PREVIEW / futures_5min / 2020-10-29

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-29.parquet
  size:    337 KB
  rows:    18,911

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
2020-10-29 00:00:00	ES	Futures	3694.73	3694.73	3693.89	3693.89	511.0
2020-10-29 00:05:00	ES	Futures	3694.17	3694.73	3693.89	3694.73	465.0
2020-10-29 00:10:00	ES	Futures	3694.73	3695.01	3694.17	3694.17	224.0
2020-10-29 00:15:00	ES	Futures	3694.45	3695.57	3694.17	3695.57	444.0
2020-10-29 00:20:00	ES	Futures	3695.29	3696.41	3695.29	3696.41	362.0
2020-10-29 00:25:00	ES	Futures	3696.41	3696.97	3695.85	3695.85	496.0
2020-10-29 00:30:00	ES	Futures	3696.13	3696.13	3694.17	3694.17	474.0
2020-10-29 00:35:00	ES	Futures	3694.17	3695.01	3693.89	3694.73	371.0
2020-10-29 00:40:00	ES	Futures	3694.73	3695.57	3694.17	3695.01	272.0
2020-10-29 00:45:00	ES	Futures	3694.73	3695.57	3694.17	3694.73	337.0
2020-10-29 00:50:00	ES	Futures	3694.73	3696.13	3694.73	3696.13	297.0
2020-10-29 00:55:00	ES	Futures	3696.13	3697.25	3695.85	3696.13	551.0
2020-10-29 01:00:00	ES	Futures	3696.13	3696.69	3693.89	3694.45	896.0
2020-10-29 01:05:00	ES	Futures	3694.45	3695.01	3693.89	3694.73	417.0
2020-10-29 01:10:00	ES	Futures	3694.73	3697.25	3694.45	3696.69	1056.0
2020-10-29 01:15:00	ES	Futures	3696.69	3696.97	3695.29	3696.13	713.0
2020-10-29 01:20:00	ES	Futures	3696.13	3696.13	3694.45	3695.01	650.0
2020-10-29 01:25:00	ES	Futures	3694.73	3695.01	3693.89	3695.01	594.0
2020-10-29 01:30:00	ES	Futures	3695.01	3697.25	3694.73	3696.41	1057.0
2020-10-29 01:35:00	ES	Futures	3696.41	3697.81	3695.85	3696.97	688.0
2020-10-29 01:40:00	ES	Futures	3697.25	3697.25	3695.29	3696.41	536.0
2020-10-29 01:45:00	ES	Futures	3696.41	3697.25	3695.01	3695.57	402.0
2020-10-29 01:50:00	ES	Futures	3695.57	3697.25	3695.29	3696.13	463.0
2020-10-29 01:55:00	ES	Futures	3696.13	3697.81	3696.13	3697.53	686.0
2020-10-29 02:00:00	ES	Futures	3697.81	3698.93	3695.85	3698.93	1469.0
2020-10-29 02:05:00	ES	Futures	3698.93	3698.93	3697.53	3698.65	674.0
2020-10-29 02:10:00	ES	Futures	3698.65	3699.49	3697.81	3699.49	937.0
2020-10-29 02:15:00	ES	Futures	3699.49	3702.57	3698.93	3702.01	1335.0
2020-10-29 02:20:00	ES	Futures	3702.01	3709.29	3701.73	3707.89	2860.0
2020-10-29 02:25:00	ES	Futures	3707.89	3709.01	3707.05	3708.17	1487.0
2020-10-29 02:30:00	ES	Futures	3708.17	3708.17	3705.65	3705.65	1113.0
2020-10-29 02:35:00	ES	Futures	3705.93	3707.33	3704.81	3705.09	1118.0
2020-10-29 02:40:00	ES	Futures	3705.09	3705.93	3703.69	3704.25	812.0
2020-10-29 02:45:00	ES	Futures	3704.25	3705.37	3703.69	3703.69	513.0
2020-10-29 02:50:00	ES	Futures	3703.69	3703.97	3698.65	3698.65	1022.0
2020-10-29 02:55:00	ES	Futures	3698.65	3700.61	3698.37	3699.49	678.0
2020-10-29 03:00:00	ES	Futures	3699.49	3700.05	3692.77	3693.61	3229.0
2020-10-29 03:05:00	ES	Futures	3693.33	3693.33	3688.56	3691.37	3404.0
2020-10-29 03:10:00	ES	Futures	3691.37	3693.61	3690.53	3692.77	1897.0
2020-10-29 03:15:00	ES	Futures	3692.77	3693.33	3689.68	3691.09	1194.0
2020-10-29 03:20:00	ES	Futures	3691.37	3692.49	3689.96	3690.81	1118.0
2020-10-29 03:25:00	ES	Futures	3690.53	3690.53	3687.72	3689.4	1759.0
2020-10-29 03:30:00	ES	Futures	3689.4	3691.65	3679.88	3680.16	4042.0
2020-10-29 03:35:00	ES	Futures	3680.16	3684.36	3679.88	3684.08	2609.0
2020-10-29 03:40:00	ES	Futures	3684.36	3685.48	3682.68	3682.68	1222.0
2020-10-29 03:45:00	ES	Futures	3682.68	3684.36	3679.6	3682.96	1323.0
2020-10-29 03:50:00	ES	Futures	3682.96	3685.48	3681.56	3684.92	2057.0
2020-10-29 03:55:00	ES	Futures	3684.92	3689.12	3684.64	3688.28	2120.0
2020-10-29 04:00:00	ES	Futures	3688.28	3697.81	3686.6	3697.25	7777.0
2020-10-29 04:05:00	ES	Futures	3697.53	3698.37	3692.21	3693.61	4915.0

> showing 50 of 18,911 rows — these rows as CSV

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