PREVIEW / futures_5min / 2020-01-21

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-21.parquet
  size:    285 KB
  rows:    18,248

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
2020-01-21 00:00:00	ES	Futures	3589.5	3590.3	3589.3	3590.1	371.0
2020-01-21 00:05:00	ES	Futures	3590.1	3590.6	3589.8	3590.3	495.0
2020-01-21 00:10:00	ES	Futures	3590.3	3590.6	3590.1	3590.3	458.0
2020-01-21 00:15:00	ES	Futures	3590.3	3590.3	3589.5	3589.8	418.0
2020-01-21 00:20:00	ES	Futures	3590.1	3590.1	3589.3	3589.5	449.0
2020-01-21 00:25:00	ES	Futures	3589.5	3590.1	3589.5	3590.1	210.0
2020-01-21 00:30:00	ES	Futures	3590.1	3590.1	3589.5	3589.5	378.0
2020-01-21 00:35:00	ES	Futures	3589.8	3590.6	3589.5	3590.6	489.0
2020-01-21 00:40:00	ES	Futures	3590.6	3590.6	3590.3	3590.6	410.0
2020-01-21 00:45:00	ES	Futures	3590.6	3590.6	3589.3	3589.5	769.0
2020-01-21 00:50:00	ES	Futures	3589.5	3589.5	3587.9	3589.0	1464.0
2020-01-21 00:55:00	ES	Futures	3588.7	3589.3	3588.2	3589.0	874.0
2020-01-21 01:00:00	ES	Futures	3589.3	3590.1	3589.0	3589.3	1596.0
2020-01-21 01:05:00	ES	Futures	3589.0	3589.8	3589.0	3589.8	659.0
2020-01-21 01:10:00	ES	Futures	3589.5	3590.3	3589.5	3589.8	432.0
2020-01-21 01:15:00	ES	Futures	3589.8	3589.8	3589.3	3589.5	449.0
2020-01-21 01:20:00	ES	Futures	3589.8	3590.3	3589.3	3590.3	520.0
2020-01-21 01:25:00	ES	Futures	3590.3	3590.6	3589.8	3590.3	393.0
2020-01-21 01:30:00	ES	Futures	3590.3	3590.9	3590.1	3590.6	620.0
2020-01-21 01:35:00	ES	Futures	3590.3	3590.6	3589.5	3589.5	464.0
2020-01-21 01:40:00	ES	Futures	3589.8	3589.8	3586.8	3587.4	2185.0
2020-01-21 01:45:00	ES	Futures	3587.6	3588.2	3587.4	3587.9	963.0
2020-01-21 01:50:00	ES	Futures	3588.2	3588.2	3587.6	3587.6	597.0
2020-01-21 01:55:00	ES	Futures	3587.6	3588.2	3587.4	3588.2	955.0
2020-01-21 02:00:00	ES	Futures	3587.9	3588.7	3587.1	3588.5	1754.0
2020-01-21 02:05:00	ES	Futures	3588.5	3588.7	3587.6	3587.9	1136.0
2020-01-21 02:10:00	ES	Futures	3588.2	3589.5	3587.6	3589.0	1595.0
2020-01-21 02:15:00	ES	Futures	3589.3	3589.8	3588.7	3588.7	1092.0
2020-01-21 02:20:00	ES	Futures	3589.0	3590.1	3589.0	3589.8	755.0
2020-01-21 02:25:00	ES	Futures	3589.8	3592.2	3589.5	3592.0	1670.0
2020-01-21 02:30:00	ES	Futures	3592.0	3594.7	3591.4	3593.1	5537.0
2020-01-21 02:35:00	ES	Futures	3593.1	3593.9	3592.2	3592.8	1560.0
2020-01-21 02:40:00	ES	Futures	3592.5	3592.8	3591.7	3592.5	1198.0
2020-01-21 02:45:00	ES	Futures	3592.5	3592.5	3591.2	3591.4	1781.0
2020-01-21 02:50:00	ES	Futures	3591.4	3592.8	3591.2	3592.5	2071.0
2020-01-21 02:55:00	ES	Futures	3592.5	3593.6	3592.5	3593.3	1709.0
2020-01-21 03:00:00	ES	Futures	3593.3	3593.6	3589.0	3591.4	8804.0
2020-01-21 03:05:00	ES	Futures	3591.4	3591.7	3587.9	3588.2	4605.0
2020-01-21 03:10:00	ES	Futures	3588.5	3589.3	3586.3	3587.6	5902.0
2020-01-21 03:15:00	ES	Futures	3587.6	3589.3	3586.8	3589.3	3300.0
2020-01-21 03:20:00	ES	Futures	3589.0	3589.8	3588.5	3588.7	2079.0
2020-01-21 03:25:00	ES	Futures	3588.7	3589.8	3587.1	3589.0	2645.0
2020-01-21 03:30:00	ES	Futures	3589.0	3589.3	3584.9	3586.6	4535.0
2020-01-21 03:35:00	ES	Futures	3586.6	3589.0	3586.6	3588.7	2403.0
2020-01-21 03:40:00	ES	Futures	3588.7	3590.1	3587.6	3589.0	3024.0
2020-01-21 03:45:00	ES	Futures	3589.0	3589.3	3588.5	3588.7	963.0
2020-01-21 03:50:00	ES	Futures	3588.7	3590.1	3587.9	3589.5	2601.0
2020-01-21 03:55:00	ES	Futures	3589.5	3590.6	3589.5	3590.6	1971.0
2020-01-21 04:00:00	ES	Futures	3590.9	3591.7	3590.3	3591.7	1670.0
2020-01-21 04:05:00	ES	Futures	3591.4	3591.4	3590.3	3591.2	1730.0

> showing 50 of 18,248 rows — these rows as CSV

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