PREVIEW / futures_5min / 2020-10-21

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-21.parquet
  size:    310 KB
  rows:    18,266

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
2020-10-21 00:00:00	ES	Futures	3870.63	3871.75	3870.07	3870.91	519.0
2020-10-21 00:05:00	ES	Futures	3870.91	3870.91	3869.79	3870.07	225.0
2020-10-21 00:10:00	ES	Futures	3869.79	3870.63	3869.23	3870.07	279.0
2020-10-21 00:15:00	ES	Futures	3870.07	3870.63	3869.51	3870.35	216.0
2020-10-21 00:20:00	ES	Futures	3870.63	3871.47	3869.51	3871.19	239.0
2020-10-21 00:25:00	ES	Futures	3870.91	3873.15	3870.91	3872.31	629.0
2020-10-21 00:30:00	ES	Futures	3872.31	3872.59	3871.19	3872.59	541.0
2020-10-21 00:35:00	ES	Futures	3872.59	3873.71	3871.75	3872.31	702.0
2020-10-21 00:40:00	ES	Futures	3872.31	3872.87	3871.75	3871.75	212.0
2020-10-21 00:45:00	ES	Futures	3872.03	3872.03	3871.47	3871.75	205.0
2020-10-21 00:50:00	ES	Futures	3871.47	3871.75	3870.07	3871.19	601.0
2020-10-21 00:55:00	ES	Futures	3871.47	3871.75	3870.91	3871.47	1202.0
2020-10-21 01:00:00	ES	Futures	3871.47	3873.43	3871.19	3872.31	676.0
2020-10-21 01:05:00	ES	Futures	3872.31	3872.87	3869.51	3869.51	1212.0
2020-10-21 01:10:00	ES	Futures	3869.51	3870.07	3868.67	3869.79	543.0
2020-10-21 01:15:00	ES	Futures	3870.07	3870.35	3867.82	3868.11	902.0
2020-10-21 01:20:00	ES	Futures	3868.39	3868.39	3864.18	3865.58	1201.0
2020-10-21 01:25:00	ES	Futures	3865.58	3865.86	3863.62	3864.74	568.0
2020-10-21 01:30:00	ES	Futures	3864.74	3865.3	3863.06	3863.9	1700.0
2020-10-21 01:35:00	ES	Futures	3863.9	3863.9	3860.82	3862.5	929.0
2020-10-21 01:40:00	ES	Futures	3862.5	3864.74	3862.5	3864.74	423.0
2020-10-21 01:45:00	ES	Futures	3864.74	3864.74	3863.62	3863.9	236.0
2020-10-21 01:50:00	ES	Futures	3863.62	3864.74	3863.06	3864.74	395.0
2020-10-21 01:55:00	ES	Futures	3864.74	3865.86	3864.18	3864.18	983.0
2020-10-21 02:00:00	ES	Futures	3864.46	3865.58	3862.78	3865.02	1908.0
2020-10-21 02:05:00	ES	Futures	3865.02	3865.58	3863.34	3865.3	560.0
2020-10-21 02:10:00	ES	Futures	3865.3	3869.23	3865.02	3868.95	1034.0
2020-10-21 02:15:00	ES	Futures	3868.95	3869.51	3868.11	3869.51	1096.0
2020-10-21 02:20:00	ES	Futures	3869.51	3870.35	3868.95	3870.07	1360.0
2020-10-21 02:25:00	ES	Futures	3870.07	3871.19	3869.51	3870.91	883.0
2020-10-21 02:30:00	ES	Futures	3870.91	3871.19	3869.51	3870.07	675.0
2020-10-21 02:35:00	ES	Futures	3870.35	3870.91	3869.79	3870.63	329.0
2020-10-21 02:40:00	ES	Futures	3870.35	3873.71	3870.35	3872.87	1009.0
2020-10-21 02:45:00	ES	Futures	3872.87	3872.87	3871.75	3872.03	577.0
2020-10-21 02:50:00	ES	Futures	3872.03	3872.31	3870.07	3870.35	1011.0
2020-10-21 02:55:00	ES	Futures	3870.35	3871.75	3867.82	3868.67	1318.0
2020-10-21 03:00:00	ES	Futures	3868.95	3868.95	3863.34	3863.9	3529.0
2020-10-21 03:05:00	ES	Futures	3863.9	3865.02	3861.94	3862.5	2327.0
2020-10-21 03:10:00	ES	Futures	3862.22	3862.5	3857.46	3859.7	3880.0
2020-10-21 03:15:00	ES	Futures	3859.98	3859.98	3855.78	3859.98	3180.0
2020-10-21 03:20:00	ES	Futures	3859.98	3859.98	3856.62	3857.74	2235.0
2020-10-21 03:25:00	ES	Futures	3857.46	3859.42	3854.38	3858.58	2170.0
2020-10-21 03:30:00	ES	Futures	3858.86	3860.54	3855.78	3860.26	1805.0
2020-10-21 03:35:00	ES	Futures	3860.26	3861.1	3858.02	3859.98	994.0
2020-10-21 03:40:00	ES	Futures	3859.98	3859.98	3854.1	3854.94	2350.0
2020-10-21 03:45:00	ES	Futures	3854.66	3854.94	3849.9	3851.86	3919.0
2020-10-21 03:50:00	ES	Futures	3852.14	3853.26	3849.06	3852.98	2055.0
2020-10-21 03:55:00	ES	Futures	3853.26	3856.06	3852.7	3855.22	1545.0
2020-10-21 04:00:00	ES	Futures	3854.94	3856.62	3852.7	3853.82	1836.0
2020-10-21 04:05:00	ES	Futures	3853.82	3853.82	3849.34	3851.86	2116.0

> showing 50 of 18,266 rows — these rows as CSV

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