PREVIEW / futures_5min / 2020-01-22

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-22.parquet
  size:    287 KB
  rows:    18,184

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
2020-01-22 00:00:00	ES	Futures	3614.5	3615.6	3614.5	3615.3	614.0
2020-01-22 00:05:00	ES	Futures	3615.6	3615.6	3614.7	3615.0	251.0
2020-01-22 00:10:00	ES	Futures	3615.0	3615.3	3614.7	3615.3	257.0
2020-01-22 00:15:00	ES	Futures	3615.3	3615.6	3615.3	3615.6	168.0
2020-01-22 00:20:00	ES	Futures	3615.3	3616.1	3615.0	3615.8	621.0
2020-01-22 00:25:00	ES	Futures	3615.8	3616.1	3615.0	3615.0	603.0
2020-01-22 00:30:00	ES	Futures	3615.3	3616.1	3615.3	3616.1	753.0
2020-01-22 00:35:00	ES	Futures	3615.8	3616.4	3615.6	3616.4	808.0
2020-01-22 00:40:00	ES	Futures	3616.1	3616.4	3615.6	3615.6	499.0
2020-01-22 00:45:00	ES	Futures	3615.8	3616.1	3615.3	3615.3	369.0
2020-01-22 00:50:00	ES	Futures	3615.3	3615.6	3615.3	3615.3	165.0
2020-01-22 00:55:00	ES	Futures	3615.6	3615.6	3615.3	3615.3	405.0
2020-01-22 01:00:00	ES	Futures	3615.3	3615.8	3614.7	3615.8	1115.0
2020-01-22 01:05:00	ES	Futures	3615.8	3616.4	3615.6	3616.1	838.0
2020-01-22 01:10:00	ES	Futures	3615.8	3616.1	3615.6	3616.1	550.0
2020-01-22 01:15:00	ES	Futures	3616.1	3616.1	3615.3	3615.6	772.0
2020-01-22 01:20:00	ES	Futures	3615.8	3616.4	3615.6	3615.6	529.0
2020-01-22 01:25:00	ES	Futures	3615.6	3616.1	3615.3	3615.6	421.0
2020-01-22 01:30:00	ES	Futures	3615.8	3615.8	3615.0	3615.0	469.0
2020-01-22 01:35:00	ES	Futures	3615.3	3615.3	3615.0	3615.0	185.0
2020-01-22 01:40:00	ES	Futures	3615.0	3615.6	3614.7	3615.6	574.0
2020-01-22 01:45:00	ES	Futures	3615.6	3615.8	3615.3	3615.8	406.0
2020-01-22 01:50:00	ES	Futures	3615.8	3616.1	3615.3	3615.3	578.0
2020-01-22 01:55:00	ES	Futures	3615.3	3616.1	3615.3	3615.3	382.0
2020-01-22 02:00:00	ES	Futures	3615.6	3615.6	3615.0	3615.3	877.0
2020-01-22 02:05:00	ES	Futures	3615.3	3615.6	3614.7	3615.0	484.0
2020-01-22 02:10:00	ES	Futures	3615.0	3615.6	3614.7	3615.3	378.0
2020-01-22 02:15:00	ES	Futures	3615.3	3615.6	3614.7	3615.0	841.0
2020-01-22 02:20:00	ES	Futures	3614.7	3615.0	3614.2	3614.5	783.0
2020-01-22 02:25:00	ES	Futures	3614.5	3614.7	3614.2	3614.5	728.0
2020-01-22 02:30:00	ES	Futures	3614.5	3615.0	3614.2	3614.5	675.0
2020-01-22 02:35:00	ES	Futures	3614.5	3614.7	3614.2	3614.5	735.0
2020-01-22 02:40:00	ES	Futures	3614.5	3615.0	3614.2	3614.5	946.0
2020-01-22 02:45:00	ES	Futures	3614.5	3614.7	3614.2	3614.2	888.0
2020-01-22 02:50:00	ES	Futures	3613.9	3614.7	3613.9	3613.9	1011.0
2020-01-22 02:55:00	ES	Futures	3613.9	3614.5	3613.7	3613.9	751.0
2020-01-22 03:00:00	ES	Futures	3613.9	3613.9	3612.6	3613.4	3748.0
2020-01-22 03:05:00	ES	Futures	3613.7	3614.2	3612.3	3612.6	3376.0
2020-01-22 03:10:00	ES	Futures	3612.6	3613.1	3612.0	3612.6	1751.0
2020-01-22 03:15:00	ES	Futures	3612.8	3613.9	3612.6	3613.9	1480.0
2020-01-22 03:20:00	ES	Futures	3613.7	3615.0	3613.1	3614.7	2249.0
2020-01-22 03:25:00	ES	Futures	3614.5	3614.7	3613.7	3614.5	1707.0
2020-01-22 03:30:00	ES	Futures	3614.5	3614.5	3612.8	3612.8	1469.0
2020-01-22 03:35:00	ES	Futures	3612.8	3613.4	3612.3	3613.4	1875.0
2020-01-22 03:40:00	ES	Futures	3613.4	3613.7	3611.8	3612.8	1810.0
2020-01-22 03:45:00	ES	Futures	3612.8	3612.8	3611.5	3612.0	1834.0
2020-01-22 03:50:00	ES	Futures	3612.0	3612.0	3610.9	3611.5	2290.0
2020-01-22 03:55:00	ES	Futures	3611.5	3612.0	3610.9	3611.2	1033.0
2020-01-22 04:00:00	ES	Futures	3611.2	3612.6	3610.1	3612.6	3774.0
2020-01-22 04:05:00	ES	Futures	3612.6	3613.4	3612.0	3612.8	2127.0

> showing 50 of 18,184 rows — these rows as CSV

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