PREVIEW / futures_5min / 2020-09-02

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-02.parquet
  size:    299 KB
  rows:    17,401

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
2020-09-02 00:00:00	ES	Futures	3949.34	3951.3	3949.06	3951.3	852.0
2020-09-02 00:05:00	ES	Futures	3951.3	3951.3	3950.46	3951.02	618.0
2020-09-02 00:10:00	ES	Futures	3951.02	3951.3	3950.18	3951.02	353.0
2020-09-02 00:15:00	ES	Futures	3951.02	3951.3	3950.74	3950.74	123.0
2020-09-02 00:20:00	ES	Futures	3951.02	3952.13	3950.74	3951.85	591.0
2020-09-02 00:25:00	ES	Futures	3951.58	3953.53	3951.58	3952.69	1149.0
2020-09-02 00:30:00	ES	Futures	3952.41	3952.69	3949.9	3950.46	1116.0
2020-09-02 00:35:00	ES	Futures	3950.46	3950.74	3949.9	3950.46	243.0
2020-09-02 00:40:00	ES	Futures	3950.46	3951.3	3950.46	3951.02	398.0
2020-09-02 00:45:00	ES	Futures	3951.02	3951.3	3950.18	3950.46	189.0
2020-09-02 00:50:00	ES	Futures	3950.18	3951.3	3950.18	3950.74	206.0
2020-09-02 00:55:00	ES	Futures	3950.74	3950.74	3949.62	3949.9	357.0
2020-09-02 01:00:00	ES	Futures	3949.9	3949.9	3948.78	3949.06	922.0
2020-09-02 01:05:00	ES	Futures	3949.06	3950.46	3948.5	3949.9	812.0
2020-09-02 01:10:00	ES	Futures	3949.62	3950.46	3948.78	3950.46	536.0
2020-09-02 01:15:00	ES	Futures	3950.46	3951.3	3950.18	3951.3	531.0
2020-09-02 01:20:00	ES	Futures	3951.3	3951.3	3950.18	3950.46	583.0
2020-09-02 01:25:00	ES	Futures	3950.46	3952.41	3950.46	3951.85	739.0
2020-09-02 01:30:00	ES	Futures	3951.58	3953.53	3951.58	3953.53	888.0
2020-09-02 01:35:00	ES	Futures	3953.53	3954.65	3952.41	3954.09	819.0
2020-09-02 01:40:00	ES	Futures	3954.37	3955.21	3954.09	3954.65	746.0
2020-09-02 01:45:00	ES	Futures	3954.65	3954.65	3954.09	3954.09	441.0
2020-09-02 01:50:00	ES	Futures	3954.09	3954.37	3953.25	3954.09	776.0
2020-09-02 01:55:00	ES	Futures	3954.09	3954.09	3952.97	3953.81	716.0
2020-09-02 02:00:00	ES	Futures	3953.81	3957.44	3953.81	3956.6	2139.0
2020-09-02 02:05:00	ES	Futures	3956.32	3957.44	3956.32	3956.6	1244.0
2020-09-02 02:10:00	ES	Futures	3956.88	3958.28	3956.32	3957.72	1573.0
2020-09-02 02:15:00	ES	Futures	3957.72	3957.72	3955.21	3955.21	1069.0
2020-09-02 02:20:00	ES	Futures	3955.21	3955.76	3954.09	3954.37	901.0
2020-09-02 02:25:00	ES	Futures	3954.37	3954.37	3952.41	3953.81	1109.0
2020-09-02 02:30:00	ES	Futures	3954.09	3954.09	3952.13	3953.25	667.0
2020-09-02 02:35:00	ES	Futures	3953.53	3953.53	3951.58	3951.58	1000.0
2020-09-02 02:40:00	ES	Futures	3951.85	3953.81	3951.85	3953.25	829.0
2020-09-02 02:45:00	ES	Futures	3953.25	3955.76	3953.25	3954.37	1554.0
2020-09-02 02:50:00	ES	Futures	3954.65	3954.93	3952.69	3953.25	871.0
2020-09-02 02:55:00	ES	Futures	3953.25	3954.65	3952.97	3953.81	961.0
2020-09-02 03:00:00	ES	Futures	3953.81	3955.48	3951.58	3953.81	3361.0
2020-09-02 03:05:00	ES	Futures	3953.81	3956.88	3953.81	3955.76	3015.0
2020-09-02 03:10:00	ES	Futures	3955.76	3958.28	3954.93	3957.44	2216.0
2020-09-02 03:15:00	ES	Futures	3957.72	3960.79	3956.88	3956.88	3292.0
2020-09-02 03:20:00	ES	Futures	3956.88	3961.63	3956.88	3959.39	3367.0
2020-09-02 03:25:00	ES	Futures	3959.39	3959.95	3957.72	3957.72	1985.0
2020-09-02 03:30:00	ES	Futures	3958.0	3961.63	3958.0	3959.67	3424.0
2020-09-02 03:35:00	ES	Futures	3959.39	3961.07	3959.39	3959.95	1516.0
2020-09-02 03:40:00	ES	Futures	3960.23	3962.19	3960.23	3961.35	1683.0
2020-09-02 03:45:00	ES	Futures	3961.35	3961.35	3958.56	3958.84	1976.0
2020-09-02 03:50:00	ES	Futures	3959.11	3961.35	3958.84	3959.39	1431.0
2020-09-02 03:55:00	ES	Futures	3959.67	3961.07	3959.67	3959.67	1206.0
2020-09-02 04:00:00	ES	Futures	3959.39	3960.79	3958.56	3959.11	2456.0
2020-09-02 04:05:00	ES	Futures	3959.11	3961.91	3958.84	3958.84	2394.0

> showing 50 of 17,401 rows — these rows as CSV

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