PREVIEW / futures_5min / 2020-10-04

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-04.parquet
  size:    68 KB
  rows:    3,494

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
2020-10-04 18:00:00	ES	Futures	3764.47	3765.87	3752.99	3758.31	8487.0
2020-10-04 18:05:00	ES	Futures	3758.59	3763.35	3757.75	3761.95	3384.0
2020-10-04 18:10:00	ES	Futures	3762.23	3762.79	3758.59	3759.71	1319.0
2020-10-04 18:15:00	ES	Futures	3759.99	3760.55	3752.71	3754.95	2432.0
2020-10-04 18:20:00	ES	Futures	3754.95	3761.11	3754.67	3758.59	1493.0
2020-10-04 18:25:00	ES	Futures	3758.59	3760.83	3758.03	3758.87	776.0
2020-10-04 18:30:00	ES	Futures	3759.15	3763.35	3758.59	3761.95	1334.0
2020-10-04 18:35:00	ES	Futures	3761.95	3763.07	3761.39	3761.95	558.0
2020-10-04 18:40:00	ES	Futures	3761.95	3763.07	3755.23	3755.79	1604.0
2020-10-04 18:45:00	ES	Futures	3755.51	3759.43	3755.23	3758.59	583.0
2020-10-04 18:50:00	ES	Futures	3758.59	3758.87	3757.19	3757.75	307.0
2020-10-04 18:55:00	ES	Futures	3757.75	3761.11	3757.75	3760.55	519.0
2020-10-04 19:00:00	ES	Futures	3760.83	3761.67	3759.71	3761.39	514.0
2020-10-04 19:05:00	ES	Futures	3761.39	3761.67	3758.87	3759.71	529.0
2020-10-04 19:10:00	ES	Futures	3759.99	3762.23	3759.71	3761.95	550.0
2020-10-04 19:15:00	ES	Futures	3762.23	3762.23	3759.99	3760.27	376.0
2020-10-04 19:20:00	ES	Futures	3760.27	3762.79	3760.27	3761.95	569.0
2020-10-04 19:25:00	ES	Futures	3761.95	3762.51	3760.55	3760.55	398.0
2020-10-04 19:30:00	ES	Futures	3760.83	3761.39	3759.43	3759.71	458.0
2020-10-04 19:35:00	ES	Futures	3759.43	3760.83	3759.43	3760.27	194.0
2020-10-04 19:40:00	ES	Futures	3760.55	3762.79	3759.71	3761.67	751.0
2020-10-04 19:45:00	ES	Futures	3761.67	3761.67	3758.31	3761.11	766.0
2020-10-04 19:50:00	ES	Futures	3761.11	3764.19	3761.11	3763.91	1037.0
2020-10-04 19:55:00	ES	Futures	3763.91	3768.67	3763.63	3766.71	2297.0
2020-10-04 20:00:00	ES	Futures	3766.43	3768.11	3763.63	3767.83	1924.0
2020-10-04 20:05:00	ES	Futures	3767.83	3769.79	3766.99	3768.11	2058.0
2020-10-04 20:10:00	ES	Futures	3767.83	3770.91	3767.83	3769.23	1435.0
2020-10-04 20:15:00	ES	Futures	3769.23	3770.63	3768.11	3770.07	1389.0
2020-10-04 20:20:00	ES	Futures	3770.07	3771.75	3769.51	3770.07	1405.0
2020-10-04 20:25:00	ES	Futures	3769.79	3770.07	3768.11	3768.95	874.0
2020-10-04 20:30:00	ES	Futures	3768.95	3770.07	3767.55	3768.67	637.0
2020-10-04 20:35:00	ES	Futures	3768.39	3771.19	3768.39	3770.63	796.0
2020-10-04 20:40:00	ES	Futures	3770.63	3771.47	3769.23	3769.79	537.0
2020-10-04 20:45:00	ES	Futures	3769.79	3770.35	3768.39	3769.23	549.0
2020-10-04 20:50:00	ES	Futures	3769.23	3770.35	3768.95	3769.51	479.0
2020-10-04 20:55:00	ES	Futures	3769.23	3772.59	3769.23	3772.59	1143.0
2020-10-04 21:00:00	ES	Futures	3772.31	3773.15	3769.79	3770.35	1162.0
2020-10-04 21:05:00	ES	Futures	3770.35	3772.03	3769.51	3771.47	482.0
2020-10-04 21:10:00	ES	Futures	3771.75	3772.03	3769.23	3770.07	539.0
2020-10-04 21:15:00	ES	Futures	3769.79	3771.19	3769.23	3769.51	618.0
2020-10-04 21:20:00	ES	Futures	3769.79	3770.91	3769.23	3770.07	566.0
2020-10-04 21:25:00	ES	Futures	3770.35	3771.47	3769.51	3770.07	503.0
2020-10-04 21:30:00	ES	Futures	3770.07	3770.35	3768.39	3769.23	868.0
2020-10-04 21:35:00	ES	Futures	3769.51	3769.51	3767.27	3768.11	1143.0
2020-10-04 21:40:00	ES	Futures	3767.83	3768.95	3766.43	3768.11	833.0
2020-10-04 21:45:00	ES	Futures	3768.11	3769.51	3766.71	3767.83	639.0
2020-10-04 21:50:00	ES	Futures	3768.11	3768.95	3765.87	3766.15	733.0
2020-10-04 21:55:00	ES	Futures	3766.15	3766.71	3763.91	3765.87	1385.0
2020-10-04 22:00:00	ES	Futures	3765.87	3766.99	3765.03	3766.99	463.0
2020-10-04 22:05:00	ES	Futures	3766.99	3767.83	3766.43	3767.27	532.0

> showing 50 of 3,494 rows — these rows as CSV

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