PREVIEW / futures_5min / 2020-01-01

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-01.parquet
  size:    56 KB
  rows:    3,029

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
2020-01-01 18:00:00	ES	Futures	3508.8	3509.9	3505.8	3507.2	5550.0
2020-01-01 18:05:00	ES	Futures	3507.2	3509.9	3506.9	3509.6	1576.0
2020-01-01 18:10:00	ES	Futures	3509.6	3511.2	3509.6	3511.2	2188.0
2020-01-01 18:15:00	ES	Futures	3511.2	3511.8	3510.7	3511.8	1092.0
2020-01-01 18:20:00	ES	Futures	3511.5	3512.6	3511.2	3511.5	1547.0
2020-01-01 18:25:00	ES	Futures	3511.5	3512.8	3510.9	3512.3	646.0
2020-01-01 18:30:00	ES	Futures	3512.6	3512.6	3511.5	3511.5	530.0
2020-01-01 18:35:00	ES	Futures	3511.5	3511.8	3510.4	3510.7	1049.0
2020-01-01 18:40:00	ES	Futures	3510.7	3510.7	3510.1	3510.4	548.0
2020-01-01 18:45:00	ES	Futures	3510.1	3510.9	3510.1	3510.7	457.0
2020-01-01 18:50:00	ES	Futures	3510.9	3510.9	3509.6	3509.9	674.0
2020-01-01 18:55:00	ES	Futures	3509.9	3509.9	3509.3	3509.3	369.0
2020-01-01 19:00:00	ES	Futures	3509.6	3510.1	3509.1	3509.1	1005.0
2020-01-01 19:05:00	ES	Futures	3509.1	3509.3	3508.8	3509.3	432.0
2020-01-01 19:10:00	ES	Futures	3509.3	3509.6	3509.1	3509.3	296.0
2020-01-01 19:15:00	ES	Futures	3509.1	3509.6	3508.8	3509.6	588.0
2020-01-01 19:20:00	ES	Futures	3509.6	3509.6	3509.1	3509.1	426.0
2020-01-01 19:25:00	ES	Futures	3509.3	3509.9	3509.3	3509.6	354.0
2020-01-01 19:30:00	ES	Futures	3509.9	3510.7	3509.9	3510.4	490.0
2020-01-01 19:35:00	ES	Futures	3510.1	3510.7	3510.1	3510.4	271.0
2020-01-01 19:40:00	ES	Futures	3510.4	3510.9	3510.1	3510.7	425.0
2020-01-01 19:45:00	ES	Futures	3510.4	3510.9	3510.4	3510.9	146.0
2020-01-01 19:50:00	ES	Futures	3510.7	3511.2	3510.7	3510.9	250.0
2020-01-01 19:55:00	ES	Futures	3510.7	3510.9	3510.4	3510.7	595.0
2020-01-01 20:00:00	ES	Futures	3510.9	3512.0	3510.9	3512.0	1112.0
2020-01-01 20:05:00	ES	Futures	3512.3	3512.6	3511.2	3511.5	1021.0
2020-01-01 20:10:00	ES	Futures	3511.5	3511.5	3510.9	3510.9	527.0
2020-01-01 20:15:00	ES	Futures	3510.9	3510.9	3508.2	3508.5	2832.0
2020-01-01 20:20:00	ES	Futures	3508.5	3509.3	3507.7	3509.3	1209.0
2020-01-01 20:25:00	ES	Futures	3509.1	3509.6	3508.8	3509.1	759.0
2020-01-01 20:30:00	ES	Futures	3509.1	3510.1	3508.8	3509.1	872.0
2020-01-01 20:35:00	ES	Futures	3509.1	3510.7	3509.1	3510.1	854.0
2020-01-01 20:40:00	ES	Futures	3510.1	3510.1	3509.6	3509.6	317.0
2020-01-01 20:45:00	ES	Futures	3509.3	3510.1	3509.3	3510.1	368.0
2020-01-01 20:50:00	ES	Futures	3510.1	3510.1	3509.1	3510.1	715.0
2020-01-01 20:55:00	ES	Futures	3510.1	3510.4	3509.6	3510.4	558.0
2020-01-01 21:00:00	ES	Futures	3510.4	3511.8	3509.9	3511.8	977.0
2020-01-01 21:05:00	ES	Futures	3511.8	3511.8	3510.7	3510.9	697.0
2020-01-01 21:10:00	ES	Futures	3511.2	3511.5	3510.9	3510.9	358.0
2020-01-01 21:15:00	ES	Futures	3511.2	3511.8	3510.7	3510.7	485.0
2020-01-01 21:20:00	ES	Futures	3510.4	3511.2	3510.4	3511.2	325.0
2020-01-01 21:25:00	ES	Futures	3511.2	3511.5	3510.7	3511.5	221.0
2020-01-01 21:30:00	ES	Futures	3511.2	3512.0	3511.2	3511.8	718.0
2020-01-01 21:35:00	ES	Futures	3512.0	3512.0	3511.5	3512.0	500.0
2020-01-01 21:40:00	ES	Futures	3512.0	3512.0	3511.2	3511.5	280.0
2020-01-01 21:45:00	ES	Futures	3511.5	3511.5	3511.2	3511.5	205.0
2020-01-01 21:50:00	ES	Futures	3511.5	3511.8	3511.2	3511.5	210.0
2020-01-01 21:55:00	ES	Futures	3511.5	3511.8	3511.2	3511.5	98.0
2020-01-01 22:00:00	ES	Futures	3511.2	3512.0	3511.2	3512.0	178.0
2020-01-01 22:05:00	ES	Futures	3512.0	3512.0	3511.5	3512.0	385.0

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