PREVIEW / futures_5min / 2020-10-11

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-11.parquet
  size:    66 KB
  rows:    3,465

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
2020-10-11 18:00:00	ES	Futures	3884.91	3886.31	3882.11	3884.63	5582.0
2020-10-11 18:05:00	ES	Futures	3884.63	3891.35	3884.35	3887.71	3214.0
2020-10-11 18:10:00	ES	Futures	3887.71	3889.95	3887.43	3888.55	870.0
2020-10-11 18:15:00	ES	Futures	3888.55	3890.79	3888.27	3889.67	723.0
2020-10-11 18:20:00	ES	Futures	3889.39	3890.23	3888.83	3890.23	454.0
2020-10-11 18:25:00	ES	Futures	3890.23	3891.07	3889.67	3890.51	611.0
2020-10-11 18:30:00	ES	Futures	3890.79	3891.07	3888.27	3889.11	661.0
2020-10-11 18:35:00	ES	Futures	3889.39	3889.95	3888.27	3889.39	264.0
2020-10-11 18:40:00	ES	Futures	3889.39	3890.51	3888.83	3889.95	204.0
2020-10-11 18:45:00	ES	Futures	3889.95	3889.95	3888.55	3889.39	249.0
2020-10-11 18:50:00	ES	Futures	3889.39	3889.67	3887.71	3887.71	439.0
2020-10-11 18:55:00	ES	Futures	3887.99	3888.55	3887.71	3888.55	208.0
2020-10-11 19:00:00	ES	Futures	3888.55	3889.95	3887.99	3888.55	486.0
2020-10-11 19:05:00	ES	Futures	3888.27	3889.11	3887.99	3887.99	230.0
2020-10-11 19:10:00	ES	Futures	3887.99	3887.99	3885.47	3886.87	751.0
2020-10-11 19:15:00	ES	Futures	3886.87	3887.43	3884.91	3885.19	823.0
2020-10-11 19:20:00	ES	Futures	3885.47	3886.87	3883.23	3886.03	703.0
2020-10-11 19:25:00	ES	Futures	3886.03	3886.59	3884.91	3885.47	224.0
2020-10-11 19:30:00	ES	Futures	3885.19	3886.31	3884.35	3884.63	588.0
2020-10-11 19:35:00	ES	Futures	3884.63	3886.59	3884.63	3886.31	283.0
2020-10-11 19:40:00	ES	Futures	3886.59	3887.15	3886.31	3886.59	313.0
2020-10-11 19:45:00	ES	Futures	3886.59	3892.19	3886.59	3889.39	2033.0
2020-10-11 19:50:00	ES	Futures	3889.39	3889.95	3887.71	3888.27	1563.0
2020-10-11 19:55:00	ES	Futures	3888.27	3888.83	3887.71	3887.99	353.0
2020-10-11 20:00:00	ES	Futures	3887.99	3888.27	3884.91	3886.87	2897.0
2020-10-11 20:05:00	ES	Futures	3886.87	3886.87	3881.27	3884.35	2542.0
2020-10-11 20:10:00	ES	Futures	3884.35	3885.19	3883.79	3884.63	459.0
2020-10-11 20:15:00	ES	Futures	3884.91	3884.91	3882.11	3884.63	1115.0
2020-10-11 20:20:00	ES	Futures	3884.63	3886.03	3884.35	3886.03	591.0
2020-10-11 20:25:00	ES	Futures	3886.31	3887.43	3886.03	3886.31	618.0
2020-10-11 20:30:00	ES	Futures	3886.59	3889.67	3885.75	3888.55	1014.0
2020-10-11 20:35:00	ES	Futures	3888.55	3889.11	3886.87	3887.43	609.0
2020-10-11 20:40:00	ES	Futures	3887.43	3888.27	3886.87	3887.15	279.0
2020-10-11 20:45:00	ES	Futures	3886.87	3887.71	3885.75	3886.59	675.0
2020-10-11 20:50:00	ES	Futures	3886.59	3887.43	3884.63	3884.91	2644.0
2020-10-11 20:55:00	ES	Futures	3885.19	3886.87	3884.07	3886.31	704.0
2020-10-11 21:00:00	ES	Futures	3886.31	3886.31	3884.07	3884.91	830.0
2020-10-11 21:05:00	ES	Futures	3884.91	3885.47	3884.35	3884.63	348.0
2020-10-11 21:10:00	ES	Futures	3884.63	3886.31	3884.63	3884.91	447.0
2020-10-11 21:15:00	ES	Futures	3884.91	3886.03	3883.51	3886.03	2681.0
2020-10-11 21:20:00	ES	Futures	3885.75	3888.83	3884.91	3887.99	2390.0
2020-10-11 21:25:00	ES	Futures	3887.99	3888.27	3885.75	3886.31	1769.0
2020-10-11 21:30:00	ES	Futures	3886.31	3890.51	3884.91	3888.83	2568.0
2020-10-11 21:35:00	ES	Futures	3889.11	3891.35	3888.83	3891.07	824.0
2020-10-11 21:40:00	ES	Futures	3891.07	3891.91	3890.79	3891.63	600.0
2020-10-11 21:45:00	ES	Futures	3891.35	3892.19	3891.07	3891.91	963.0
2020-10-11 21:50:00	ES	Futures	3892.19	3894.43	3892.19	3894.15	1285.0
2020-10-11 21:55:00	ES	Futures	3894.15	3896.39	3893.87	3894.99	1862.0
2020-10-11 22:00:00	ES	Futures	3894.99	3895.55	3893.31	3893.59	830.0
2020-10-11 22:05:00	ES	Futures	3893.87	3893.87	3892.19	3892.47	473.0

> showing 50 of 3,465 rows — these rows as CSV

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