PREVIEW / futures_5min / 2020-09-30

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-09-30.parquet
  size:    318 KB
  rows:    17,934

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
2020-09-30 00:00:00	ES	Futures	3712.93	3716.29	3710.13	3715.73	2504.0
2020-09-30 00:05:00	ES	Futures	3715.45	3715.73	3709.85	3711.53	2197.0
2020-09-30 00:10:00	ES	Futures	3711.81	3712.93	3709.57	3710.41	1087.0
2020-09-30 00:15:00	ES	Futures	3710.69	3710.69	3703.41	3704.53	3110.0
2020-09-30 00:20:00	ES	Futures	3704.25	3705.37	3701.17	3702.85	1835.0
2020-09-30 00:25:00	ES	Futures	3702.85	3710.69	3702.57	3709.57	2974.0
2020-09-30 00:30:00	ES	Futures	3709.57	3713.21	3708.45	3712.37	2413.0
2020-09-30 00:35:00	ES	Futures	3712.09	3712.65	3710.69	3710.97	994.0
2020-09-30 00:40:00	ES	Futures	3711.25	3712.93	3706.77	3712.09	2189.0
2020-09-30 00:45:00	ES	Futures	3711.81	3714.05	3710.41	3712.37	1497.0
2020-09-30 00:50:00	ES	Futures	3712.65	3712.93	3709.29	3709.29	988.0
2020-09-30 00:55:00	ES	Futures	3709.57	3712.37	3709.57	3711.25	518.0
2020-09-30 01:00:00	ES	Futures	3711.25	3712.37	3707.33	3711.81	1344.0
2020-09-30 01:05:00	ES	Futures	3711.81	3716.85	3711.25	3715.45	1799.0
2020-09-30 01:10:00	ES	Futures	3715.45	3715.45	3713.21	3713.77	816.0
2020-09-30 01:15:00	ES	Futures	3714.05	3714.61	3711.81	3712.65	676.0
2020-09-30 01:20:00	ES	Futures	3712.65	3714.05	3710.41	3711.81	736.0
2020-09-30 01:25:00	ES	Futures	3711.81	3711.81	3709.57	3709.85	751.0
2020-09-30 01:30:00	ES	Futures	3709.85	3710.69	3702.01	3703.97	2806.0
2020-09-30 01:35:00	ES	Futures	3703.69	3706.49	3702.01	3703.69	2332.0
2020-09-30 01:40:00	ES	Futures	3703.97	3705.93	3703.13	3704.53	858.0
2020-09-30 01:45:00	ES	Futures	3704.81	3704.81	3696.13	3696.97	2905.0
2020-09-30 01:50:00	ES	Futures	3696.97	3699.77	3696.13	3697.25	2526.0
2020-09-30 01:55:00	ES	Futures	3697.81	3699.21	3693.33	3693.61	2426.0
2020-09-30 02:00:00	ES	Futures	3693.61	3698.93	3693.33	3694.17	3242.0
2020-09-30 02:05:00	ES	Futures	3694.17	3696.13	3688.56	3688.56	3715.0
2020-09-30 02:10:00	ES	Futures	3688.56	3692.49	3687.44	3692.21	3239.0
2020-09-30 02:15:00	ES	Futures	3692.21	3695.85	3691.37	3693.61	2891.0
2020-09-30 02:20:00	ES	Futures	3693.61	3696.69	3693.61	3694.45	1896.0
2020-09-30 02:25:00	ES	Futures	3694.45	3700.05	3692.77	3699.49	2534.0
2020-09-30 02:30:00	ES	Futures	3699.49	3701.45	3696.69	3698.37	1673.0
2020-09-30 02:35:00	ES	Futures	3698.65	3702.57	3698.37	3701.17	1379.0
2020-09-30 02:40:00	ES	Futures	3701.45	3702.57	3698.09	3698.65	1286.0
2020-09-30 02:45:00	ES	Futures	3698.93	3700.61	3695.29	3695.85	4308.0
2020-09-30 02:50:00	ES	Futures	3695.57	3701.45	3695.29	3701.45	2482.0
2020-09-30 02:55:00	ES	Futures	3701.45	3704.81	3698.93	3703.97	2443.0
2020-09-30 03:00:00	ES	Futures	3703.97	3710.13	3700.89	3709.01	5213.0
2020-09-30 03:05:00	ES	Futures	3709.29	3712.93	3709.01	3712.09	5415.0
2020-09-30 03:10:00	ES	Futures	3712.09	3714.61	3711.25	3712.65	3310.0
2020-09-30 03:15:00	ES	Futures	3712.65	3716.29	3708.73	3714.05	3232.0
2020-09-30 03:20:00	ES	Futures	3714.33	3715.45	3710.97	3711.53	2532.0
2020-09-30 03:25:00	ES	Futures	3711.53	3712.09	3705.93	3711.53	3788.0
2020-09-30 03:30:00	ES	Futures	3711.53	3717.41	3711.53	3717.41	4685.0
2020-09-30 03:35:00	ES	Futures	3717.13	3719.09	3714.05	3714.89	3040.0
2020-09-30 03:40:00	ES	Futures	3714.61	3714.61	3709.57	3709.85	2241.0
2020-09-30 03:45:00	ES	Futures	3710.13	3711.25	3708.73	3709.01	1168.0
2020-09-30 03:50:00	ES	Futures	3708.73	3708.73	3703.13	3703.69	2675.0
2020-09-30 03:55:00	ES	Futures	3703.69	3706.21	3702.29	3703.41	1719.0
2020-09-30 04:00:00	ES	Futures	3703.41	3708.73	3701.73	3708.17	2756.0
2020-09-30 04:05:00	ES	Futures	3708.17	3709.01	3701.73	3703.69	2191.0

> showing 50 of 17,934 rows — these rows as CSV

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