PREVIEW / futures_5min / 2020-10-16

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-16.parquet
  size:    247 KB
  rows:    14,559

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
2020-10-16 00:00:00	ES	Futures	3894.15	3894.99	3893.87	3894.43	464.0
2020-10-16 00:05:00	ES	Futures	3894.43	3894.43	3893.03	3893.87	759.0
2020-10-16 00:10:00	ES	Futures	3893.87	3894.15	3892.19	3892.75	785.0
2020-10-16 00:15:00	ES	Futures	3892.75	3893.31	3892.19	3892.75	389.0
2020-10-16 00:20:00	ES	Futures	3892.75	3893.59	3891.63	3892.19	445.0
2020-10-16 00:25:00	ES	Futures	3892.19	3892.19	3889.11	3889.39	1532.0
2020-10-16 00:30:00	ES	Futures	3889.11	3891.35	3889.11	3890.79	820.0
2020-10-16 00:35:00	ES	Futures	3890.79	3891.35	3889.95	3889.95	532.0
2020-10-16 00:40:00	ES	Futures	3889.95	3891.07	3889.39	3890.79	326.0
2020-10-16 00:45:00	ES	Futures	3890.51	3891.63	3889.95	3891.63	396.0
2020-10-16 00:50:00	ES	Futures	3891.63	3892.19	3891.07	3891.07	422.0
2020-10-16 00:55:00	ES	Futures	3891.07	3891.91	3888.83	3889.95	778.0
2020-10-16 01:00:00	ES	Futures	3889.95	3893.59	3889.95	3893.31	1075.0
2020-10-16 01:05:00	ES	Futures	3893.31	3894.99	3893.31	3894.43	885.0
2020-10-16 01:10:00	ES	Futures	3894.15	3896.11	3894.15	3895.27	560.0
2020-10-16 01:15:00	ES	Futures	3895.27	3896.67	3894.71	3896.11	539.0
2020-10-16 01:20:00	ES	Futures	3895.83	3896.67	3894.99	3895.27	688.0
2020-10-16 01:25:00	ES	Futures	3894.99	3895.55	3894.15	3895.55	499.0
2020-10-16 01:30:00	ES	Futures	3895.55	3896.39	3894.43	3895.27	499.0
2020-10-16 01:35:00	ES	Futures	3895.55	3898.08	3894.15	3897.8	982.0
2020-10-16 01:40:00	ES	Futures	3897.8	3898.92	3896.67	3898.64	770.0
2020-10-16 01:45:00	ES	Futures	3898.64	3898.64	3895.83	3896.95	643.0
2020-10-16 01:50:00	ES	Futures	3896.67	3898.08	3896.39	3897.8	430.0
2020-10-16 01:55:00	ES	Futures	3897.51	3898.08	3896.67	3896.67	314.0
2020-10-16 02:00:00	ES	Futures	3896.39	3897.23	3894.15	3894.71	1296.0
2020-10-16 02:05:00	ES	Futures	3894.43	3894.99	3892.75	3892.75	704.0
2020-10-16 02:10:00	ES	Futures	3892.75	3893.31	3891.63	3891.63	1069.0
2020-10-16 02:15:00	ES	Futures	3891.63	3893.03	3891.35	3892.19	812.0
2020-10-16 02:20:00	ES	Futures	3892.19	3892.47	3891.07	3891.63	981.0
2020-10-16 02:25:00	ES	Futures	3891.63	3892.75	3891.07	3892.47	423.0
2020-10-16 02:30:00	ES	Futures	3892.75	3894.15	3892.19	3893.59	499.0
2020-10-16 02:35:00	ES	Futures	3893.87	3893.87	3892.47	3893.31	756.0
2020-10-16 02:40:00	ES	Futures	3893.31	3894.43	3892.75	3893.87	566.0
2020-10-16 02:45:00	ES	Futures	3893.87	3894.43	3890.51	3891.63	1489.0
2020-10-16 02:50:00	ES	Futures	3891.91	3895.55	3891.63	3895.27	1249.0
2020-10-16 02:55:00	ES	Futures	3895.27	3899.76	3894.15	3899.48	1721.0
2020-10-16 03:00:00	ES	Futures	3899.48	3900.88	3895.83	3896.95	4757.0
2020-10-16 03:05:00	ES	Futures	3896.67	3900.32	3894.99	3897.23	3045.0
2020-10-16 03:10:00	ES	Futures	3896.95	3897.8	3894.99	3896.39	2335.0
2020-10-16 03:15:00	ES	Futures	3896.39	3897.51	3893.87	3894.71	2986.0
2020-10-16 03:20:00	ES	Futures	3894.71	3896.39	3893.31	3893.87	2065.0
2020-10-16 03:25:00	ES	Futures	3894.15	3894.71	3892.47	3893.03	2021.0
2020-10-16 03:30:00	ES	Futures	3893.03	3894.43	3887.99	3888.27	4261.0
2020-10-16 03:35:00	ES	Futures	3888.27	3893.31	3887.99	3892.75	2593.0
2020-10-16 03:40:00	ES	Futures	3892.75	3893.87	3892.47	3893.31	1665.0
2020-10-16 03:45:00	ES	Futures	3893.31	3894.15	3892.19	3893.59	1472.0
2020-10-16 03:50:00	ES	Futures	3893.59	3895.83	3892.47	3893.87	1997.0
2020-10-16 03:55:00	ES	Futures	3893.59	3896.11	3893.59	3895.27	1463.0
2020-10-16 04:00:00	ES	Futures	3894.99	3896.67	3893.59	3895.55	1332.0
2020-10-16 04:05:00	ES	Futures	3895.55	3899.76	3895.55	3897.23	2233.0

> showing 50 of 14,559 rows — these rows as CSV

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