PREVIEW / futures_5min / 2020-01-02

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-02.parquet
  size:    296 KB
  rows:    17,510

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
2020-01-02 00:00:00	ES	Futures	3511.8	3512.0	3511.5	3511.8	264.0
2020-01-02 00:05:00	ES	Futures	3511.8	3511.8	3511.2	3511.2	388.0
2020-01-02 00:10:00	ES	Futures	3511.5	3511.8	3511.2	3511.2	202.0
2020-01-02 00:15:00	ES	Futures	3511.2	3511.8	3510.9	3511.2	445.0
2020-01-02 00:20:00	ES	Futures	3511.2	3511.2	3510.9	3511.2	190.0
2020-01-02 00:25:00	ES	Futures	3510.9	3510.9	3510.7	3510.7	142.0
2020-01-02 00:30:00	ES	Futures	3510.7	3510.9	3510.4	3510.7	446.0
2020-01-02 00:35:00	ES	Futures	3510.7	3511.5	3510.7	3511.5	128.0
2020-01-02 00:40:00	ES	Futures	3511.5	3511.8	3511.2	3511.5	233.0
2020-01-02 00:45:00	ES	Futures	3511.5	3511.8	3511.2	3511.5	250.0
2020-01-02 00:50:00	ES	Futures	3511.5	3512.0	3511.5	3511.8	319.0
2020-01-02 00:55:00	ES	Futures	3511.8	3512.3	3511.5	3512.3	234.0
2020-01-02 01:00:00	ES	Futures	3512.3	3512.6	3511.8	3511.8	399.0
2020-01-02 01:05:00	ES	Futures	3511.8	3512.3	3511.8	3511.8	121.0
2020-01-02 01:10:00	ES	Futures	3511.8	3512.0	3511.2	3511.5	286.0
2020-01-02 01:15:00	ES	Futures	3511.2	3512.0	3511.2	3512.0	79.0
2020-01-02 01:20:00	ES	Futures	3512.0	3512.0	3511.5	3512.0	162.0
2020-01-02 01:25:00	ES	Futures	3512.3	3512.3	3511.5	3511.5	168.0
2020-01-02 01:30:00	ES	Futures	3511.8	3511.8	3511.5	3511.8	202.0
2020-01-02 01:35:00	ES	Futures	3511.5	3511.8	3511.2	3511.8	216.0
2020-01-02 01:40:00	ES	Futures	3511.8	3511.8	3511.5	3511.5	165.0
2020-01-02 01:45:00	ES	Futures	3511.5	3511.8	3511.5	3511.5	116.0
2020-01-02 01:50:00	ES	Futures	3511.5	3512.6	3511.5	3512.6	198.0
2020-01-02 01:55:00	ES	Futures	3512.3	3512.6	3512.0	3512.0	443.0
2020-01-02 02:00:00	ES	Futures	3512.3	3513.7	3512.0	3512.6	1670.0
2020-01-02 02:05:00	ES	Futures	3512.6	3513.1	3512.3	3512.8	671.0
2020-01-02 02:10:00	ES	Futures	3513.1	3513.1	3512.6	3513.1	955.0
2020-01-02 02:15:00	ES	Futures	3513.1	3515.0	3513.1	3514.7	1614.0
2020-01-02 02:20:00	ES	Futures	3514.5	3515.0	3514.5	3514.7	1184.0
2020-01-02 02:25:00	ES	Futures	3515.0	3515.0	3514.5	3514.5	455.0
2020-01-02 02:30:00	ES	Futures	3514.5	3515.0	3514.2	3514.7	775.0
2020-01-02 02:35:00	ES	Futures	3514.7	3515.3	3514.7	3515.0	535.0
2020-01-02 02:40:00	ES	Futures	3515.0	3515.0	3514.5	3515.0	411.0
2020-01-02 02:45:00	ES	Futures	3515.0	3515.8	3515.0	3515.6	756.0
2020-01-02 02:50:00	ES	Futures	3515.8	3515.8	3515.0	3515.0	666.0
2020-01-02 02:55:00	ES	Futures	3515.3	3515.3	3514.7	3515.3	734.0
2020-01-02 03:00:00	ES	Futures	3515.3	3516.1	3514.5	3515.6	2878.0
2020-01-02 03:05:00	ES	Futures	3515.6	3516.4	3515.3	3515.8	2725.0
2020-01-02 03:10:00	ES	Futures	3515.8	3517.5	3515.8	3516.9	3262.0
2020-01-02 03:15:00	ES	Futures	3516.6	3516.9	3516.4	3516.6	1929.0
2020-01-02 03:20:00	ES	Futures	3516.9	3517.2	3515.6	3515.8	2068.0
2020-01-02 03:25:00	ES	Futures	3515.8	3516.1	3515.0	3515.3	1632.0
2020-01-02 03:30:00	ES	Futures	3515.3	3516.1	3515.3	3515.6	1137.0
2020-01-02 03:35:00	ES	Futures	3515.3	3516.4	3515.3	3515.8	1773.0
2020-01-02 03:40:00	ES	Futures	3515.8	3516.6	3515.0	3515.6	1788.0
2020-01-02 03:45:00	ES	Futures	3515.6	3515.8	3514.7	3515.3	1469.0
2020-01-02 03:50:00	ES	Futures	3515.6	3520.7	3515.6	3519.4	7936.0
2020-01-02 03:55:00	ES	Futures	3519.4	3520.7	3518.5	3519.9	3231.0
2020-01-02 04:00:00	ES	Futures	3519.9	3521.0	3519.6	3520.7	3320.0
2020-01-02 04:05:00	ES	Futures	3520.7	3521.8	3520.4	3521.0	3294.0

> showing 50 of 17,510 rows — these rows as CSV

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