PREVIEW / futures_5min / 2020-09-11

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-11.parquet
  size:    230 KB
  rows:    13,513

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
2020-09-11 00:00:00	ES	Futures	3751.92	3754.15	3751.64	3753.31	277.0
2020-09-11 00:05:00	ES	Futures	3753.31	3754.15	3752.2	3753.87	493.0
2020-09-11 00:10:00	ES	Futures	3753.59	3754.15	3752.75	3753.87	250.0
2020-09-11 00:15:00	ES	Futures	3753.87	3755.27	3753.87	3754.71	286.0
2020-09-11 00:20:00	ES	Futures	3754.71	3755.83	3754.71	3754.99	326.0
2020-09-11 00:25:00	ES	Futures	3755.27	3757.5	3755.27	3757.22	716.0
2020-09-11 00:30:00	ES	Futures	3756.94	3756.94	3754.15	3754.71	427.0
2020-09-11 00:35:00	ES	Futures	3754.71	3755.27	3753.59	3754.43	237.0
2020-09-11 00:40:00	ES	Futures	3754.71	3755.83	3754.15	3754.99	252.0
2020-09-11 00:45:00	ES	Futures	3754.71	3755.83	3754.71	3754.99	110.0
2020-09-11 00:50:00	ES	Futures	3754.99	3755.83	3754.99	3755.83	235.0
2020-09-11 00:55:00	ES	Futures	3755.83	3756.1	3753.87	3753.87	375.0
2020-09-11 01:00:00	ES	Futures	3754.15	3754.71	3753.03	3754.71	323.0
2020-09-11 01:05:00	ES	Futures	3754.99	3756.66	3754.71	3755.55	276.0
2020-09-11 01:10:00	ES	Futures	3755.83	3757.22	3755.83	3756.66	284.0
2020-09-11 01:15:00	ES	Futures	3756.66	3758.06	3756.38	3756.66	339.0
2020-09-11 01:20:00	ES	Futures	3756.66	3757.5	3756.1	3757.22	193.0
2020-09-11 01:25:00	ES	Futures	3756.94	3759.46	3756.38	3758.34	453.0
2020-09-11 01:30:00	ES	Futures	3758.34	3760.29	3757.78	3759.73	402.0
2020-09-11 01:35:00	ES	Futures	3759.73	3761.41	3759.46	3760.01	719.0
2020-09-11 01:40:00	ES	Futures	3760.01	3760.29	3759.46	3760.29	345.0
2020-09-11 01:45:00	ES	Futures	3760.57	3760.57	3758.62	3759.18	533.0
2020-09-11 01:50:00	ES	Futures	3759.18	3760.85	3758.62	3760.01	535.0
2020-09-11 01:55:00	ES	Futures	3760.01	3761.13	3759.18	3759.18	550.0
2020-09-11 02:00:00	ES	Futures	3759.46	3759.46	3755.27	3755.83	1194.0
2020-09-11 02:05:00	ES	Futures	3755.55	3756.38	3754.15	3756.1	1005.0
2020-09-11 02:10:00	ES	Futures	3756.38	3758.9	3756.38	3757.78	963.0
2020-09-11 02:15:00	ES	Futures	3757.5	3758.34	3756.38	3758.06	483.0
2020-09-11 02:20:00	ES	Futures	3757.78	3758.34	3755.83	3756.94	953.0
2020-09-11 02:25:00	ES	Futures	3757.22	3760.57	3756.94	3758.62	945.0
2020-09-11 02:30:00	ES	Futures	3758.34	3761.13	3758.06	3758.62	815.0
2020-09-11 02:35:00	ES	Futures	3758.62	3758.62	3756.38	3757.5	629.0
2020-09-11 02:40:00	ES	Futures	3757.5	3758.34	3751.92	3756.38	1602.0
2020-09-11 02:45:00	ES	Futures	3756.1	3759.18	3755.27	3756.1	989.0
2020-09-11 02:50:00	ES	Futures	3756.38	3758.62	3755.83	3757.78	557.0
2020-09-11 02:55:00	ES	Futures	3758.06	3759.73	3757.22	3759.18	779.0
2020-09-11 03:00:00	ES	Futures	3759.18	3759.46	3754.71	3758.9	2369.0
2020-09-11 03:05:00	ES	Futures	3758.9	3761.13	3758.34	3760.57	2052.0
2020-09-11 03:10:00	ES	Futures	3760.57	3761.13	3758.06	3759.73	1035.0
2020-09-11 03:15:00	ES	Futures	3759.73	3762.53	3757.22	3762.25	1976.0
2020-09-11 03:20:00	ES	Futures	3762.25	3768.39	3761.97	3768.11	3406.0
2020-09-11 03:25:00	ES	Futures	3768.11	3769.23	3765.04	3765.04	2112.0
2020-09-11 03:30:00	ES	Futures	3765.32	3765.88	3762.25	3763.09	2050.0
2020-09-11 03:35:00	ES	Futures	3763.36	3763.36	3759.46	3759.46	1449.0
2020-09-11 03:40:00	ES	Futures	3759.46	3761.13	3755.83	3758.62	1715.0
2020-09-11 03:45:00	ES	Futures	3758.9	3761.13	3753.59	3754.71	1835.0
2020-09-11 03:50:00	ES	Futures	3754.43	3757.5	3753.31	3757.22	1424.0
2020-09-11 03:55:00	ES	Futures	3756.94	3756.94	3751.92	3754.15	1369.0
2020-09-11 04:00:00	ES	Futures	3753.87	3759.46	3753.59	3759.18	2124.0
2020-09-11 04:05:00	ES	Futures	3759.18	3765.04	3757.22	3764.48	2168.0

> showing 50 of 13,513 rows — these rows as CSV

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