PREVIEW / futures_5min / 2020-09-01

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-01.parquet
  size:    301 KB
  rows:    17,587

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
2020-09-01 00:00:00	ES	Futures	3911.64	3911.92	3911.36	3911.92	312.0
2020-09-01 00:05:00	ES	Futures	3911.92	3912.48	3911.36	3911.92	286.0
2020-09-01 00:10:00	ES	Futures	3912.2	3913.88	3912.2	3913.6	386.0
2020-09-01 00:15:00	ES	Futures	3913.6	3914.16	3912.76	3913.32	302.0
2020-09-01 00:20:00	ES	Futures	3913.6	3913.6	3912.76	3913.32	335.0
2020-09-01 00:25:00	ES	Futures	3913.04	3913.32	3912.48	3913.32	113.0
2020-09-01 00:30:00	ES	Futures	3913.32	3913.88	3912.76	3913.6	375.0
2020-09-01 00:35:00	ES	Futures	3913.6	3913.6	3912.76	3913.32	202.0
2020-09-01 00:40:00	ES	Futures	3913.04	3914.71	3913.04	3913.32	389.0
2020-09-01 00:45:00	ES	Futures	3913.6	3913.6	3911.92	3911.92	306.0
2020-09-01 00:50:00	ES	Futures	3911.92	3913.32	3911.92	3912.48	242.0
2020-09-01 00:55:00	ES	Futures	3912.48	3913.88	3912.2	3913.88	168.0
2020-09-01 01:00:00	ES	Futures	3913.6	3914.16	3911.64	3911.64	881.0
2020-09-01 01:05:00	ES	Futures	3911.92	3912.76	3911.92	3911.92	452.0
2020-09-01 01:10:00	ES	Futures	3911.92	3913.04	3911.64	3912.48	595.0
2020-09-01 01:15:00	ES	Futures	3912.2	3913.6	3911.92	3913.04	685.0
2020-09-01 01:20:00	ES	Futures	3913.04	3913.88	3912.76	3913.6	555.0
2020-09-01 01:25:00	ES	Futures	3913.88	3914.99	3913.6	3914.44	1247.0
2020-09-01 01:30:00	ES	Futures	3914.71	3914.99	3913.88	3914.71	849.0
2020-09-01 01:35:00	ES	Futures	3914.99	3914.99	3913.88	3914.16	566.0
2020-09-01 01:40:00	ES	Futures	3914.16	3914.16	3912.2	3912.48	722.0
2020-09-01 01:45:00	ES	Futures	3912.48	3914.16	3912.2	3913.88	677.0
2020-09-01 01:50:00	ES	Futures	3913.6	3914.99	3913.32	3914.71	527.0
2020-09-01 01:55:00	ES	Futures	3914.71	3915.27	3914.16	3914.71	938.0
2020-09-01 02:00:00	ES	Futures	3914.71	3915.55	3912.76	3913.88	1845.0
2020-09-01 02:05:00	ES	Futures	3913.88	3914.71	3913.32	3914.44	1070.0
2020-09-01 02:10:00	ES	Futures	3914.44	3914.99	3912.76	3913.6	914.0
2020-09-01 02:15:00	ES	Futures	3913.32	3915.27	3913.32	3914.71	1551.0
2020-09-01 02:20:00	ES	Futures	3914.71	3914.71	3913.32	3913.6	792.0
2020-09-01 02:25:00	ES	Futures	3913.32	3914.71	3913.04	3913.32	827.0
2020-09-01 02:30:00	ES	Futures	3913.32	3916.11	3913.04	3916.11	1713.0
2020-09-01 02:35:00	ES	Futures	3916.11	3918.62	3916.11	3918.62	2547.0
2020-09-01 02:40:00	ES	Futures	3918.35	3919.18	3918.35	3918.9	1079.0
2020-09-01 02:45:00	ES	Futures	3918.9	3919.74	3918.07	3918.35	1580.0
2020-09-01 02:50:00	ES	Futures	3918.35	3919.46	3917.79	3919.18	982.0
2020-09-01 02:55:00	ES	Futures	3918.9	3919.74	3917.51	3919.74	1138.0
2020-09-01 03:00:00	ES	Futures	3919.74	3920.02	3918.07	3918.9	3663.0
2020-09-01 03:05:00	ES	Futures	3918.9	3920.02	3917.23	3917.23	2728.0
2020-09-01 03:10:00	ES	Futures	3917.23	3917.79	3916.11	3917.23	2000.0
2020-09-01 03:15:00	ES	Futures	3917.23	3919.46	3916.95	3918.62	1560.0
2020-09-01 03:20:00	ES	Futures	3918.9	3927.56	3918.62	3926.44	5661.0
2020-09-01 03:25:00	ES	Futures	3926.16	3927.28	3924.49	3925.33	2215.0
2020-09-01 03:30:00	ES	Futures	3925.33	3925.61	3923.93	3924.21	2764.0
2020-09-01 03:35:00	ES	Futures	3924.49	3926.16	3924.21	3924.21	1866.0
2020-09-01 03:40:00	ES	Futures	3924.49	3927.0	3924.21	3925.88	1964.0
2020-09-01 03:45:00	ES	Futures	3925.88	3927.56	3925.88	3926.44	1421.0
2020-09-01 03:50:00	ES	Futures	3926.44	3926.72	3923.65	3924.49	1810.0
2020-09-01 03:55:00	ES	Futures	3924.49	3926.16	3923.65	3924.21	1806.0
2020-09-01 04:00:00	ES	Futures	3923.93	3924.49	3921.42	3921.42	3014.0
2020-09-01 04:05:00	ES	Futures	3921.42	3922.81	3920.58	3921.42	1777.0

> showing 50 of 17,587 rows — these rows as CSV

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