PREVIEW / futures_5min / 2020-10-18

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-18.parquet
  size:    66 KB
  rows:    3,460

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
2020-10-18 18:00:00	ES	Futures	3888.83	3893.31	3887.71	3891.63	4540.0
2020-10-18 18:05:00	ES	Futures	3891.91	3895.55	3891.35	3894.15	1753.0
2020-10-18 18:10:00	ES	Futures	3894.15	3894.71	3893.31	3893.59	622.0
2020-10-18 18:15:00	ES	Futures	3893.59	3896.39	3892.75	3893.31	1407.0
2020-10-18 18:20:00	ES	Futures	3893.31	3895.55	3892.75	3894.71	997.0
2020-10-18 18:25:00	ES	Futures	3894.71	3895.83	3894.43	3894.71	239.0
2020-10-18 18:30:00	ES	Futures	3894.71	3897.51	3894.71	3896.95	895.0
2020-10-18 18:35:00	ES	Futures	3896.95	3897.51	3896.39	3897.23	297.0
2020-10-18 18:40:00	ES	Futures	3897.23	3897.8	3896.67	3897.23	410.0
2020-10-18 18:45:00	ES	Futures	3896.95	3897.23	3896.67	3896.67	469.0
2020-10-18 18:50:00	ES	Futures	3896.67	3897.8	3896.39	3896.39	624.0
2020-10-18 18:55:00	ES	Futures	3896.39	3896.95	3895.55	3896.11	411.0
2020-10-18 19:00:00	ES	Futures	3896.11	3896.39	3894.71	3894.99	437.0
2020-10-18 19:05:00	ES	Futures	3894.99	3897.23	3894.99	3896.11	322.0
2020-10-18 19:10:00	ES	Futures	3896.11	3896.67	3895.83	3896.39	685.0
2020-10-18 19:15:00	ES	Futures	3896.39	3897.51	3895.83	3896.11	288.0
2020-10-18 19:20:00	ES	Futures	3895.83	3896.11	3894.71	3894.99	299.0
2020-10-18 19:25:00	ES	Futures	3894.99	3896.11	3894.71	3895.83	411.0
2020-10-18 19:30:00	ES	Futures	3895.83	3895.83	3893.87	3894.99	515.0
2020-10-18 19:35:00	ES	Futures	3894.99	3898.64	3894.99	3898.36	1049.0
2020-10-18 19:40:00	ES	Futures	3898.36	3898.64	3896.67	3897.23	409.0
2020-10-18 19:45:00	ES	Futures	3897.23	3897.23	3896.39	3896.95	284.0
2020-10-18 19:50:00	ES	Futures	3896.95	3897.23	3896.11	3896.39	208.0
2020-10-18 19:55:00	ES	Futures	3896.67	3896.95	3895.83	3896.11	307.0
2020-10-18 20:00:00	ES	Futures	3896.11	3900.32	3895.83	3899.2	1810.0
2020-10-18 20:05:00	ES	Futures	3898.92	3899.76	3897.8	3897.8	771.0
2020-10-18 20:10:00	ES	Futures	3898.08	3899.2	3897.8	3898.36	499.0
2020-10-18 20:15:00	ES	Futures	3898.64	3899.76	3898.36	3899.48	715.0
2020-10-18 20:20:00	ES	Futures	3899.48	3900.32	3898.92	3899.2	503.0
2020-10-18 20:25:00	ES	Futures	3899.2	3899.48	3898.36	3898.64	460.0
2020-10-18 20:30:00	ES	Futures	3898.64	3899.48	3898.36	3899.48	649.0
2020-10-18 20:35:00	ES	Futures	3899.76	3900.6	3898.36	3898.64	467.0
2020-10-18 20:40:00	ES	Futures	3898.64	3899.48	3898.36	3898.36	345.0
2020-10-18 20:45:00	ES	Futures	3898.36	3899.76	3898.36	3898.92	253.0
2020-10-18 20:50:00	ES	Futures	3898.64	3900.04	3898.64	3899.48	223.0
2020-10-18 20:55:00	ES	Futures	3899.48	3900.6	3898.92	3900.32	354.0
2020-10-18 21:00:00	ES	Futures	3900.32	3901.72	3898.92	3900.32	1236.0
2020-10-18 21:05:00	ES	Futures	3900.6	3900.6	3899.48	3900.6	282.0
2020-10-18 21:10:00	ES	Futures	3900.6	3902.0	3899.48	3901.72	449.0
2020-10-18 21:15:00	ES	Futures	3901.72	3903.96	3901.16	3903.12	1947.0
2020-10-18 21:20:00	ES	Futures	3903.4	3903.68	3902.56	3903.4	602.0
2020-10-18 21:25:00	ES	Futures	3903.4	3904.24	3903.12	3903.68	654.0
2020-10-18 21:30:00	ES	Futures	3903.68	3905.08	3903.4	3904.8	1231.0
2020-10-18 21:35:00	ES	Futures	3904.8	3905.36	3903.68	3905.36	719.0
2020-10-18 21:40:00	ES	Futures	3905.36	3906.2	3904.52	3904.8	783.0
2020-10-18 21:45:00	ES	Futures	3905.08	3905.64	3904.24	3904.52	457.0
2020-10-18 21:50:00	ES	Futures	3904.52	3905.36	3903.96	3904.8	369.0
2020-10-18 21:55:00	ES	Futures	3905.08	3905.92	3897.8	3902.84	2531.0
2020-10-18 22:00:00	ES	Futures	3902.84	3907.32	3902.56	3904.52	2037.0
2020-10-18 22:05:00	ES	Futures	3904.52	3905.36	3902.0	3903.96	848.0

> showing 50 of 3,460 rows — these rows as CSV

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