PREVIEW / futures_5min / 2020-10-28

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-28.parquet
  size:    340 KB
  rows:    18,952

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
2020-10-28 00:00:00	ES	Futures	3768.67	3769.23	3768.39	3768.67	388.0
2020-10-28 00:05:00	ES	Futures	3768.95	3768.95	3768.11	3768.39	200.0
2020-10-28 00:10:00	ES	Futures	3768.11	3768.39	3766.43	3766.71	662.0
2020-10-28 00:15:00	ES	Futures	3766.71	3766.99	3765.31	3765.31	759.0
2020-10-28 00:20:00	ES	Futures	3765.31	3767.27	3765.31	3767.27	566.0
2020-10-28 00:25:00	ES	Futures	3766.99	3767.27	3766.15	3766.99	327.0
2020-10-28 00:30:00	ES	Futures	3766.71	3767.27	3766.43	3767.27	223.0
2020-10-28 00:35:00	ES	Futures	3767.27	3768.39	3766.99	3768.11	346.0
2020-10-28 00:40:00	ES	Futures	3768.11	3768.67	3767.83	3768.39	219.0
2020-10-28 00:45:00	ES	Futures	3768.39	3768.95	3768.11	3768.39	99.0
2020-10-28 00:50:00	ES	Futures	3768.39	3768.67	3767.83	3768.11	245.0
2020-10-28 00:55:00	ES	Futures	3768.39	3769.79	3768.11	3769.51	708.0
2020-10-28 01:00:00	ES	Futures	3769.79	3770.07	3768.95	3769.23	674.0
2020-10-28 01:05:00	ES	Futures	3769.51	3769.51	3767.83	3767.83	486.0
2020-10-28 01:10:00	ES	Futures	3767.83	3768.95	3767.83	3768.39	261.0
2020-10-28 01:15:00	ES	Futures	3768.67	3769.79	3768.67	3768.67	987.0
2020-10-28 01:20:00	ES	Futures	3768.95	3770.91	3768.95	3770.91	1581.0
2020-10-28 01:25:00	ES	Futures	3770.91	3771.19	3769.79	3770.35	581.0
2020-10-28 01:30:00	ES	Futures	3770.63	3771.19	3770.35	3770.91	507.0
2020-10-28 01:35:00	ES	Futures	3770.63	3770.91	3770.35	3770.63	285.0
2020-10-28 01:40:00	ES	Futures	3770.91	3773.43	3770.63	3773.43	1050.0
2020-10-28 01:45:00	ES	Futures	3773.43	3775.39	3773.15	3774.55	1491.0
2020-10-28 01:50:00	ES	Futures	3774.27	3775.39	3773.71	3773.99	1412.0
2020-10-28 01:55:00	ES	Futures	3773.99	3774.83	3773.71	3773.99	1197.0
2020-10-28 02:00:00	ES	Futures	3773.99	3775.11	3773.99	3774.83	877.0
2020-10-28 02:05:00	ES	Futures	3774.83	3775.67	3773.71	3774.55	1400.0
2020-10-28 02:10:00	ES	Futures	3774.55	3774.83	3772.31	3772.87	1290.0
2020-10-28 02:15:00	ES	Futures	3772.87	3773.43	3772.59	3772.87	568.0
2020-10-28 02:20:00	ES	Futures	3772.87	3773.15	3771.75	3772.31	297.0
2020-10-28 02:25:00	ES	Futures	3772.03	3772.59	3771.75	3772.59	387.0
2020-10-28 02:30:00	ES	Futures	3772.59	3772.87	3771.47	3771.75	556.0
2020-10-28 02:35:00	ES	Futures	3771.75	3773.15	3770.91	3772.87	698.0
2020-10-28 02:40:00	ES	Futures	3772.87	3773.71	3771.75	3773.15	548.0
2020-10-28 02:45:00	ES	Futures	3773.15	3773.71	3772.87	3773.43	379.0
2020-10-28 02:50:00	ES	Futures	3773.43	3773.43	3766.15	3766.15	2073.0
2020-10-28 02:55:00	ES	Futures	3766.15	3767.55	3765.31	3766.99	1411.0
2020-10-28 03:00:00	ES	Futures	3766.99	3768.95	3766.43	3767.27	1968.0
2020-10-28 03:05:00	ES	Futures	3767.27	3768.11	3762.51	3762.79	2914.0
2020-10-28 03:10:00	ES	Futures	3762.79	3762.79	3758.03	3761.67	7281.0
2020-10-28 03:15:00	ES	Futures	3761.67	3761.95	3754.11	3758.03	5293.0
2020-10-28 03:20:00	ES	Futures	3758.31	3758.31	3747.1	3748.5	6251.0
2020-10-28 03:25:00	ES	Futures	3748.5	3753.55	3748.22	3751.87	3490.0
2020-10-28 03:30:00	ES	Futures	3751.87	3752.71	3748.78	3752.43	2730.0
2020-10-28 03:35:00	ES	Futures	3752.43	3752.99	3747.66	3747.66	2241.0
2020-10-28 03:40:00	ES	Futures	3747.94	3752.71	3747.66	3751.03	1842.0
2020-10-28 03:45:00	ES	Futures	3751.31	3756.91	3751.03	3756.07	2675.0
2020-10-28 03:50:00	ES	Futures	3756.35	3756.91	3754.67	3755.79	1207.0
2020-10-28 03:55:00	ES	Futures	3755.51	3756.91	3754.39	3756.07	1658.0
2020-10-28 04:00:00	ES	Futures	3756.07	3761.39	3755.79	3757.75	5490.0
2020-10-28 04:05:00	ES	Futures	3757.47	3758.87	3752.43	3753.83	4782.0

> showing 50 of 18,952 rows — these rows as CSV

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