PREVIEW / futures_5min / 2020-10-05

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-05.parquet
  size:    301 KB
  rows:    18,114

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
2020-10-05 00:00:00	ES	Futures	3761.67	3762.23	3759.99	3761.39	756.0
2020-10-05 00:05:00	ES	Futures	3761.39	3762.23	3761.39	3761.67	575.0
2020-10-05 00:10:00	ES	Futures	3761.67	3763.63	3761.67	3763.07	641.0
2020-10-05 00:15:00	ES	Futures	3763.07	3764.19	3762.79	3763.35	338.0
2020-10-05 00:20:00	ES	Futures	3763.35	3763.63	3762.51	3762.51	256.0
2020-10-05 00:25:00	ES	Futures	3762.51	3763.35	3762.51	3762.51	297.0
2020-10-05 00:30:00	ES	Futures	3762.79	3766.71	3762.79	3765.59	1102.0
2020-10-05 00:35:00	ES	Futures	3765.59	3766.15	3765.03	3765.31	428.0
2020-10-05 00:40:00	ES	Futures	3765.31	3765.59	3764.47	3765.03	203.0
2020-10-05 00:45:00	ES	Futures	3765.31	3765.59	3763.91	3764.47	334.0
2020-10-05 00:50:00	ES	Futures	3764.47	3765.03	3764.47	3764.47	166.0
2020-10-05 00:55:00	ES	Futures	3764.75	3766.15	3764.47	3766.15	405.0
2020-10-05 01:00:00	ES	Futures	3766.15	3766.43	3765.31	3766.15	363.0
2020-10-05 01:05:00	ES	Futures	3765.87	3767.83	3765.59	3765.59	468.0
2020-10-05 01:10:00	ES	Futures	3765.59	3766.71	3764.75	3765.87	277.0
2020-10-05 01:15:00	ES	Futures	3766.15	3766.15	3764.47	3765.87	298.0
2020-10-05 01:20:00	ES	Futures	3765.87	3767.83	3765.59	3766.99	316.0
2020-10-05 01:25:00	ES	Futures	3766.99	3767.27	3765.59	3767.27	290.0
2020-10-05 01:30:00	ES	Futures	3767.55	3767.83	3766.15	3766.71	203.0
2020-10-05 01:35:00	ES	Futures	3766.99	3767.83	3765.87	3766.99	360.0
2020-10-05 01:40:00	ES	Futures	3766.99	3767.55	3766.43	3766.71	220.0
2020-10-05 01:45:00	ES	Futures	3766.71	3769.23	3766.71	3768.67	466.0
2020-10-05 01:50:00	ES	Futures	3768.67	3768.67	3766.99	3767.27	161.0
2020-10-05 01:55:00	ES	Futures	3767.55	3767.55	3765.59	3766.15	831.0
2020-10-05 02:00:00	ES	Futures	3766.15	3766.99	3758.87	3760.27	2990.0
2020-10-05 02:05:00	ES	Futures	3760.27	3762.23	3758.03	3759.71	1221.0
2020-10-05 02:10:00	ES	Futures	3759.99	3761.39	3758.59	3760.83	843.0
2020-10-05 02:15:00	ES	Futures	3760.55	3763.63	3759.99	3763.07	1213.0
2020-10-05 02:20:00	ES	Futures	3763.07	3763.07	3760.83	3761.95	652.0
2020-10-05 02:25:00	ES	Futures	3762.23	3763.63	3761.67	3762.79	697.0
2020-10-05 02:30:00	ES	Futures	3763.07	3763.91	3761.39	3761.39	586.0
2020-10-05 02:35:00	ES	Futures	3761.39	3761.95	3758.59	3760.27	1080.0
2020-10-05 02:40:00	ES	Futures	3760.27	3762.79	3760.27	3762.51	497.0
2020-10-05 02:45:00	ES	Futures	3762.51	3763.07	3760.83	3761.11	754.0
2020-10-05 02:50:00	ES	Futures	3761.39	3763.07	3760.55	3761.39	767.0
2020-10-05 02:55:00	ES	Futures	3761.67	3764.47	3761.39	3763.91	1411.0
2020-10-05 03:00:00	ES	Futures	3763.63	3766.99	3760.83	3764.47	3631.0
2020-10-05 03:05:00	ES	Futures	3764.47	3765.59	3761.39	3761.67	1842.0
2020-10-05 03:10:00	ES	Futures	3761.67	3762.23	3754.11	3755.23	3650.0
2020-10-05 03:15:00	ES	Futures	3754.95	3758.87	3754.67	3756.91	2406.0
2020-10-05 03:20:00	ES	Futures	3756.91	3759.43	3754.67	3757.19	1790.0
2020-10-05 03:25:00	ES	Futures	3757.19	3757.75	3751.03	3754.67	3576.0
2020-10-05 03:30:00	ES	Futures	3754.67	3756.63	3749.34	3752.71	3099.0
2020-10-05 03:35:00	ES	Futures	3752.99	3756.63	3752.15	3755.23	1818.0
2020-10-05 03:40:00	ES	Futures	3755.23	3756.63	3752.43	3754.11	1763.0
2020-10-05 03:45:00	ES	Futures	3754.11	3758.87	3754.11	3757.19	2208.0
2020-10-05 03:50:00	ES	Futures	3757.47	3757.47	3754.67	3755.51	976.0
2020-10-05 03:55:00	ES	Futures	3755.79	3758.87	3754.95	3755.79	1132.0
2020-10-05 04:00:00	ES	Futures	3755.51	3758.87	3754.67	3758.31	1387.0
2020-10-05 04:05:00	ES	Futures	3758.31	3759.71	3756.91	3758.31	1116.0

> showing 50 of 18,114 rows — these rows as CSV

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