PREVIEW / futures_5min / 2020-09-13

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-13.parquet
  size:    64 KB
  rows:    3,262

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
2020-09-13 18:00:00	ES	Futures	3741.86	3746.05	3736.84	3741.86	1364.0
2020-09-13 18:05:00	ES	Futures	3742.42	3743.54	3740.75	3743.54	246.0
2020-09-13 18:10:00	ES	Futures	3743.54	3748.01	3741.86	3746.61	564.0
2020-09-13 18:15:00	ES	Futures	3746.89	3747.45	3745.21	3745.49	145.0
2020-09-13 18:20:00	ES	Futures	3745.49	3746.61	3744.1	3744.93	465.0
2020-09-13 18:25:00	ES	Futures	3745.77	3749.12	3744.93	3746.89	654.0
2020-09-13 18:30:00	ES	Futures	3746.89	3749.4	3746.61	3748.01	418.0
2020-09-13 18:35:00	ES	Futures	3748.01	3749.96	3747.17	3749.68	296.0
2020-09-13 18:40:00	ES	Futures	3749.4	3750.8	3749.4	3749.96	310.0
2020-09-13 18:45:00	ES	Futures	3750.24	3751.92	3749.96	3751.64	424.0
2020-09-13 18:50:00	ES	Futures	3751.64	3752.2	3750.52	3750.8	177.0
2020-09-13 18:55:00	ES	Futures	3750.52	3750.8	3749.12	3749.4	189.0
2020-09-13 19:00:00	ES	Futures	3749.4	3749.96	3747.45	3748.01	436.0
2020-09-13 19:05:00	ES	Futures	3748.01	3748.56	3746.89	3748.01	298.0
2020-09-13 19:10:00	ES	Futures	3748.01	3748.29	3746.33	3748.01	166.0
2020-09-13 19:15:00	ES	Futures	3748.01	3748.29	3743.82	3744.1	528.0
2020-09-13 19:20:00	ES	Futures	3744.93	3747.45	3744.38	3746.89	159.0
2020-09-13 19:25:00	ES	Futures	3746.61	3748.56	3746.61	3748.56	120.0
2020-09-13 19:30:00	ES	Futures	3748.56	3749.4	3747.73	3748.84	365.0
2020-09-13 19:35:00	ES	Futures	3748.56	3749.68	3748.56	3749.68	149.0
2020-09-13 19:40:00	ES	Futures	3749.68	3749.96	3748.56	3748.84	346.0
2020-09-13 19:45:00	ES	Futures	3748.56	3749.96	3748.01	3749.68	358.0
2020-09-13 19:50:00	ES	Futures	3749.68	3755.27	3749.68	3754.71	810.0
2020-09-13 19:55:00	ES	Futures	3754.71	3755.27	3754.43	3754.71	212.0
2020-09-13 20:00:00	ES	Futures	3754.71	3754.99	3753.31	3754.15	309.0
2020-09-13 20:05:00	ES	Futures	3753.59	3755.27	3753.59	3754.71	329.0
2020-09-13 20:10:00	ES	Futures	3754.99	3755.27	3752.75	3752.75	257.0
2020-09-13 20:15:00	ES	Futures	3752.75	3753.31	3751.08	3753.31	254.0
2020-09-13 20:20:00	ES	Futures	3752.75	3753.03	3750.8	3751.08	178.0
2020-09-13 20:25:00	ES	Futures	3751.36	3751.92	3750.24	3750.8	181.0
2020-09-13 20:30:00	ES	Futures	3751.08	3751.08	3748.84	3749.96	184.0
2020-09-13 20:35:00	ES	Futures	3749.96	3751.64	3749.96	3751.36	76.0
2020-09-13 20:40:00	ES	Futures	3751.08	3753.03	3751.08	3752.47	119.0
2020-09-13 20:45:00	ES	Futures	3752.75	3754.43	3752.47	3753.59	308.0
2020-09-13 20:50:00	ES	Futures	3753.03	3754.43	3753.03	3754.15	235.0
2020-09-13 20:55:00	ES	Futures	3754.15	3755.27	3753.03	3753.59	387.0
2020-09-13 21:00:00	ES	Futures	3753.03	3755.27	3752.2	3754.43	198.0
2020-09-13 21:05:00	ES	Futures	3754.71	3758.62	3753.87	3758.34	727.0
2020-09-13 21:10:00	ES	Futures	3758.34	3758.34	3756.38	3756.66	163.0
2020-09-13 21:15:00	ES	Futures	3756.66	3757.5	3756.1	3756.66	133.0
2020-09-13 21:20:00	ES	Futures	3756.38	3756.66	3754.43	3755.55	189.0
2020-09-13 21:25:00	ES	Futures	3755.27	3756.94	3755.27	3756.38	101.0
2020-09-13 21:30:00	ES	Futures	3756.66	3759.46	3756.38	3758.34	419.0
2020-09-13 21:35:00	ES	Futures	3758.34	3758.62	3756.66	3756.66	178.0
2020-09-13 21:40:00	ES	Futures	3756.66	3758.62	3756.38	3757.78	204.0
2020-09-13 21:45:00	ES	Futures	3757.5	3760.01	3757.22	3759.18	555.0
2020-09-13 21:50:00	ES	Futures	3759.46	3760.01	3758.62	3759.73	275.0
2020-09-13 21:55:00	ES	Futures	3760.01	3760.85	3759.73	3760.57	329.0
2020-09-13 22:00:00	ES	Futures	3760.57	3761.97	3760.29	3761.97	313.0
2020-09-13 22:05:00	ES	Futures	3761.69	3763.36	3761.69	3763.09	335.0

> showing 50 of 3,262 rows — these rows as CSV

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