PREVIEW / futures_5min / 2020-09-04

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-04.parquet
  size:    277 KB
  rows:    14,239

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
2020-09-04 00:00:00	ES	Futures	3845.46	3846.58	3844.35	3846.02	476.0
2020-09-04 00:05:00	ES	Futures	3846.02	3846.3	3843.51	3846.3	1146.0
2020-09-04 00:10:00	ES	Futures	3846.02	3846.86	3844.62	3845.74	589.0
2020-09-04 00:15:00	ES	Futures	3845.74	3847.42	3845.18	3847.14	238.0
2020-09-04 00:20:00	ES	Futures	3847.42	3848.81	3846.86	3848.53	427.0
2020-09-04 00:25:00	ES	Futures	3848.53	3850.21	3848.25	3848.53	889.0
2020-09-04 00:30:00	ES	Futures	3848.81	3853.0	3848.81	3850.77	2877.0
2020-09-04 00:35:00	ES	Futures	3850.77	3853.0	3850.49	3850.77	1484.0
2020-09-04 00:40:00	ES	Futures	3851.05	3851.61	3850.21	3850.49	498.0
2020-09-04 00:45:00	ES	Futures	3850.49	3851.33	3849.37	3849.93	337.0
2020-09-04 00:50:00	ES	Futures	3850.21	3853.84	3849.93	3853.84	1176.0
2020-09-04 00:55:00	ES	Futures	3853.84	3854.4	3852.44	3853.0	998.0
2020-09-04 01:00:00	ES	Futures	3853.0	3854.68	3851.89	3851.89	627.0
2020-09-04 01:05:00	ES	Futures	3851.89	3855.79	3851.61	3855.24	723.0
2020-09-04 01:10:00	ES	Futures	3855.24	3855.79	3853.0	3853.56	518.0
2020-09-04 01:15:00	ES	Futures	3853.56	3854.12	3850.49	3851.33	726.0
2020-09-04 01:20:00	ES	Futures	3851.33	3852.72	3850.49	3851.33	689.0
2020-09-04 01:25:00	ES	Futures	3851.33	3853.0	3850.77	3852.72	405.0
2020-09-04 01:30:00	ES	Futures	3852.72	3852.72	3847.42	3848.25	1102.0
2020-09-04 01:35:00	ES	Futures	3847.98	3849.93	3847.42	3849.93	776.0
2020-09-04 01:40:00	ES	Futures	3849.93	3853.84	3849.37	3853.84	746.0
2020-09-04 01:45:00	ES	Futures	3853.84	3857.75	3853.84	3857.19	1508.0
2020-09-04 01:50:00	ES	Futures	3857.19	3859.15	3855.24	3856.07	1214.0
2020-09-04 01:55:00	ES	Futures	3856.35	3857.19	3855.24	3855.79	590.0
2020-09-04 02:00:00	ES	Futures	3855.79	3857.19	3850.49	3853.56	2244.0
2020-09-04 02:05:00	ES	Futures	3853.56	3856.07	3851.33	3854.68	1705.0
2020-09-04 02:10:00	ES	Futures	3854.4	3856.63	3851.89	3852.72	1044.0
2020-09-04 02:15:00	ES	Futures	3852.72	3853.56	3849.93	3850.49	1344.0
2020-09-04 02:20:00	ES	Futures	3850.77	3851.33	3847.98	3849.37	1373.0
2020-09-04 02:25:00	ES	Futures	3849.37	3850.77	3847.42	3847.98	1103.0
2020-09-04 02:30:00	ES	Futures	3847.98	3848.81	3841.83	3845.18	2637.0
2020-09-04 02:35:00	ES	Futures	3845.18	3848.25	3844.62	3846.86	1384.0
2020-09-04 02:40:00	ES	Futures	3846.86	3847.98	3844.35	3847.14	921.0
2020-09-04 02:45:00	ES	Futures	3847.42	3849.93	3846.86	3849.37	1202.0
2020-09-04 02:50:00	ES	Futures	3849.09	3851.89	3848.53	3851.05	1106.0
2020-09-04 02:55:00	ES	Futures	3850.77	3851.33	3845.18	3845.46	1498.0
2020-09-04 03:00:00	ES	Futures	3845.46	3847.98	3837.64	3840.16	7244.0
2020-09-04 03:05:00	ES	Futures	3840.16	3847.14	3839.6	3846.58	3722.0
2020-09-04 03:10:00	ES	Futures	3846.58	3853.0	3846.58	3851.33	2987.0
2020-09-04 03:15:00	ES	Futures	3851.33	3856.35	3851.33	3855.79	2857.0
2020-09-04 03:20:00	ES	Futures	3856.07	3862.5	3855.52	3861.94	3663.0
2020-09-04 03:25:00	ES	Futures	3861.94	3865.85	3859.98	3864.17	4757.0
2020-09-04 03:30:00	ES	Futures	3863.89	3870.04	3862.78	3870.04	5647.0
2020-09-04 03:35:00	ES	Futures	3869.76	3869.76	3866.13	3868.08	3325.0
2020-09-04 03:40:00	ES	Futures	3868.08	3870.04	3866.41	3868.08	2252.0
2020-09-04 03:45:00	ES	Futures	3868.08	3872.83	3867.8	3871.15	3412.0
2020-09-04 03:50:00	ES	Futures	3871.43	3875.62	3871.15	3873.67	3827.0
2020-09-04 03:55:00	ES	Futures	3873.95	3876.74	3873.95	3874.5	2606.0
2020-09-04 04:00:00	ES	Futures	3874.22	3875.62	3871.43	3872.27	3985.0
2020-09-04 04:05:00	ES	Futures	3872.27	3875.62	3870.59	3875.62	2936.0

> showing 50 of 14,239 rows — these rows as CSV

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