PREVIEW / futures_5min / 2020-10-27

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-27.parquet
  size:    307 KB
  rows:    18,440

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
2020-10-27 00:00:00	ES	Futures	3805.64	3807.04	3805.64	3807.04	366.0
2020-10-27 00:05:00	ES	Futures	3807.04	3807.04	3806.76	3807.04	177.0
2020-10-27 00:10:00	ES	Futures	3807.32	3807.6	3806.76	3806.76	213.0
2020-10-27 00:15:00	ES	Futures	3806.76	3808.16	3806.76	3807.88	192.0
2020-10-27 00:20:00	ES	Futures	3807.88	3807.88	3807.6	3807.88	173.0
2020-10-27 00:25:00	ES	Futures	3807.88	3808.73	3807.32	3808.44	253.0
2020-10-27 00:30:00	ES	Futures	3808.44	3809.57	3807.88	3809.29	809.0
2020-10-27 00:35:00	ES	Futures	3809.29	3809.57	3808.44	3809.29	622.0
2020-10-27 00:40:00	ES	Futures	3809.29	3809.57	3808.44	3809.01	987.0
2020-10-27 00:45:00	ES	Futures	3809.29	3810.97	3808.44	3810.13	859.0
2020-10-27 00:50:00	ES	Futures	3810.13	3811.25	3809.85	3810.41	486.0
2020-10-27 00:55:00	ES	Futures	3810.41	3811.81	3809.01	3810.41	1036.0
2020-10-27 01:00:00	ES	Futures	3810.69	3811.81	3810.13	3810.97	772.0
2020-10-27 01:05:00	ES	Futures	3810.97	3810.97	3808.44	3809.29	965.0
2020-10-27 01:10:00	ES	Futures	3809.29	3810.69	3808.73	3808.73	1447.0
2020-10-27 01:15:00	ES	Futures	3809.01	3810.13	3808.44	3809.01	692.0
2020-10-27 01:20:00	ES	Futures	3809.01	3811.53	3809.01	3810.69	656.0
2020-10-27 01:25:00	ES	Futures	3810.69	3811.25	3809.29	3810.13	944.0
2020-10-27 01:30:00	ES	Futures	3810.13	3810.97	3809.85	3810.13	328.0
2020-10-27 01:35:00	ES	Futures	3810.13	3810.69	3809.57	3810.41	174.0
2020-10-27 01:40:00	ES	Futures	3810.41	3811.53	3809.57	3809.85	306.0
2020-10-27 01:45:00	ES	Futures	3810.13	3811.81	3809.85	3810.97	661.0
2020-10-27 01:50:00	ES	Futures	3810.97	3810.97	3809.57	3810.13	481.0
2020-10-27 01:55:00	ES	Futures	3810.41	3813.21	3809.85	3812.65	1304.0
2020-10-27 02:00:00	ES	Futures	3812.65	3813.21	3810.97	3811.25	993.0
2020-10-27 02:05:00	ES	Futures	3811.25	3812.93	3810.97	3812.65	562.0
2020-10-27 02:10:00	ES	Futures	3812.65	3818.53	3812.65	3818.53	2277.0
2020-10-27 02:15:00	ES	Futures	3818.25	3818.53	3816.85	3817.41	959.0
2020-10-27 02:20:00	ES	Futures	3817.41	3818.25	3817.13	3817.69	786.0
2020-10-27 02:25:00	ES	Futures	3817.41	3817.69	3814.33	3814.61	1387.0
2020-10-27 02:30:00	ES	Futures	3814.89	3814.89	3812.93	3813.49	1365.0
2020-10-27 02:35:00	ES	Futures	3813.77	3814.33	3812.65	3813.49	678.0
2020-10-27 02:40:00	ES	Futures	3813.49	3814.05	3811.81	3812.65	854.0
2020-10-27 02:45:00	ES	Futures	3812.37	3812.93	3811.53	3811.81	518.0
2020-10-27 02:50:00	ES	Futures	3811.81	3813.49	3811.53	3812.37	642.0
2020-10-27 02:55:00	ES	Futures	3812.09	3814.61	3812.09	3814.61	641.0
2020-10-27 03:00:00	ES	Futures	3814.89	3816.01	3811.81	3814.05	1262.0
2020-10-27 03:05:00	ES	Futures	3814.05	3814.05	3809.01	3810.13	1682.0
2020-10-27 03:10:00	ES	Futures	3810.13	3812.37	3810.13	3810.97	683.0
2020-10-27 03:15:00	ES	Futures	3810.97	3813.49	3810.41	3812.65	1348.0
2020-10-27 03:20:00	ES	Futures	3812.65	3814.33	3812.37	3813.21	882.0
2020-10-27 03:25:00	ES	Futures	3813.21	3814.61	3810.13	3810.41	798.0
2020-10-27 03:30:00	ES	Futures	3810.41	3811.53	3809.01	3810.97	1009.0
2020-10-27 03:35:00	ES	Futures	3810.69	3812.65	3809.85	3812.37	515.0
2020-10-27 03:40:00	ES	Futures	3812.09	3813.49	3812.09	3812.65	701.0
2020-10-27 03:45:00	ES	Futures	3812.37	3815.73	3812.37	3815.17	1262.0
2020-10-27 03:50:00	ES	Futures	3815.17	3815.17	3813.49	3814.33	1080.0
2020-10-27 03:55:00	ES	Futures	3814.33	3815.73	3813.21	3814.89	1097.0
2020-10-27 04:00:00	ES	Futures	3814.61	3815.17	3809.85	3810.41	4143.0
2020-10-27 04:05:00	ES	Futures	3810.41	3812.37	3806.76	3807.32	3642.0

> showing 50 of 18,440 rows — these rows as CSV

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