PREVIEW / futures_5min / 2020-01-08

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-08.parquet
  size:    312 KB
  rows:    18,207

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
2020-01-08 00:00:00	ES	Futures	3495.0	3495.8	3494.4	3495.2	1317.0
2020-01-08 00:05:00	ES	Futures	3495.0	3496.9	3494.4	3496.3	1299.0
2020-01-08 00:10:00	ES	Futures	3496.0	3498.2	3495.5	3496.3	1510.0
2020-01-08 00:15:00	ES	Futures	3496.3	3497.7	3496.0	3496.6	901.0
2020-01-08 00:20:00	ES	Futures	3496.9	3496.9	3495.5	3496.3	763.0
2020-01-08 00:25:00	ES	Futures	3496.3	3496.6	3495.0	3495.0	850.0
2020-01-08 00:30:00	ES	Futures	3495.0	3495.8	3494.4	3495.0	2300.0
2020-01-08 00:35:00	ES	Futures	3495.0	3496.9	3495.0	3496.3	1214.0
2020-01-08 00:40:00	ES	Futures	3496.0	3496.9	3494.4	3494.4	1779.0
2020-01-08 00:45:00	ES	Futures	3494.4	3495.8	3494.1	3494.7	1916.0
2020-01-08 00:50:00	ES	Futures	3494.7	3495.2	3493.6	3494.1	1121.0
2020-01-08 00:55:00	ES	Futures	3494.1	3494.1	3492.3	3493.9	1705.0
2020-01-08 01:00:00	ES	Futures	3493.9	3495.2	3493.1	3493.3	1586.0
2020-01-08 01:05:00	ES	Futures	3493.3	3494.1	3493.1	3493.9	898.0
2020-01-08 01:10:00	ES	Futures	3493.9	3496.6	3493.9	3496.0	1310.0
2020-01-08 01:15:00	ES	Futures	3496.3	3498.5	3496.3	3497.9	1519.0
2020-01-08 01:20:00	ES	Futures	3497.9	3498.5	3497.1	3497.1	754.0
2020-01-08 01:25:00	ES	Futures	3497.1	3498.5	3496.9	3497.7	1202.0
2020-01-08 01:30:00	ES	Futures	3497.7	3497.9	3495.8	3496.0	798.0
2020-01-08 01:35:00	ES	Futures	3495.8	3496.0	3494.4	3495.0	1160.0
2020-01-08 01:40:00	ES	Futures	3495.0	3496.9	3495.0	3496.6	690.0
2020-01-08 01:45:00	ES	Futures	3496.6	3496.9	3495.8	3495.8	441.0
2020-01-08 01:50:00	ES	Futures	3496.0	3496.3	3495.5	3496.3	375.0
2020-01-08 01:55:00	ES	Futures	3496.6	3497.4	3495.8	3496.9	837.0
2020-01-08 02:00:00	ES	Futures	3496.6	3503.9	3496.0	3502.8	6967.0
2020-01-08 02:05:00	ES	Futures	3502.8	3503.9	3500.4	3502.5	5610.0
2020-01-08 02:10:00	ES	Futures	3502.3	3502.8	3500.7	3501.5	2051.0
2020-01-08 02:15:00	ES	Futures	3501.5	3501.7	3499.8	3500.1	1488.0
2020-01-08 02:20:00	ES	Futures	3500.1	3501.2	3500.1	3500.7	1081.0
2020-01-08 02:25:00	ES	Futures	3500.4	3501.2	3499.3	3500.1	1111.0
2020-01-08 02:30:00	ES	Futures	3499.8	3503.9	3499.8	3501.7	4752.0
2020-01-08 02:35:00	ES	Futures	3501.7	3502.5	3501.5	3501.5	1350.0
2020-01-08 02:40:00	ES	Futures	3501.7	3503.1	3500.9	3501.7	1522.0
2020-01-08 02:45:00	ES	Futures	3501.7	3502.0	3500.7	3501.2	1103.0
2020-01-08 02:50:00	ES	Futures	3501.2	3502.3	3500.4	3500.7	981.0
2020-01-08 02:55:00	ES	Futures	3500.7	3501.7	3499.8	3501.2	1416.0
2020-01-08 03:00:00	ES	Futures	3501.5	3506.9	3500.1	3504.2	9805.0
2020-01-08 03:05:00	ES	Futures	3504.2	3504.2	3500.9	3502.5	3996.0
2020-01-08 03:10:00	ES	Futures	3502.5	3503.4	3499.6	3500.1	3364.0
2020-01-08 03:15:00	ES	Futures	3500.1	3504.4	3499.0	3502.8	5105.0
2020-01-08 03:20:00	ES	Futures	3502.8	3503.6	3499.0	3499.8	5523.0
2020-01-08 03:25:00	ES	Futures	3499.8	3501.2	3498.5	3500.7	3830.0
2020-01-08 03:30:00	ES	Futures	3500.9	3501.2	3498.5	3499.8	2619.0
2020-01-08 03:35:00	ES	Futures	3499.8	3502.3	3499.8	3500.4	2660.0
2020-01-08 03:40:00	ES	Futures	3500.4	3500.9	3499.0	3499.6	2124.0
2020-01-08 03:45:00	ES	Futures	3499.6	3500.4	3498.8	3500.4	1471.0
2020-01-08 03:50:00	ES	Futures	3500.1	3500.9	3498.5	3500.7	2426.0
2020-01-08 03:55:00	ES	Futures	3500.7	3503.4	3500.4	3501.5	4129.0
2020-01-08 04:00:00	ES	Futures	3501.5	3504.2	3500.9	3503.1	4636.0
2020-01-08 04:05:00	ES	Futures	3503.1	3505.5	3502.8	3503.9	3329.0

> showing 50 of 18,207 rows — these rows as CSV

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