PREVIEW / futures_5min / 2020-01-23

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-23.parquet
  size:    286 KB
  rows:    18,229

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
2020-01-23 00:00:00	ES	Futures	3594.4	3594.7	3593.1	3593.3	728.0
2020-01-23 00:05:00	ES	Futures	3593.3	3594.1	3592.2	3592.5	812.0
2020-01-23 00:10:00	ES	Futures	3592.2	3593.1	3591.7	3592.0	1399.0
2020-01-23 00:15:00	ES	Futures	3592.0	3593.1	3591.7	3592.8	1231.0
2020-01-23 00:20:00	ES	Futures	3592.8	3592.8	3591.4	3591.7	615.0
2020-01-23 00:25:00	ES	Futures	3591.7	3592.8	3590.3	3592.2	2955.0
2020-01-23 00:30:00	ES	Futures	3592.2	3592.2	3590.6	3591.2	1097.0
2020-01-23 00:35:00	ES	Futures	3590.9	3592.2	3590.9	3591.7	663.0
2020-01-23 00:40:00	ES	Futures	3591.7	3591.7	3590.3	3591.2	940.0
2020-01-23 00:45:00	ES	Futures	3591.4	3593.3	3591.2	3593.3	1798.0
2020-01-23 00:50:00	ES	Futures	3593.1	3593.1	3592.0	3592.0	1088.0
2020-01-23 00:55:00	ES	Futures	3592.0	3592.5	3591.2	3591.4	1112.0
2020-01-23 01:00:00	ES	Futures	3591.4	3592.0	3590.9	3591.4	1344.0
2020-01-23 01:05:00	ES	Futures	3591.2	3592.5	3591.2	3592.0	817.0
2020-01-23 01:10:00	ES	Futures	3592.0	3593.1	3592.0	3592.5	512.0
2020-01-23 01:15:00	ES	Futures	3592.8	3592.8	3591.2	3591.4	610.0
2020-01-23 01:20:00	ES	Futures	3591.4	3592.2	3591.4	3591.7	450.0
2020-01-23 01:25:00	ES	Futures	3592.0	3592.8	3590.9	3591.7	866.0
2020-01-23 01:30:00	ES	Futures	3591.4	3592.0	3590.6	3590.6	628.0
2020-01-23 01:35:00	ES	Futures	3590.9	3591.4	3590.3	3590.3	482.0
2020-01-23 01:40:00	ES	Futures	3590.6	3592.0	3590.1	3592.0	547.0
2020-01-23 01:45:00	ES	Futures	3592.0	3592.8	3591.7	3592.8	403.0
2020-01-23 01:50:00	ES	Futures	3592.8	3592.8	3591.2	3591.4	371.0
2020-01-23 01:55:00	ES	Futures	3591.4	3592.0	3591.4	3592.0	202.0
2020-01-23 02:00:00	ES	Futures	3592.0	3592.8	3591.4	3592.2	790.0
2020-01-23 02:05:00	ES	Futures	3592.5	3594.4	3592.2	3594.1	1587.0
2020-01-23 02:10:00	ES	Futures	3594.4	3596.0	3594.4	3594.4	1477.0
2020-01-23 02:15:00	ES	Futures	3594.4	3594.7	3593.6	3594.4	1053.0
2020-01-23 02:20:00	ES	Futures	3594.1	3595.8	3594.1	3595.5	902.0
2020-01-23 02:25:00	ES	Futures	3595.5	3595.5	3593.6	3595.2	1308.0
2020-01-23 02:30:00	ES	Futures	3595.2	3597.7	3595.2	3596.6	2379.0
2020-01-23 02:35:00	ES	Futures	3596.6	3596.9	3596.0	3596.6	459.0
2020-01-23 02:40:00	ES	Futures	3596.9	3598.5	3596.6	3597.9	1468.0
2020-01-23 02:45:00	ES	Futures	3597.9	3598.8	3596.3	3596.9	2440.0
2020-01-23 02:50:00	ES	Futures	3596.9	3599.6	3596.3	3598.2	2389.0
2020-01-23 02:55:00	ES	Futures	3597.9	3599.3	3597.7	3598.2	1669.0
2020-01-23 03:00:00	ES	Futures	3598.2	3599.0	3596.6	3597.1	3176.0
2020-01-23 03:05:00	ES	Futures	3597.4	3598.2	3595.8	3596.6	2013.0
2020-01-23 03:10:00	ES	Futures	3596.9	3597.1	3595.5	3596.6	2000.0
2020-01-23 03:15:00	ES	Futures	3596.9	3597.7	3596.9	3597.1	1329.0
2020-01-23 03:20:00	ES	Futures	3597.1	3598.5	3597.1	3597.7	1754.0
2020-01-23 03:25:00	ES	Futures	3597.7	3597.9	3596.0	3596.3	1604.0
2020-01-23 03:30:00	ES	Futures	3596.3	3598.2	3595.8	3596.6	2713.0
2020-01-23 03:35:00	ES	Futures	3596.6	3597.4	3595.2	3595.5	1637.0
2020-01-23 03:40:00	ES	Futures	3595.5	3596.3	3595.5	3595.5	1491.0
2020-01-23 03:45:00	ES	Futures	3595.8	3597.7	3595.8	3597.4	1664.0
2020-01-23 03:50:00	ES	Futures	3597.4	3597.9	3594.1	3594.4	2694.0
2020-01-23 03:55:00	ES	Futures	3594.7	3595.8	3594.1	3595.8	2275.0
2020-01-23 04:00:00	ES	Futures	3595.5	3597.4	3595.2	3596.3	1728.0
2020-01-23 04:05:00	ES	Futures	3596.3	3596.9	3595.8	3596.9	2201.0

> showing 50 of 18,229 rows — these rows as CSV

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