PREVIEW / futures_5min / 2020-09-10

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-10.parquet
  size:    285 KB
  rows:    16,139

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
2020-09-10 00:00:00	ES	Futures	3785.98	3789.33	3785.7	3788.22	1466.0
2020-09-10 00:05:00	ES	Futures	3787.94	3789.33	3787.38	3787.66	599.0
2020-09-10 00:10:00	ES	Futures	3787.38	3788.5	3785.43	3787.66	601.0
2020-09-10 00:15:00	ES	Futures	3787.38	3787.94	3785.43	3786.26	319.0
2020-09-10 00:20:00	ES	Futures	3786.54	3787.66	3785.43	3787.38	291.0
2020-09-10 00:25:00	ES	Futures	3787.38	3788.5	3787.1	3787.38	248.0
2020-09-10 00:30:00	ES	Futures	3787.38	3789.06	3786.54	3786.82	527.0
2020-09-10 00:35:00	ES	Futures	3786.82	3787.1	3784.87	3785.7	671.0
2020-09-10 00:40:00	ES	Futures	3785.43	3788.22	3785.43	3787.94	289.0
2020-09-10 00:45:00	ES	Futures	3787.94	3788.22	3787.1	3787.94	154.0
2020-09-10 00:50:00	ES	Futures	3788.22	3788.78	3786.54	3788.5	314.0
2020-09-10 00:55:00	ES	Futures	3788.5	3790.45	3787.94	3789.33	618.0
2020-09-10 01:00:00	ES	Futures	3789.33	3793.24	3789.33	3792.96	1040.0
2020-09-10 01:05:00	ES	Futures	3793.24	3793.24	3791.85	3792.13	540.0
2020-09-10 01:10:00	ES	Futures	3792.13	3793.24	3791.85	3792.96	495.0
2020-09-10 01:15:00	ES	Futures	3792.96	3795.48	3792.69	3795.48	545.0
2020-09-10 01:20:00	ES	Futures	3795.48	3799.39	3794.92	3798.83	1148.0
2020-09-10 01:25:00	ES	Futures	3798.83	3801.06	3797.71	3800.5	1034.0
2020-09-10 01:30:00	ES	Futures	3800.78	3801.34	3798.83	3799.39	694.0
2020-09-10 01:35:00	ES	Futures	3799.39	3799.95	3798.55	3799.67	391.0
2020-09-10 01:40:00	ES	Futures	3799.39	3804.13	3799.39	3801.06	1392.0
2020-09-10 01:45:00	ES	Futures	3800.78	3803.02	3800.5	3801.06	756.0
2020-09-10 01:50:00	ES	Futures	3800.78	3803.86	3800.5	3802.74	767.0
2020-09-10 01:55:00	ES	Futures	3802.74	3804.41	3801.62	3802.18	800.0
2020-09-10 02:00:00	ES	Futures	3802.18	3804.41	3800.23	3803.3	1252.0
2020-09-10 02:05:00	ES	Futures	3803.58	3804.97	3802.74	3803.02	1258.0
2020-09-10 02:10:00	ES	Futures	3802.74	3804.97	3802.46	3802.74	1124.0
2020-09-10 02:15:00	ES	Futures	3802.74	3804.97	3801.62	3804.97	1024.0
2020-09-10 02:20:00	ES	Futures	3805.25	3806.65	3803.3	3803.58	2102.0
2020-09-10 02:25:00	ES	Futures	3803.3	3805.81	3803.3	3805.53	970.0
2020-09-10 02:30:00	ES	Futures	3805.53	3806.93	3802.46	3802.46	1469.0
2020-09-10 02:35:00	ES	Futures	3802.46	3802.74	3798.55	3799.11	1794.0
2020-09-10 02:40:00	ES	Futures	3798.83	3799.95	3798.27	3798.83	1134.0
2020-09-10 02:45:00	ES	Futures	3799.11	3801.06	3798.55	3799.11	817.0
2020-09-10 02:50:00	ES	Futures	3799.11	3801.34	3798.83	3801.06	401.0
2020-09-10 02:55:00	ES	Futures	3801.34	3802.18	3799.67	3800.78	918.0
2020-09-10 03:00:00	ES	Futures	3800.5	3800.78	3791.57	3797.15	5023.0
2020-09-10 03:05:00	ES	Futures	3797.15	3801.62	3796.04	3801.34	2125.0
2020-09-10 03:10:00	ES	Futures	3801.34	3801.9	3798.27	3800.23	1733.0
2020-09-10 03:15:00	ES	Futures	3799.95	3801.62	3797.15	3799.67	1862.0
2020-09-10 03:20:00	ES	Futures	3799.39	3799.67	3792.41	3794.92	3070.0
2020-09-10 03:25:00	ES	Futures	3794.64	3796.04	3790.73	3792.41	2509.0
2020-09-10 03:30:00	ES	Futures	3792.41	3794.64	3778.16	3779.28	5601.0
2020-09-10 03:35:00	ES	Futures	3779.28	3785.98	3779.28	3784.87	3354.0
2020-09-10 03:40:00	ES	Futures	3784.87	3785.43	3777.89	3778.72	3541.0
2020-09-10 03:45:00	ES	Futures	3778.44	3785.7	3776.77	3784.31	3357.0
2020-09-10 03:50:00	ES	Futures	3784.31	3784.31	3775.65	3776.77	5621.0
2020-09-10 03:55:00	ES	Futures	3776.49	3779.84	3776.21	3777.33	2340.0
2020-09-10 04:00:00	ES	Futures	3777.33	3779.0	3772.3	3777.89	4871.0
2020-09-10 04:05:00	ES	Futures	3777.89	3779.0	3774.81	3777.89	2522.0

> showing 50 of 16,139 rows — these rows as CSV

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