PREVIEW / futures_5min / 2020-09-03

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-03.parquet
  size:    322 KB
  rows:    17,609

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
2020-09-03 00:00:00	ES	Futures	3995.7	3995.7	3991.79	3992.62	1239.0
2020-09-03 00:05:00	ES	Futures	3992.62	3995.14	3992.62	3994.3	963.0
2020-09-03 00:10:00	ES	Futures	3994.58	3994.86	3993.46	3994.3	412.0
2020-09-03 00:15:00	ES	Futures	3994.3	3994.3	3992.34	3993.18	560.0
2020-09-03 00:20:00	ES	Futures	3993.18	3994.02	3993.18	3993.46	391.0
2020-09-03 00:25:00	ES	Futures	3993.46	3994.3	3993.46	3994.02	228.0
2020-09-03 00:30:00	ES	Futures	3994.02	3994.58	3993.46	3994.02	561.0
2020-09-03 00:35:00	ES	Futures	3994.02	3994.58	3993.46	3993.74	225.0
2020-09-03 00:40:00	ES	Futures	3994.02	3994.3	3991.51	3992.34	1229.0
2020-09-03 00:45:00	ES	Futures	3992.62	3993.18	3991.79	3992.9	734.0
2020-09-03 00:50:00	ES	Futures	3992.62	3992.9	3991.51	3992.07	527.0
2020-09-03 00:55:00	ES	Futures	3992.07	3992.62	3991.51	3992.62	352.0
2020-09-03 01:00:00	ES	Futures	3992.62	3993.18	3990.95	3990.95	804.0
2020-09-03 01:05:00	ES	Futures	3990.95	3993.46	3990.95	3993.18	538.0
2020-09-03 01:10:00	ES	Futures	3993.18	3993.46	3991.51	3991.79	432.0
2020-09-03 01:15:00	ES	Futures	3991.79	3992.9	3991.23	3992.9	388.0
2020-09-03 01:20:00	ES	Futures	3992.9	3993.46	3992.07	3992.34	282.0
2020-09-03 01:25:00	ES	Futures	3992.34	3993.46	3992.34	3992.9	375.0
2020-09-03 01:30:00	ES	Futures	3992.9	3992.9	3988.99	3989.27	1355.0
2020-09-03 01:35:00	ES	Futures	3988.99	3990.11	3987.6	3988.44	1331.0
2020-09-03 01:40:00	ES	Futures	3988.44	3988.71	3985.92	3986.76	2227.0
2020-09-03 01:45:00	ES	Futures	3986.48	3988.16	3985.36	3987.6	1124.0
2020-09-03 01:50:00	ES	Futures	3987.88	3988.71	3987.32	3988.71	742.0
2020-09-03 01:55:00	ES	Futures	3988.71	3988.99	3987.32	3988.16	880.0
2020-09-03 02:00:00	ES	Futures	3988.16	3989.55	3984.53	3985.08	1762.0
2020-09-03 02:05:00	ES	Futures	3984.8	3990.95	3984.53	3990.67	2077.0
2020-09-03 02:10:00	ES	Futures	3990.95	3991.51	3989.55	3990.67	1202.0
2020-09-03 02:15:00	ES	Futures	3990.67	3990.95	3987.32	3987.88	1133.0
2020-09-03 02:20:00	ES	Futures	3987.6	3991.51	3987.6	3991.23	1233.0
2020-09-03 02:25:00	ES	Futures	3990.95	3992.62	3989.83	3992.62	2008.0
2020-09-03 02:30:00	ES	Futures	3992.62	3992.62	3990.95	3991.23	593.0
2020-09-03 02:35:00	ES	Futures	3991.51	3991.51	3988.71	3991.23	914.0
2020-09-03 02:40:00	ES	Futures	3991.23	3991.23	3988.99	3989.27	537.0
2020-09-03 02:45:00	ES	Futures	3988.99	3989.55	3987.88	3988.71	944.0
2020-09-03 02:50:00	ES	Futures	3988.71	3990.11	3987.6	3989.83	702.0
2020-09-03 02:55:00	ES	Futures	3989.83	3992.34	3989.55	3991.51	1022.0
2020-09-03 03:00:00	ES	Futures	3991.23	3995.42	3990.95	3994.3	4964.0
2020-09-03 03:05:00	ES	Futures	3994.58	3995.97	3994.3	3994.58	3175.0
2020-09-03 03:10:00	ES	Futures	3994.58	3997.37	3993.74	3994.58	2671.0
2020-09-03 03:15:00	ES	Futures	3994.86	3996.25	3993.18	3993.18	1634.0
2020-09-03 03:20:00	ES	Futures	3993.18	4000.72	3992.9	3999.88	3663.0
2020-09-03 03:25:00	ES	Futures	3999.88	3999.88	3997.93	3998.49	2500.0
2020-09-03 03:30:00	ES	Futures	3998.49	4003.51	3998.49	4002.12	3904.0
2020-09-03 03:35:00	ES	Futures	4002.12	4002.96	4001.0	4001.84	1438.0
2020-09-03 03:40:00	ES	Futures	4001.84	4002.96	4001.56	4002.4	1277.0
2020-09-03 03:45:00	ES	Futures	4002.12	4003.51	4001.56	4001.84	1718.0
2020-09-03 03:50:00	ES	Futures	4001.84	4002.96	4001.0	4002.12	1558.0
2020-09-03 03:55:00	ES	Futures	4002.12	4002.4	3999.88	3999.88	1558.0
2020-09-03 04:00:00	ES	Futures	3999.6	4002.12	3999.33	4001.0	2782.0
2020-09-03 04:05:00	ES	Futures	4001.0	4001.0	3997.37	3998.21	1760.0

> showing 50 of 17,609 rows — these rows as CSV

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