PREVIEW / futures_5min / 2020-01-16

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-16.parquet
  size:    270 KB
  rows:    17,837

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
2020-01-16 00:00:00	ES	Futures	3575.2	3575.4	3574.9	3574.9	699.0
2020-01-16 00:05:00	ES	Futures	3574.9	3576.0	3574.9	3575.4	688.0
2020-01-16 00:10:00	ES	Futures	3575.7	3575.7	3575.2	3575.4	343.0
2020-01-16 00:15:00	ES	Futures	3575.4	3576.0	3575.2	3575.2	426.0
2020-01-16 00:20:00	ES	Futures	3575.2	3575.4	3574.9	3575.4	285.0
2020-01-16 00:25:00	ES	Futures	3575.4	3575.7	3575.2	3575.4	373.0
2020-01-16 00:30:00	ES	Futures	3575.4	3575.7	3575.2	3575.7	394.0
2020-01-16 00:35:00	ES	Futures	3575.7	3575.7	3575.2	3575.4	237.0
2020-01-16 00:40:00	ES	Futures	3575.4	3576.0	3575.4	3576.0	419.0
2020-01-16 00:45:00	ES	Futures	3575.7	3576.8	3575.7	3576.8	781.0
2020-01-16 00:50:00	ES	Futures	3576.8	3577.1	3576.5	3576.8	911.0
2020-01-16 00:55:00	ES	Futures	3576.8	3577.1	3576.5	3576.8	655.0
2020-01-16 01:00:00	ES	Futures	3576.8	3577.1	3576.3	3576.8	765.0
2020-01-16 01:05:00	ES	Futures	3576.5	3576.8	3576.3	3576.8	543.0
2020-01-16 01:10:00	ES	Futures	3576.5	3576.8	3576.3	3576.5	623.0
2020-01-16 01:15:00	ES	Futures	3576.5	3576.8	3576.3	3576.5	404.0
2020-01-16 01:20:00	ES	Futures	3576.5	3576.5	3576.0	3576.3	501.0
2020-01-16 01:25:00	ES	Futures	3576.3	3576.8	3576.0	3576.5	354.0
2020-01-16 01:30:00	ES	Futures	3576.3	3576.8	3576.3	3576.8	492.0
2020-01-16 01:35:00	ES	Futures	3576.8	3576.8	3575.4	3575.7	731.0
2020-01-16 01:40:00	ES	Futures	3575.7	3576.0	3575.4	3575.7	462.0
2020-01-16 01:45:00	ES	Futures	3576.0	3576.3	3575.7	3576.3	375.0
2020-01-16 01:50:00	ES	Futures	3576.0	3576.5	3575.7	3575.7	795.0
2020-01-16 01:55:00	ES	Futures	3575.7	3576.5	3575.7	3576.5	441.0
2020-01-16 02:00:00	ES	Futures	3576.5	3576.5	3576.0	3576.3	1919.0
2020-01-16 02:05:00	ES	Futures	3576.3	3576.3	3575.4	3575.7	581.0
2020-01-16 02:10:00	ES	Futures	3575.7	3575.7	3575.2	3575.2	340.0
2020-01-16 02:15:00	ES	Futures	3574.9	3575.4	3574.6	3574.9	700.0
2020-01-16 02:20:00	ES	Futures	3574.9	3576.0	3574.9	3576.0	649.0
2020-01-16 02:25:00	ES	Futures	3576.0	3576.5	3576.0	3576.3	319.0
2020-01-16 02:30:00	ES	Futures	3576.3	3576.5	3576.0	3576.3	844.0
2020-01-16 02:35:00	ES	Futures	3576.0	3576.5	3575.7	3576.3	483.0
2020-01-16 02:40:00	ES	Futures	3576.5	3576.8	3576.3	3576.8	535.0
2020-01-16 02:45:00	ES	Futures	3576.8	3576.8	3576.3	3576.5	429.0
2020-01-16 02:50:00	ES	Futures	3576.5	3576.8	3576.5	3576.8	447.0
2020-01-16 02:55:00	ES	Futures	3576.8	3577.1	3576.3	3576.3	626.0
2020-01-16 03:00:00	ES	Futures	3576.3	3579.5	3576.3	3579.0	8449.0
2020-01-16 03:05:00	ES	Futures	3579.2	3579.5	3578.2	3578.2	2638.0
2020-01-16 03:10:00	ES	Futures	3578.2	3578.7	3577.6	3577.9	2057.0
2020-01-16 03:15:00	ES	Futures	3578.2	3579.0	3577.6	3577.9	2109.0
2020-01-16 03:20:00	ES	Futures	3577.9	3578.7	3577.6	3578.4	1034.0
2020-01-16 03:25:00	ES	Futures	3578.7	3579.5	3578.2	3579.5	2005.0
2020-01-16 03:30:00	ES	Futures	3579.5	3585.7	3579.2	3583.8	11854.0
2020-01-16 03:35:00	ES	Futures	3584.1	3584.4	3581.7	3582.5	5707.0
2020-01-16 03:40:00	ES	Futures	3582.5	3583.0	3581.9	3582.5	2619.0
2020-01-16 03:45:00	ES	Futures	3582.5	3583.0	3581.7	3582.2	2495.0
2020-01-16 03:50:00	ES	Futures	3581.9	3583.0	3581.9	3582.5	2545.0
2020-01-16 03:55:00	ES	Futures	3582.2	3583.0	3581.7	3582.2	1984.0
2020-01-16 04:00:00	ES	Futures	3582.2	3583.0	3581.4	3582.2	3221.0
2020-01-16 04:05:00	ES	Futures	3582.2	3582.5	3581.1	3581.1	2001.0

> showing 50 of 17,837 rows — these rows as CSV

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