PREVIEW / futures_5min / 2020-10-01

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-01.parquet
  size:    307 KB
  rows:    18,277

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
2020-10-01 00:00:00	ES	Futures	3774.27	3774.27	3771.75	3773.71	558.0
2020-10-01 00:05:00	ES	Futures	3773.71	3775.11	3773.43	3774.55	366.0
2020-10-01 00:10:00	ES	Futures	3774.55	3774.83	3773.71	3774.55	245.0
2020-10-01 00:15:00	ES	Futures	3774.55	3775.39	3773.99	3774.27	315.0
2020-10-01 00:20:00	ES	Futures	3774.55	3775.39	3774.27	3775.11	174.0
2020-10-01 00:25:00	ES	Futures	3775.11	3775.39	3774.27	3775.39	234.0
2020-10-01 00:30:00	ES	Futures	3775.39	3777.07	3775.39	3776.23	540.0
2020-10-01 00:35:00	ES	Futures	3776.51	3776.79	3776.23	3776.79	166.0
2020-10-01 00:40:00	ES	Futures	3776.79	3777.35	3776.23	3777.07	161.0
2020-10-01 00:45:00	ES	Futures	3777.07	3777.91	3776.51	3777.35	316.0
2020-10-01 00:50:00	ES	Futures	3777.35	3777.91	3776.23	3776.51	332.0
2020-10-01 00:55:00	ES	Futures	3776.79	3777.07	3772.31	3772.59	627.0
2020-10-01 01:00:00	ES	Futures	3772.59	3774.55	3772.59	3774.27	353.0
2020-10-01 01:05:00	ES	Futures	3774.27	3774.83	3773.71	3774.83	197.0
2020-10-01 01:10:00	ES	Futures	3774.83	3774.83	3771.75	3772.03	591.0
2020-10-01 01:15:00	ES	Futures	3771.75	3773.43	3770.63	3772.87	1633.0
2020-10-01 01:20:00	ES	Futures	3772.87	3773.43	3772.03	3772.59	229.0
2020-10-01 01:25:00	ES	Futures	3772.59	3772.87	3771.19	3771.47	421.0
2020-10-01 01:30:00	ES	Futures	3771.75	3773.15	3771.19	3771.19	2104.0
2020-10-01 01:35:00	ES	Futures	3771.47	3772.31	3770.07	3772.31	641.0
2020-10-01 01:40:00	ES	Futures	3772.31	3773.99	3771.75	3773.71	339.0
2020-10-01 01:45:00	ES	Futures	3773.71	3776.23	3772.59	3775.67	1112.0
2020-10-01 01:50:00	ES	Futures	3775.67	3776.51	3774.55	3774.83	592.0
2020-10-01 01:55:00	ES	Futures	3775.11	3776.79	3774.55	3776.51	663.0
2020-10-01 02:00:00	ES	Futures	3776.23	3783.52	3775.67	3780.44	3418.0
2020-10-01 02:05:00	ES	Futures	3780.72	3782.12	3780.44	3781.84	1094.0
2020-10-01 02:10:00	ES	Futures	3781.84	3782.68	3780.44	3781.84	1121.0
2020-10-01 02:15:00	ES	Futures	3781.84	3782.12	3780.72	3781.28	783.0
2020-10-01 02:20:00	ES	Futures	3781.28	3783.52	3780.72	3782.68	812.0
2020-10-01 02:25:00	ES	Futures	3782.4	3784.36	3782.12	3784.08	767.0
2020-10-01 02:30:00	ES	Futures	3784.36	3784.36	3782.68	3782.96	618.0
2020-10-01 02:35:00	ES	Futures	3782.96	3785.76	3782.96	3785.76	1752.0
2020-10-01 02:40:00	ES	Futures	3785.76	3786.88	3784.92	3786.04	1080.0
2020-10-01 02:45:00	ES	Futures	3786.32	3788.84	3785.76	3788.0	1334.0
2020-10-01 02:50:00	ES	Futures	3787.72	3787.72	3786.6	3787.16	1004.0
2020-10-01 02:55:00	ES	Futures	3787.44	3788.56	3786.88	3786.88	1316.0
2020-10-01 03:00:00	ES	Futures	3786.88	3786.88	3782.4	3786.04	4025.0
2020-10-01 03:05:00	ES	Futures	3786.04	3787.44	3782.96	3785.76	2466.0
2020-10-01 03:10:00	ES	Futures	3785.76	3786.32	3783.8	3784.36	1488.0
2020-10-01 03:15:00	ES	Futures	3784.64	3789.4	3784.64	3788.0	2164.0
2020-10-01 03:20:00	ES	Futures	3788.28	3789.96	3787.72	3788.84	1778.0
2020-10-01 03:25:00	ES	Futures	3788.84	3790.52	3787.44	3788.84	1921.0
2020-10-01 03:30:00	ES	Futures	3789.12	3789.68	3782.12	3782.96	2439.0
2020-10-01 03:35:00	ES	Futures	3782.96	3785.76	3781.56	3784.64	2103.0
2020-10-01 03:40:00	ES	Futures	3784.64	3787.72	3783.52	3783.52	1936.0
2020-10-01 03:45:00	ES	Futures	3783.52	3785.2	3779.88	3783.24	3032.0
2020-10-01 03:50:00	ES	Futures	3783.24	3783.52	3781.28	3782.68	880.0
2020-10-01 03:55:00	ES	Futures	3782.68	3784.92	3781.0	3783.8	1147.0
2020-10-01 04:00:00	ES	Futures	3783.8	3785.2	3779.32	3780.44	1955.0
2020-10-01 04:05:00	ES	Futures	3780.44	3785.2	3780.16	3784.64	1814.0

> showing 50 of 18,277 rows — these rows as CSV

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