PREVIEW / futures_5min / 2020-08-30

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-30.parquet
  size:    62 KB
  rows:    3,150

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
2020-08-30 18:00:00	ES	Futures	3918.9	3925.05	3918.9	3922.53	3528.0
2020-08-30 18:05:00	ES	Futures	3922.53	3924.21	3922.25	3923.37	1015.0
2020-08-30 18:10:00	ES	Futures	3923.09	3925.88	3923.09	3925.05	1150.0
2020-08-30 18:15:00	ES	Futures	3925.33	3925.61	3923.37	3923.93	1130.0
2020-08-30 18:20:00	ES	Futures	3923.93	3924.21	3922.81	3923.65	445.0
2020-08-30 18:25:00	ES	Futures	3923.65	3923.93	3923.09	3923.37	262.0
2020-08-30 18:30:00	ES	Futures	3923.65	3923.93	3923.09	3923.65	255.0
2020-08-30 18:35:00	ES	Futures	3923.37	3923.37	3922.81	3923.37	238.0
2020-08-30 18:40:00	ES	Futures	3923.37	3924.77	3923.37	3924.49	345.0
2020-08-30 18:45:00	ES	Futures	3924.49	3925.33	3924.49	3924.77	304.0
2020-08-30 18:50:00	ES	Futures	3924.49	3924.77	3923.93	3924.21	479.0
2020-08-30 18:55:00	ES	Futures	3924.21	3924.49	3923.37	3923.37	246.0
2020-08-30 19:00:00	ES	Futures	3923.65	3923.93	3923.37	3923.93	211.0
2020-08-30 19:05:00	ES	Futures	3923.65	3924.49	3923.65	3923.93	293.0
2020-08-30 19:10:00	ES	Futures	3923.93	3923.93	3923.37	3923.65	91.0
2020-08-30 19:15:00	ES	Futures	3923.65	3923.93	3923.37	3923.93	95.0
2020-08-30 19:20:00	ES	Futures	3923.93	3925.05	3923.65	3925.05	212.0
2020-08-30 19:25:00	ES	Futures	3925.05	3926.72	3924.77	3926.44	805.0
2020-08-30 19:30:00	ES	Futures	3926.16	3926.16	3925.05	3925.88	416.0
2020-08-30 19:35:00	ES	Futures	3925.61	3926.16	3925.05	3926.16	295.0
2020-08-30 19:40:00	ES	Futures	3926.44	3927.56	3926.44	3927.0	518.0
2020-08-30 19:45:00	ES	Futures	3927.28	3928.12	3927.0	3928.12	947.0
2020-08-30 19:50:00	ES	Futures	3928.12	3929.24	3927.84	3928.68	823.0
2020-08-30 19:55:00	ES	Futures	3928.96	3930.63	3928.68	3930.35	1148.0
2020-08-30 20:00:00	ES	Futures	3930.35	3933.7	3930.07	3933.42	2772.0
2020-08-30 20:05:00	ES	Futures	3933.42	3933.42	3931.19	3931.47	2223.0
2020-08-30 20:10:00	ES	Futures	3931.75	3933.7	3931.19	3932.31	1671.0
2020-08-30 20:15:00	ES	Futures	3932.59	3933.98	3932.59	3932.87	1670.0
2020-08-30 20:20:00	ES	Futures	3932.87	3933.14	3932.03	3932.59	867.0
2020-08-30 20:25:00	ES	Futures	3932.31	3933.42	3932.31	3932.59	462.0
2020-08-30 20:30:00	ES	Futures	3932.59	3934.54	3932.59	3934.26	1076.0
2020-08-30 20:35:00	ES	Futures	3934.54	3935.94	3934.26	3935.38	1502.0
2020-08-30 20:40:00	ES	Futures	3935.1	3936.5	3934.26	3935.66	1269.0
2020-08-30 20:45:00	ES	Futures	3935.94	3936.22	3935.38	3935.66	616.0
2020-08-30 20:50:00	ES	Futures	3935.38	3935.94	3934.82	3934.82	402.0
2020-08-30 20:55:00	ES	Futures	3934.82	3935.94	3934.54	3934.82	800.0
2020-08-30 21:00:00	ES	Futures	3934.54	3935.94	3933.98	3934.82	967.0
2020-08-30 21:05:00	ES	Futures	3934.82	3934.82	3932.87	3933.42	725.0
2020-08-30 21:10:00	ES	Futures	3933.14	3933.14	3932.03	3932.59	734.0
2020-08-30 21:15:00	ES	Futures	3932.87	3934.82	3932.59	3934.82	1050.0
2020-08-30 21:20:00	ES	Futures	3934.54	3935.1	3933.98	3935.1	558.0
2020-08-30 21:25:00	ES	Futures	3935.1	3935.1	3933.98	3934.26	540.0
2020-08-30 21:30:00	ES	Futures	3933.98	3935.38	3932.59	3933.14	1191.0
2020-08-30 21:35:00	ES	Futures	3933.42	3934.26	3932.87	3933.14	641.0
2020-08-30 21:40:00	ES	Futures	3932.87	3933.42	3932.59	3933.14	620.0
2020-08-30 21:45:00	ES	Futures	3933.14	3934.82	3933.14	3933.98	725.0
2020-08-30 21:50:00	ES	Futures	3933.98	3934.82	3933.14	3933.42	538.0
2020-08-30 21:55:00	ES	Futures	3933.42	3934.26	3933.14	3934.26	407.0
2020-08-30 22:00:00	ES	Futures	3934.26	3935.1	3933.98	3934.54	587.0
2020-08-30 22:05:00	ES	Futures	3934.26	3934.82	3933.98	3934.54	449.0

> showing 50 of 3,150 rows — these rows as CSV

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