PREVIEW / futures_5min / 2020-10-19

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-19.parquet
  size:    297 KB
  rows:    17,835

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
2020-10-19 00:00:00	ES	Futures	3903.68	3904.52	3903.68	3904.24	239.0
2020-10-19 00:05:00	ES	Futures	3904.24	3905.92	3903.96	3905.64	395.0
2020-10-19 00:10:00	ES	Futures	3905.64	3906.48	3905.36	3906.2	284.0
2020-10-19 00:15:00	ES	Futures	3906.2	3906.48	3904.8	3905.64	403.0
2020-10-19 00:20:00	ES	Futures	3905.36	3905.36	3904.24	3904.8	211.0
2020-10-19 00:25:00	ES	Futures	3905.08	3905.64	3905.08	3905.08	163.0
2020-10-19 00:30:00	ES	Futures	3905.36	3905.36	3903.12	3903.96	420.0
2020-10-19 00:35:00	ES	Futures	3903.68	3904.52	3903.68	3904.52	134.0
2020-10-19 00:40:00	ES	Futures	3904.24	3905.36	3903.68	3904.8	298.0
2020-10-19 00:45:00	ES	Futures	3905.08	3905.36	3903.96	3904.52	392.0
2020-10-19 00:50:00	ES	Futures	3904.52	3904.8	3902.84	3904.24	488.0
2020-10-19 00:55:00	ES	Futures	3904.24	3905.08	3903.96	3904.8	168.0
2020-10-19 01:00:00	ES	Futures	3904.8	3906.2	3903.96	3905.92	520.0
2020-10-19 01:05:00	ES	Futures	3905.92	3906.76	3905.64	3906.76	417.0
2020-10-19 01:10:00	ES	Futures	3906.48	3907.32	3905.92	3907.04	583.0
2020-10-19 01:15:00	ES	Futures	3907.04	3907.04	3905.64	3906.48	295.0
2020-10-19 01:20:00	ES	Futures	3906.48	3906.76	3905.92	3906.2	166.0
2020-10-19 01:25:00	ES	Futures	3906.48	3907.04	3905.64	3906.48	385.0
2020-10-19 01:30:00	ES	Futures	3906.2	3907.6	3905.08	3906.2	1249.0
2020-10-19 01:35:00	ES	Futures	3905.92	3906.2	3903.96	3904.24	718.0
2020-10-19 01:40:00	ES	Futures	3904.24	3904.8	3903.68	3904.52	600.0
2020-10-19 01:45:00	ES	Futures	3904.52	3904.8	3903.96	3903.96	324.0
2020-10-19 01:50:00	ES	Futures	3904.24	3905.36	3903.12	3905.08	503.0
2020-10-19 01:55:00	ES	Futures	3905.08	3906.76	3904.24	3905.92	977.0
2020-10-19 02:00:00	ES	Futures	3906.2	3906.48	3904.52	3904.52	579.0
2020-10-19 02:05:00	ES	Futures	3904.8	3906.2	3904.8	3905.36	428.0
2020-10-19 02:10:00	ES	Futures	3905.08	3906.76	3903.96	3904.52	479.0
2020-10-19 02:15:00	ES	Futures	3904.24	3906.2	3904.24	3906.2	356.0
2020-10-19 02:20:00	ES	Futures	3905.92	3905.92	3904.8	3905.08	372.0
2020-10-19 02:25:00	ES	Futures	3905.08	3905.64	3903.96	3904.52	402.0
2020-10-19 02:30:00	ES	Futures	3904.52	3904.52	3902.28	3902.84	793.0
2020-10-19 02:35:00	ES	Futures	3902.84	3904.24	3902.56	3903.96	343.0
2020-10-19 02:40:00	ES	Futures	3903.96	3904.52	3903.12	3904.24	461.0
2020-10-19 02:45:00	ES	Futures	3904.52	3905.36	3904.24	3905.08	437.0
2020-10-19 02:50:00	ES	Futures	3904.8	3905.36	3904.52	3905.08	214.0
2020-10-19 02:55:00	ES	Futures	3905.36	3906.48	3905.36	3905.92	681.0
2020-10-19 03:00:00	ES	Futures	3905.92	3915.16	3905.64	3913.76	6924.0
2020-10-19 03:05:00	ES	Futures	3913.48	3917.4	3913.2	3916.28	4476.0
2020-10-19 03:10:00	ES	Futures	3916.28	3916.84	3914.88	3916.56	1943.0
2020-10-19 03:15:00	ES	Futures	3916.56	3917.12	3914.32	3914.6	2068.0
2020-10-19 03:20:00	ES	Futures	3914.6	3916.28	3914.6	3916.0	1246.0
2020-10-19 03:25:00	ES	Futures	3916.0	3916.84	3914.04	3914.32	2286.0
2020-10-19 03:30:00	ES	Futures	3914.32	3915.16	3913.2	3913.2	1838.0
2020-10-19 03:35:00	ES	Futures	3913.48	3915.16	3913.2	3914.88	987.0
2020-10-19 03:40:00	ES	Futures	3914.88	3914.88	3912.92	3912.92	1057.0
2020-10-19 03:45:00	ES	Futures	3912.92	3913.76	3911.52	3912.36	1482.0
2020-10-19 03:50:00	ES	Futures	3912.36	3912.92	3911.24	3911.52	1230.0
2020-10-19 03:55:00	ES	Futures	3911.52	3911.52	3909.28	3909.28	1367.0
2020-10-19 04:00:00	ES	Futures	3909.0	3913.2	3909.0	3909.84	2186.0
2020-10-19 04:05:00	ES	Futures	3909.56	3909.56	3905.36	3908.72	1989.0

> showing 50 of 17,835 rows — these rows as CSV

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