PREVIEW / futures_5min / 2020-10-15

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-15.parquet
  size:    320 KB
  rows:    18,244

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
2020-10-15 00:00:00	ES	Futures	3883.51	3884.35	3882.95	3883.51	278.0
2020-10-15 00:05:00	ES	Futures	3883.23	3883.51	3880.15	3881.83	888.0
2020-10-15 00:10:00	ES	Futures	3881.83	3884.35	3881.83	3884.35	374.0
2020-10-15 00:15:00	ES	Futures	3884.35	3885.19	3883.79	3884.35	234.0
2020-10-15 00:20:00	ES	Futures	3884.07	3885.47	3884.07	3884.35	312.0
2020-10-15 00:25:00	ES	Futures	3884.35	3888.27	3884.35	3887.43	970.0
2020-10-15 00:30:00	ES	Futures	3887.43	3891.63	3887.43	3888.55	1433.0
2020-10-15 00:35:00	ES	Futures	3888.55	3890.23	3887.99	3888.27	1009.0
2020-10-15 00:40:00	ES	Futures	3888.55	3889.39	3887.99	3889.11	523.0
2020-10-15 00:45:00	ES	Futures	3889.39	3890.51	3888.83	3889.39	467.0
2020-10-15 00:50:00	ES	Futures	3889.11	3889.67	3887.99	3888.27	331.0
2020-10-15 00:55:00	ES	Futures	3888.27	3889.39	3887.71	3888.55	450.0
2020-10-15 01:00:00	ES	Futures	3888.83	3891.63	3887.71	3891.07	1029.0
2020-10-15 01:05:00	ES	Futures	3891.07	3891.35	3889.39	3889.67	439.0
2020-10-15 01:10:00	ES	Futures	3889.39	3890.79	3888.27	3889.67	542.0
2020-10-15 01:15:00	ES	Futures	3889.67	3890.79	3888.27	3890.79	444.0
2020-10-15 01:20:00	ES	Futures	3890.51	3890.51	3889.11	3889.95	331.0
2020-10-15 01:25:00	ES	Futures	3889.95	3891.63	3889.95	3890.51	415.0
2020-10-15 01:30:00	ES	Futures	3890.79	3891.07	3889.39	3889.67	426.0
2020-10-15 01:35:00	ES	Futures	3889.67	3893.87	3889.39	3893.31	1053.0
2020-10-15 01:40:00	ES	Futures	3893.31	3894.43	3893.03	3893.59	573.0
2020-10-15 01:45:00	ES	Futures	3893.59	3893.59	3891.63	3892.19	332.0
2020-10-15 01:50:00	ES	Futures	3892.19	3892.75	3891.07	3891.07	269.0
2020-10-15 01:55:00	ES	Futures	3891.35	3891.63	3888.27	3889.11	795.0
2020-10-15 02:00:00	ES	Futures	3889.11	3889.11	3884.07	3885.75	2187.0
2020-10-15 02:05:00	ES	Futures	3885.75	3886.03	3881.55	3882.39	1805.0
2020-10-15 02:10:00	ES	Futures	3882.39	3884.35	3881.55	3882.95	978.0
2020-10-15 02:15:00	ES	Futures	3883.23	3883.79	3880.99	3881.83	1105.0
2020-10-15 02:20:00	ES	Futures	3881.55	3884.63	3881.55	3883.51	628.0
2020-10-15 02:25:00	ES	Futures	3883.23	3884.91	3882.67	3882.95	1034.0
2020-10-15 02:30:00	ES	Futures	3882.95	3884.35	3881.55	3881.83	775.0
2020-10-15 02:35:00	ES	Futures	3881.83	3883.23	3880.15	3880.71	1193.0
2020-10-15 02:40:00	ES	Futures	3880.71	3883.23	3879.59	3881.83	1202.0
2020-10-15 02:45:00	ES	Futures	3881.55	3881.55	3878.47	3879.59	1476.0
2020-10-15 02:50:00	ES	Futures	3879.59	3881.83	3879.31	3881.55	979.0
2020-10-15 02:55:00	ES	Futures	3881.83	3881.83	3877.63	3878.75	3206.0
2020-10-15 03:00:00	ES	Futures	3878.47	3880.99	3877.63	3879.03	5886.0
2020-10-15 03:05:00	ES	Futures	3879.03	3880.43	3877.63	3880.15	3872.0
2020-10-15 03:10:00	ES	Futures	3879.87	3882.95	3877.07	3882.67	3568.0
2020-10-15 03:15:00	ES	Futures	3882.67	3882.95	3877.07	3877.35	3610.0
2020-10-15 03:20:00	ES	Futures	3877.35	3878.19	3875.67	3876.23	6337.0
2020-10-15 03:25:00	ES	Futures	3876.23	3880.99	3875.67	3878.19	3792.0
2020-10-15 03:30:00	ES	Futures	3878.19	3878.47	3875.39	3876.23	3821.0
2020-10-15 03:35:00	ES	Futures	3876.51	3876.79	3874.83	3875.39	2710.0
2020-10-15 03:40:00	ES	Futures	3875.39	3877.63	3874.83	3876.51	3024.0
2020-10-15 03:45:00	ES	Futures	3876.79	3882.11	3875.67	3880.43	3071.0
2020-10-15 03:50:00	ES	Futures	3880.43	3880.43	3877.91	3878.47	2554.0
2020-10-15 03:55:00	ES	Futures	3878.47	3880.99	3877.07	3880.15	2353.0
2020-10-15 04:00:00	ES	Futures	3879.87	3880.15	3874.83	3875.39	3754.0
2020-10-15 04:05:00	ES	Futures	3875.39	3875.95	3873.15	3875.11	4357.0

> showing 50 of 18,244 rows — these rows as CSV

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