PREVIEW / futures_5min / 2020-10-25

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-25.parquet
  size:    68 KB
  rows:    3,469

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
2020-10-25 18:00:00	ES	Futures	3860.54	3861.1	3855.78	3857.46	3841.0
2020-10-25 18:05:00	ES	Futures	3857.46	3857.74	3847.38	3848.22	3393.0
2020-10-25 18:10:00	ES	Futures	3848.22	3850.46	3846.54	3848.22	1841.0
2020-10-25 18:15:00	ES	Futures	3847.94	3848.22	3843.46	3845.14	2187.0
2020-10-25 18:20:00	ES	Futures	3845.14	3845.7	3837.29	3839.82	4327.0
2020-10-25 18:25:00	ES	Futures	3839.82	3845.14	3837.57	3844.3	3216.0
2020-10-25 18:30:00	ES	Futures	3844.58	3846.82	3844.58	3846.54	1188.0
2020-10-25 18:35:00	ES	Futures	3846.54	3846.82	3844.02	3845.7	746.0
2020-10-25 18:40:00	ES	Futures	3845.7	3846.82	3844.02	3845.14	778.0
2020-10-25 18:45:00	ES	Futures	3845.42	3847.94	3845.14	3845.14	747.0
2020-10-25 18:50:00	ES	Futures	3845.42	3847.1	3844.86	3845.7	669.0
2020-10-25 18:55:00	ES	Futures	3845.7	3846.54	3843.74	3844.58	529.0
2020-10-25 19:00:00	ES	Futures	3844.86	3848.22	3844.58	3847.94	818.0
2020-10-25 19:05:00	ES	Futures	3847.94	3850.18	3847.1	3849.34	759.0
2020-10-25 19:10:00	ES	Futures	3849.34	3852.7	3849.06	3850.74	1164.0
2020-10-25 19:15:00	ES	Futures	3851.02	3851.86	3849.9	3851.3	483.0
2020-10-25 19:20:00	ES	Futures	3851.3	3852.98	3851.3	3851.86	591.0
2020-10-25 19:25:00	ES	Futures	3851.86	3852.7	3851.02	3852.7	277.0
2020-10-25 19:30:00	ES	Futures	3852.42	3852.98	3851.02	3852.14	475.0
2020-10-25 19:35:00	ES	Futures	3852.14	3852.7	3851.02	3852.42	391.0
2020-10-25 19:40:00	ES	Futures	3852.42	3852.7	3851.58	3852.42	303.0
2020-10-25 19:45:00	ES	Futures	3852.7	3854.66	3852.7	3853.26	953.0
2020-10-25 19:50:00	ES	Futures	3853.26	3854.94	3853.26	3853.54	1316.0
2020-10-25 19:55:00	ES	Futures	3853.54	3853.82	3851.58	3853.26	1677.0
2020-10-25 20:00:00	ES	Futures	3853.26	3855.22	3851.3	3854.38	1386.0
2020-10-25 20:05:00	ES	Futures	3854.38	3856.34	3854.38	3855.5	1876.0
2020-10-25 20:10:00	ES	Futures	3855.5	3855.5	3854.1	3854.66	418.0
2020-10-25 20:15:00	ES	Futures	3854.94	3855.78	3852.7	3852.98	1175.0
2020-10-25 20:20:00	ES	Futures	3853.26	3853.82	3849.34	3852.7	1771.0
2020-10-25 20:25:00	ES	Futures	3852.7	3852.7	3850.18	3851.3	708.0
2020-10-25 20:30:00	ES	Futures	3851.02	3851.86	3850.74	3851.86	282.0
2020-10-25 20:35:00	ES	Futures	3851.58	3852.42	3851.02	3851.86	380.0
2020-10-25 20:40:00	ES	Futures	3851.86	3854.38	3850.74	3853.82	1112.0
2020-10-25 20:45:00	ES	Futures	3853.54	3854.94	3852.98	3854.1	4479.0
2020-10-25 20:50:00	ES	Futures	3854.1	3855.22	3852.98	3854.1	1156.0
2020-10-25 20:55:00	ES	Futures	3854.38	3854.38	3851.3	3852.98	1168.0
2020-10-25 21:00:00	ES	Futures	3853.26	3854.66	3852.42	3853.82	1854.0
2020-10-25 21:05:00	ES	Futures	3853.54	3856.34	3853.26	3854.94	2287.0
2020-10-25 21:10:00	ES	Futures	3854.94	3856.34	3854.66	3856.34	1159.0
2020-10-25 21:15:00	ES	Futures	3856.06	3856.06	3854.38	3854.66	657.0
2020-10-25 21:20:00	ES	Futures	3854.66	3854.94	3852.98	3853.26	1711.0
2020-10-25 21:25:00	ES	Futures	3853.54	3854.1	3852.7	3852.7	464.0
2020-10-25 21:30:00	ES	Futures	3852.7	3852.98	3845.98	3846.82	2515.0
2020-10-25 21:35:00	ES	Futures	3846.82	3847.38	3844.3	3845.7	1169.0
2020-10-25 21:40:00	ES	Futures	3845.98	3846.82	3844.3	3844.58	981.0
2020-10-25 21:45:00	ES	Futures	3844.3	3846.82	3844.3	3845.7	975.0
2020-10-25 21:50:00	ES	Futures	3845.7	3846.26	3845.14	3846.26	401.0
2020-10-25 21:55:00	ES	Futures	3846.26	3848.22	3846.26	3846.54	695.0
2020-10-25 22:00:00	ES	Futures	3846.82	3847.38	3845.7	3846.82	715.0
2020-10-25 22:05:00	ES	Futures	3846.82	3847.66	3846.54	3847.38	269.0

> showing 50 of 3,469 rows — these rows as CSV

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