PREVIEW / futures_5min / 2020-10-09

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-09.parquet
  size:    250 KB
  rows:    14,601

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
2020-10-09 00:00:00	ES	Futures	3872.59	3872.87	3871.47	3871.75	479.0
2020-10-09 00:05:00	ES	Futures	3871.47	3872.31	3871.19	3871.47	310.0
2020-10-09 00:10:00	ES	Futures	3871.47	3871.47	3870.35	3870.91	451.0
2020-10-09 00:15:00	ES	Futures	3870.91	3871.47	3870.35	3871.47	303.0
2020-10-09 00:20:00	ES	Futures	3871.47	3871.47	3870.63	3870.91	137.0
2020-10-09 00:25:00	ES	Futures	3870.91	3871.75	3870.91	3871.47	211.0
2020-10-09 00:30:00	ES	Futures	3871.19	3871.19	3870.63	3870.91	280.0
2020-10-09 00:35:00	ES	Futures	3870.91	3872.31	3870.91	3872.31	363.0
2020-10-09 00:40:00	ES	Futures	3872.31	3872.59	3872.03	3872.31	217.0
2020-10-09 00:45:00	ES	Futures	3872.31	3872.87	3872.03	3872.31	186.0
2020-10-09 00:50:00	ES	Futures	3872.31	3872.31	3871.19	3871.75	250.0
2020-10-09 00:55:00	ES	Futures	3871.75	3872.31	3870.91	3871.75	303.0
2020-10-09 01:00:00	ES	Futures	3871.47	3872.03	3871.19	3871.75	352.0
2020-10-09 01:05:00	ES	Futures	3871.75	3871.75	3868.67	3868.95	977.0
2020-10-09 01:10:00	ES	Futures	3868.95	3869.23	3866.98	3867.82	876.0
2020-10-09 01:15:00	ES	Futures	3867.54	3868.39	3866.7	3868.39	497.0
2020-10-09 01:20:00	ES	Futures	3868.67	3869.51	3868.11	3868.39	482.0
2020-10-09 01:25:00	ES	Futures	3868.11	3869.23	3867.54	3868.39	505.0
2020-10-09 01:30:00	ES	Futures	3868.39	3868.95	3867.54	3868.67	516.0
2020-10-09 01:35:00	ES	Futures	3868.67	3868.67	3867.82	3867.82	415.0
2020-10-09 01:40:00	ES	Futures	3867.82	3868.39	3867.82	3867.82	325.0
2020-10-09 01:45:00	ES	Futures	3867.82	3869.51	3867.82	3869.23	327.0
2020-10-09 01:50:00	ES	Futures	3869.23	3869.51	3867.82	3868.39	501.0
2020-10-09 01:55:00	ES	Futures	3868.11	3868.39	3866.42	3866.42	648.0
2020-10-09 02:00:00	ES	Futures	3866.7	3867.26	3865.58	3867.26	949.0
2020-10-09 02:05:00	ES	Futures	3867.26	3867.82	3863.34	3863.9	1821.0
2020-10-09 02:10:00	ES	Futures	3863.9	3864.46	3861.1	3863.34	1829.0
2020-10-09 02:15:00	ES	Futures	3863.34	3865.3	3863.06	3865.02	867.0
2020-10-09 02:20:00	ES	Futures	3865.02	3866.98	3865.02	3866.42	794.0
2020-10-09 02:25:00	ES	Futures	3866.14	3866.42	3863.34	3864.18	1063.0
2020-10-09 02:30:00	ES	Futures	3864.18	3865.3	3864.18	3865.3	599.0
2020-10-09 02:35:00	ES	Futures	3865.02	3865.86	3862.22	3863.62	1192.0
2020-10-09 02:40:00	ES	Futures	3863.9	3863.9	3861.38	3861.94	1783.0
2020-10-09 02:45:00	ES	Futures	3861.94	3862.22	3859.98	3861.66	1608.0
2020-10-09 02:50:00	ES	Futures	3861.66	3862.22	3860.26	3861.94	938.0
2020-10-09 02:55:00	ES	Futures	3861.94	3862.22	3860.82	3861.66	1004.0
2020-10-09 03:00:00	ES	Futures	3861.94	3865.3	3861.66	3864.46	2073.0
2020-10-09 03:05:00	ES	Futures	3864.46	3867.82	3863.9	3866.98	2429.0
2020-10-09 03:10:00	ES	Futures	3866.98	3868.11	3865.86	3865.86	2037.0
2020-10-09 03:15:00	ES	Futures	3866.14	3866.42	3864.74	3865.3	1366.0
2020-10-09 03:20:00	ES	Futures	3865.3	3866.98	3864.74	3866.7	1116.0
2020-10-09 03:25:00	ES	Futures	3866.7	3867.54	3865.3	3867.26	1160.0
2020-10-09 03:30:00	ES	Futures	3867.54	3868.39	3866.14	3866.42	1395.0
2020-10-09 03:35:00	ES	Futures	3866.14	3868.11	3865.58	3867.26	1331.0
2020-10-09 03:40:00	ES	Futures	3867.26	3868.39	3866.14	3867.54	1355.0
2020-10-09 03:45:00	ES	Futures	3867.54	3867.82	3864.74	3865.3	1597.0
2020-10-09 03:50:00	ES	Futures	3865.3	3866.14	3864.46	3865.86	812.0
2020-10-09 03:55:00	ES	Futures	3866.14	3867.54	3864.46	3866.14	1458.0
2020-10-09 04:00:00	ES	Futures	3866.42	3868.39	3865.02	3867.82	1524.0
2020-10-09 04:05:00	ES	Futures	3867.54	3868.11	3866.14	3866.14	988.0

> showing 50 of 14,601 rows — these rows as CSV

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