PREVIEW / futures_5min / 2020-10-20

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-20.parquet
  size:    303 KB
  rows:    18,221

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
2020-10-20 00:00:00	ES	Futures	3851.58	3851.58	3849.06	3849.9	516.0
2020-10-20 00:05:00	ES	Futures	3849.62	3849.62	3846.82	3847.38	2247.0
2020-10-20 00:10:00	ES	Futures	3847.66	3847.94	3845.42	3847.38	419.0
2020-10-20 00:15:00	ES	Futures	3847.66	3847.94	3847.1	3847.66	347.0
2020-10-20 00:20:00	ES	Futures	3847.66	3849.9	3847.38	3848.5	743.0
2020-10-20 00:25:00	ES	Futures	3848.78	3850.18	3848.5	3849.9	383.0
2020-10-20 00:30:00	ES	Futures	3849.9	3849.9	3845.42	3846.54	784.0
2020-10-20 00:35:00	ES	Futures	3846.26	3847.66	3844.86	3846.82	355.0
2020-10-20 00:40:00	ES	Futures	3846.54	3847.94	3846.26	3847.38	393.0
2020-10-20 00:45:00	ES	Futures	3847.38	3848.5	3846.54	3847.1	408.0
2020-10-20 00:50:00	ES	Futures	3846.82	3847.66	3846.26	3846.82	167.0
2020-10-20 00:55:00	ES	Futures	3846.54	3846.82	3844.02	3845.7	516.0
2020-10-20 01:00:00	ES	Futures	3845.7	3845.98	3844.02	3845.98	585.0
2020-10-20 01:05:00	ES	Futures	3845.98	3847.94	3845.98	3847.1	770.0
2020-10-20 01:10:00	ES	Futures	3846.82	3847.94	3845.98	3846.82	632.0
2020-10-20 01:15:00	ES	Futures	3847.1	3847.1	3843.74	3844.02	564.0
2020-10-20 01:20:00	ES	Futures	3844.02	3844.3	3842.06	3842.06	662.0
2020-10-20 01:25:00	ES	Futures	3842.06	3842.9	3840.94	3842.62	844.0
2020-10-20 01:30:00	ES	Futures	3842.62	3843.46	3840.94	3843.46	607.0
2020-10-20 01:35:00	ES	Futures	3843.18	3843.46	3842.06	3842.9	346.0
2020-10-20 01:40:00	ES	Futures	3842.62	3849.06	3842.34	3846.26	1437.0
2020-10-20 01:45:00	ES	Futures	3846.26	3846.54	3844.86	3846.54	576.0
2020-10-20 01:50:00	ES	Futures	3846.82	3850.74	3846.26	3849.34	1230.0
2020-10-20 01:55:00	ES	Futures	3849.62	3852.98	3848.22	3849.9	2328.0
2020-10-20 02:00:00	ES	Futures	3850.18	3850.46	3845.42	3845.42	1487.0
2020-10-20 02:05:00	ES	Futures	3845.7	3846.82	3844.58	3846.82	628.0
2020-10-20 02:10:00	ES	Futures	3846.82	3848.5	3846.26	3847.38	881.0
2020-10-20 02:15:00	ES	Futures	3847.66	3850.74	3846.82	3848.22	1219.0
2020-10-20 02:20:00	ES	Futures	3848.22	3850.18	3847.1	3849.9	788.0
2020-10-20 02:25:00	ES	Futures	3850.18	3851.3	3849.62	3849.62	929.0
2020-10-20 02:30:00	ES	Futures	3849.9	3851.86	3849.9	3850.18	1021.0
2020-10-20 02:35:00	ES	Futures	3850.46	3850.46	3848.5	3849.06	784.0
2020-10-20 02:40:00	ES	Futures	3849.06	3850.74	3847.94	3849.62	1074.0
2020-10-20 02:45:00	ES	Futures	3849.62	3849.9	3846.26	3847.1	794.0
2020-10-20 02:50:00	ES	Futures	3847.1	3849.34	3846.54	3848.78	516.0
2020-10-20 02:55:00	ES	Futures	3848.78	3851.02	3848.78	3850.18	1506.0
2020-10-20 03:00:00	ES	Futures	3849.9	3854.38	3849.9	3850.46	4113.0
2020-10-20 03:05:00	ES	Futures	3850.18	3856.06	3849.62	3853.82	2907.0
2020-10-20 03:10:00	ES	Futures	3853.54	3853.54	3850.74	3851.58	1163.0
2020-10-20 03:15:00	ES	Futures	3851.58	3853.54	3848.78	3851.58	1912.0
2020-10-20 03:20:00	ES	Futures	3851.86	3851.86	3849.06	3849.62	1540.0
2020-10-20 03:25:00	ES	Futures	3849.34	3850.74	3846.54	3848.78	1939.0
2020-10-20 03:30:00	ES	Futures	3848.78	3850.46	3847.38	3849.34	1503.0
2020-10-20 03:35:00	ES	Futures	3849.62	3851.58	3848.5	3851.3	910.0
2020-10-20 03:40:00	ES	Futures	3851.3	3854.94	3850.74	3854.66	1780.0
2020-10-20 03:45:00	ES	Futures	3854.66	3856.34	3853.82	3855.22	1483.0
2020-10-20 03:50:00	ES	Futures	3855.22	3856.9	3855.22	3856.06	1923.0
2020-10-20 03:55:00	ES	Futures	3855.78	3857.18	3855.5	3856.34	1261.0
2020-10-20 04:00:00	ES	Futures	3856.34	3859.7	3855.5	3859.42	2599.0
2020-10-20 04:05:00	ES	Futures	3859.42	3859.42	3854.66	3855.22	2119.0

> showing 50 of 18,221 rows — these rows as CSV

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