PREVIEW / futures_5min / 2020-10-26

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-26.parquet
  size:    299 KB
  rows:    18,309

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
2020-10-26 00:00:00	ES	Futures	3846.26	3846.54	3844.86	3845.14	225.0
2020-10-26 00:05:00	ES	Futures	3845.14	3846.54	3843.46	3844.86	648.0
2020-10-26 00:10:00	ES	Futures	3844.86	3845.14	3843.18	3844.86	518.0
2020-10-26 00:15:00	ES	Futures	3844.86	3845.42	3844.58	3844.58	122.0
2020-10-26 00:20:00	ES	Futures	3844.3	3845.14	3844.02	3844.58	88.0
2020-10-26 00:25:00	ES	Futures	3844.3	3844.86	3843.74	3844.58	268.0
2020-10-26 00:30:00	ES	Futures	3844.58	3844.58	3843.18	3843.46	251.0
2020-10-26 00:35:00	ES	Futures	3843.74	3845.14	3843.46	3845.14	229.0
2020-10-26 00:40:00	ES	Futures	3844.86	3845.14	3844.3	3844.3	140.0
2020-10-26 00:45:00	ES	Futures	3844.02	3845.7	3843.74	3845.14	205.0
2020-10-26 00:50:00	ES	Futures	3845.14	3845.42	3844.86	3845.42	165.0
2020-10-26 00:55:00	ES	Futures	3845.42	3845.7	3843.18	3844.3	347.0
2020-10-26 01:00:00	ES	Futures	3844.3	3846.54	3843.74	3846.26	385.0
2020-10-26 01:05:00	ES	Futures	3846.26	3846.26	3845.14	3845.7	318.0
2020-10-26 01:10:00	ES	Futures	3845.98	3848.22	3845.7	3846.54	1170.0
2020-10-26 01:15:00	ES	Futures	3846.82	3847.38	3846.54	3847.1	217.0
2020-10-26 01:20:00	ES	Futures	3846.82	3847.66	3846.26	3847.38	221.0
2020-10-26 01:25:00	ES	Futures	3847.38	3847.94	3846.26	3846.54	312.0
2020-10-26 01:30:00	ES	Futures	3846.54	3847.1	3844.3	3844.3	586.0
2020-10-26 01:35:00	ES	Futures	3844.3	3844.86	3843.74	3844.02	355.0
2020-10-26 01:40:00	ES	Futures	3844.02	3844.3	3842.62	3842.62	525.0
2020-10-26 01:45:00	ES	Futures	3842.9	3842.9	3840.94	3841.78	860.0
2020-10-26 01:50:00	ES	Futures	3841.78	3844.02	3841.78	3843.18	446.0
2020-10-26 01:55:00	ES	Futures	3842.9	3843.18	3839.26	3839.82	1302.0
2020-10-26 02:00:00	ES	Futures	3839.82	3842.06	3839.82	3841.22	1145.0
2020-10-26 02:05:00	ES	Futures	3841.5	3842.06	3840.66	3840.94	363.0
2020-10-26 02:10:00	ES	Futures	3841.22	3842.34	3841.22	3841.78	293.0
2020-10-26 02:15:00	ES	Futures	3841.78	3841.78	3840.94	3841.5	261.0
2020-10-26 02:20:00	ES	Futures	3841.5	3841.78	3840.66	3841.5	187.0
2020-10-26 02:25:00	ES	Futures	3841.5	3841.78	3841.22	3841.22	172.0
2020-10-26 02:30:00	ES	Futures	3841.22	3842.06	3840.66	3841.78	225.0
2020-10-26 02:35:00	ES	Futures	3841.5	3841.78	3840.1	3840.38	335.0
2020-10-26 02:40:00	ES	Futures	3840.38	3841.78	3840.38	3840.94	215.0
2020-10-26 02:45:00	ES	Futures	3841.22	3841.22	3837.85	3839.26	1032.0
2020-10-26 02:50:00	ES	Futures	3839.26	3839.54	3838.42	3838.98	602.0
2020-10-26 02:55:00	ES	Futures	3839.26	3839.26	3837.85	3838.98	403.0
2020-10-26 03:00:00	ES	Futures	3838.98	3840.66	3837.57	3839.54	1678.0
2020-10-26 03:05:00	ES	Futures	3839.82	3839.82	3834.21	3836.45	2900.0
2020-10-26 03:10:00	ES	Futures	3836.45	3836.73	3834.77	3835.05	812.0
2020-10-26 03:15:00	ES	Futures	3835.05	3835.05	3827.77	3829.17	3708.0
2020-10-26 03:20:00	ES	Futures	3828.89	3829.45	3824.13	3825.53	3747.0
2020-10-26 03:25:00	ES	Futures	3825.53	3825.81	3822.73	3825.25	2722.0
2020-10-26 03:30:00	ES	Futures	3825.25	3827.49	3824.41	3827.21	2339.0
2020-10-26 03:35:00	ES	Futures	3827.21	3829.17	3827.21	3827.77	1624.0
2020-10-26 03:40:00	ES	Futures	3827.77	3830.57	3827.21	3829.73	2169.0
2020-10-26 03:45:00	ES	Futures	3829.73	3830.01	3827.49	3830.01	1064.0
2020-10-26 03:50:00	ES	Futures	3830.01	3832.53	3829.73	3830.85	1867.0
2020-10-26 03:55:00	ES	Futures	3830.85	3830.85	3825.81	3826.09	3606.0
2020-10-26 04:00:00	ES	Futures	3826.09	3828.33	3823.29	3827.77	9108.0
2020-10-26 04:05:00	ES	Futures	3828.05	3830.29	3826.09	3829.73	10309.0

> showing 50 of 18,309 rows — these rows as CSV

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