PREVIEW / futures_5min / 2020-10-30

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-10-30.parquet
  size:    280 KB
  rows:    15,339

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
2020-10-30 00:00:00	ES	Futures	3667.84	3671.2	3667.84	3669.52	686.0
2020-10-30 00:05:00	ES	Futures	3669.52	3670.08	3669.24	3669.8	285.0
2020-10-30 00:10:00	ES	Futures	3669.8	3670.36	3669.24	3669.24	314.0
2020-10-30 00:15:00	ES	Futures	3669.52	3670.92	3669.24	3670.08	226.0
2020-10-30 00:20:00	ES	Futures	3670.36	3670.64	3668.4	3668.68	510.0
2020-10-30 00:25:00	ES	Futures	3668.68	3669.24	3667.84	3668.4	659.0
2020-10-30 00:30:00	ES	Futures	3668.4	3669.8	3668.12	3668.68	410.0
2020-10-30 00:35:00	ES	Futures	3668.68	3668.96	3667.0	3667.0	431.0
2020-10-30 00:40:00	ES	Futures	3667.0	3668.68	3665.88	3667.84	434.0
2020-10-30 00:45:00	ES	Futures	3667.84	3668.12	3665.04	3665.32	470.0
2020-10-30 00:50:00	ES	Futures	3665.32	3665.88	3663.08	3663.08	1030.0
2020-10-30 00:55:00	ES	Futures	3663.08	3664.48	3661.4	3663.36	764.0
2020-10-30 01:00:00	ES	Futures	3663.08	3664.76	3662.24	3663.92	618.0
2020-10-30 01:05:00	ES	Futures	3663.92	3664.2	3661.4	3661.68	626.0
2020-10-30 01:10:00	ES	Futures	3661.96	3662.24	3655.23	3655.79	2396.0
2020-10-30 01:15:00	ES	Futures	3656.07	3656.35	3643.19	3645.99	5131.0
2020-10-30 01:20:00	ES	Futures	3646.27	3649.35	3644.87	3645.15	1798.0
2020-10-30 01:25:00	ES	Futures	3645.15	3645.99	3638.99	3643.75	3959.0
2020-10-30 01:30:00	ES	Futures	3644.03	3645.99	3642.91	3644.31	1429.0
2020-10-30 01:35:00	ES	Futures	3644.31	3644.59	3636.19	3637.31	3095.0
2020-10-30 01:40:00	ES	Futures	3637.31	3639.55	3633.67	3635.07	3823.0
2020-10-30 01:45:00	ES	Futures	3635.07	3636.75	3632.55	3634.23	2014.0
2020-10-30 01:50:00	ES	Futures	3634.23	3636.19	3627.22	3633.67	5241.0
2020-10-30 01:55:00	ES	Futures	3633.95	3633.95	3627.78	3627.78	4722.0
2020-10-30 02:00:00	ES	Futures	3627.78	3631.43	3620.5	3622.46	7407.0
2020-10-30 02:05:00	ES	Futures	3622.18	3624.98	3617.98	3621.34	4420.0
2020-10-30 02:10:00	ES	Futures	3621.34	3621.9	3614.34	3619.66	4168.0
2020-10-30 02:15:00	ES	Futures	3619.66	3624.98	3618.54	3623.58	3074.0
2020-10-30 02:20:00	ES	Futures	3623.3	3627.78	3622.74	3627.5	2165.0
2020-10-30 02:25:00	ES	Futures	3627.5	3627.5	3619.1	3624.14	2298.0
2020-10-30 02:30:00	ES	Futures	3624.14	3626.38	3621.34	3623.86	1823.0
2020-10-30 02:35:00	ES	Futures	3623.58	3627.22	3620.22	3625.54	2046.0
2020-10-30 02:40:00	ES	Futures	3625.54	3629.46	3625.54	3627.22	2458.0
2020-10-30 02:45:00	ES	Futures	3627.22	3628.62	3621.62	3624.14	1873.0
2020-10-30 02:50:00	ES	Futures	3624.14	3628.06	3623.86	3623.86	1431.0
2020-10-30 02:55:00	ES	Futures	3623.58	3626.66	3621.62	3622.74	1907.0
2020-10-30 03:00:00	ES	Futures	3623.02	3629.46	3622.74	3627.78	3494.0
2020-10-30 03:05:00	ES	Futures	3627.5	3629.46	3625.54	3626.66	2779.0
2020-10-30 03:10:00	ES	Futures	3626.66	3631.99	3625.54	3628.9	2660.0
2020-10-30 03:15:00	ES	Futures	3629.18	3631.15	3628.06	3628.62	1510.0
2020-10-30 03:20:00	ES	Futures	3628.62	3630.58	3625.82	3626.1	1409.0
2020-10-30 03:25:00	ES	Futures	3626.38	3630.3	3623.86	3627.78	2109.0
2020-10-30 03:30:00	ES	Futures	3627.78	3634.51	3627.78	3633.39	2341.0
2020-10-30 03:35:00	ES	Futures	3633.39	3640.67	3632.27	3639.83	3980.0
2020-10-30 03:40:00	ES	Futures	3639.55	3639.55	3633.95	3635.63	2111.0
2020-10-30 03:45:00	ES	Futures	3635.63	3638.99	3635.35	3637.03	2157.0
2020-10-30 03:50:00	ES	Futures	3637.03	3637.31	3633.11	3633.39	2280.0
2020-10-30 03:55:00	ES	Futures	3633.11	3637.59	3630.3	3633.11	2377.0
2020-10-30 04:00:00	ES	Futures	3633.39	3643.19	3632.83	3641.79	7894.0
2020-10-30 04:05:00	ES	Futures	3641.79	3644.87	3638.99	3644.31	5245.0

> showing 50 of 15,339 rows — these rows as CSV

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