PREVIEW / futures_5min / 2020-01-13

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-13.parquet
  size:    269 KB
  rows:    17,498

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
2020-01-13 00:00:00	ES	Futures	3548.3	3548.6	3548.1	3548.6	110.0
2020-01-13 00:05:00	ES	Futures	3548.6	3548.9	3548.3	3548.9	148.0
2020-01-13 00:10:00	ES	Futures	3548.9	3549.2	3548.6	3549.2	455.0
2020-01-13 00:15:00	ES	Futures	3549.2	3549.7	3548.9	3549.7	572.0
2020-01-13 00:20:00	ES	Futures	3549.7	3549.7	3549.2	3549.4	367.0
2020-01-13 00:25:00	ES	Futures	3549.2	3549.4	3548.9	3548.9	227.0
2020-01-13 00:30:00	ES	Futures	3548.9	3549.2	3548.3	3548.6	229.0
2020-01-13 00:35:00	ES	Futures	3548.6	3549.2	3548.3	3549.2	176.0
2020-01-13 00:40:00	ES	Futures	3549.2	3549.2	3548.6	3548.9	111.0
2020-01-13 00:45:00	ES	Futures	3549.2	3549.4	3549.2	3549.4	75.0
2020-01-13 00:50:00	ES	Futures	3549.4	3549.4	3548.6	3548.9	116.0
2020-01-13 00:55:00	ES	Futures	3548.9	3549.2	3548.6	3548.6	156.0
2020-01-13 01:00:00	ES	Futures	3548.9	3549.7	3548.9	3549.4	233.0
2020-01-13 01:05:00	ES	Futures	3549.7	3550.0	3549.2	3549.7	445.0
2020-01-13 01:10:00	ES	Futures	3549.7	3549.7	3548.9	3549.4	194.0
2020-01-13 01:15:00	ES	Futures	3549.4	3549.7	3549.2	3549.7	171.0
2020-01-13 01:20:00	ES	Futures	3549.7	3549.7	3548.9	3548.9	388.0
2020-01-13 01:25:00	ES	Futures	3548.9	3549.2	3548.3	3548.9	334.0
2020-01-13 01:30:00	ES	Futures	3548.6	3549.4	3548.6	3548.9	188.0
2020-01-13 01:35:00	ES	Futures	3549.2	3549.7	3548.9	3549.4	257.0
2020-01-13 01:40:00	ES	Futures	3549.7	3549.7	3548.9	3549.2	119.0
2020-01-13 01:45:00	ES	Futures	3549.2	3549.2	3548.3	3549.2	274.0
2020-01-13 01:50:00	ES	Futures	3549.2	3549.2	3548.9	3548.9	375.0
2020-01-13 01:55:00	ES	Futures	3548.9	3549.2	3548.1	3548.3	336.0
2020-01-13 02:00:00	ES	Futures	3548.3	3549.7	3548.3	3549.4	814.0
2020-01-13 02:05:00	ES	Futures	3549.4	3549.7	3549.2	3549.4	268.0
2020-01-13 02:10:00	ES	Futures	3549.7	3549.7	3548.9	3549.2	342.0
2020-01-13 02:15:00	ES	Futures	3549.4	3549.4	3548.6	3548.9	547.0
2020-01-13 02:20:00	ES	Futures	3548.9	3548.9	3547.8	3548.1	808.0
2020-01-13 02:25:00	ES	Futures	3548.1	3548.1	3547.3	3548.1	809.0
2020-01-13 02:30:00	ES	Futures	3548.1	3548.1	3547.5	3548.1	359.0
2020-01-13 02:35:00	ES	Futures	3548.1	3548.1	3547.8	3548.1	79.0
2020-01-13 02:40:00	ES	Futures	3548.1	3548.1	3547.5	3547.8	243.0
2020-01-13 02:45:00	ES	Futures	3547.8	3547.8	3547.3	3547.8	403.0
2020-01-13 02:50:00	ES	Futures	3548.1	3548.3	3547.3	3547.8	529.0
2020-01-13 02:55:00	ES	Futures	3548.1	3548.3	3547.5	3547.8	403.0
2020-01-13 03:00:00	ES	Futures	3547.8	3549.2	3547.8	3548.3	2558.0
2020-01-13 03:05:00	ES	Futures	3548.3	3550.2	3548.3	3550.0	2077.0
2020-01-13 03:10:00	ES	Futures	3550.0	3550.0	3548.9	3549.2	1326.0
2020-01-13 03:15:00	ES	Futures	3548.9	3549.2	3548.6	3549.2	893.0
2020-01-13 03:20:00	ES	Futures	3548.9	3549.7	3548.3	3549.7	720.0
2020-01-13 03:25:00	ES	Futures	3549.7	3550.5	3549.2	3550.2	949.0
2020-01-13 03:30:00	ES	Futures	3550.2	3551.9	3549.2	3551.6	2544.0
2020-01-13 03:35:00	ES	Futures	3551.6	3551.9	3550.8	3551.3	1152.0
2020-01-13 03:40:00	ES	Futures	3551.3	3551.9	3550.5	3551.1	1641.0
2020-01-13 03:45:00	ES	Futures	3550.8	3551.1	3550.5	3550.5	879.0
2020-01-13 03:50:00	ES	Futures	3550.5	3551.6	3550.5	3551.1	606.0
2020-01-13 03:55:00	ES	Futures	3551.1	3551.6	3550.2	3551.1	1205.0
2020-01-13 04:00:00	ES	Futures	3551.1	3551.3	3549.2	3550.2	2243.0
2020-01-13 04:05:00	ES	Futures	3550.2	3551.6	3550.0	3551.3	2317.0

> showing 50 of 17,498 rows — these rows as CSV

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