PREVIEW / futures_5min / 2020-01-05

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-05.parquet
  size:    71 KB
  rows:    3,751

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
2020-01-05 18:00:00	ES	Futures	3490.6	3493.1	3486.6	3487.6	12618.0
2020-01-05 18:05:00	ES	Futures	3487.9	3489.8	3487.4	3489.3	2972.0
2020-01-05 18:10:00	ES	Futures	3489.3	3489.5	3487.1	3489.0	1636.0
2020-01-05 18:15:00	ES	Futures	3489.0	3491.4	3486.3	3490.9	4342.0
2020-01-05 18:20:00	ES	Futures	3490.9	3493.1	3490.6	3491.4	3473.0
2020-01-05 18:25:00	ES	Futures	3491.7	3492.8	3488.7	3489.0	2201.0
2020-01-05 18:30:00	ES	Futures	3489.3	3490.6	3488.7	3490.4	1502.0
2020-01-05 18:35:00	ES	Futures	3490.6	3494.4	3490.1	3492.3	2204.0
2020-01-05 18:40:00	ES	Futures	3492.3	3493.1	3490.9	3492.5	1321.0
2020-01-05 18:45:00	ES	Futures	3492.3	3493.6	3492.0	3493.6	1065.0
2020-01-05 18:50:00	ES	Futures	3493.6	3493.9	3493.1	3493.1	1240.0
2020-01-05 18:55:00	ES	Futures	3493.3	3494.7	3492.5	3494.4	1504.0
2020-01-05 19:00:00	ES	Futures	3494.4	3495.0	3493.1	3494.7	3953.0
2020-01-05 19:05:00	ES	Futures	3495.0	3495.5	3493.6	3494.1	1611.0
2020-01-05 19:10:00	ES	Futures	3494.1	3494.7	3492.8	3493.3	2174.0
2020-01-05 19:15:00	ES	Futures	3493.3	3496.0	3493.1	3495.0	3407.0
2020-01-05 19:20:00	ES	Futures	3495.0	3495.2	3493.1	3493.3	2134.0
2020-01-05 19:25:00	ES	Futures	3493.3	3494.1	3492.8	3493.9	1535.0
2020-01-05 19:30:00	ES	Futures	3493.9	3495.2	3493.3	3494.7	864.0
2020-01-05 19:35:00	ES	Futures	3494.7	3495.0	3490.9	3491.7	1825.0
2020-01-05 19:40:00	ES	Futures	3491.7	3493.6	3491.4	3493.3	1238.0
2020-01-05 19:45:00	ES	Futures	3493.3	3494.1	3493.3	3494.1	705.0
2020-01-05 19:50:00	ES	Futures	3493.9	3494.4	3493.3	3493.3	625.0
2020-01-05 19:55:00	ES	Futures	3493.1	3494.1	3492.3	3493.6	2437.0
2020-01-05 20:00:00	ES	Futures	3493.6	3493.6	3492.0	3492.5	1155.0
2020-01-05 20:05:00	ES	Futures	3492.8	3493.6	3492.0	3492.0	961.0
2020-01-05 20:10:00	ES	Futures	3492.0	3493.1	3491.7	3492.5	1574.0
2020-01-05 20:15:00	ES	Futures	3492.5	3493.3	3490.9	3493.1	2264.0
2020-01-05 20:20:00	ES	Futures	3493.1	3493.3	3492.0	3492.5	732.0
2020-01-05 20:25:00	ES	Futures	3492.5	3492.5	3490.6	3491.4	719.0
2020-01-05 20:30:00	ES	Futures	3491.4	3492.3	3490.6	3491.2	1422.0
2020-01-05 20:35:00	ES	Futures	3491.2	3491.4	3490.4	3490.9	1109.0
2020-01-05 20:40:00	ES	Futures	3490.6	3491.2	3490.1	3491.2	1390.0
2020-01-05 20:45:00	ES	Futures	3490.9	3491.2	3489.8	3490.6	1928.0
2020-01-05 20:50:00	ES	Futures	3490.6	3490.9	3489.3	3489.5	2897.0
2020-01-05 20:55:00	ES	Futures	3489.8	3490.6	3489.5	3490.6	1424.0
2020-01-05 21:00:00	ES	Futures	3490.4	3492.3	3490.4	3492.3	1679.0
2020-01-05 21:05:00	ES	Futures	3492.3	3493.1	3492.0	3492.5	1105.0
2020-01-05 21:10:00	ES	Futures	3492.8	3492.8	3492.0	3492.5	1041.0
2020-01-05 21:15:00	ES	Futures	3492.5	3492.8	3492.0	3492.3	778.0
2020-01-05 21:20:00	ES	Futures	3492.3	3492.5	3490.9	3491.2	1233.0
2020-01-05 21:25:00	ES	Futures	3490.9	3491.4	3490.6	3491.4	661.0
2020-01-05 21:30:00	ES	Futures	3491.2	3492.0	3490.9	3491.7	1206.0
2020-01-05 21:35:00	ES	Futures	3491.7	3491.7	3489.8	3490.4	1852.0
2020-01-05 21:40:00	ES	Futures	3490.4	3490.6	3489.5	3490.1	540.0
2020-01-05 21:45:00	ES	Futures	3490.1	3490.4	3489.8	3490.1	555.0
2020-01-05 21:50:00	ES	Futures	3490.1	3491.7	3489.8	3491.4	771.0
2020-01-05 21:55:00	ES	Futures	3491.4	3491.4	3490.6	3490.9	678.0
2020-01-05 22:00:00	ES	Futures	3490.9	3491.7	3490.9	3491.2	852.0
2020-01-05 22:05:00	ES	Futures	3491.2	3492.0	3491.2	3491.4	284.0

> showing 50 of 3,751 rows — these rows as CSV

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