PREVIEW / futures_5min / 2020-10-22

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-22.parquet
  size:    305 KB
  rows:    18,220

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
2020-10-22 00:00:00	ES	Futures	3815.45	3817.13	3815.17	3816.85	496.0
2020-10-22 00:05:00	ES	Futures	3816.57	3817.41	3815.45	3817.13	471.0
2020-10-22 00:10:00	ES	Futures	3817.13	3819.65	3816.57	3818.53	790.0
2020-10-22 00:15:00	ES	Futures	3818.81	3819.09	3817.97	3818.81	778.0
2020-10-22 00:20:00	ES	Futures	3819.09	3820.21	3817.97	3817.97	513.0
2020-10-22 00:25:00	ES	Futures	3818.25	3818.81	3817.69	3817.97	332.0
2020-10-22 00:30:00	ES	Futures	3817.97	3817.97	3816.85	3816.85	379.0
2020-10-22 00:35:00	ES	Futures	3816.85	3817.69	3816.57	3817.41	303.0
2020-10-22 00:40:00	ES	Futures	3817.41	3818.81	3817.13	3818.81	375.0
2020-10-22 00:45:00	ES	Futures	3818.81	3819.09	3818.25	3818.53	444.0
2020-10-22 00:50:00	ES	Futures	3818.53	3818.53	3817.69	3818.25	184.0
2020-10-22 00:55:00	ES	Futures	3817.97	3817.97	3817.13	3817.97	523.0
2020-10-22 01:00:00	ES	Futures	3817.97	3820.77	3817.13	3820.21	1051.0
2020-10-22 01:05:00	ES	Futures	3820.21	3824.41	3820.21	3823.85	1190.0
2020-10-22 01:10:00	ES	Futures	3823.85	3825.81	3823.29	3824.69	1105.0
2020-10-22 01:15:00	ES	Futures	3824.97	3826.09	3824.13	3824.97	640.0
2020-10-22 01:20:00	ES	Futures	3824.97	3825.81	3824.41	3824.69	496.0
2020-10-22 01:25:00	ES	Futures	3824.69	3831.41	3824.69	3830.29	2766.0
2020-10-22 01:30:00	ES	Futures	3830.01	3830.29	3828.61	3828.61	1032.0
2020-10-22 01:35:00	ES	Futures	3828.89	3829.17	3827.21	3827.77	911.0
2020-10-22 01:40:00	ES	Futures	3827.77	3828.89	3827.21	3828.05	459.0
2020-10-22 01:45:00	ES	Futures	3828.05	3828.05	3825.53	3825.81	356.0
2020-10-22 01:50:00	ES	Futures	3825.81	3826.09	3822.17	3823.57	981.0
2020-10-22 01:55:00	ES	Futures	3823.57	3824.69	3822.17	3823.57	545.0
2020-10-22 02:00:00	ES	Futures	3823.57	3827.49	3823.01	3826.93	1564.0
2020-10-22 02:05:00	ES	Futures	3826.65	3829.17	3826.09	3828.61	917.0
2020-10-22 02:10:00	ES	Futures	3828.61	3830.29	3828.05	3828.89	1072.0
2020-10-22 02:15:00	ES	Futures	3828.89	3831.13	3828.33	3829.73	929.0
2020-10-22 02:20:00	ES	Futures	3829.73	3830.85	3828.61	3828.89	859.0
2020-10-22 02:25:00	ES	Futures	3829.17	3829.17	3825.81	3825.81	878.0
2020-10-22 02:30:00	ES	Futures	3826.09	3828.89	3826.09	3826.93	719.0
2020-10-22 02:35:00	ES	Futures	3826.93	3827.77	3825.25	3825.81	604.0
2020-10-22 02:40:00	ES	Futures	3826.09	3828.89	3825.53	3827.49	764.0
2020-10-22 02:45:00	ES	Futures	3827.49	3828.33	3825.25	3827.49	791.0
2020-10-22 02:50:00	ES	Futures	3827.21	3827.49	3824.97	3824.97	566.0
2020-10-22 02:55:00	ES	Futures	3824.97	3826.93	3824.41	3826.37	1234.0
2020-10-22 03:00:00	ES	Futures	3826.37	3828.05	3821.61	3822.17	4431.0
2020-10-22 03:05:00	ES	Futures	3822.17	3824.41	3820.77	3821.89	3161.0
2020-10-22 03:10:00	ES	Futures	3821.89	3822.17	3818.53	3820.21	3999.0
2020-10-22 03:15:00	ES	Futures	3820.21	3823.85	3819.09	3821.61	2651.0
2020-10-22 03:20:00	ES	Futures	3821.33	3823.85	3817.69	3823.01	2696.0
2020-10-22 03:25:00	ES	Futures	3823.01	3825.25	3821.33	3824.41	1713.0
2020-10-22 03:30:00	ES	Futures	3824.41	3826.65	3821.89	3826.09	2147.0
2020-10-22 03:35:00	ES	Futures	3826.37	3828.33	3825.81	3826.65	1836.0
2020-10-22 03:40:00	ES	Futures	3826.65	3828.05	3825.25	3825.81	1606.0
2020-10-22 03:45:00	ES	Futures	3825.53	3826.09	3822.17	3824.97	2119.0
2020-10-22 03:50:00	ES	Futures	3824.97	3828.05	3824.13	3827.21	1541.0
2020-10-22 03:55:00	ES	Futures	3827.49	3831.41	3827.21	3830.85	2188.0
2020-10-22 04:00:00	ES	Futures	3830.85	3831.41	3829.45	3831.13	2573.0
2020-10-22 04:05:00	ES	Futures	3831.13	3831.41	3828.89	3829.73	2144.0

> showing 50 of 18,220 rows — these rows as CSV

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