PREVIEW / futures_5min / 2020-10-08

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-08.parquet
  size:    285 KB
  rows:    17,850

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
2020-10-08 00:00:00	ES	Futures	3828.33	3829.45	3828.05	3829.17	430.0
2020-10-08 00:05:00	ES	Futures	3829.17	3829.45	3828.33	3828.89	331.0
2020-10-08 00:10:00	ES	Futures	3828.89	3828.89	3827.49	3827.77	243.0
2020-10-08 00:15:00	ES	Futures	3827.49	3827.77	3825.81	3826.93	538.0
2020-10-08 00:20:00	ES	Futures	3826.93	3827.77	3826.93	3826.93	292.0
2020-10-08 00:25:00	ES	Futures	3827.21	3827.49	3826.65	3827.49	231.0
2020-10-08 00:30:00	ES	Futures	3827.49	3827.49	3826.37	3827.21	195.0
2020-10-08 00:35:00	ES	Futures	3827.49	3828.61	3827.49	3828.61	363.0
2020-10-08 00:40:00	ES	Futures	3828.61	3829.17	3828.05	3828.61	310.0
2020-10-08 00:45:00	ES	Futures	3828.61	3828.89	3827.77	3828.05	189.0
2020-10-08 00:50:00	ES	Futures	3828.05	3829.45	3827.77	3829.45	252.0
2020-10-08 00:55:00	ES	Futures	3829.17	3830.01	3829.17	3829.73	180.0
2020-10-08 01:00:00	ES	Futures	3830.01	3830.57	3829.45	3830.29	444.0
2020-10-08 01:05:00	ES	Futures	3830.29	3830.57	3829.45	3830.29	248.0
2020-10-08 01:10:00	ES	Futures	3830.01	3831.41	3830.01	3830.57	452.0
2020-10-08 01:15:00	ES	Futures	3830.57	3830.85	3828.89	3830.85	460.0
2020-10-08 01:20:00	ES	Futures	3830.57	3831.13	3829.17	3830.29	346.0
2020-10-08 01:25:00	ES	Futures	3830.29	3830.57	3827.77	3828.89	509.0
2020-10-08 01:30:00	ES	Futures	3828.89	3829.17	3827.77	3828.05	439.0
2020-10-08 01:35:00	ES	Futures	3828.05	3830.01	3828.05	3829.73	292.0
2020-10-08 01:40:00	ES	Futures	3829.73	3829.73	3828.89	3828.89	195.0
2020-10-08 01:45:00	ES	Futures	3829.17	3829.17	3828.05	3828.05	184.0
2020-10-08 01:50:00	ES	Futures	3828.05	3830.01	3828.05	3829.73	158.0
2020-10-08 01:55:00	ES	Futures	3829.45	3831.13	3829.45	3830.85	845.0
2020-10-08 02:00:00	ES	Futures	3830.85	3841.22	3830.57	3838.13	5977.0
2020-10-08 02:05:00	ES	Futures	3837.85	3838.42	3835.61	3835.61	2037.0
2020-10-08 02:10:00	ES	Futures	3835.61	3839.82	3835.61	3837.57	1507.0
2020-10-08 02:15:00	ES	Futures	3837.85	3839.54	3837.29	3838.42	1400.0
2020-10-08 02:20:00	ES	Futures	3838.42	3839.26	3836.17	3836.45	1399.0
2020-10-08 02:25:00	ES	Futures	3836.17	3837.85	3835.89	3837.57	1204.0
2020-10-08 02:30:00	ES	Futures	3837.57	3839.82	3836.73	3838.42	1104.0
2020-10-08 02:35:00	ES	Futures	3838.42	3844.3	3838.42	3842.62	2938.0
2020-10-08 02:40:00	ES	Futures	3842.9	3844.58	3842.34	3844.02	1332.0
2020-10-08 02:45:00	ES	Futures	3844.02	3844.86	3843.46	3843.74	968.0
2020-10-08 02:50:00	ES	Futures	3843.74	3846.26	3842.62	3845.42	1901.0
2020-10-08 02:55:00	ES	Futures	3845.7	3845.98	3843.18	3844.3	1117.0
2020-10-08 03:00:00	ES	Futures	3844.3	3845.98	3842.9	3843.74	2821.0
2020-10-08 03:05:00	ES	Futures	3843.74	3846.26	3841.5	3843.18	3130.0
2020-10-08 03:10:00	ES	Futures	3843.18	3843.46	3840.66	3840.94	1679.0
2020-10-08 03:15:00	ES	Futures	3840.94	3842.9	3840.94	3841.78	1638.0
2020-10-08 03:20:00	ES	Futures	3841.5	3842.9	3840.66	3841.78	1549.0
2020-10-08 03:25:00	ES	Futures	3841.78	3843.18	3840.1	3840.1	1398.0
2020-10-08 03:30:00	ES	Futures	3840.1	3841.5	3838.98	3840.1	1317.0
2020-10-08 03:35:00	ES	Futures	3840.38	3842.34	3839.54	3840.1	1502.0
2020-10-08 03:40:00	ES	Futures	3840.1	3840.94	3838.7	3838.98	1276.0
2020-10-08 03:45:00	ES	Futures	3838.98	3839.26	3837.85	3838.98	1157.0
2020-10-08 03:50:00	ES	Futures	3838.7	3838.98	3836.45	3837.29	3326.0
2020-10-08 03:55:00	ES	Futures	3837.01	3838.13	3836.17	3837.29	2980.0
2020-10-08 04:00:00	ES	Futures	3837.01	3838.13	3836.17	3837.29	1952.0
2020-10-08 04:05:00	ES	Futures	3837.29	3837.85	3835.33	3836.17	1440.0

> showing 50 of 17,850 rows — these rows as CSV

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