PREVIEW / futures_5min / 2020-10-06

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-06.parquet
  size:    314 KB
  rows:    18,106

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
2020-10-06 00:00:00	ES	Futures	3803.96	3804.52	3803.68	3803.96	253.0
2020-10-06 00:05:00	ES	Futures	3803.96	3804.8	3803.68	3804.52	265.0
2020-10-06 00:10:00	ES	Futures	3804.8	3805.08	3804.52	3804.8	207.0
2020-10-06 00:15:00	ES	Futures	3804.8	3805.08	3804.52	3804.8	248.0
2020-10-06 00:20:00	ES	Futures	3804.8	3804.8	3803.4	3804.24	540.0
2020-10-06 00:25:00	ES	Futures	3803.96	3805.92	3803.96	3805.64	507.0
2020-10-06 00:30:00	ES	Futures	3805.92	3807.6	3805.64	3806.48	611.0
2020-10-06 00:35:00	ES	Futures	3806.2	3806.48	3805.64	3805.92	317.0
2020-10-06 00:40:00	ES	Futures	3806.2	3806.48	3805.64	3805.64	163.0
2020-10-06 00:45:00	ES	Futures	3805.92	3805.92	3804.24	3804.24	293.0
2020-10-06 00:50:00	ES	Futures	3804.24	3804.24	3803.12	3803.68	386.0
2020-10-06 00:55:00	ES	Futures	3803.96	3804.52	3803.68	3803.68	629.0
2020-10-06 01:00:00	ES	Futures	3803.68	3804.52	3803.12	3804.24	355.0
2020-10-06 01:05:00	ES	Futures	3804.24	3804.52	3800.6	3802.0	1119.0
2020-10-06 01:10:00	ES	Futures	3802.0	3802.28	3801.16	3801.16	370.0
2020-10-06 01:15:00	ES	Futures	3801.44	3802.0	3801.16	3802.0	436.0
2020-10-06 01:20:00	ES	Futures	3802.0	3802.28	3800.32	3800.6	441.0
2020-10-06 01:25:00	ES	Futures	3800.88	3801.72	3799.48	3800.88	1079.0
2020-10-06 01:30:00	ES	Futures	3800.6	3801.44	3800.32	3801.16	366.0
2020-10-06 01:35:00	ES	Futures	3801.16	3802.0	3800.6	3800.88	169.0
2020-10-06 01:40:00	ES	Futures	3800.6	3801.72	3800.6	3801.72	153.0
2020-10-06 01:45:00	ES	Futures	3801.44	3802.28	3801.44	3802.28	246.0
2020-10-06 01:50:00	ES	Futures	3802.0	3803.12	3801.44	3802.56	458.0
2020-10-06 01:55:00	ES	Futures	3802.56	3803.96	3802.56	3803.68	295.0
2020-10-06 02:00:00	ES	Futures	3803.68	3803.96	3801.72	3802.84	796.0
2020-10-06 02:05:00	ES	Futures	3802.84	3803.4	3801.44	3801.44	400.0
2020-10-06 02:10:00	ES	Futures	3801.72	3801.72	3798.92	3799.76	912.0
2020-10-06 02:15:00	ES	Futures	3799.48	3800.88	3799.48	3800.88	497.0
2020-10-06 02:20:00	ES	Futures	3800.88	3802.56	3800.6	3802.28	672.0
2020-10-06 02:25:00	ES	Futures	3802.28	3802.56	3801.16	3801.72	652.0
2020-10-06 02:30:00	ES	Futures	3801.44	3802.56	3801.44	3801.72	434.0
2020-10-06 02:35:00	ES	Futures	3801.44	3801.44	3799.2	3799.76	542.0
2020-10-06 02:40:00	ES	Futures	3799.76	3800.6	3799.48	3799.76	507.0
2020-10-06 02:45:00	ES	Futures	3800.04	3802.0	3800.04	3801.44	369.0
2020-10-06 02:50:00	ES	Futures	3801.16	3802.28	3801.16	3802.28	302.0
2020-10-06 02:55:00	ES	Futures	3802.0	3803.68	3802.0	3803.12	389.0
2020-10-06 03:00:00	ES	Futures	3802.84	3803.96	3800.04	3802.0	2161.0
2020-10-06 03:05:00	ES	Futures	3802.0	3807.88	3801.72	3805.64	2368.0
2020-10-06 03:10:00	ES	Futures	3805.36	3805.64	3798.36	3800.6	3097.0
2020-10-06 03:15:00	ES	Futures	3800.32	3800.32	3794.72	3796.68	3349.0
2020-10-06 03:20:00	ES	Futures	3796.96	3799.76	3795.28	3799.2	1645.0
2020-10-06 03:25:00	ES	Futures	3799.2	3799.2	3797.52	3797.8	1099.0
2020-10-06 03:30:00	ES	Futures	3797.52	3798.92	3795.28	3798.36	2126.0
2020-10-06 03:35:00	ES	Futures	3798.64	3798.92	3796.12	3797.8	1307.0
2020-10-06 03:40:00	ES	Futures	3797.8	3799.76	3796.4	3796.96	1589.0
2020-10-06 03:45:00	ES	Futures	3796.96	3797.24	3795.84	3796.12	1018.0
2020-10-06 03:50:00	ES	Futures	3795.84	3796.4	3793.6	3794.16	1773.0
2020-10-06 03:55:00	ES	Futures	3794.44	3796.12	3793.88	3795.28	1196.0
2020-10-06 04:00:00	ES	Futures	3795.0	3796.12	3788.28	3788.56	3788.0
2020-10-06 04:05:00	ES	Futures	3788.84	3790.24	3788.0	3788.84	2702.0

> showing 50 of 18,106 rows — these rows as CSV

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