PREVIEW / futures_5min / 2020-09-15

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-15.parquet
  size:    280 KB
  rows:    17,465

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
2020-09-15 00:00:00	ES	Futures	3784.92	3784.92	3784.08	3784.08	184.0
2020-09-15 00:05:00	ES	Futures	3784.36	3785.2	3784.36	3785.2	162.0
2020-09-15 00:10:00	ES	Futures	3784.92	3786.88	3784.92	3786.88	442.0
2020-09-15 00:15:00	ES	Futures	3786.6	3786.88	3785.76	3786.32	255.0
2020-09-15 00:20:00	ES	Futures	3786.32	3787.44	3785.76	3787.44	251.0
2020-09-15 00:25:00	ES	Futures	3787.44	3788.56	3787.44	3788.28	415.0
2020-09-15 00:30:00	ES	Futures	3788.28	3788.56	3787.72	3788.0	180.0
2020-09-15 00:35:00	ES	Futures	3788.0	3788.28	3787.72	3787.72	222.0
2020-09-15 00:40:00	ES	Futures	3787.72	3789.12	3787.72	3788.56	265.0
2020-09-15 00:45:00	ES	Futures	3788.56	3788.56	3788.0	3788.0	139.0
2020-09-15 00:50:00	ES	Futures	3788.0	3789.12	3787.72	3789.12	188.0
2020-09-15 00:55:00	ES	Futures	3789.12	3789.96	3788.56	3789.96	270.0
2020-09-15 01:00:00	ES	Futures	3789.96	3791.08	3789.96	3789.96	635.0
2020-09-15 01:05:00	ES	Futures	3790.24	3790.52	3788.56	3789.12	399.0
2020-09-15 01:10:00	ES	Futures	3789.12	3789.4	3787.44	3787.72	561.0
2020-09-15 01:15:00	ES	Futures	3787.44	3788.0	3787.16	3788.0	307.0
2020-09-15 01:20:00	ES	Futures	3788.0	3788.28	3787.44	3788.0	180.0
2020-09-15 01:25:00	ES	Futures	3788.0	3788.84	3787.72	3788.84	290.0
2020-09-15 01:30:00	ES	Futures	3788.84	3790.24	3788.84	3789.4	353.0
2020-09-15 01:35:00	ES	Futures	3789.12	3789.12	3787.44	3787.72	299.0
2020-09-15 01:40:00	ES	Futures	3787.44	3787.44	3784.92	3786.04	831.0
2020-09-15 01:45:00	ES	Futures	3786.04	3788.84	3785.76	3788.56	539.0
2020-09-15 01:50:00	ES	Futures	3788.28	3789.4	3788.0	3789.12	252.0
2020-09-15 01:55:00	ES	Futures	3789.4	3791.36	3789.12	3791.08	786.0
2020-09-15 02:00:00	ES	Futures	3791.08	3793.32	3789.4	3793.32	1551.0
2020-09-15 02:05:00	ES	Futures	3793.32	3797.8	3793.04	3795.56	2290.0
2020-09-15 02:10:00	ES	Futures	3795.56	3797.8	3795.56	3796.68	6941.0
2020-09-15 02:15:00	ES	Futures	3796.68	3798.36	3794.72	3794.72	3397.0
2020-09-15 02:20:00	ES	Futures	3794.72	3796.12	3794.72	3796.12	2022.0
2020-09-15 02:25:00	ES	Futures	3796.12	3796.12	3795.0	3795.56	612.0
2020-09-15 02:30:00	ES	Futures	3795.56	3795.56	3793.88	3793.88	1699.0
2020-09-15 02:35:00	ES	Futures	3793.88	3794.16	3793.32	3793.32	626.0
2020-09-15 02:40:00	ES	Futures	3793.6	3794.16	3791.64	3793.04	1716.0
2020-09-15 02:45:00	ES	Futures	3792.76	3792.76	3790.24	3790.8	1025.0
2020-09-15 02:50:00	ES	Futures	3790.52	3790.8	3788.0	3789.96	1256.0
2020-09-15 02:55:00	ES	Futures	3789.68	3789.68	3786.88	3788.84	1678.0
2020-09-15 03:00:00	ES	Futures	3789.12	3792.2	3788.0	3789.96	2959.0
2020-09-15 03:05:00	ES	Futures	3790.24	3791.36	3786.88	3788.0	1743.0
2020-09-15 03:10:00	ES	Futures	3787.72	3788.28	3784.92	3785.48	1826.0
2020-09-15 03:15:00	ES	Futures	3785.48	3789.4	3785.2	3789.12	1118.0
2020-09-15 03:20:00	ES	Futures	3789.4	3792.48	3788.84	3792.2	1582.0
2020-09-15 03:25:00	ES	Futures	3791.92	3792.2	3789.12	3789.96	989.0
2020-09-15 03:30:00	ES	Futures	3789.68	3790.52	3786.6	3787.16	1864.0
2020-09-15 03:35:00	ES	Futures	3787.44	3789.68	3786.6	3788.56	977.0
2020-09-15 03:40:00	ES	Futures	3788.56	3788.56	3786.6	3786.6	1091.0
2020-09-15 03:45:00	ES	Futures	3786.6	3787.72	3784.36	3786.88	1178.0
2020-09-15 03:50:00	ES	Futures	3786.88	3789.4	3785.76	3788.84	1106.0
2020-09-15 03:55:00	ES	Futures	3788.84	3789.68	3786.6	3788.84	1169.0
2020-09-15 04:00:00	ES	Futures	3788.56	3791.92	3788.0	3790.8	1598.0
2020-09-15 04:05:00	ES	Futures	3790.8	3793.04	3789.96	3791.36	1139.0

> showing 50 of 17,465 rows — these rows as CSV

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