PREVIEW / futures_5min / 2020-09-24

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-24.parquet
  size:    304 KB
  rows:    17,853

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
2020-09-24 00:00:00	ES	Futures	3617.98	3619.94	3616.86	3618.54	508.0
2020-09-24 00:05:00	ES	Futures	3618.54	3620.22	3617.7	3619.1	793.0
2020-09-24 00:10:00	ES	Futures	3619.1	3622.74	3619.1	3622.18	763.0
2020-09-24 00:15:00	ES	Futures	3622.18	3622.18	3621.06	3621.34	280.0
2020-09-24 00:20:00	ES	Futures	3621.06	3621.34	3618.54	3619.1	782.0
2020-09-24 00:25:00	ES	Futures	3619.1	3619.38	3617.98	3618.26	305.0
2020-09-24 00:30:00	ES	Futures	3618.26	3618.82	3607.62	3607.62	3532.0
2020-09-24 00:35:00	ES	Futures	3607.62	3609.3	3604.82	3605.66	2401.0
2020-09-24 00:40:00	ES	Futures	3605.94	3605.94	3601.46	3604.26	2688.0
2020-09-24 00:45:00	ES	Futures	3604.54	3606.5	3602.58	3606.5	925.0
2020-09-24 00:50:00	ES	Futures	3606.5	3606.5	3601.46	3602.3	1396.0
2020-09-24 00:55:00	ES	Futures	3602.3	3602.86	3598.37	3600.05	2739.0
2020-09-24 01:00:00	ES	Futures	3599.77	3602.58	3596.41	3601.46	3234.0
2020-09-24 01:05:00	ES	Futures	3601.46	3604.82	3599.49	3602.58	2459.0
2020-09-24 01:10:00	ES	Futures	3602.3	3605.38	3601.17	3604.82	1438.0
2020-09-24 01:15:00	ES	Futures	3605.1	3607.06	3603.14	3605.38	1786.0
2020-09-24 01:20:00	ES	Futures	3605.38	3606.5	3603.14	3604.82	671.0
2020-09-24 01:25:00	ES	Futures	3604.82	3609.02	3604.54	3606.22	1098.0
2020-09-24 01:30:00	ES	Futures	3606.22	3610.7	3605.38	3609.3	1014.0
2020-09-24 01:35:00	ES	Futures	3609.3	3610.42	3607.62	3609.3	1070.0
2020-09-24 01:40:00	ES	Futures	3609.58	3609.58	3603.7	3603.98	891.0
2020-09-24 01:45:00	ES	Futures	3604.26	3609.58	3602.02	3608.74	1537.0
2020-09-24 01:50:00	ES	Futures	3609.02	3612.94	3607.9	3610.7	1551.0
2020-09-24 01:55:00	ES	Futures	3610.7	3613.5	3610.7	3613.5	854.0
2020-09-24 02:00:00	ES	Futures	3613.78	3617.7	3613.22	3614.9	2169.0
2020-09-24 02:05:00	ES	Futures	3614.62	3614.9	3610.42	3610.7	1633.0
2020-09-24 02:10:00	ES	Futures	3610.42	3611.54	3606.22	3606.5	1840.0
2020-09-24 02:15:00	ES	Futures	3606.5	3606.5	3600.61	3602.58	1969.0
2020-09-24 02:20:00	ES	Futures	3602.86	3607.06	3602.3	3604.54	1778.0
2020-09-24 02:25:00	ES	Futures	3604.54	3608.18	3603.98	3605.66	1304.0
2020-09-24 02:30:00	ES	Futures	3605.94	3607.62	3601.74	3602.58	1870.0
2020-09-24 02:35:00	ES	Futures	3602.58	3605.1	3600.33	3602.3	1588.0
2020-09-24 02:40:00	ES	Futures	3602.02	3604.54	3596.69	3598.65	2027.0
2020-09-24 02:45:00	ES	Futures	3598.37	3602.86	3598.09	3602.86	1322.0
2020-09-24 02:50:00	ES	Futures	3602.86	3603.42	3597.81	3599.77	2069.0
2020-09-24 02:55:00	ES	Futures	3599.49	3603.7	3598.09	3599.77	2168.0
2020-09-24 03:00:00	ES	Futures	3599.49	3607.06	3599.21	3606.22	3643.0
2020-09-24 03:05:00	ES	Futures	3605.94	3612.66	3605.1	3609.58	4646.0
2020-09-24 03:10:00	ES	Futures	3609.58	3610.42	3607.34	3608.74	1935.0
2020-09-24 03:15:00	ES	Futures	3608.74	3614.9	3604.82	3614.62	2683.0
2020-09-24 03:20:00	ES	Futures	3614.62	3615.18	3609.86	3609.86	2419.0
2020-09-24 03:25:00	ES	Futures	3609.86	3612.94	3604.82	3605.1	2189.0
2020-09-24 03:30:00	ES	Futures	3605.1	3608.74	3602.3	3607.06	2717.0
2020-09-24 03:35:00	ES	Futures	3606.78	3612.66	3603.98	3611.82	2613.0
2020-09-24 03:40:00	ES	Futures	3611.54	3611.82	3609.02	3610.14	1770.0
2020-09-24 03:45:00	ES	Futures	3610.42	3616.58	3610.42	3614.9	3030.0
2020-09-24 03:50:00	ES	Futures	3615.18	3617.14	3613.22	3616.02	2091.0
2020-09-24 03:55:00	ES	Futures	3616.02	3622.18	3615.46	3618.82	3603.0
2020-09-24 04:00:00	ES	Futures	3618.82	3621.34	3614.06	3614.34	2654.0
2020-09-24 04:05:00	ES	Futures	3614.34	3616.02	3613.5	3614.62	2395.0

> showing 50 of 17,853 rows — these rows as CSV

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