PREVIEW / futures_5min / 2020-09-08

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-08.parquet
  size:    336 KB
  rows:    17,967

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
2020-09-08 00:00:00	ES	Futures	3830.1	3831.5	3829.82	3830.66	380.0
2020-09-08 00:05:00	ES	Futures	3830.66	3832.06	3828.43	3829.27	639.0
2020-09-08 00:10:00	ES	Futures	3829.27	3831.78	3828.99	3831.22	414.0
2020-09-08 00:15:00	ES	Futures	3831.22	3832.06	3830.66	3830.94	336.0
2020-09-08 00:20:00	ES	Futures	3831.22	3831.78	3829.82	3830.38	355.0
2020-09-08 00:25:00	ES	Futures	3830.1	3831.22	3829.55	3830.94	186.0
2020-09-08 00:30:00	ES	Futures	3831.22	3832.62	3830.1	3832.06	462.0
2020-09-08 00:35:00	ES	Futures	3832.06	3832.9	3830.94	3831.5	478.0
2020-09-08 00:40:00	ES	Futures	3831.22	3831.5	3828.71	3829.27	477.0
2020-09-08 00:45:00	ES	Futures	3829.55	3830.38	3828.15	3829.27	494.0
2020-09-08 00:50:00	ES	Futures	3828.99	3832.34	3828.99	3830.1	680.0
2020-09-08 00:55:00	ES	Futures	3830.1	3831.78	3829.55	3831.5	235.0
2020-09-08 01:00:00	ES	Futures	3831.78	3834.01	3829.55	3831.78	1216.0
2020-09-08 01:05:00	ES	Futures	3831.78	3831.78	3829.82	3830.38	274.0
2020-09-08 01:10:00	ES	Futures	3830.38	3832.34	3829.55	3832.06	545.0
2020-09-08 01:15:00	ES	Futures	3832.06	3834.57	3832.06	3834.01	736.0
2020-09-08 01:20:00	ES	Futures	3834.01	3835.97	3833.73	3834.57	618.0
2020-09-08 01:25:00	ES	Futures	3834.85	3837.64	3834.85	3835.97	710.0
2020-09-08 01:30:00	ES	Futures	3835.69	3836.53	3834.29	3835.69	531.0
2020-09-08 01:35:00	ES	Futures	3835.69	3836.81	3834.01	3834.29	548.0
2020-09-08 01:40:00	ES	Futures	3834.29	3834.85	3833.45	3834.57	409.0
2020-09-08 01:45:00	ES	Futures	3834.85	3839.88	3834.57	3839.88	1077.0
2020-09-08 01:50:00	ES	Futures	3839.88	3840.99	3839.32	3840.72	936.0
2020-09-08 01:55:00	ES	Futures	3840.44	3844.35	3839.6	3844.35	1219.0
2020-09-08 02:00:00	ES	Futures	3844.35	3850.21	3844.35	3846.58	5620.0
2020-09-08 02:05:00	ES	Futures	3846.86	3850.21	3846.3	3847.98	2045.0
2020-09-08 02:10:00	ES	Futures	3847.7	3849.93	3845.46	3846.02	1479.0
2020-09-08 02:15:00	ES	Futures	3846.02	3847.42	3844.35	3844.35	1317.0
2020-09-08 02:20:00	ES	Futures	3844.35	3846.58	3841.55	3842.11	1076.0
2020-09-08 02:25:00	ES	Futures	3841.83	3845.18	3841.27	3844.9	1052.0
2020-09-08 02:30:00	ES	Futures	3845.18	3845.18	3841.27	3842.67	689.0
2020-09-08 02:35:00	ES	Futures	3842.67	3846.3	3842.67	3846.02	1034.0
2020-09-08 02:40:00	ES	Futures	3846.3	3846.3	3842.39	3842.95	808.0
2020-09-08 02:45:00	ES	Futures	3843.23	3844.9	3841.83	3843.23	754.0
2020-09-08 02:50:00	ES	Futures	3843.51	3844.9	3840.99	3843.79	1364.0
2020-09-08 02:55:00	ES	Futures	3843.79	3843.79	3841.55	3841.83	1230.0
2020-09-08 03:00:00	ES	Futures	3841.83	3842.39	3838.76	3840.16	3153.0
2020-09-08 03:05:00	ES	Futures	3839.88	3842.39	3837.09	3837.64	2320.0
2020-09-08 03:10:00	ES	Futures	3837.64	3842.67	3835.97	3842.67	2766.0
2020-09-08 03:15:00	ES	Futures	3842.39	3844.35	3835.13	3836.25	2609.0
2020-09-08 03:20:00	ES	Futures	3836.25	3836.25	3832.34	3833.73	2828.0
2020-09-08 03:25:00	ES	Futures	3833.45	3838.48	3833.18	3837.64	2598.0
2020-09-08 03:30:00	ES	Futures	3837.92	3839.88	3835.69	3838.2	1986.0
2020-09-08 03:35:00	ES	Futures	3838.2	3838.2	3833.45	3834.01	1650.0
2020-09-08 03:40:00	ES	Futures	3834.01	3836.53	3832.62	3834.57	1886.0
2020-09-08 03:45:00	ES	Futures	3834.29	3836.81	3833.73	3834.57	2375.0
2020-09-08 03:50:00	ES	Futures	3834.57	3838.48	3834.01	3838.2	1500.0
2020-09-08 03:55:00	ES	Futures	3838.2	3838.48	3834.57	3835.97	1592.0
2020-09-08 04:00:00	ES	Futures	3835.97	3837.09	3832.9	3834.85	1965.0
2020-09-08 04:05:00	ES	Futures	3834.57	3834.85	3831.5	3832.34	1685.0

> showing 50 of 17,967 rows — these rows as CSV

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