PREVIEW / futures_5min / 2020-08-31

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-08-31.parquet
  size:    286 KB
  rows:    16,337

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
2020-08-31 00:00:00	ES	Futures	3935.38	3935.94	3934.54	3934.82	369.0
2020-08-31 00:05:00	ES	Futures	3934.82	3935.1	3934.26	3934.54	229.0
2020-08-31 00:10:00	ES	Futures	3934.54	3934.82	3933.98	3934.26	251.0
2020-08-31 00:15:00	ES	Futures	3934.54	3934.82	3934.26	3934.26	269.0
2020-08-31 00:20:00	ES	Futures	3934.54	3935.38	3934.26	3935.38	189.0
2020-08-31 00:25:00	ES	Futures	3935.38	3935.66	3935.1	3935.38	293.0
2020-08-31 00:30:00	ES	Futures	3935.38	3935.38	3933.98	3934.26	554.0
2020-08-31 00:35:00	ES	Futures	3933.98	3934.26	3933.14	3933.42	558.0
2020-08-31 00:40:00	ES	Futures	3933.42	3933.98	3933.42	3933.7	250.0
2020-08-31 00:45:00	ES	Futures	3933.7	3933.98	3933.42	3933.7	207.0
2020-08-31 00:50:00	ES	Futures	3933.42	3933.7	3932.87	3933.42	355.0
2020-08-31 00:55:00	ES	Futures	3933.14	3933.42	3932.31	3932.59	323.0
2020-08-31 01:00:00	ES	Futures	3932.59	3932.87	3931.47	3931.75	893.0
2020-08-31 01:05:00	ES	Futures	3931.75	3931.75	3930.91	3931.47	521.0
2020-08-31 01:10:00	ES	Futures	3931.19	3932.31	3930.91	3931.47	548.0
2020-08-31 01:15:00	ES	Futures	3931.47	3931.75	3930.35	3930.63	888.0
2020-08-31 01:20:00	ES	Futures	3930.63	3930.91	3930.07	3930.07	349.0
2020-08-31 01:25:00	ES	Futures	3930.07	3930.63	3927.84	3928.4	1664.0
2020-08-31 01:30:00	ES	Futures	3928.12	3929.24	3927.84	3928.68	621.0
2020-08-31 01:35:00	ES	Futures	3928.68	3928.96	3927.84	3928.4	609.0
2020-08-31 01:40:00	ES	Futures	3928.4	3929.51	3927.84	3929.24	592.0
2020-08-31 01:45:00	ES	Futures	3928.96	3930.35	3928.68	3930.35	641.0
2020-08-31 01:50:00	ES	Futures	3930.35	3930.35	3928.96	3929.51	501.0
2020-08-31 01:55:00	ES	Futures	3929.51	3929.79	3928.12	3928.12	801.0
2020-08-31 02:00:00	ES	Futures	3928.4	3930.07	3928.12	3928.68	1511.0
2020-08-31 02:05:00	ES	Futures	3928.4	3928.68	3926.72	3927.28	1385.0
2020-08-31 02:10:00	ES	Futures	3927.28	3927.84	3926.72	3927.0	687.0
2020-08-31 02:15:00	ES	Futures	3927.28	3927.28	3925.33	3925.61	1466.0
2020-08-31 02:20:00	ES	Futures	3925.61	3926.16	3925.05	3926.16	738.0
2020-08-31 02:25:00	ES	Futures	3926.16	3926.72	3925.33	3925.33	1145.0
2020-08-31 02:30:00	ES	Futures	3925.61	3926.16	3924.21	3926.16	2022.0
2020-08-31 02:35:00	ES	Futures	3926.44	3927.84	3926.16	3927.0	1055.0
2020-08-31 02:40:00	ES	Futures	3927.0	3927.56	3926.44	3927.0	722.0
2020-08-31 02:45:00	ES	Futures	3927.28	3928.4	3926.16	3928.4	1006.0
2020-08-31 02:50:00	ES	Futures	3928.4	3928.96	3927.0	3927.84	843.0
2020-08-31 02:55:00	ES	Futures	3928.12	3928.4	3927.0	3927.28	780.0
2020-08-31 03:00:00	ES	Futures	3927.0	3929.79	3925.61	3929.79	3034.0
2020-08-31 03:05:00	ES	Futures	3929.79	3930.07	3927.56	3928.4	2014.0
2020-08-31 03:10:00	ES	Futures	3928.68	3930.35	3928.12	3929.24	1456.0
2020-08-31 03:15:00	ES	Futures	3929.51	3930.35	3925.88	3926.16	1715.0
2020-08-31 03:20:00	ES	Futures	3926.44	3927.28	3926.16	3926.44	1073.0
2020-08-31 03:25:00	ES	Futures	3926.44	3927.84	3925.33	3927.0	1169.0
2020-08-31 03:30:00	ES	Futures	3927.28	3929.51	3927.28	3928.4	1219.0
2020-08-31 03:35:00	ES	Futures	3928.4	3928.68	3927.28	3927.28	898.0
2020-08-31 03:40:00	ES	Futures	3927.56	3928.96	3926.72	3927.0	870.0
2020-08-31 03:45:00	ES	Futures	3927.0	3927.56	3925.61	3926.72	1399.0
2020-08-31 03:50:00	ES	Futures	3926.72	3928.12	3926.16	3927.56	763.0
2020-08-31 03:55:00	ES	Futures	3927.28	3928.96	3927.28	3928.4	839.0
2020-08-31 04:00:00	ES	Futures	3928.4	3928.96	3925.61	3925.61	1958.0
2020-08-31 04:05:00	ES	Futures	3925.61	3926.72	3924.21	3924.49	1901.0

> showing 50 of 16,337 rows — these rows as CSV

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