PREVIEW / futures_5min / 2020-01-15

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-15.parquet
  size:    265 KB
  rows:    17,747

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
2020-01-15 00:00:00	ES	Futures	3556.2	3556.2	3555.4	3555.9	359.0
2020-01-15 00:05:00	ES	Futures	3555.9	3555.9	3554.9	3555.1	215.0
2020-01-15 00:10:00	ES	Futures	3554.9	3556.7	3554.3	3556.2	1287.0
2020-01-15 00:15:00	ES	Futures	3556.2	3556.7	3555.9	3555.9	394.0
2020-01-15 00:20:00	ES	Futures	3555.9	3556.2	3555.4	3555.4	285.0
2020-01-15 00:25:00	ES	Futures	3555.4	3555.9	3555.1	3555.4	518.0
2020-01-15 00:30:00	ES	Futures	3555.4	3556.5	3555.4	3556.2	635.0
2020-01-15 00:35:00	ES	Futures	3556.2	3556.2	3555.7	3555.9	388.0
2020-01-15 00:40:00	ES	Futures	3555.9	3556.5	3555.7	3556.5	274.0
2020-01-15 00:45:00	ES	Futures	3556.2	3556.5	3555.9	3556.5	195.0
2020-01-15 00:50:00	ES	Futures	3556.5	3557.6	3555.9	3557.6	820.0
2020-01-15 00:55:00	ES	Futures	3557.8	3558.4	3557.3	3557.6	1038.0
2020-01-15 01:00:00	ES	Futures	3557.6	3557.8	3556.7	3556.7	988.0
2020-01-15 01:05:00	ES	Futures	3556.7	3557.3	3556.5	3557.0	377.0
2020-01-15 01:10:00	ES	Futures	3557.3	3558.9	3557.3	3558.9	726.0
2020-01-15 01:15:00	ES	Futures	3558.9	3559.5	3558.4	3559.2	924.0
2020-01-15 01:20:00	ES	Futures	3559.5	3559.5	3558.9	3558.9	253.0
2020-01-15 01:25:00	ES	Futures	3558.6	3558.9	3558.1	3558.4	418.0
2020-01-15 01:30:00	ES	Futures	3558.4	3559.2	3558.4	3558.4	486.0
2020-01-15 01:35:00	ES	Futures	3558.6	3558.9	3558.4	3558.6	125.0
2020-01-15 01:40:00	ES	Futures	3558.4	3558.6	3557.6	3558.4	286.0
2020-01-15 01:45:00	ES	Futures	3558.1	3558.1	3557.8	3558.1	153.0
2020-01-15 01:50:00	ES	Futures	3558.1	3558.4	3557.8	3557.8	186.0
2020-01-15 01:55:00	ES	Futures	3558.1	3559.2	3558.1	3558.4	584.0
2020-01-15 02:00:00	ES	Futures	3558.6	3559.5	3557.8	3559.2	810.0
2020-01-15 02:05:00	ES	Futures	3558.9	3559.5	3558.4	3558.9	536.0
2020-01-15 02:10:00	ES	Futures	3558.6	3559.7	3558.4	3559.5	663.0
2020-01-15 02:15:00	ES	Futures	3559.2	3559.7	3558.9	3558.9	494.0
2020-01-15 02:20:00	ES	Futures	3558.9	3560.8	3558.9	3560.5	1210.0
2020-01-15 02:25:00	ES	Futures	3560.5	3561.4	3560.3	3561.1	745.0
2020-01-15 02:30:00	ES	Futures	3561.1	3561.4	3560.5	3560.5	378.0
2020-01-15 02:35:00	ES	Futures	3560.8	3561.6	3560.8	3560.8	719.0
2020-01-15 02:40:00	ES	Futures	3560.8	3561.1	3560.5	3561.1	565.0
2020-01-15 02:45:00	ES	Futures	3561.1	3561.1	3559.7	3559.7	636.0
2020-01-15 02:50:00	ES	Futures	3560.0	3561.1	3559.7	3561.1	832.0
2020-01-15 02:55:00	ES	Futures	3561.1	3561.4	3560.5	3560.5	818.0
2020-01-15 03:00:00	ES	Futures	3560.3	3562.4	3560.3	3561.6	2422.0
2020-01-15 03:05:00	ES	Futures	3561.6	3562.2	3561.4	3561.4	1484.0
2020-01-15 03:10:00	ES	Futures	3561.1	3561.4	3556.7	3556.7	3518.0
2020-01-15 03:15:00	ES	Futures	3556.7	3558.1	3556.5	3557.0	2293.0
2020-01-15 03:20:00	ES	Futures	3557.0	3558.9	3556.2	3557.8	2628.0
2020-01-15 03:25:00	ES	Futures	3558.1	3559.5	3557.8	3559.5	1378.0
2020-01-15 03:30:00	ES	Futures	3559.2	3560.0	3558.9	3559.7	1222.0
2020-01-15 03:35:00	ES	Futures	3559.7	3561.4	3559.7	3560.5	1505.0
2020-01-15 03:40:00	ES	Futures	3560.5	3560.8	3560.0	3560.0	1555.0
2020-01-15 03:45:00	ES	Futures	3560.0	3561.4	3560.0	3560.5	2388.0
2020-01-15 03:50:00	ES	Futures	3560.5	3560.8	3558.9	3558.9	1152.0
2020-01-15 03:55:00	ES	Futures	3558.9	3560.0	3558.6	3558.9	1298.0
2020-01-15 04:00:00	ES	Futures	3558.9	3559.7	3558.1	3558.6	1430.0
2020-01-15 04:05:00	ES	Futures	3558.6	3559.2	3557.8	3558.9	831.0

> showing 50 of 17,747 rows — these rows as CSV

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