PREVIEW / futures_5min / 2020-09-22

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-22.parquet
  size:    307 KB
  rows:    17,943

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
2020-09-22 00:00:00	ES	Futures	3665.88	3665.88	3661.96	3664.48	1252.0
2020-09-22 00:05:00	ES	Futures	3664.48	3665.88	3664.2	3665.32	548.0
2020-09-22 00:10:00	ES	Futures	3665.32	3666.44	3663.92	3665.32	576.0
2020-09-22 00:15:00	ES	Futures	3665.6	3665.6	3663.64	3665.04	373.0
2020-09-22 00:20:00	ES	Futures	3665.04	3665.6	3663.64	3664.48	393.0
2020-09-22 00:25:00	ES	Futures	3664.76	3665.32	3662.24	3663.36	577.0
2020-09-22 00:30:00	ES	Futures	3663.36	3667.0	3663.36	3666.72	504.0
2020-09-22 00:35:00	ES	Futures	3666.72	3667.56	3665.88	3665.88	279.0
2020-09-22 00:40:00	ES	Futures	3665.6	3667.56	3665.32	3667.28	318.0
2020-09-22 00:45:00	ES	Futures	3667.28	3667.56	3666.16	3667.28	229.0
2020-09-22 00:50:00	ES	Futures	3667.0	3668.68	3665.04	3668.12	278.0
2020-09-22 00:55:00	ES	Futures	3667.84	3668.4	3666.72	3668.12	228.0
2020-09-22 01:00:00	ES	Futures	3668.12	3668.68	3663.08	3664.2	1565.0
2020-09-22 01:05:00	ES	Futures	3664.2	3664.48	3662.24	3662.8	561.0
2020-09-22 01:10:00	ES	Futures	3662.52	3664.2	3661.96	3663.64	421.0
2020-09-22 01:15:00	ES	Futures	3663.64	3663.64	3659.71	3660.27	749.0
2020-09-22 01:20:00	ES	Futures	3660.56	3661.96	3658.59	3659.99	748.0
2020-09-22 01:25:00	ES	Futures	3659.99	3661.4	3659.15	3660.27	575.0
2020-09-22 01:30:00	ES	Futures	3660.56	3661.4	3659.43	3660.56	462.0
2020-09-22 01:35:00	ES	Futures	3660.56	3660.84	3657.19	3657.47	924.0
2020-09-22 01:40:00	ES	Futures	3657.75	3659.71	3654.67	3655.23	1672.0
2020-09-22 01:45:00	ES	Futures	3655.51	3656.07	3652.71	3652.71	1300.0
2020-09-22 01:50:00	ES	Futures	3652.99	3655.23	3652.15	3654.95	1667.0
2020-09-22 01:55:00	ES	Futures	3654.67	3654.95	3652.43	3653.83	734.0
2020-09-22 02:00:00	ES	Futures	3654.11	3663.08	3654.11	3661.68	2666.0
2020-09-22 02:05:00	ES	Futures	3661.96	3662.8	3659.15	3659.15	945.0
2020-09-22 02:10:00	ES	Futures	3659.15	3662.8	3658.31	3661.96	1166.0
2020-09-22 02:15:00	ES	Futures	3661.96	3662.52	3655.51	3655.79	1264.0
2020-09-22 02:20:00	ES	Futures	3655.79	3655.79	3652.15	3652.71	1754.0
2020-09-22 02:25:00	ES	Futures	3652.71	3660.56	3652.71	3656.07	2701.0
2020-09-22 02:30:00	ES	Futures	3655.79	3659.15	3653.55	3657.47	1469.0
2020-09-22 02:35:00	ES	Futures	3657.19	3659.15	3654.39	3654.67	1865.0
2020-09-22 02:40:00	ES	Futures	3654.95	3658.03	3653.55	3654.67	1536.0
2020-09-22 02:45:00	ES	Futures	3654.95	3657.19	3654.11	3655.79	1022.0
2020-09-22 02:50:00	ES	Futures	3656.07	3656.63	3653.27	3653.83	1019.0
2020-09-22 02:55:00	ES	Futures	3653.83	3659.43	3652.71	3658.31	1903.0
2020-09-22 03:00:00	ES	Futures	3658.31	3661.4	3655.79	3660.27	2477.0
2020-09-22 03:05:00	ES	Futures	3660.27	3661.4	3656.63	3657.75	2474.0
2020-09-22 03:10:00	ES	Futures	3657.75	3658.03	3649.63	3652.15	3468.0
2020-09-22 03:15:00	ES	Futures	3651.87	3654.95	3648.51	3651.03	2683.0
2020-09-22 03:20:00	ES	Futures	3651.03	3656.91	3650.47	3655.23	2687.0
2020-09-22 03:25:00	ES	Futures	3654.95	3656.35	3651.03	3654.39	2363.0
2020-09-22 03:30:00	ES	Futures	3654.39	3658.87	3651.59	3652.43	2585.0
2020-09-22 03:35:00	ES	Futures	3652.43	3655.23	3650.47	3654.11	2773.0
2020-09-22 03:40:00	ES	Futures	3654.39	3656.35	3651.59	3652.15	2248.0
2020-09-22 03:45:00	ES	Futures	3652.15	3656.91	3652.15	3655.79	2011.0
2020-09-22 03:50:00	ES	Futures	3655.79	3658.87	3655.23	3657.47	2903.0
2020-09-22 03:55:00	ES	Futures	3657.47	3661.12	3657.47	3660.27	2279.0
2020-09-22 04:00:00	ES	Futures	3660.27	3665.04	3659.43	3663.08	2681.0
2020-09-22 04:05:00	ES	Futures	3662.8	3667.28	3662.8	3664.76	2995.0

> showing 50 of 17,943 rows — these rows as CSV

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