PREVIEW / futures_5min / 2020-01-28

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-28.parquet
  size:    311 KB
  rows:    18,543

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
2020-01-28 00:00:00	ES	Futures	3528.3	3528.8	3527.8	3528.0	722.0
2020-01-28 00:05:00	ES	Futures	3527.8	3528.0	3526.9	3526.9	944.0
2020-01-28 00:10:00	ES	Futures	3526.9	3528.0	3526.7	3527.2	810.0
2020-01-28 00:15:00	ES	Futures	3527.2	3528.0	3526.9	3528.0	627.0
2020-01-28 00:20:00	ES	Futures	3528.0	3528.0	3527.2	3528.0	401.0
2020-01-28 00:25:00	ES	Futures	3527.8	3529.1	3527.5	3528.8	791.0
2020-01-28 00:30:00	ES	Futures	3528.8	3531.8	3528.6	3529.9	3254.0
2020-01-28 00:35:00	ES	Futures	3529.9	3530.7	3529.6	3530.5	481.0
2020-01-28 00:40:00	ES	Futures	3530.5	3531.3	3529.9	3530.7	781.0
2020-01-28 00:45:00	ES	Futures	3531.0	3533.7	3530.5	3531.8	2950.0
2020-01-28 00:50:00	ES	Futures	3531.5	3532.9	3531.3	3532.6	1381.0
2020-01-28 00:55:00	ES	Futures	3532.6	3533.2	3531.8	3532.4	935.0
2020-01-28 01:00:00	ES	Futures	3532.4	3532.6	3530.5	3531.0	2059.0
2020-01-28 01:05:00	ES	Futures	3530.7	3532.1	3530.7	3531.5	1107.0
2020-01-28 01:10:00	ES	Futures	3531.5	3532.6	3531.3	3531.5	722.0
2020-01-28 01:15:00	ES	Futures	3531.3	3532.4	3531.3	3531.5	594.0
2020-01-28 01:20:00	ES	Futures	3531.5	3534.5	3531.3	3533.7	1767.0
2020-01-28 01:25:00	ES	Futures	3533.7	3534.5	3532.9	3533.7	851.0
2020-01-28 01:30:00	ES	Futures	3534.0	3534.8	3533.7	3534.3	960.0
2020-01-28 01:35:00	ES	Futures	3534.0	3537.5	3533.7	3536.4	3016.0
2020-01-28 01:40:00	ES	Futures	3536.4	3536.4	3534.8	3534.8	828.0
2020-01-28 01:45:00	ES	Futures	3534.8	3535.9	3534.5	3535.3	455.0
2020-01-28 01:50:00	ES	Futures	3535.6	3536.7	3535.3	3536.2	794.0
2020-01-28 01:55:00	ES	Futures	3536.2	3537.5	3535.9	3536.7	1296.0
2020-01-28 02:00:00	ES	Futures	3537.0	3537.0	3535.6	3535.9	1355.0
2020-01-28 02:05:00	ES	Futures	3536.2	3536.4	3533.2	3533.7	1915.0
2020-01-28 02:10:00	ES	Futures	3533.4	3535.6	3533.2	3535.3	1696.0
2020-01-28 02:15:00	ES	Futures	3535.3	3537.2	3535.1	3537.0	1908.0
2020-01-28 02:20:00	ES	Futures	3537.0	3537.5	3536.7	3537.0	1673.0
2020-01-28 02:25:00	ES	Futures	3536.7	3537.2	3536.4	3537.0	890.0
2020-01-28 02:30:00	ES	Futures	3537.0	3537.8	3536.7	3537.0	1280.0
2020-01-28 02:35:00	ES	Futures	3537.0	3537.2	3536.2	3536.4	1020.0
2020-01-28 02:40:00	ES	Futures	3536.4	3536.7	3535.6	3536.2	1139.0
2020-01-28 02:45:00	ES	Futures	3536.2	3536.7	3535.1	3535.1	717.0
2020-01-28 02:50:00	ES	Futures	3535.1	3535.9	3534.0	3534.3	1622.0
2020-01-28 02:55:00	ES	Futures	3534.3	3535.1	3534.3	3534.8	1356.0
2020-01-28 03:00:00	ES	Futures	3535.1	3535.1	3532.4	3532.9	4398.0
2020-01-28 03:05:00	ES	Futures	3533.2	3533.4	3531.8	3532.9	2670.0
2020-01-28 03:10:00	ES	Futures	3533.2	3535.9	3532.9	3535.1	2783.0
2020-01-28 03:15:00	ES	Futures	3535.1	3535.1	3532.9	3533.4	2605.0
2020-01-28 03:20:00	ES	Futures	3533.4	3533.4	3530.5	3530.5	2777.0
2020-01-28 03:25:00	ES	Futures	3530.7	3532.1	3529.1	3529.6	3588.0
2020-01-28 03:30:00	ES	Futures	3529.6	3529.6	3526.1	3529.4	4354.0
2020-01-28 03:35:00	ES	Futures	3529.4	3530.2	3527.8	3528.0	3923.0
2020-01-28 03:40:00	ES	Futures	3528.3	3528.8	3526.7	3528.0	3204.0
2020-01-28 03:45:00	ES	Futures	3528.0	3528.6	3522.3	3523.7	6958.0
2020-01-28 03:50:00	ES	Futures	3523.7	3526.4	3523.4	3524.8	4797.0
2020-01-28 03:55:00	ES	Futures	3524.8	3525.3	3523.1	3524.2	2741.0
2020-01-28 04:00:00	ES	Futures	3524.2	3524.5	3517.7	3518.8	13322.0
2020-01-28 04:05:00	ES	Futures	3518.8	3521.2	3517.2	3521.0	7382.0

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