PREVIEW / futures_5min / 2020-01-19

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-19.parquet
  size:    47 KB
  rows:    3,013

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
2020-01-19 18:00:00	ES	Futures	3604.2	3605.8	3602.3	3602.5	2803.0
2020-01-19 18:05:00	ES	Futures	3602.5	3605.5	3602.5	3604.7	1642.0
2020-01-19 18:10:00	ES	Futures	3604.4	3605.5	3604.4	3605.0	718.0
2020-01-19 18:15:00	ES	Futures	3605.0	3605.3	3604.7	3604.7	168.0
2020-01-19 18:20:00	ES	Futures	3604.4	3604.7	3603.6	3603.9	488.0
2020-01-19 18:25:00	ES	Futures	3604.2	3605.3	3603.9	3605.3	259.0
2020-01-19 18:30:00	ES	Futures	3605.0	3605.3	3604.7	3605.0	256.0
2020-01-19 18:35:00	ES	Futures	3604.7	3605.8	3604.7	3605.5	425.0
2020-01-19 18:40:00	ES	Futures	3605.5	3605.5	3605.0	3605.0	309.0
2020-01-19 18:45:00	ES	Futures	3605.0	3605.5	3604.7	3605.5	316.0
2020-01-19 18:50:00	ES	Futures	3605.5	3607.2	3605.3	3606.3	825.0
2020-01-19 18:55:00	ES	Futures	3606.3	3607.4	3606.1	3607.4	402.0
2020-01-19 19:00:00	ES	Futures	3607.4	3608.0	3606.3	3607.2	989.0
2020-01-19 19:05:00	ES	Futures	3607.4	3607.4	3606.9	3607.2	592.0
2020-01-19 19:10:00	ES	Futures	3607.2	3607.7	3606.9	3607.7	395.0
2020-01-19 19:15:00	ES	Futures	3607.7	3608.0	3607.4	3607.4	424.0
2020-01-19 19:20:00	ES	Futures	3607.7	3608.0	3607.4	3608.0	189.0
2020-01-19 19:25:00	ES	Futures	3608.0	3608.0	3606.6	3606.6	419.0
2020-01-19 19:30:00	ES	Futures	3606.6	3607.2	3606.6	3606.9	231.0
2020-01-19 19:35:00	ES	Futures	3607.2	3607.2	3606.3	3606.3	246.0
2020-01-19 19:40:00	ES	Futures	3606.6	3606.6	3605.3	3605.8	863.0
2020-01-19 19:45:00	ES	Futures	3605.8	3605.8	3605.0	3605.3	440.0
2020-01-19 19:50:00	ES	Futures	3605.3	3605.5	3605.0	3605.3	248.0
2020-01-19 19:55:00	ES	Futures	3605.5	3606.3	3605.3	3606.3	341.0
2020-01-19 20:00:00	ES	Futures	3606.3	3606.3	3605.5	3605.5	496.0
2020-01-19 20:05:00	ES	Futures	3605.5	3605.8	3605.3	3605.5	163.0
2020-01-19 20:10:00	ES	Futures	3605.8	3606.1	3605.5	3605.5	144.0
2020-01-19 20:15:00	ES	Futures	3605.8	3606.3	3605.3	3606.3	327.0
2020-01-19 20:20:00	ES	Futures	3606.3	3607.2	3606.1	3606.9	478.0
2020-01-19 20:25:00	ES	Futures	3606.9	3606.9	3606.3	3606.6	208.0
2020-01-19 20:30:00	ES	Futures	3606.9	3606.9	3605.5	3606.1	622.0
2020-01-19 20:35:00	ES	Futures	3606.1	3606.1	3605.3	3605.5	331.0
2020-01-19 20:40:00	ES	Futures	3605.5	3606.6	3605.5	3605.8	282.0
2020-01-19 20:45:00	ES	Futures	3605.5	3606.1	3605.5	3605.8	402.0
2020-01-19 20:50:00	ES	Futures	3605.8	3606.3	3605.5	3605.8	412.0
2020-01-19 20:55:00	ES	Futures	3605.8	3606.1	3605.8	3606.1	190.0
2020-01-19 21:00:00	ES	Futures	3606.1	3606.3	3605.5	3606.1	206.0
2020-01-19 21:05:00	ES	Futures	3606.1	3606.3	3605.5	3605.8	332.0
2020-01-19 21:10:00	ES	Futures	3606.1	3606.3	3605.8	3606.1	259.0
2020-01-19 21:15:00	ES	Futures	3606.1	3606.6	3606.1	3606.3	474.0
2020-01-19 21:20:00	ES	Futures	3606.3	3606.6	3606.1	3606.3	133.0
2020-01-19 21:25:00	ES	Futures	3606.3	3606.6	3606.3	3606.3	163.0
2020-01-19 21:30:00	ES	Futures	3606.3	3606.9	3606.3	3606.6	177.0
2020-01-19 21:35:00	ES	Futures	3606.9	3606.9	3605.8	3605.8	188.0
2020-01-19 21:40:00	ES	Futures	3605.8	3605.8	3605.3	3605.5	398.0
2020-01-19 21:45:00	ES	Futures	3605.5	3606.1	3605.5	3605.8	235.0
2020-01-19 21:50:00	ES	Futures	3605.5	3605.5	3605.0	3605.3	286.0
2020-01-19 21:55:00	ES	Futures	3605.3	3605.8	3605.3	3605.5	305.0
2020-01-19 22:00:00	ES	Futures	3605.5	3605.8	3605.3	3605.5	64.0
2020-01-19 22:05:00	ES	Futures	3605.8	3606.3	3605.5	3606.1	160.0

> showing 50 of 3,013 rows — these rows as CSV

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