PREVIEW / futures_5min / 2020-01-27

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-27.parquet
  size:    296 KB
  rows:    18,490

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
2020-01-27 00:00:00	ES	Futures	3536.2	3537.0	3534.3	3534.8	972.0
2020-01-27 00:05:00	ES	Futures	3534.8	3535.3	3533.4	3534.0	892.0
2020-01-27 00:10:00	ES	Futures	3534.0	3535.1	3533.7	3534.0	760.0
2020-01-27 00:15:00	ES	Futures	3534.0	3534.3	3532.6	3533.4	751.0
2020-01-27 00:20:00	ES	Futures	3533.7	3535.6	3533.2	3535.3	698.0
2020-01-27 00:25:00	ES	Futures	3535.3	3535.9	3535.1	3535.1	551.0
2020-01-27 00:30:00	ES	Futures	3535.1	3537.2	3535.1	3536.7	1487.0
2020-01-27 00:35:00	ES	Futures	3536.7	3536.7	3534.0	3534.5	1211.0
2020-01-27 00:40:00	ES	Futures	3534.5	3535.6	3534.5	3535.3	530.0
2020-01-27 00:45:00	ES	Futures	3535.6	3536.2	3533.4	3533.7	913.0
2020-01-27 00:50:00	ES	Futures	3533.7	3534.3	3532.9	3533.2	1012.0
2020-01-27 00:55:00	ES	Futures	3533.2	3533.7	3532.6	3532.9	1155.0
2020-01-27 01:00:00	ES	Futures	3533.2	3534.3	3532.6	3533.2	1581.0
2020-01-27 01:05:00	ES	Futures	3532.9	3534.0	3532.9	3534.0	716.0
2020-01-27 01:10:00	ES	Futures	3533.7	3534.3	3531.8	3533.4	1620.0
2020-01-27 01:15:00	ES	Futures	3533.7	3535.6	3533.4	3534.8	972.0
2020-01-27 01:20:00	ES	Futures	3535.1	3535.6	3534.8	3535.6	829.0
2020-01-27 01:25:00	ES	Futures	3535.6	3535.6	3534.5	3534.8	513.0
2020-01-27 01:30:00	ES	Futures	3535.1	3535.6	3534.5	3535.1	552.0
2020-01-27 01:35:00	ES	Futures	3534.8	3535.6	3534.5	3535.6	530.0
2020-01-27 01:40:00	ES	Futures	3535.6	3536.2	3535.1	3536.2	598.0
2020-01-27 01:45:00	ES	Futures	3536.2	3536.2	3535.1	3535.6	627.0
2020-01-27 01:50:00	ES	Futures	3535.6	3535.6	3534.3	3534.5	925.0
2020-01-27 01:55:00	ES	Futures	3534.5	3535.1	3534.0	3534.3	814.0
2020-01-27 02:00:00	ES	Futures	3534.3	3536.2	3534.0	3535.6	2365.0
2020-01-27 02:05:00	ES	Futures	3535.6	3537.2	3535.3	3537.0	1640.0
2020-01-27 02:10:00	ES	Futures	3537.0	3537.0	3534.5	3535.1	1570.0
2020-01-27 02:15:00	ES	Futures	3534.8	3535.9	3534.0	3534.0	1554.0
2020-01-27 02:20:00	ES	Futures	3534.0	3534.5	3531.8	3534.0	3623.0
2020-01-27 02:25:00	ES	Futures	3534.0	3534.3	3533.4	3533.4	1217.0
2020-01-27 02:30:00	ES	Futures	3533.4	3535.9	3533.2	3534.3	2231.0
2020-01-27 02:35:00	ES	Futures	3534.3	3534.8	3533.7	3534.3	2035.0
2020-01-27 02:40:00	ES	Futures	3534.3	3535.1	3534.0	3534.3	1272.0
2020-01-27 02:45:00	ES	Futures	3534.5	3535.1	3533.4	3533.7	1533.0
2020-01-27 02:50:00	ES	Futures	3533.7	3535.6	3532.9	3535.3	2117.0
2020-01-27 02:55:00	ES	Futures	3535.1	3535.3	3534.0	3534.8	1193.0
2020-01-27 03:00:00	ES	Futures	3534.8	3535.9	3532.9	3535.3	4599.0
2020-01-27 03:05:00	ES	Futures	3535.3	3535.6	3533.7	3534.0	3393.0
2020-01-27 03:10:00	ES	Futures	3534.0	3534.3	3530.5	3533.7	7303.0
2020-01-27 03:15:00	ES	Futures	3533.7	3538.3	3533.2	3538.3	6539.0
2020-01-27 03:20:00	ES	Futures	3538.0	3540.8	3537.0	3539.9	5782.0
2020-01-27 03:25:00	ES	Futures	3539.7	3540.5	3538.9	3540.2	3189.0
2020-01-27 03:30:00	ES	Futures	3539.9	3540.5	3538.9	3539.4	3627.0
2020-01-27 03:35:00	ES	Futures	3539.7	3539.9	3538.0	3538.6	2365.0
2020-01-27 03:40:00	ES	Futures	3538.6	3538.6	3537.0	3537.0	3162.0
2020-01-27 03:45:00	ES	Futures	3537.0	3538.3	3536.7	3537.2	1906.0
2020-01-27 03:50:00	ES	Futures	3537.5	3537.8	3535.1	3537.0	5053.0
2020-01-27 03:55:00	ES	Futures	3537.0	3537.5	3535.3	3535.6	2757.0
2020-01-27 04:00:00	ES	Futures	3535.9	3536.2	3533.7	3534.8	4186.0
2020-01-27 04:05:00	ES	Futures	3534.5	3534.8	3533.2	3534.0	3300.0

> showing 50 of 18,490 rows — these rows as CSV

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