910.25	3911.08	3904.94	3906.62	3948.0
2020-08-28 03:10:00	ES	Futures	3906.34	3906.34	3902.99	3903.27	2790.0
2020-08-28 03:15:00	ES	Futures	3903.27	3903.27	3900.19	3902.15	3065.0
2020-08-28 03:20:00	ES	Futures	3902.15	3902.15	3897.12	3897.68	2730.0
2020-08-28 03:25:00	ES	Futures	3897.68	3899.91	3897.12	3899.64	2398.0
2020-08-28 03:30:00	ES	Futures	3899.64	3899.64	3892.93	3894.61	4333.0
2020-08-28 03:35:00	ES	Futures	3894.61	3898.24	3893.49	3896.84	3618.0
2020-08-28 03:40:00	ES	Futures	3896.56	3901.59	3894.05	3901.03	3557.0
2020-08-28 03:45:00	ES	Futures	3901.03	3901.31	3897.96	3899.36	2678.0
2020-08-28 03:50:00	ES	Futures	3899.36	3899.91	3896.01	3898.52	2042.0
2020-08-28 03:55:00	ES	Futures	3898.8	3902.43	3898.24	3901.31	1962.0
2020-08-28 04:00:00	ES	Futures	3901.03	3902.43	3898.8	3902.15	1672.0
2020-08-28 04:05:00	ES	Futures	3902.15	3903.82	3901.31	3902.15	2416.0

> showing 50 of 14,596 rows — these rows as CSV

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