PREVIEW / futures_5min / 2020-01-26

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-26.parquet
  size:    72 KB
  rows:    3,726

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
2020-01-26 18:00:00	ES	Futures	3544.3	3544.3	3536.7	3539.9	21916.0
2020-01-26 18:05:00	ES	Futures	3539.7	3541.3	3526.7	3531.0	14702.0
2020-01-26 18:10:00	ES	Futures	3531.0	3536.2	3529.9	3533.4	7854.0
2020-01-26 18:15:00	ES	Futures	3533.4	3536.2	3529.4	3534.3	5675.0
2020-01-26 18:20:00	ES	Futures	3534.3	3536.4	3532.6	3534.0	3832.0
2020-01-26 18:25:00	ES	Futures	3534.0	3534.3	3530.2	3532.4	6023.0
2020-01-26 18:30:00	ES	Futures	3532.4	3534.3	3528.8	3534.0	5797.0
2020-01-26 18:35:00	ES	Futures	3533.7	3534.5	3529.6	3531.8	6153.0
2020-01-26 18:40:00	ES	Futures	3532.1	3533.2	3526.9	3527.5	6231.0
2020-01-26 18:45:00	ES	Futures	3527.5	3530.5	3525.3	3529.9	5679.0
2020-01-26 18:50:00	ES	Futures	3529.9	3531.8	3527.2	3531.5	5006.0
2020-01-26 18:55:00	ES	Futures	3531.3	3533.4	3530.7	3532.4	5103.0
2020-01-26 19:00:00	ES	Futures	3532.4	3534.8	3531.0	3533.4	6025.0
2020-01-26 19:05:00	ES	Futures	3533.4	3536.2	3532.4	3535.3	4564.0
2020-01-26 19:10:00	ES	Futures	3535.6	3538.9	3535.6	3537.0	5732.0
2020-01-26 19:15:00	ES	Futures	3537.2	3541.0	3537.0	3538.9	7751.0
2020-01-26 19:20:00	ES	Futures	3538.9	3539.9	3538.0	3539.4	4053.0
2020-01-26 19:25:00	ES	Futures	3539.4	3540.5	3537.5	3538.9	3213.0
2020-01-26 19:30:00	ES	Futures	3538.9	3538.9	3535.9	3538.3	3796.0
2020-01-26 19:35:00	ES	Futures	3538.0	3540.5	3537.5	3539.9	2088.0
2020-01-26 19:40:00	ES	Futures	3539.9	3540.5	3538.0	3539.7	2561.0
2020-01-26 19:45:00	ES	Futures	3539.7	3539.9	3538.0	3539.1	2315.0
2020-01-26 19:50:00	ES	Futures	3539.1	3541.3	3539.1	3541.3	2554.0
2020-01-26 19:55:00	ES	Futures	3541.0	3543.2	3541.0	3542.9	3237.0
2020-01-26 20:00:00	ES	Futures	3543.2	3543.5	3541.0	3541.8	3551.0
2020-01-26 20:05:00	ES	Futures	3541.8	3542.7	3541.0	3541.6	1948.0
2020-01-26 20:10:00	ES	Futures	3541.3	3542.9	3541.0	3541.8	2193.0
2020-01-26 20:15:00	ES	Futures	3541.6	3541.8	3541.0	3541.3	1016.0
2020-01-26 20:20:00	ES	Futures	3541.3	3543.2	3541.3	3542.4	1316.0
2020-01-26 20:25:00	ES	Futures	3542.4	3543.2	3542.1	3542.7	710.0
2020-01-26 20:30:00	ES	Futures	3542.7	3542.9	3542.1	3542.7	981.0
2020-01-26 20:35:00	ES	Futures	3542.4	3542.7	3539.7	3540.5	2617.0
2020-01-26 20:40:00	ES	Futures	3540.8	3540.8	3538.3	3539.1	2020.0
2020-01-26 20:45:00	ES	Futures	3539.1	3539.9	3538.3	3539.4	967.0
2020-01-26 20:50:00	ES	Futures	3539.4	3541.0	3538.9	3539.1	1628.0
2020-01-26 20:55:00	ES	Futures	3539.4	3541.0	3539.4	3540.5	723.0
2020-01-26 21:00:00	ES	Futures	3540.5	3540.8	3538.3	3538.6	1288.0
2020-01-26 21:05:00	ES	Futures	3538.6	3538.9	3536.7	3537.2	1983.0
2020-01-26 21:10:00	ES	Futures	3537.2	3537.5	3536.7	3537.2	912.0
2020-01-26 21:15:00	ES	Futures	3537.5	3537.5	3534.3	3534.5	2273.0
2020-01-26 21:20:00	ES	Futures	3534.5	3536.4	3534.5	3535.1	1880.0
2020-01-26 21:25:00	ES	Futures	3535.1	3535.3	3532.6	3534.0	3508.0
2020-01-26 21:30:00	ES	Futures	3534.0	3534.0	3531.3	3532.6	2426.0
2020-01-26 21:35:00	ES	Futures	3532.6	3533.7	3531.5	3531.8	1775.0
2020-01-26 21:40:00	ES	Futures	3532.1	3534.8	3531.8	3534.5	1654.0
2020-01-26 21:45:00	ES	Futures	3534.8	3536.4	3534.5	3535.1	2008.0
2020-01-26 21:50:00	ES	Futures	3535.1	3535.3	3532.6	3533.7	2340.0
2020-01-26 21:55:00	ES	Futures	3534.0	3534.5	3532.9	3533.2	1020.0
2020-01-26 22:00:00	ES	Futures	3533.2	3535.9	3533.2	3535.6	1110.0
2020-01-26 22:05:00	ES	Futures	3535.6	3536.4	3535.1	3536.2	841.0

> showing 50 of 3,726 rows — these rows as CSV

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