PREVIEW / futures_5min / 2020-09-07

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-07.parquet
  size:    198 KB
  rows:    12,321

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
2020-09-07 00:00:00	ES	Futures	3813.63	3814.19	3811.39	3811.95	279.0
2020-09-07 00:05:00	ES	Futures	3811.67	3811.67	3806.93	3808.88	852.0
2020-09-07 00:10:00	ES	Futures	3808.88	3809.16	3803.86	3806.09	557.0
2020-09-07 00:15:00	ES	Futures	3805.81	3806.93	3804.41	3805.53	348.0
2020-09-07 00:20:00	ES	Futures	3805.81	3807.21	3804.97	3806.93	233.0
2020-09-07 00:25:00	ES	Futures	3806.93	3808.04	3804.97	3807.76	331.0
2020-09-07 00:30:00	ES	Futures	3807.76	3810.0	3807.49	3810.0	288.0
2020-09-07 00:35:00	ES	Futures	3810.0	3811.12	3808.88	3810.28	330.0
2020-09-07 00:40:00	ES	Futures	3810.0	3811.67	3809.16	3810.56	299.0
2020-09-07 00:45:00	ES	Futures	3810.56	3811.12	3806.93	3807.21	531.0
2020-09-07 00:50:00	ES	Futures	3807.49	3808.6	3804.97	3805.53	394.0
2020-09-07 00:55:00	ES	Futures	3805.25	3807.49	3804.69	3804.97	330.0
2020-09-07 01:00:00	ES	Futures	3804.97	3805.53	3802.74	3805.25	524.0
2020-09-07 01:05:00	ES	Futures	3805.25	3807.49	3804.41	3804.97	426.0
2020-09-07 01:10:00	ES	Futures	3804.69	3805.53	3803.86	3804.97	241.0
2020-09-07 01:15:00	ES	Futures	3804.97	3804.97	3802.74	3803.58	366.0
2020-09-07 01:20:00	ES	Futures	3803.58	3804.97	3801.34	3802.18	772.0
2020-09-07 01:25:00	ES	Futures	3802.46	3803.86	3800.78	3801.9	545.0
2020-09-07 01:30:00	ES	Futures	3802.18	3805.53	3800.5	3803.86	923.0
2020-09-07 01:35:00	ES	Futures	3803.86	3805.25	3799.95	3801.34	968.0
2020-09-07 01:40:00	ES	Futures	3801.9	3804.13	3801.62	3803.58	484.0
2020-09-07 01:45:00	ES	Futures	3803.86	3807.21	3801.62	3805.81	942.0
2020-09-07 01:50:00	ES	Futures	3806.09	3807.49	3800.78	3803.3	669.0
2020-09-07 01:55:00	ES	Futures	3803.02	3803.3	3797.15	3801.62	1519.0
2020-09-07 02:00:00	ES	Futures	3801.62	3809.72	3800.5	3807.21	1401.0
2020-09-07 02:05:00	ES	Futures	3807.21	3808.32	3793.24	3797.71	2350.0
2020-09-07 02:10:00	ES	Futures	3797.43	3803.02	3796.87	3798.55	1106.0
2020-09-07 02:15:00	ES	Futures	3798.55	3801.06	3795.76	3798.83	1143.0
2020-09-07 02:20:00	ES	Futures	3799.11	3800.78	3794.36	3794.36	1356.0
2020-09-07 02:25:00	ES	Futures	3794.64	3795.76	3789.33	3790.17	1985.0
2020-09-07 02:30:00	ES	Futures	3790.17	3795.76	3789.06	3795.2	1247.0
2020-09-07 02:35:00	ES	Futures	3795.48	3795.76	3791.57	3794.08	635.0
2020-09-07 02:40:00	ES	Futures	3794.36	3797.15	3792.13	3795.76	933.0
2020-09-07 02:45:00	ES	Futures	3795.76	3796.87	3792.96	3794.36	693.0
2020-09-07 02:50:00	ES	Futures	3794.36	3796.32	3791.57	3794.92	924.0
2020-09-07 02:55:00	ES	Futures	3794.92	3796.59	3792.69	3794.92	998.0
2020-09-07 03:00:00	ES	Futures	3795.2	3800.5	3791.85	3799.11	2306.0
2020-09-07 03:05:00	ES	Futures	3799.39	3804.97	3797.71	3803.02	1875.0
2020-09-07 03:10:00	ES	Futures	3803.3	3806.09	3801.34	3801.9	1510.0
2020-09-07 03:15:00	ES	Futures	3802.18	3802.18	3794.08	3799.39	2133.0
2020-09-07 03:20:00	ES	Futures	3799.11	3809.72	3798.55	3804.41	2823.0
2020-09-07 03:25:00	ES	Futures	3804.69	3806.65	3800.78	3801.34	1290.0
2020-09-07 03:30:00	ES	Futures	3801.9	3808.88	3800.23	3801.34	2123.0
2020-09-07 03:35:00	ES	Futures	3801.34	3803.86	3798.55	3803.3	1288.0
2020-09-07 03:40:00	ES	Futures	3803.3	3807.21	3803.3	3806.65	1107.0
2020-09-07 03:45:00	ES	Futures	3806.37	3809.44	3804.13	3806.37	1275.0
2020-09-07 03:50:00	ES	Futures	3806.37	3808.32	3803.58	3805.53	1121.0
2020-09-07 03:55:00	ES	Futures	3805.53	3806.09	3802.18	3803.86	1116.0
2020-09-07 04:00:00	ES	Futures	3804.13	3808.6	3801.34	3808.6	2183.0
2020-09-07 04:05:00	ES	Futures	3808.32	3813.35	3807.49	3811.95	3187.0

> showing 50 of 12,321 rows — these rows as CSV

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