PREVIEW / futures_5min / 2020-10-23

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-23.parquet
  size:    252 KB
  rows:    14,673

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
2020-10-23 00:00:00	ES	Futures	3868.11	3868.95	3867.54	3867.82	481.0
2020-10-23 00:05:00	ES	Futures	3867.82	3867.82	3866.98	3866.98	310.0
2020-10-23 00:10:00	ES	Futures	3866.98	3867.26	3866.42	3866.7	214.0
2020-10-23 00:15:00	ES	Futures	3866.7	3867.54	3866.7	3866.7	157.0
2020-10-23 00:20:00	ES	Futures	3866.42	3867.26	3866.42	3866.7	128.0
2020-10-23 00:25:00	ES	Futures	3866.7	3867.54	3866.14	3866.42	195.0
2020-10-23 00:30:00	ES	Futures	3866.42	3868.11	3866.42	3866.7	387.0
2020-10-23 00:35:00	ES	Futures	3866.98	3866.98	3865.86	3866.98	321.0
2020-10-23 00:40:00	ES	Futures	3866.98	3866.98	3865.02	3865.86	454.0
2020-10-23 00:45:00	ES	Futures	3865.86	3866.42	3865.3	3866.42	259.0
2020-10-23 00:50:00	ES	Futures	3866.14	3867.54	3866.14	3867.26	289.0
2020-10-23 00:55:00	ES	Futures	3867.54	3868.11	3866.98	3867.54	345.0
2020-10-23 01:00:00	ES	Futures	3867.54	3868.95	3866.7	3866.7	508.0
2020-10-23 01:05:00	ES	Futures	3866.7	3867.26	3866.14	3866.42	350.0
2020-10-23 01:10:00	ES	Futures	3866.42	3867.54	3866.14	3867.26	530.0
2020-10-23 01:15:00	ES	Futures	3867.26	3867.54	3865.58	3865.58	343.0
2020-10-23 01:20:00	ES	Futures	3865.58	3866.42	3863.62	3864.46	882.0
2020-10-23 01:25:00	ES	Futures	3864.46	3864.74	3863.06	3864.46	409.0
2020-10-23 01:30:00	ES	Futures	3864.18	3864.46	3863.34	3863.34	361.0
2020-10-23 01:35:00	ES	Futures	3863.34	3864.18	3863.06	3863.9	243.0
2020-10-23 01:40:00	ES	Futures	3863.62	3865.58	3863.34	3865.02	351.0
2020-10-23 01:45:00	ES	Futures	3865.02	3865.02	3863.62	3863.9	200.0
2020-10-23 01:50:00	ES	Futures	3863.62	3863.9	3860.26	3860.82	1258.0
2020-10-23 01:55:00	ES	Futures	3861.1	3861.38	3859.98	3860.54	724.0
2020-10-23 02:00:00	ES	Futures	3860.82	3860.82	3858.86	3859.42	1138.0
2020-10-23 02:05:00	ES	Futures	3859.42	3859.98	3856.62	3856.9	1115.0
2020-10-23 02:10:00	ES	Futures	3856.62	3857.74	3855.22	3855.78	1550.0
2020-10-23 02:15:00	ES	Futures	3855.78	3856.06	3850.74	3854.66	3882.0
2020-10-23 02:20:00	ES	Futures	3854.94	3856.34	3854.66	3855.5	1004.0
2020-10-23 02:25:00	ES	Futures	3855.22	3856.62	3854.94	3855.78	814.0
2020-10-23 02:30:00	ES	Futures	3855.78	3856.06	3853.54	3855.78	995.0
2020-10-23 02:35:00	ES	Futures	3855.78	3857.18	3855.5	3855.5	1975.0
2020-10-23 02:40:00	ES	Futures	3855.5	3855.78	3853.26	3855.5	915.0
2020-10-23 02:45:00	ES	Futures	3855.22	3856.34	3854.38	3854.38	661.0
2020-10-23 02:50:00	ES	Futures	3854.1	3854.94	3854.1	3854.38	498.0
2020-10-23 02:55:00	ES	Futures	3854.38	3854.94	3853.82	3854.38	928.0
2020-10-23 03:00:00	ES	Futures	3854.66	3858.3	3853.54	3857.46	3621.0
2020-10-23 03:05:00	ES	Futures	3857.18	3859.14	3857.18	3858.02	2266.0
2020-10-23 03:10:00	ES	Futures	3858.02	3859.14	3857.18	3857.18	1559.0
2020-10-23 03:15:00	ES	Futures	3857.18	3859.42	3856.34	3858.58	1776.0
2020-10-23 03:20:00	ES	Futures	3858.58	3861.38	3858.58	3859.7	1629.0
2020-10-23 03:25:00	ES	Futures	3859.98	3861.66	3859.42	3861.1	1562.0
2020-10-23 03:30:00	ES	Futures	3861.38	3872.31	3861.38	3868.67	6330.0
2020-10-23 03:35:00	ES	Futures	3868.67	3872.31	3868.67	3870.35	3407.0
2020-10-23 03:40:00	ES	Futures	3870.35	3870.63	3868.39	3868.95	1863.0
2020-10-23 03:45:00	ES	Futures	3868.95	3870.91	3868.11	3868.95	1593.0
2020-10-23 03:50:00	ES	Futures	3869.23	3871.19	3868.67	3869.51	1537.0
2020-10-23 03:55:00	ES	Futures	3869.51	3872.31	3868.67	3871.19	1872.0
2020-10-23 04:00:00	ES	Futures	3870.91	3874.27	3869.51	3873.99	3065.0
2020-10-23 04:05:00	ES	Futures	3873.99	3875.67	3871.47	3871.47	3126.0

> showing 50 of 14,673 rows — these rows as CSV

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