PREVIEW / futures_5min / 2020-01-03

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-03.parquet
  size:    254 KB
  rows:    14,833

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
2020-01-03 00:00:00	ES	Futures	3508.8	3510.1	3507.4	3507.7	1212.0
2020-01-03 00:05:00	ES	Futures	3507.7	3507.7	3506.1	3506.3	1257.0
2020-01-03 00:10:00	ES	Futures	3506.3	3506.6	3501.7	3504.2	4057.0
2020-01-03 00:15:00	ES	Futures	3504.2	3504.4	3502.8	3504.2	1282.0
2020-01-03 00:20:00	ES	Futures	3504.4	3505.8	3503.9	3505.0	758.0
2020-01-03 00:25:00	ES	Futures	3505.0	3506.6	3505.0	3506.1	1030.0
2020-01-03 00:30:00	ES	Futures	3506.3	3507.7	3505.8	3507.4	1259.0
2020-01-03 00:35:00	ES	Futures	3507.7	3508.0	3506.6	3507.2	668.0
2020-01-03 00:40:00	ES	Futures	3507.4	3507.4	3505.0	3505.0	796.0
2020-01-03 00:45:00	ES	Futures	3505.3	3506.9	3505.3	3506.3	817.0
2020-01-03 00:50:00	ES	Futures	3506.3	3506.3	3505.3	3505.5	579.0
2020-01-03 00:55:00	ES	Futures	3505.5	3505.8	3503.9	3504.4	978.0
2020-01-03 01:00:00	ES	Futures	3504.7	3505.0	3503.4	3503.6	1346.0
2020-01-03 01:05:00	ES	Futures	3503.4	3503.9	3502.8	3503.6	741.0
2020-01-03 01:10:00	ES	Futures	3503.4	3503.6	3502.5	3503.4	954.0
2020-01-03 01:15:00	ES	Futures	3503.4	3503.4	3502.3	3503.1	555.0
2020-01-03 01:20:00	ES	Futures	3503.1	3503.9	3502.5	3503.6	1053.0
2020-01-03 01:25:00	ES	Futures	3503.4	3503.6	3502.8	3503.1	683.0
2020-01-03 01:30:00	ES	Futures	3503.1	3503.9	3503.1	3503.6	584.0
2020-01-03 01:35:00	ES	Futures	3503.6	3504.7	3503.1	3504.4	964.0
2020-01-03 01:40:00	ES	Futures	3504.4	3504.7	3503.6	3503.9	512.0
2020-01-03 01:45:00	ES	Futures	3504.2	3505.5	3503.9	3504.7	1009.0
2020-01-03 01:50:00	ES	Futures	3504.7	3506.1	3504.7	3505.8	767.0
2020-01-03 01:55:00	ES	Futures	3505.8	3506.1	3505.0	3505.5	1232.0
2020-01-03 02:00:00	ES	Futures	3505.5	3505.8	3502.5	3502.5	2899.0
2020-01-03 02:05:00	ES	Futures	3502.5	3505.0	3502.5	3504.7	1506.0
2020-01-03 02:10:00	ES	Futures	3504.7	3504.7	3503.4	3504.2	840.0
2020-01-03 02:15:00	ES	Futures	3504.2	3505.0	3503.6	3504.4	1106.0
2020-01-03 02:20:00	ES	Futures	3504.2	3504.2	3503.4	3504.2	1739.0
2020-01-03 02:25:00	ES	Futures	3504.2	3506.6	3504.2	3506.1	1531.0
2020-01-03 02:30:00	ES	Futures	3506.3	3506.3	3505.0	3505.5	1711.0
2020-01-03 02:35:00	ES	Futures	3505.5	3505.8	3504.4	3504.7	981.0
2020-01-03 02:40:00	ES	Futures	3504.7	3505.0	3503.9	3504.2	899.0
2020-01-03 02:45:00	ES	Futures	3504.2	3504.4	3497.7	3500.1	7693.0
2020-01-03 02:50:00	ES	Futures	3500.1	3500.7	3497.9	3498.8	3895.0
2020-01-03 02:55:00	ES	Futures	3498.5	3499.3	3497.1	3497.9	5357.0
2020-01-03 03:00:00	ES	Futures	3497.9	3498.5	3493.1	3498.2	13560.0
2020-01-03 03:05:00	ES	Futures	3498.5	3500.7	3497.4	3499.6	5260.0
2020-01-03 03:10:00	ES	Futures	3499.8	3499.8	3498.5	3499.6	3265.0
2020-01-03 03:15:00	ES	Futures	3499.6	3502.0	3499.3	3501.5	3408.0
2020-01-03 03:20:00	ES	Futures	3501.2	3501.2	3499.3	3500.1	1925.0
2020-01-03 03:25:00	ES	Futures	3500.1	3501.7	3499.3	3501.5	1877.0
2020-01-03 03:30:00	ES	Futures	3501.5	3502.3	3500.4	3501.5	2202.0
2020-01-03 03:35:00	ES	Futures	3501.5	3502.0	3500.7	3500.9	1689.0
2020-01-03 03:40:00	ES	Futures	3500.9	3500.9	3498.8	3498.8	1935.0
2020-01-03 03:45:00	ES	Futures	3498.8	3500.9	3497.4	3500.9	3976.0
2020-01-03 03:50:00	ES	Futures	3500.9	3500.9	3498.5	3499.6	2342.0
2020-01-03 03:55:00	ES	Futures	3499.6	3499.6	3497.9	3498.2	1878.0
2020-01-03 04:00:00	ES	Futures	3498.2	3498.8	3496.0	3496.0	4224.0
2020-01-03 04:05:00	ES	Futures	3496.0	3496.9	3494.4	3495.5	2534.0

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