PREVIEW / futures_5min / 2020-09-23

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-23.parquet
  size:    326 KB
  rows:    18,016

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
2020-09-23 00:00:00	ES	Futures	3695.57	3696.97	3694.17	3696.41	367.0
2020-09-23 00:05:00	ES	Futures	3696.13	3698.37	3696.13	3697.81	341.0
2020-09-23 00:10:00	ES	Futures	3697.81	3698.09	3696.97	3697.25	230.0
2020-09-23 00:15:00	ES	Futures	3697.25	3699.49	3692.21	3693.61	1490.0
2020-09-23 00:20:00	ES	Futures	3693.33	3696.97	3693.33	3695.01	711.0
2020-09-23 00:25:00	ES	Futures	3695.29	3696.41	3695.01	3696.13	396.0
2020-09-23 00:30:00	ES	Futures	3696.13	3698.09	3694.73	3697.53	702.0
2020-09-23 00:35:00	ES	Futures	3697.53	3698.37	3696.69	3697.25	290.0
2020-09-23 00:40:00	ES	Futures	3697.25	3698.09	3696.97	3697.53	274.0
2020-09-23 00:45:00	ES	Futures	3697.53	3698.37	3697.25	3698.09	133.0
2020-09-23 00:50:00	ES	Futures	3697.81	3698.65	3696.97	3697.25	372.0
2020-09-23 00:55:00	ES	Futures	3697.25	3697.53	3696.41	3696.97	294.0
2020-09-23 01:00:00	ES	Futures	3697.25	3698.65	3696.97	3697.81	574.0
2020-09-23 01:05:00	ES	Futures	3697.53	3699.49	3697.53	3698.93	251.0
2020-09-23 01:10:00	ES	Futures	3698.65	3699.77	3698.37	3699.21	457.0
2020-09-23 01:15:00	ES	Futures	3699.21	3699.77	3698.37	3699.21	270.0
2020-09-23 01:20:00	ES	Futures	3699.49	3704.81	3699.49	3704.53	2336.0
2020-09-23 01:25:00	ES	Futures	3704.25	3705.65	3703.13	3705.37	738.0
2020-09-23 01:30:00	ES	Futures	3705.37	3705.37	3703.41	3704.81	540.0
2020-09-23 01:35:00	ES	Futures	3704.81	3707.05	3704.53	3706.77	1119.0
2020-09-23 01:40:00	ES	Futures	3706.77	3707.05	3705.09	3705.93	651.0
2020-09-23 01:45:00	ES	Futures	3705.65	3706.49	3703.13	3703.97	649.0
2020-09-23 01:50:00	ES	Futures	3704.25	3705.09	3703.41	3704.81	435.0
2020-09-23 01:55:00	ES	Futures	3704.81	3706.49	3704.53	3706.21	471.0
2020-09-23 02:00:00	ES	Futures	3706.49	3707.61	3703.97	3706.49	1320.0
2020-09-23 02:05:00	ES	Futures	3706.49	3707.33	3704.25	3704.25	1800.0
2020-09-23 02:10:00	ES	Futures	3704.53	3705.37	3701.45	3702.29	2580.0
2020-09-23 02:15:00	ES	Futures	3702.01	3702.57	3700.61	3701.17	1100.0
2020-09-23 02:20:00	ES	Futures	3700.89	3701.45	3700.05	3700.89	765.0
2020-09-23 02:25:00	ES	Futures	3700.89	3700.89	3698.09	3699.49	1072.0
2020-09-23 02:30:00	ES	Futures	3699.49	3700.61	3698.09	3700.61	993.0
2020-09-23 02:35:00	ES	Futures	3700.89	3702.85	3700.61	3700.89	876.0
2020-09-23 02:40:00	ES	Futures	3700.61	3702.85	3700.05	3701.73	974.0
2020-09-23 02:45:00	ES	Futures	3701.73	3702.29	3699.49	3702.01	912.0
2020-09-23 02:50:00	ES	Futures	3702.01	3703.41	3700.89	3701.45	827.0
2020-09-23 02:55:00	ES	Futures	3701.45	3702.57	3700.05	3701.73	1120.0
2020-09-23 03:00:00	ES	Futures	3701.73	3703.13	3696.41	3698.37	3851.0
2020-09-23 03:05:00	ES	Futures	3698.09	3700.33	3694.17	3699.21	3110.0
2020-09-23 03:10:00	ES	Futures	3699.21	3701.45	3694.73	3695.57	1769.0
2020-09-23 03:15:00	ES	Futures	3695.29	3695.29	3691.65	3693.61	3090.0
2020-09-23 03:20:00	ES	Futures	3693.61	3698.65	3692.77	3698.09	2487.0
2020-09-23 03:25:00	ES	Futures	3698.09	3699.21	3696.69	3697.25	1345.0
2020-09-23 03:30:00	ES	Futures	3697.25	3704.53	3697.25	3702.57	4111.0
2020-09-23 03:35:00	ES	Futures	3702.57	3703.97	3700.89	3702.85	1512.0
2020-09-23 03:40:00	ES	Futures	3702.85	3704.25	3701.45	3703.41	1290.0
2020-09-23 03:45:00	ES	Futures	3703.69	3705.93	3702.01	3705.09	1666.0
2020-09-23 03:50:00	ES	Futures	3705.09	3708.45	3704.53	3705.09	2871.0
2020-09-23 03:55:00	ES	Futures	3705.37	3706.49	3703.41	3705.65	1387.0
2020-09-23 04:00:00	ES	Futures	3705.65	3708.45	3704.81	3706.77	2918.0
2020-09-23 04:05:00	ES	Futures	3707.05	3707.33	3705.37	3705.93	1095.0

> showing 50 of 18,016 rows — these rows as CSV

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