PREVIEW / futures_5min / 2020-09-29

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-29.parquet
  size:    294 KB
  rows:    17,801

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
2020-09-29 00:00:00	ES	Futures	3758.87	3759.43	3758.59	3758.59	511.0
2020-09-29 00:05:00	ES	Futures	3758.87	3759.15	3758.59	3759.15	231.0
2020-09-29 00:10:00	ES	Futures	3758.87	3762.23	3758.87	3761.95	890.0
2020-09-29 00:15:00	ES	Futures	3762.23	3762.51	3761.11	3762.51	405.0
2020-09-29 00:20:00	ES	Futures	3762.23	3762.79	3761.67	3761.95	325.0
2020-09-29 00:25:00	ES	Futures	3761.95	3762.51	3761.39	3762.23	208.0
2020-09-29 00:30:00	ES	Futures	3762.23	3762.23	3760.27	3761.39	1120.0
2020-09-29 00:35:00	ES	Futures	3761.39	3761.95	3761.11	3761.11	602.0
2020-09-29 00:40:00	ES	Futures	3761.11	3761.67	3760.55	3761.11	556.0
2020-09-29 00:45:00	ES	Futures	3760.83	3764.19	3760.83	3763.91	1139.0
2020-09-29 00:50:00	ES	Futures	3763.91	3765.03	3763.35	3763.63	1007.0
2020-09-29 00:55:00	ES	Futures	3763.91	3766.43	3763.63	3766.15	1202.0
2020-09-29 01:00:00	ES	Futures	3766.43	3767.83	3765.03	3766.99	1679.0
2020-09-29 01:05:00	ES	Futures	3766.71	3767.27	3765.31	3765.59	948.0
2020-09-29 01:10:00	ES	Futures	3765.59	3765.87	3764.75	3765.31	857.0
2020-09-29 01:15:00	ES	Futures	3765.31	3765.59	3762.23	3762.23	1558.0
2020-09-29 01:20:00	ES	Futures	3762.51	3763.35	3760.83	3761.39	2077.0
2020-09-29 01:25:00	ES	Futures	3761.39	3762.51	3759.71	3759.99	2941.0
2020-09-29 01:30:00	ES	Futures	3759.99	3760.55	3757.19	3758.87	1836.0
2020-09-29 01:35:00	ES	Futures	3758.87	3759.71	3758.03	3758.59	675.0
2020-09-29 01:40:00	ES	Futures	3758.59	3758.59	3756.35	3756.91	1914.0
2020-09-29 01:45:00	ES	Futures	3756.91	3760.27	3756.91	3759.71	1296.0
2020-09-29 01:50:00	ES	Futures	3759.43	3760.55	3759.15	3760.55	931.0
2020-09-29 01:55:00	ES	Futures	3760.27	3762.23	3759.71	3761.95	1014.0
2020-09-29 02:00:00	ES	Futures	3762.23	3762.79	3759.43	3759.71	1664.0
2020-09-29 02:05:00	ES	Futures	3759.99	3761.39	3758.31	3761.39	1498.0
2020-09-29 02:10:00	ES	Futures	3761.67	3761.95	3758.31	3758.31	772.0
2020-09-29 02:15:00	ES	Futures	3758.31	3758.87	3756.07	3756.63	1358.0
2020-09-29 02:20:00	ES	Futures	3756.63	3756.91	3754.11	3755.51	1278.0
2020-09-29 02:25:00	ES	Futures	3755.23	3757.47	3755.23	3756.91	853.0
2020-09-29 02:30:00	ES	Futures	3756.91	3756.91	3753.55	3753.83	1225.0
2020-09-29 02:35:00	ES	Futures	3754.11	3754.11	3750.47	3752.15	4452.0
2020-09-29 02:40:00	ES	Futures	3752.15	3752.15	3749.91	3751.31	2568.0
2020-09-29 02:45:00	ES	Futures	3751.31	3752.99	3751.31	3751.59	1507.0
2020-09-29 02:50:00	ES	Futures	3751.59	3754.11	3751.03	3753.27	755.0
2020-09-29 02:55:00	ES	Futures	3753.27	3753.55	3750.47	3751.59	878.0
2020-09-29 03:00:00	ES	Futures	3751.31	3752.99	3747.66	3748.5	2990.0
2020-09-29 03:05:00	ES	Futures	3748.22	3748.22	3740.1	3741.22	4934.0
2020-09-29 03:10:00	ES	Futures	3741.22	3741.5	3738.14	3738.14	3347.0
2020-09-29 03:15:00	ES	Futures	3738.14	3740.1	3735.62	3737.3	3361.0
2020-09-29 03:20:00	ES	Futures	3737.02	3743.74	3737.02	3742.9	3775.0
2020-09-29 03:25:00	ES	Futures	3742.9	3745.14	3742.34	3743.74	1839.0
2020-09-29 03:30:00	ES	Futures	3744.02	3744.3	3741.5	3742.34	2048.0
2020-09-29 03:35:00	ES	Futures	3742.34	3744.58	3741.5	3743.74	1190.0
2020-09-29 03:40:00	ES	Futures	3744.02	3744.3	3742.06	3742.06	2029.0
2020-09-29 03:45:00	ES	Futures	3742.34	3743.18	3740.1	3741.78	2254.0
2020-09-29 03:50:00	ES	Futures	3741.78	3742.06	3739.26	3740.1	3178.0
2020-09-29 03:55:00	ES	Futures	3740.1	3744.3	3740.1	3742.06	2292.0
2020-09-29 04:00:00	ES	Futures	3742.34	3742.34	3733.38	3733.66	3942.0
2020-09-29 04:05:00	ES	Futures	3733.94	3736.18	3733.1	3734.78	3714.0

> showing 50 of 17,801 rows — these rows as CSV

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