PREVIEW / futures_5min / 2020-09-25

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-25.parquet
  size:    266 KB
  rows:    14,607

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
2020-09-25 00:00:00	ES	Futures	3643.47	3644.87	3641.79	3644.87	589.0
2020-09-25 00:05:00	ES	Futures	3644.87	3645.15	3642.91	3644.87	417.0
2020-09-25 00:10:00	ES	Futures	3644.87	3644.87	3643.75	3644.03	201.0
2020-09-25 00:15:00	ES	Futures	3644.31	3645.15	3642.91	3643.75	205.0
2020-09-25 00:20:00	ES	Futures	3643.47	3645.43	3643.47	3644.87	321.0
2020-09-25 00:25:00	ES	Futures	3644.87	3645.15	3643.75	3644.03	165.0
2020-09-25 00:30:00	ES	Futures	3644.03	3647.11	3643.19	3646.27	807.0
2020-09-25 00:35:00	ES	Futures	3646.27	3646.55	3644.59	3644.59	285.0
2020-09-25 00:40:00	ES	Futures	3644.59	3646.83	3644.31	3646.27	510.0
2020-09-25 00:45:00	ES	Futures	3646.27	3647.67	3645.43	3647.11	274.0
2020-09-25 00:50:00	ES	Futures	3647.11	3649.63	3647.11	3648.51	570.0
2020-09-25 00:55:00	ES	Futures	3648.79	3649.35	3647.95	3648.23	282.0
2020-09-25 01:00:00	ES	Futures	3648.23	3650.19	3647.67	3647.95	783.0
2020-09-25 01:05:00	ES	Futures	3648.23	3648.23	3646.27	3647.11	431.0
2020-09-25 01:10:00	ES	Futures	3646.83	3648.51	3645.71	3645.71	394.0
2020-09-25 01:15:00	ES	Futures	3645.71	3646.55	3644.87	3645.71	350.0
2020-09-25 01:20:00	ES	Futures	3645.71	3646.83	3645.43	3646.83	273.0
2020-09-25 01:25:00	ES	Futures	3646.83	3646.83	3644.31	3644.87	343.0
2020-09-25 01:30:00	ES	Futures	3644.87	3647.39	3643.19	3646.27	554.0
2020-09-25 01:35:00	ES	Futures	3646.83	3648.51	3646.83	3648.23	288.0
2020-09-25 01:40:00	ES	Futures	3647.95	3649.35	3647.39	3647.95	404.0
2020-09-25 01:45:00	ES	Futures	3647.95	3647.95	3643.19	3643.75	924.0
2020-09-25 01:50:00	ES	Futures	3643.75	3644.31	3642.35	3643.75	750.0
2020-09-25 01:55:00	ES	Futures	3644.03	3644.03	3638.71	3639.55	1381.0
2020-09-25 02:00:00	ES	Futures	3639.83	3640.95	3637.59	3638.99	1475.0
2020-09-25 02:05:00	ES	Futures	3638.71	3641.23	3636.75	3640.39	1154.0
2020-09-25 02:10:00	ES	Futures	3640.39	3640.39	3636.75	3637.31	630.0
2020-09-25 02:15:00	ES	Futures	3637.03	3637.03	3632.27	3633.39	1700.0
2020-09-25 02:20:00	ES	Futures	3633.39	3636.47	3632.55	3636.19	1068.0
2020-09-25 02:25:00	ES	Futures	3636.19	3637.03	3633.39	3634.79	631.0
2020-09-25 02:30:00	ES	Futures	3635.07	3637.59	3634.23	3635.91	756.0
2020-09-25 02:35:00	ES	Futures	3635.63	3638.99	3634.23	3638.43	956.0
2020-09-25 02:40:00	ES	Futures	3638.15	3638.99	3636.19	3637.31	758.0
2020-09-25 02:45:00	ES	Futures	3636.75	3640.39	3636.75	3638.71	1050.0
2020-09-25 02:50:00	ES	Futures	3638.71	3640.95	3638.15	3638.71	548.0
2020-09-25 02:55:00	ES	Futures	3638.71	3641.23	3636.75	3640.39	893.0
2020-09-25 03:00:00	ES	Futures	3640.39	3640.39	3632.55	3632.55	3321.0
2020-09-25 03:05:00	ES	Futures	3632.55	3634.51	3628.9	3633.67	3522.0
2020-09-25 03:10:00	ES	Futures	3633.67	3640.39	3630.3	3638.43	2676.0
2020-09-25 03:15:00	ES	Futures	3638.15	3640.67	3636.47	3638.43	1564.0
2020-09-25 03:20:00	ES	Futures	3638.15	3639.83	3631.71	3634.51	1567.0
2020-09-25 03:25:00	ES	Futures	3634.23	3638.43	3633.39	3638.15	1616.0
2020-09-25 03:30:00	ES	Futures	3638.15	3638.99	3634.51	3635.35	1673.0
2020-09-25 03:35:00	ES	Futures	3635.35	3637.59	3634.79	3636.47	744.0
2020-09-25 03:40:00	ES	Futures	3636.19	3638.43	3632.83	3634.23	1304.0
2020-09-25 03:45:00	ES	Futures	3634.51	3634.51	3628.34	3629.46	1926.0
2020-09-25 03:50:00	ES	Futures	3629.46	3631.43	3624.7	3626.1	2045.0
2020-09-25 03:55:00	ES	Futures	3626.1	3628.34	3624.7	3626.94	1564.0
2020-09-25 04:00:00	ES	Futures	3627.22	3631.15	3626.66	3629.74	1431.0
2020-09-25 04:05:00	ES	Futures	3629.74	3629.74	3622.18	3622.74	2788.0

> showing 50 of 14,607 rows — these rows as CSV

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