PREVIEW / futures_5min / 2020-01-09

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-09.parquet
  size:    277 KB
  rows:    18,141

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
2020-01-09 00:00:00	ES	Futures	3537.2	3538.0	3536.4	3536.4	495.0
2020-01-09 00:05:00	ES	Futures	3536.4	3537.5	3536.4	3537.5	355.0
2020-01-09 00:10:00	ES	Futures	3537.2	3537.8	3537.2	3537.5	372.0
2020-01-09 00:15:00	ES	Futures	3537.5	3539.1	3537.2	3538.6	1106.0
2020-01-09 00:20:00	ES	Futures	3538.6	3538.9	3538.0	3538.9	546.0
2020-01-09 00:25:00	ES	Futures	3538.9	3539.4	3538.6	3538.9	678.0
2020-01-09 00:30:00	ES	Futures	3538.6	3539.4	3538.6	3538.9	635.0
2020-01-09 00:35:00	ES	Futures	3538.9	3539.4	3538.6	3538.9	375.0
2020-01-09 00:40:00	ES	Futures	3538.9	3539.4	3538.6	3539.4	772.0
2020-01-09 00:45:00	ES	Futures	3539.4	3540.5	3539.4	3540.2	1457.0
2020-01-09 00:50:00	ES	Futures	3540.2	3541.3	3539.7	3539.7	1442.0
2020-01-09 00:55:00	ES	Futures	3539.7	3539.9	3539.1	3539.7	704.0
2020-01-09 01:00:00	ES	Futures	3539.7	3540.5	3539.4	3540.2	759.0
2020-01-09 01:05:00	ES	Futures	3539.9	3541.0	3539.9	3540.8	834.0
2020-01-09 01:10:00	ES	Futures	3540.5	3540.5	3539.4	3540.2	730.0
2020-01-09 01:15:00	ES	Futures	3539.9	3540.5	3539.9	3540.2	254.0
2020-01-09 01:20:00	ES	Futures	3539.9	3540.2	3538.9	3539.1	413.0
2020-01-09 01:25:00	ES	Futures	3539.4	3539.9	3538.9	3539.9	443.0
2020-01-09 01:30:00	ES	Futures	3539.7	3540.2	3539.4	3539.7	425.0
2020-01-09 01:35:00	ES	Futures	3539.7	3540.2	3539.1	3539.9	416.0
2020-01-09 01:40:00	ES	Futures	3539.7	3540.8	3539.7	3540.2	525.0
2020-01-09 01:45:00	ES	Futures	3540.2	3540.2	3539.1	3539.4	215.0
2020-01-09 01:50:00	ES	Futures	3539.7	3539.9	3538.9	3539.7	992.0
2020-01-09 01:55:00	ES	Futures	3539.7	3539.9	3539.4	3539.7	289.0
2020-01-09 02:00:00	ES	Futures	3539.7	3541.8	3538.0	3541.0	2408.0
2020-01-09 02:05:00	ES	Futures	3541.0	3541.6	3540.8	3541.6	809.0
2020-01-09 02:10:00	ES	Futures	3541.3	3543.2	3541.0	3542.4	2439.0
2020-01-09 02:15:00	ES	Futures	3542.1	3544.6	3541.8	3543.2	2428.0
2020-01-09 02:20:00	ES	Futures	3543.2	3543.5	3542.7	3543.5	993.0
2020-01-09 02:25:00	ES	Futures	3543.2	3545.9	3543.2	3544.8	2033.0
2020-01-09 02:30:00	ES	Futures	3544.8	3545.6	3544.0	3545.1	1453.0
2020-01-09 02:35:00	ES	Futures	3545.4	3545.6	3544.8	3545.4	1208.0
2020-01-09 02:40:00	ES	Futures	3545.4	3546.7	3545.1	3545.4	1844.0
2020-01-09 02:45:00	ES	Futures	3545.4	3547.0	3545.1	3546.7	1824.0
2020-01-09 02:50:00	ES	Futures	3546.7	3546.7	3545.4	3546.2	1280.0
2020-01-09 02:55:00	ES	Futures	3545.9	3547.5	3545.6	3546.4	2270.0
2020-01-09 03:00:00	ES	Futures	3546.2	3546.4	3545.1	3545.9	2465.0
2020-01-09 03:05:00	ES	Futures	3545.9	3545.9	3544.8	3545.1	1682.0
2020-01-09 03:10:00	ES	Futures	3545.4	3546.7	3544.6	3544.6	2738.0
2020-01-09 03:15:00	ES	Futures	3544.8	3545.4	3543.5	3544.0	3067.0
2020-01-09 03:20:00	ES	Futures	3544.3	3546.7	3543.2	3545.1	2797.0
2020-01-09 03:25:00	ES	Futures	3544.8	3545.6	3544.6	3545.4	1152.0
2020-01-09 03:30:00	ES	Futures	3545.4	3546.4	3544.6	3546.2	1742.0
2020-01-09 03:35:00	ES	Futures	3546.2	3548.9	3546.2	3548.1	3155.0
2020-01-09 03:40:00	ES	Futures	3547.8	3548.3	3547.0	3547.0	2032.0
2020-01-09 03:45:00	ES	Futures	3547.0	3547.5	3546.4	3547.3	1365.0
2020-01-09 03:50:00	ES	Futures	3547.0	3548.1	3546.2	3547.3	1289.0
2020-01-09 03:55:00	ES	Futures	3547.5	3547.5	3545.4	3545.6	1304.0
2020-01-09 04:00:00	ES	Futures	3545.6	3546.4	3545.4	3545.9	1920.0
2020-01-09 04:05:00	ES	Futures	3545.6	3546.4	3545.6	3545.6	1424.0

> showing 50 of 18,141 rows — these rows as CSV

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