PREVIEW / futures_5min / 2020-09-27

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-27.parquet
  size:    61 KB
  rows:    3,241

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
2020-09-27 18:00:00	ES	Futures	3687.16	3693.33	3683.24	3691.65	5449.0
2020-09-27 18:05:00	ES	Futures	3691.65	3693.05	3691.09	3692.77	947.0
2020-09-27 18:10:00	ES	Futures	3693.05	3694.17	3692.49	3693.33	1563.0
2020-09-27 18:15:00	ES	Futures	3693.33	3694.17	3693.33	3693.33	671.0
2020-09-27 18:20:00	ES	Futures	3693.33	3694.17	3693.05	3693.61	561.0
2020-09-27 18:25:00	ES	Futures	3693.61	3694.17	3692.21	3693.33	1247.0
2020-09-27 18:30:00	ES	Futures	3693.61	3694.45	3692.21	3693.05	779.0
2020-09-27 18:35:00	ES	Futures	3693.05	3693.05	3691.65	3693.05	604.0
2020-09-27 18:40:00	ES	Futures	3692.77	3695.01	3692.21	3694.73	1059.0
2020-09-27 18:45:00	ES	Futures	3694.73	3695.29	3694.17	3695.01	715.0
2020-09-27 18:50:00	ES	Futures	3695.01	3695.57	3694.17	3695.01	682.0
2020-09-27 18:55:00	ES	Futures	3695.29	3695.57	3693.89	3694.17	318.0
2020-09-27 19:00:00	ES	Futures	3694.17	3695.01	3693.33	3693.89	535.0
2020-09-27 19:05:00	ES	Futures	3693.61	3694.17	3693.05	3693.61	369.0
2020-09-27 19:10:00	ES	Futures	3693.61	3693.61	3692.49	3693.05	221.0
2020-09-27 19:15:00	ES	Futures	3692.77	3693.61	3692.49	3692.77	269.0
2020-09-27 19:20:00	ES	Futures	3692.77	3693.05	3690.81	3692.49	611.0
2020-09-27 19:25:00	ES	Futures	3692.21	3693.61	3691.93	3692.21	398.0
2020-09-27 19:30:00	ES	Futures	3692.21	3692.49	3691.09	3692.49	294.0
2020-09-27 19:35:00	ES	Futures	3692.49	3694.45	3691.93	3693.89	712.0
2020-09-27 19:40:00	ES	Futures	3693.89	3694.73	3692.77	3693.33	711.0
2020-09-27 19:45:00	ES	Futures	3693.33	3693.89	3692.49	3693.61	343.0
2020-09-27 19:50:00	ES	Futures	3693.89	3694.45	3693.61	3693.61	556.0
2020-09-27 19:55:00	ES	Futures	3693.33	3694.17	3691.65	3691.93	420.0
2020-09-27 20:00:00	ES	Futures	3692.21	3693.61	3691.65	3691.65	986.0
2020-09-27 20:05:00	ES	Futures	3691.93	3692.21	3690.81	3691.09	856.0
2020-09-27 20:10:00	ES	Futures	3691.37	3694.17	3688.56	3688.84	2040.0
2020-09-27 20:15:00	ES	Futures	3688.84	3691.37	3688.28	3689.4	1063.0
2020-09-27 20:20:00	ES	Futures	3689.12	3691.65	3688.84	3691.37	687.0
2020-09-27 20:25:00	ES	Futures	3691.37	3692.21	3689.96	3691.37	448.0
2020-09-27 20:30:00	ES	Futures	3691.37	3691.65	3689.4	3690.81	517.0
2020-09-27 20:35:00	ES	Futures	3690.53	3691.93	3689.68	3691.65	4453.0
2020-09-27 20:40:00	ES	Futures	3691.37	3694.73	3690.81	3694.73	2479.0
2020-09-27 20:45:00	ES	Futures	3694.73	3694.73	3692.21	3692.49	649.0
2020-09-27 20:50:00	ES	Futures	3692.21	3693.61	3690.81	3691.65	684.0
2020-09-27 20:55:00	ES	Futures	3691.93	3692.49	3689.12	3689.12	707.0
2020-09-27 21:00:00	ES	Futures	3689.4	3691.65	3688.28	3689.96	1733.0
2020-09-27 21:05:00	ES	Futures	3689.96	3693.61	3689.12	3693.61	894.0
2020-09-27 21:10:00	ES	Futures	3693.61	3694.45	3692.49	3692.77	823.0
2020-09-27 21:15:00	ES	Futures	3693.05	3695.57	3692.77	3695.29	1313.0
2020-09-27 21:20:00	ES	Futures	3695.29	3695.57	3694.45	3695.01	642.0
2020-09-27 21:25:00	ES	Futures	3694.73	3695.85	3693.89	3695.01	819.0
2020-09-27 21:30:00	ES	Futures	3695.29	3695.85	3692.49	3693.05	976.0
2020-09-27 21:35:00	ES	Futures	3693.05	3694.73	3691.93	3694.73	747.0
2020-09-27 21:40:00	ES	Futures	3694.45	3695.85	3693.89	3695.29	1250.0
2020-09-27 21:45:00	ES	Futures	3695.29	3696.69	3694.73	3696.69	1315.0
2020-09-27 21:50:00	ES	Futures	3696.69	3698.65	3696.41	3697.53	2371.0
2020-09-27 21:55:00	ES	Futures	3697.53	3698.93	3696.69	3698.09	1560.0
2020-09-27 22:00:00	ES	Futures	3698.09	3698.65	3696.97	3697.25	605.0
2020-09-27 22:05:00	ES	Futures	3697.53	3698.37	3697.25	3698.09	402.0

> showing 50 of 3,241 rows — these rows as CSV

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