PREVIEW / futures_5min / 2020-01-14

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-14.parquet
  size:    272 KB
  rows:    17,904

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
2020-01-14 00:00:00	ES	Futures	3565.4	3565.4	3564.6	3564.9	528.0
2020-01-14 00:05:00	ES	Futures	3564.6	3565.7	3564.6	3565.7	299.0
2020-01-14 00:10:00	ES	Futures	3565.4	3566.5	3565.4	3566.5	484.0
2020-01-14 00:15:00	ES	Futures	3566.5	3566.8	3566.0	3566.8	622.0
2020-01-14 00:20:00	ES	Futures	3566.8	3567.0	3566.2	3566.5	245.0
2020-01-14 00:25:00	ES	Futures	3566.2	3566.8	3566.0	3566.8	563.0
2020-01-14 00:30:00	ES	Futures	3566.5	3566.5	3565.4	3565.4	634.0
2020-01-14 00:35:00	ES	Futures	3565.4	3565.7	3564.3	3565.1	564.0
2020-01-14 00:40:00	ES	Futures	3565.1	3565.7	3564.9	3565.7	284.0
2020-01-14 00:45:00	ES	Futures	3565.7	3565.7	3564.9	3565.1	368.0
2020-01-14 00:50:00	ES	Futures	3564.9	3565.1	3564.1	3564.1	494.0
2020-01-14 00:55:00	ES	Futures	3564.1	3564.6	3563.5	3564.3	576.0
2020-01-14 01:00:00	ES	Futures	3564.3	3564.9	3563.8	3564.1	565.0
2020-01-14 01:05:00	ES	Futures	3564.3	3564.9	3564.3	3564.3	552.0
2020-01-14 01:10:00	ES	Futures	3564.6	3565.1	3564.3	3565.1	589.0
2020-01-14 01:15:00	ES	Futures	3564.9	3564.9	3564.1	3564.3	405.0
2020-01-14 01:20:00	ES	Futures	3564.1	3564.9	3564.1	3564.1	245.0
2020-01-14 01:25:00	ES	Futures	3564.3	3564.6	3564.1	3564.6	334.0
2020-01-14 01:30:00	ES	Futures	3564.6	3565.4	3564.6	3564.9	271.0
2020-01-14 01:35:00	ES	Futures	3565.1	3565.7	3565.1	3565.4	436.0
2020-01-14 01:40:00	ES	Futures	3565.1	3566.0	3565.1	3566.0	338.0
2020-01-14 01:45:00	ES	Futures	3566.0	3566.0	3565.1	3565.7	328.0
2020-01-14 01:50:00	ES	Futures	3565.4	3566.2	3565.4	3565.7	242.0
2020-01-14 01:55:00	ES	Futures	3565.7	3566.5	3565.7	3566.0	631.0
2020-01-14 02:00:00	ES	Futures	3566.0	3566.8	3565.7	3566.0	639.0
2020-01-14 02:05:00	ES	Futures	3566.0	3566.5	3565.7	3565.7	644.0
2020-01-14 02:10:00	ES	Futures	3566.0	3566.0	3564.3	3564.3	524.0
2020-01-14 02:15:00	ES	Futures	3564.1	3564.6	3563.8	3563.8	825.0
2020-01-14 02:20:00	ES	Futures	3563.8	3564.1	3562.2	3563.0	1734.0
2020-01-14 02:25:00	ES	Futures	3563.0	3563.3	3562.7	3563.0	855.0
2020-01-14 02:30:00	ES	Futures	3563.3	3563.3	3562.7	3562.7	486.0
2020-01-14 02:35:00	ES	Futures	3563.0	3563.0	3562.2	3562.2	831.0
2020-01-14 02:40:00	ES	Futures	3562.2	3562.4	3561.9	3562.2	734.0
2020-01-14 02:45:00	ES	Futures	3562.2	3562.4	3561.9	3562.2	643.0
2020-01-14 02:50:00	ES	Futures	3561.9	3562.4	3561.6	3561.9	1071.0
2020-01-14 02:55:00	ES	Futures	3561.9	3562.7	3561.1	3561.4	1491.0
2020-01-14 03:00:00	ES	Futures	3561.4	3561.9	3559.7	3560.0	4590.0
2020-01-14 03:05:00	ES	Futures	3560.0	3560.3	3558.6	3559.7	3184.0
2020-01-14 03:10:00	ES	Futures	3559.7	3560.0	3556.5	3556.5	3192.0
2020-01-14 03:15:00	ES	Futures	3556.7	3557.6	3555.4	3557.6	3330.0
2020-01-14 03:20:00	ES	Futures	3557.3	3557.3	3552.4	3553.8	9217.0
2020-01-14 03:25:00	ES	Futures	3553.5	3554.0	3550.2	3550.8	5615.0
2020-01-14 03:30:00	ES	Futures	3550.8	3554.0	3550.5	3552.1	5275.0
2020-01-14 03:35:00	ES	Futures	3551.9	3554.9	3551.9	3554.0	3258.0
2020-01-14 03:40:00	ES	Futures	3554.3	3554.3	3553.0	3554.0	2159.0
2020-01-14 03:45:00	ES	Futures	3554.0	3555.4	3553.8	3555.1	2261.0
2020-01-14 03:50:00	ES	Futures	3555.4	3556.7	3554.6	3555.9	3123.0
2020-01-14 03:55:00	ES	Futures	3555.9	3558.9	3555.9	3558.6	3350.0
2020-01-14 04:00:00	ES	Futures	3558.6	3558.9	3557.6	3558.1	2119.0
2020-01-14 04:05:00	ES	Futures	3557.8	3559.2	3557.8	3558.1	1596.0

> showing 50 of 17,904 rows — these rows as CSV

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