PREVIEW / futures_5min / 2020-09-06

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-06.parquet
  size:    59 KB
  rows:    2,823

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
2020-09-06 18:00:00	ES	Futures	3820.61	3823.12	3799.67	3806.65	4104.0
2020-09-06 18:05:00	ES	Futures	3806.65	3808.04	3791.85	3795.2	2756.0
2020-09-06 18:10:00	ES	Futures	3795.48	3801.06	3791.01	3794.08	1805.0
2020-09-06 18:15:00	ES	Futures	3793.8	3794.64	3775.65	3782.07	3336.0
2020-09-06 18:20:00	ES	Futures	3781.79	3792.69	3779.84	3790.45	2748.0
2020-09-06 18:25:00	ES	Futures	3790.45	3791.29	3782.91	3790.17	1436.0
2020-09-06 18:30:00	ES	Futures	3790.17	3796.04	3788.78	3794.64	1392.0
2020-09-06 18:35:00	ES	Futures	3794.92	3798.83	3792.13	3797.43	1443.0
2020-09-06 18:40:00	ES	Futures	3797.15	3800.5	3795.76	3797.99	1500.0
2020-09-06 18:45:00	ES	Futures	3797.99	3803.02	3794.64	3801.34	1143.0
2020-09-06 18:50:00	ES	Futures	3801.62	3806.65	3800.5	3804.97	1211.0
2020-09-06 18:55:00	ES	Futures	3804.69	3804.97	3801.06	3801.62	617.0
2020-09-06 19:00:00	ES	Futures	3801.62	3807.76	3801.62	3806.09	724.0
2020-09-06 19:05:00	ES	Futures	3806.37	3810.56	3805.25	3808.32	756.0
2020-09-06 19:10:00	ES	Futures	3808.32	3809.44	3806.09	3808.32	303.0
2020-09-06 19:15:00	ES	Futures	3808.32	3808.6	3802.18	3803.58	747.0
2020-09-06 19:20:00	ES	Futures	3803.58	3804.97	3800.78	3802.46	475.0
2020-09-06 19:25:00	ES	Futures	3801.9	3808.6	3797.99	3805.25	1349.0
2020-09-06 19:30:00	ES	Futures	3805.25	3815.58	3804.97	3812.79	1359.0
2020-09-06 19:35:00	ES	Futures	3813.35	3814.19	3810.28	3811.67	524.0
2020-09-06 19:40:00	ES	Futures	3811.95	3815.3	3811.12	3812.79	1027.0
2020-09-06 19:45:00	ES	Futures	3812.51	3812.51	3807.21	3807.21	989.0
2020-09-06 19:50:00	ES	Futures	3806.93	3810.84	3802.74	3803.58	1196.0
2020-09-06 19:55:00	ES	Futures	3803.58	3808.6	3801.06	3803.02	1461.0
2020-09-06 20:00:00	ES	Futures	3803.02	3805.53	3801.9	3805.53	1233.0
2020-09-06 20:05:00	ES	Futures	3805.53	3808.04	3800.5	3802.74	1637.0
2020-09-06 20:10:00	ES	Futures	3802.46	3802.46	3793.52	3794.36	2257.0
2020-09-06 20:15:00	ES	Futures	3794.36	3799.95	3793.52	3798.27	1883.0
2020-09-06 20:20:00	ES	Futures	3798.27	3801.06	3797.99	3800.78	877.0
2020-09-06 20:25:00	ES	Futures	3800.78	3805.53	3800.78	3801.62	1357.0
2020-09-06 20:30:00	ES	Futures	3801.62	3811.67	3801.62	3811.12	1769.0
2020-09-06 20:35:00	ES	Futures	3811.12	3813.63	3808.32	3808.6	1194.0
2020-09-06 20:40:00	ES	Futures	3808.88	3815.02	3808.88	3813.35	1123.0
2020-09-06 20:45:00	ES	Futures	3813.07	3820.89	3813.07	3818.93	1624.0
2020-09-06 20:50:00	ES	Futures	3818.93	3820.05	3814.75	3815.3	1312.0
2020-09-06 20:55:00	ES	Futures	3815.3	3815.86	3811.39	3813.07	981.0
2020-09-06 21:00:00	ES	Futures	3813.35	3817.82	3812.51	3816.14	951.0
2020-09-06 21:05:00	ES	Futures	3816.42	3819.77	3815.3	3816.42	819.0
2020-09-06 21:10:00	ES	Futures	3816.42	3817.82	3812.51	3813.35	941.0
2020-09-06 21:15:00	ES	Futures	3813.35	3815.02	3808.04	3809.16	1107.0
2020-09-06 21:20:00	ES	Futures	3809.16	3812.79	3807.21	3812.51	871.0
2020-09-06 21:25:00	ES	Futures	3812.79	3814.19	3810.0	3813.91	632.0
2020-09-06 21:30:00	ES	Futures	3814.19	3818.38	3813.63	3816.42	1347.0
2020-09-06 21:35:00	ES	Futures	3816.42	3818.93	3814.47	3817.54	950.0
2020-09-06 21:40:00	ES	Futures	3817.54	3819.49	3815.86	3816.14	984.0
2020-09-06 21:45:00	ES	Futures	3816.14	3819.49	3816.14	3818.1	582.0
2020-09-06 21:50:00	ES	Futures	3818.38	3819.49	3813.91	3815.3	814.0
2020-09-06 21:55:00	ES	Futures	3815.02	3815.86	3812.51	3814.19	781.0
2020-09-06 22:00:00	ES	Futures	3814.47	3816.14	3808.88	3811.67	919.0
2020-09-06 22:05:00	ES	Futures	3811.67	3812.23	3808.88	3809.44	607.0

> showing 50 of 2,823 rows — these rows as CSV

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