PREVIEW / futures_5min / 2020-01-20

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-20.parquet
  size:    187 KB
  rows:    13,382

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
2020-01-20 00:00:00	ES	Futures	3605.5	3605.8	3605.5	3605.8	263.0
2020-01-20 00:05:00	ES	Futures	3605.8	3606.1	3605.5	3605.8	289.0
2020-01-20 00:10:00	ES	Futures	3605.8	3605.8	3605.5	3605.8	124.0
2020-01-20 00:15:00	ES	Futures	3605.8	3606.1	3605.5	3605.8	217.0
2020-01-20 00:20:00	ES	Futures	3605.8	3605.8	3605.3	3605.3	136.0
2020-01-20 00:25:00	ES	Futures	3605.5	3605.5	3605.0	3605.3	511.0
2020-01-20 00:30:00	ES	Futures	3605.3	3605.3	3605.0	3605.3	128.0
2020-01-20 00:35:00	ES	Futures	3605.3	3605.3	3605.0	3605.0	161.0
2020-01-20 00:40:00	ES	Futures	3605.3	3605.3	3604.7	3605.3	326.0
2020-01-20 00:45:00	ES	Futures	3605.3	3605.3	3604.7	3604.7	254.0
2020-01-20 00:50:00	ES	Futures	3605.0	3605.0	3604.4	3604.7	176.0
2020-01-20 00:55:00	ES	Futures	3604.4	3604.7	3604.2	3604.4	410.0
2020-01-20 01:00:00	ES	Futures	3604.7	3605.3	3604.4	3605.3	574.0
2020-01-20 01:05:00	ES	Futures	3605.3	3605.5	3605.3	3605.5	233.0
2020-01-20 01:10:00	ES	Futures	3605.5	3606.3	3605.3	3606.1	547.0
2020-01-20 01:15:00	ES	Futures	3606.1	3606.1	3605.3	3605.5	280.0
2020-01-20 01:20:00	ES	Futures	3605.5	3606.1	3605.3	3606.1	162.0
2020-01-20 01:25:00	ES	Futures	3605.8	3605.8	3605.5	3605.8	72.0
2020-01-20 01:30:00	ES	Futures	3605.8	3606.1	3605.5	3605.8	181.0
2020-01-20 01:35:00	ES	Futures	3605.8	3606.1	3605.8	3605.8	101.0
2020-01-20 01:40:00	ES	Futures	3605.8	3605.8	3605.5	3605.8	228.0
2020-01-20 01:45:00	ES	Futures	3605.8	3606.1	3605.8	3606.1	65.0
2020-01-20 01:50:00	ES	Futures	3606.1	3606.3	3605.8	3606.1	165.0
2020-01-20 01:55:00	ES	Futures	3606.1	3606.1	3605.5	3605.5	401.0
2020-01-20 02:00:00	ES	Futures	3605.5	3605.8	3605.0	3605.0	431.0
2020-01-20 02:05:00	ES	Futures	3605.0	3605.0	3603.9	3603.9	853.0
2020-01-20 02:10:00	ES	Futures	3604.2	3604.2	3603.4	3603.6	515.0
2020-01-20 02:15:00	ES	Futures	3603.6	3603.9	3602.8	3603.1	586.0
2020-01-20 02:20:00	ES	Futures	3603.1	3603.6	3602.8	3603.1	650.0
2020-01-20 02:25:00	ES	Futures	3603.1	3603.1	3602.0	3602.5	873.0
2020-01-20 02:30:00	ES	Futures	3602.3	3603.4	3602.3	3602.8	722.0
2020-01-20 02:35:00	ES	Futures	3602.8	3603.1	3601.7	3602.0	1164.0
2020-01-20 02:40:00	ES	Futures	3602.0	3602.5	3601.7	3602.3	463.0
2020-01-20 02:45:00	ES	Futures	3602.3	3602.5	3601.2	3601.7	622.0
2020-01-20 02:50:00	ES	Futures	3601.5	3602.0	3600.9	3601.7	692.0
2020-01-20 02:55:00	ES	Futures	3602.0	3602.0	3601.2	3601.5	536.0
2020-01-20 03:00:00	ES	Futures	3601.7	3601.7	3600.1	3600.9	1955.0
2020-01-20 03:05:00	ES	Futures	3600.6	3600.9	3600.1	3600.4	1100.0
2020-01-20 03:10:00	ES	Futures	3600.6	3600.9	3599.6	3600.4	940.0
2020-01-20 03:15:00	ES	Futures	3600.4	3600.4	3599.0	3599.6	1532.0
2020-01-20 03:20:00	ES	Futures	3599.8	3599.8	3598.5	3598.5	1401.0
2020-01-20 03:25:00	ES	Futures	3598.8	3599.3	3598.2	3599.0	926.0
2020-01-20 03:30:00	ES	Futures	3599.0	3599.0	3598.2	3598.2	1022.0
2020-01-20 03:35:00	ES	Futures	3598.2	3599.0	3597.7	3598.8	978.0
2020-01-20 03:40:00	ES	Futures	3598.8	3599.0	3598.5	3599.0	552.0
2020-01-20 03:45:00	ES	Futures	3599.0	3599.0	3598.5	3598.5	560.0
2020-01-20 03:50:00	ES	Futures	3598.8	3599.0	3598.2	3598.8	772.0
2020-01-20 03:55:00	ES	Futures	3598.8	3598.8	3597.7	3598.2	979.0
2020-01-20 04:00:00	ES	Futures	3598.2	3599.0	3597.9	3598.5	1049.0
2020-01-20 04:05:00	ES	Futures	3598.5	3599.0	3598.2	3598.8	1067.0

> showing 50 of 13,382 rows — these rows as CSV

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