PREVIEW / futures_5min / 2020-09-18

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-18.parquet
  size:    256 KB
  rows:    14,717

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
2020-09-18 00:00:00	ES	Futures	3746.26	3746.54	3743.74	3744.86	1146.0
2020-09-18 00:05:00	ES	Futures	3745.14	3745.7	3744.02	3745.14	377.0
2020-09-18 00:10:00	ES	Futures	3745.42	3746.26	3744.3	3744.58	455.0
2020-09-18 00:15:00	ES	Futures	3744.58	3746.54	3743.74	3746.54	453.0
2020-09-18 00:20:00	ES	Futures	3746.54	3747.1	3745.98	3746.54	298.0
2020-09-18 00:25:00	ES	Futures	3746.54	3746.82	3745.42	3745.7	230.0
2020-09-18 00:30:00	ES	Futures	3745.42	3748.78	3745.42	3748.22	846.0
2020-09-18 00:35:00	ES	Futures	3748.22	3750.47	3747.94	3749.91	636.0
2020-09-18 00:40:00	ES	Futures	3749.63	3752.71	3749.34	3752.15	810.0
2020-09-18 00:45:00	ES	Futures	3751.87	3752.15	3750.75	3751.03	412.0
2020-09-18 00:50:00	ES	Futures	3751.03	3751.03	3749.63	3750.19	386.0
2020-09-18 00:55:00	ES	Futures	3750.47	3750.47	3749.63	3749.63	235.0
2020-09-18 01:00:00	ES	Futures	3749.63	3751.87	3749.63	3750.75	496.0
2020-09-18 01:05:00	ES	Futures	3751.03	3752.15	3749.06	3750.19	646.0
2020-09-18 01:10:00	ES	Futures	3750.19	3750.19	3747.38	3747.66	757.0
2020-09-18 01:15:00	ES	Futures	3747.38	3747.38	3745.42	3746.26	736.0
2020-09-18 01:20:00	ES	Futures	3745.98	3749.63	3745.7	3749.34	611.0
2020-09-18 01:25:00	ES	Futures	3749.34	3752.15	3748.78	3751.87	875.0
2020-09-18 01:30:00	ES	Futures	3751.87	3752.99	3749.34	3750.19	1002.0
2020-09-18 01:35:00	ES	Futures	3750.19	3750.75	3749.34	3750.19	362.0
2020-09-18 01:40:00	ES	Futures	3750.19	3751.87	3748.78	3751.31	488.0
2020-09-18 01:45:00	ES	Futures	3751.59	3753.55	3750.47	3750.47	1203.0
2020-09-18 01:50:00	ES	Futures	3750.75	3750.75	3749.06	3750.75	658.0
2020-09-18 01:55:00	ES	Futures	3750.75	3756.07	3750.75	3755.79	2308.0
2020-09-18 02:00:00	ES	Futures	3755.79	3756.63	3752.43	3755.23	1564.0
2020-09-18 02:05:00	ES	Futures	3755.23	3756.63	3754.39	3755.79	1458.0
2020-09-18 02:10:00	ES	Futures	3755.79	3759.15	3754.95	3758.59	2299.0
2020-09-18 02:15:00	ES	Futures	3758.59	3759.15	3755.23	3755.79	2154.0
2020-09-18 02:20:00	ES	Futures	3755.79	3756.91	3755.23	3755.79	1136.0
2020-09-18 02:25:00	ES	Futures	3755.51	3759.15	3755.51	3758.03	1181.0
2020-09-18 02:30:00	ES	Futures	3757.75	3758.31	3755.23	3758.31	1352.0
2020-09-18 02:35:00	ES	Futures	3758.59	3759.15	3757.47	3759.15	562.0
2020-09-18 02:40:00	ES	Futures	3759.15	3760.27	3756.07	3756.63	1326.0
2020-09-18 02:45:00	ES	Futures	3756.63	3756.91	3755.51	3756.35	505.0
2020-09-18 02:50:00	ES	Futures	3756.35	3756.35	3754.67	3754.95	888.0
2020-09-18 02:55:00	ES	Futures	3754.95	3756.35	3754.39	3756.07	1083.0
2020-09-18 03:00:00	ES	Futures	3755.79	3755.79	3751.59	3754.67	2739.0
2020-09-18 03:05:00	ES	Futures	3754.67	3757.75	3752.43	3752.71	1805.0
2020-09-18 03:10:00	ES	Futures	3752.99	3755.79	3751.03	3752.15	2181.0
2020-09-18 03:15:00	ES	Futures	3752.15	3756.07	3751.31	3756.07	1460.0
2020-09-18 03:20:00	ES	Futures	3756.35	3758.31	3753.83	3757.47	1284.0
2020-09-18 03:25:00	ES	Futures	3757.19	3757.47	3754.11	3754.11	1299.0
2020-09-18 03:30:00	ES	Futures	3754.39	3754.95	3747.38	3748.22	2810.0
2020-09-18 03:35:00	ES	Futures	3747.94	3751.87	3747.38	3750.19	1695.0
2020-09-18 03:40:00	ES	Futures	3749.91	3752.71	3747.66	3752.15	1826.0
2020-09-18 03:45:00	ES	Futures	3751.87	3751.87	3749.06	3750.47	1166.0
2020-09-18 03:50:00	ES	Futures	3750.75	3751.31	3747.38	3747.38	1641.0
2020-09-18 03:55:00	ES	Futures	3747.38	3749.63	3744.58	3749.06	2524.0
2020-09-18 04:00:00	ES	Futures	3749.06	3750.47	3746.54	3749.06	1522.0
2020-09-18 04:05:00	ES	Futures	3749.06	3751.31	3748.78	3750.75	1428.0

> showing 50 of 14,717 rows — these rows as CSV

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