PREVIEW / futures_5min / 2020-01-06

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-06.parquet
  size:    296 KB
  rows:    17,993

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
2020-01-06 00:00:00	ES	Futures	3499.3	3500.1	3498.8	3499.0	1396.0
2020-01-06 00:05:00	ES	Futures	3499.0	3499.0	3497.7	3498.2	1402.0
2020-01-06 00:10:00	ES	Futures	3497.9	3498.2	3497.7	3498.2	422.0
2020-01-06 00:15:00	ES	Futures	3498.2	3498.5	3497.4	3497.7	466.0
2020-01-06 00:20:00	ES	Futures	3497.7	3498.2	3497.4	3498.2	263.0
2020-01-06 00:25:00	ES	Futures	3498.2	3498.5	3497.9	3498.2	226.0
2020-01-06 00:30:00	ES	Futures	3498.2	3498.2	3497.1	3497.9	541.0
2020-01-06 00:35:00	ES	Futures	3497.9	3498.2	3496.9	3496.9	703.0
2020-01-06 00:40:00	ES	Futures	3496.9	3497.7	3496.9	3497.1	942.0
2020-01-06 00:45:00	ES	Futures	3497.4	3497.9	3497.1	3497.7	395.0
2020-01-06 00:50:00	ES	Futures	3497.4	3497.9	3497.1	3497.7	721.0
2020-01-06 00:55:00	ES	Futures	3497.9	3498.2	3497.1	3497.7	937.0
2020-01-06 01:00:00	ES	Futures	3497.4	3498.2	3496.0	3496.0	1485.0
2020-01-06 01:05:00	ES	Futures	3496.0	3496.3	3494.7	3494.7	1225.0
2020-01-06 01:10:00	ES	Futures	3494.7	3495.5	3492.0	3492.5	2030.0
2020-01-06 01:15:00	ES	Futures	3492.5	3493.3	3491.4	3492.5	2152.0
2020-01-06 01:20:00	ES	Futures	3492.8	3494.4	3492.8	3494.1	882.0
2020-01-06 01:25:00	ES	Futures	3493.9	3494.1	3492.8	3493.3	1021.0
2020-01-06 01:30:00	ES	Futures	3493.3	3494.4	3493.3	3493.6	695.0
2020-01-06 01:35:00	ES	Futures	3493.6	3493.6	3492.5	3492.5	690.0
2020-01-06 01:40:00	ES	Futures	3492.5	3495.2	3492.5	3493.6	1589.0
2020-01-06 01:45:00	ES	Futures	3493.6	3495.2	3493.6	3495.0	700.0
2020-01-06 01:50:00	ES	Futures	3495.0	3495.2	3494.4	3494.7	687.0
2020-01-06 01:55:00	ES	Futures	3494.7	3495.0	3494.4	3494.4	553.0
2020-01-06 02:00:00	ES	Futures	3494.7	3496.0	3493.9	3495.0	2995.0
2020-01-06 02:05:00	ES	Futures	3495.0	3495.5	3494.1	3494.1	1196.0
2020-01-06 02:10:00	ES	Futures	3494.1	3494.1	3493.6	3494.1	814.0
2020-01-06 02:15:00	ES	Futures	3494.1	3495.2	3493.6	3494.4	1358.0
2020-01-06 02:20:00	ES	Futures	3494.4	3495.0	3494.1	3494.7	676.0
2020-01-06 02:25:00	ES	Futures	3494.7	3495.8	3494.7	3495.8	1287.0
2020-01-06 02:30:00	ES	Futures	3495.8	3499.8	3495.5	3497.1	6523.0
2020-01-06 02:35:00	ES	Futures	3497.1	3497.7	3496.6	3496.6	1011.0
2020-01-06 02:40:00	ES	Futures	3496.6	3497.4	3495.8	3496.0	1143.0
2020-01-06 02:45:00	ES	Futures	3496.0	3496.3	3495.0	3495.2	1253.0
2020-01-06 02:50:00	ES	Futures	3495.2	3495.5	3494.7	3495.2	638.0
2020-01-06 02:55:00	ES	Futures	3495.2	3495.5	3493.6	3493.9	1254.0
2020-01-06 03:00:00	ES	Futures	3493.9	3496.3	3492.8	3493.9	6416.0
2020-01-06 03:05:00	ES	Futures	3493.6	3496.3	3493.3	3496.0	4600.0
2020-01-06 03:10:00	ES	Futures	3496.3	3496.3	3491.7	3492.3	4257.0
2020-01-06 03:15:00	ES	Futures	3492.0	3494.7	3492.0	3493.6	2050.0
2020-01-06 03:20:00	ES	Futures	3493.6	3494.4	3492.3	3492.5	1880.0
2020-01-06 03:25:00	ES	Futures	3492.3	3492.8	3488.5	3489.8	5245.0
2020-01-06 03:30:00	ES	Futures	3489.8	3489.8	3486.6	3487.1	5434.0
2020-01-06 03:35:00	ES	Futures	3486.8	3488.2	3485.2	3485.7	4365.0
2020-01-06 03:40:00	ES	Futures	3485.7	3485.7	3482.2	3483.6	7797.0
2020-01-06 03:45:00	ES	Futures	3483.3	3484.1	3479.5	3481.1	6397.0
2020-01-06 03:50:00	ES	Futures	3481.1	3481.4	3478.2	3478.7	6070.0
2020-01-06 03:55:00	ES	Futures	3478.4	3480.9	3478.2	3478.7	4165.0
2020-01-06 04:00:00	ES	Futures	3478.7	3482.5	3478.2	3482.2	6065.0
2020-01-06 04:05:00	ES	Futures	3482.0	3482.5	3481.1	3481.7	2670.0

> showing 50 of 17,993 rows — these rows as CSV

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