PREVIEW / futures_5min / 2020-09-09

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-09.parquet
  size:    315 KB
  rows:    17,690

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
2020-09-09 00:00:00	ES	Futures	3729.86	3729.86	3727.9	3728.46	544.0
2020-09-09 00:05:00	ES	Futures	3728.46	3729.58	3728.18	3728.74	410.0
2020-09-09 00:10:00	ES	Futures	3728.46	3731.25	3728.46	3730.13	585.0
2020-09-09 00:15:00	ES	Futures	3730.41	3734.6	3730.13	3734.32	1405.0
2020-09-09 00:20:00	ES	Futures	3734.6	3736.28	3733.49	3735.72	1483.0
2020-09-09 00:25:00	ES	Futures	3736.0	3736.28	3735.72	3736.0	826.0
2020-09-09 00:30:00	ES	Futures	3736.0	3736.28	3734.6	3736.0	709.0
2020-09-09 00:35:00	ES	Futures	3735.72	3736.0	3734.32	3734.88	577.0
2020-09-09 00:40:00	ES	Futures	3734.88	3735.16	3733.49	3734.6	324.0
2020-09-09 00:45:00	ES	Futures	3734.6	3735.16	3732.65	3733.77	469.0
2020-09-09 00:50:00	ES	Futures	3733.77	3734.88	3733.21	3734.6	309.0
2020-09-09 00:55:00	ES	Futures	3734.6	3735.72	3734.6	3735.16	571.0
2020-09-09 01:00:00	ES	Futures	3735.44	3738.51	3734.6	3738.23	1354.0
2020-09-09 01:05:00	ES	Futures	3738.23	3742.14	3737.95	3741.86	1704.0
2020-09-09 01:10:00	ES	Futures	3741.86	3745.49	3741.58	3744.66	1627.0
2020-09-09 01:15:00	ES	Futures	3744.93	3746.33	3742.14	3742.42	1411.0
2020-09-09 01:20:00	ES	Futures	3742.42	3742.98	3741.03	3742.14	1136.0
2020-09-09 01:25:00	ES	Futures	3741.86	3741.86	3740.19	3740.19	617.0
2020-09-09 01:30:00	ES	Futures	3740.19	3741.03	3738.51	3740.19	788.0
2020-09-09 01:35:00	ES	Futures	3740.19	3740.47	3738.23	3738.79	675.0
2020-09-09 01:40:00	ES	Futures	3738.51	3738.79	3736.84	3737.4	683.0
2020-09-09 01:45:00	ES	Futures	3737.4	3738.23	3736.56	3737.95	545.0
2020-09-09 01:50:00	ES	Futures	3738.23	3739.35	3735.16	3736.84	1052.0
2020-09-09 01:55:00	ES	Futures	3736.84	3737.67	3734.88	3735.44	909.0
2020-09-09 02:00:00	ES	Futures	3735.72	3737.67	3734.04	3736.0	2200.0
2020-09-09 02:05:00	ES	Futures	3736.28	3739.07	3734.04	3734.04	1641.0
2020-09-09 02:10:00	ES	Futures	3734.32	3734.6	3726.23	3727.9	3582.0
2020-09-09 02:15:00	ES	Futures	3727.9	3727.9	3719.8	3721.76	3418.0
2020-09-09 02:20:00	ES	Futures	3722.04	3722.04	3713.66	3718.69	3854.0
2020-09-09 02:25:00	ES	Futures	3718.41	3720.64	3716.45	3718.97	2085.0
2020-09-09 02:30:00	ES	Futures	3718.97	3723.71	3718.41	3722.04	2213.0
2020-09-09 02:35:00	ES	Futures	3721.76	3722.6	3715.89	3716.17	1652.0
2020-09-09 02:40:00	ES	Futures	3716.45	3717.01	3710.03	3711.43	3614.0
2020-09-09 02:45:00	ES	Futures	3711.43	3721.48	3711.15	3720.36	3315.0
2020-09-09 02:50:00	ES	Futures	3720.08	3722.87	3719.52	3722.32	1561.0
2020-09-09 02:55:00	ES	Futures	3722.32	3723.71	3720.92	3723.71	1394.0
2020-09-09 03:00:00	ES	Futures	3723.71	3729.86	3723.43	3729.3	6302.0
2020-09-09 03:05:00	ES	Futures	3729.02	3730.13	3727.62	3729.02	3015.0
2020-09-09 03:10:00	ES	Futures	3728.74	3732.93	3728.46	3731.53	3659.0
2020-09-09 03:15:00	ES	Futures	3731.81	3733.49	3728.74	3730.13	3703.0
2020-09-09 03:20:00	ES	Futures	3730.13	3737.67	3728.74	3734.88	5445.0
2020-09-09 03:25:00	ES	Futures	3734.88	3736.84	3732.37	3735.44	3284.0
2020-09-09 03:30:00	ES	Futures	3735.16	3743.26	3734.04	3742.42	4730.0
2020-09-09 03:35:00	ES	Futures	3742.14	3745.49	3741.3	3742.14	3743.0
2020-09-09 03:40:00	ES	Futures	3742.14	3751.36	3741.86	3750.8	4774.0
2020-09-09 03:45:00	ES	Futures	3750.52	3751.92	3748.29	3751.92	4519.0
2020-09-09 03:50:00	ES	Futures	3751.64	3752.75	3749.68	3750.8	3471.0
2020-09-09 03:55:00	ES	Futures	3750.52	3751.92	3744.93	3746.89	3358.0
2020-09-09 04:00:00	ES	Futures	3746.89	3758.06	3745.21	3757.22	5822.0
2020-09-09 04:05:00	ES	Futures	3756.94	3761.97	3756.66	3760.29	5384.0

> showing 50 of 17,690 rows — these rows as CSV

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