PREVIEW / futures_5min / 2020-01-29

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-29.parquet
  size:    294 KB
  rows:    18,371

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
2020-01-29 00:00:00	ES	Futures	3564.1	3565.1	3564.1	3564.6	719.0
2020-01-29 00:05:00	ES	Futures	3564.6	3564.9	3563.3	3563.3	650.0
2020-01-29 00:10:00	ES	Futures	3563.3	3563.8	3562.7	3563.0	632.0
2020-01-29 00:15:00	ES	Futures	3563.3	3563.3	3562.7	3563.0	326.0
2020-01-29 00:20:00	ES	Futures	3563.0	3563.3	3562.4	3562.7	434.0
2020-01-29 00:25:00	ES	Futures	3562.4	3563.3	3562.4	3563.0	336.0
2020-01-29 00:30:00	ES	Futures	3563.0	3563.8	3562.7	3563.5	396.0
2020-01-29 00:35:00	ES	Futures	3563.5	3563.8	3562.7	3563.3	496.0
2020-01-29 00:40:00	ES	Futures	3563.3	3563.5	3563.0	3563.0	297.0
2020-01-29 00:45:00	ES	Futures	3563.0	3563.0	3562.4	3562.4	527.0
2020-01-29 00:50:00	ES	Futures	3562.7	3563.3	3562.4	3562.7	358.0
2020-01-29 00:55:00	ES	Futures	3562.4	3563.0	3562.4	3562.7	337.0
2020-01-29 01:00:00	ES	Futures	3562.7	3563.8	3562.4	3563.0	660.0
2020-01-29 01:05:00	ES	Futures	3563.0	3563.5	3562.7	3563.0	895.0
2020-01-29 01:10:00	ES	Futures	3563.0	3563.3	3562.4	3563.3	677.0
2020-01-29 01:15:00	ES	Futures	3563.3	3563.5	3563.0	3563.0	378.0
2020-01-29 01:20:00	ES	Futures	3563.0	3563.3	3563.0	3563.0	414.0
2020-01-29 01:25:00	ES	Futures	3563.0	3563.0	3561.4	3561.4	862.0
2020-01-29 01:30:00	ES	Futures	3561.6	3561.9	3560.8	3560.8	972.0
2020-01-29 01:35:00	ES	Futures	3560.8	3561.1	3560.5	3561.1	344.0
2020-01-29 01:40:00	ES	Futures	3561.1	3561.4	3560.8	3561.1	271.0
2020-01-29 01:45:00	ES	Futures	3561.1	3561.6	3561.1	3561.4	337.0
2020-01-29 01:50:00	ES	Futures	3561.1	3561.1	3560.3	3560.8	530.0
2020-01-29 01:55:00	ES	Futures	3560.5	3560.8	3560.3	3560.5	230.0
2020-01-29 02:00:00	ES	Futures	3560.5	3561.1	3559.2	3559.5	1648.0
2020-01-29 02:05:00	ES	Futures	3559.5	3560.0	3558.6	3558.9	972.0
2020-01-29 02:10:00	ES	Futures	3558.9	3559.5	3558.1	3559.5	1071.0
2020-01-29 02:15:00	ES	Futures	3559.5	3560.5	3558.6	3560.0	1494.0
2020-01-29 02:20:00	ES	Futures	3560.0	3560.3	3559.5	3560.0	725.0
2020-01-29 02:25:00	ES	Futures	3559.7	3560.3	3559.2	3559.2	878.0
2020-01-29 02:30:00	ES	Futures	3559.5	3560.3	3559.2	3560.3	895.0
2020-01-29 02:35:00	ES	Futures	3560.0	3560.8	3560.0	3560.3	594.0
2020-01-29 02:40:00	ES	Futures	3560.3	3560.3	3559.5	3560.3	763.0
2020-01-29 02:45:00	ES	Futures	3560.3	3561.1	3560.0	3560.8	583.0
2020-01-29 02:50:00	ES	Futures	3560.8	3560.8	3560.0	3560.3	868.0
2020-01-29 02:55:00	ES	Futures	3560.3	3561.1	3559.7	3560.3	1496.0
2020-01-29 03:00:00	ES	Futures	3560.3	3560.5	3556.7	3557.8	5106.0
2020-01-29 03:05:00	ES	Futures	3557.8	3560.0	3557.0	3560.0	2352.0
2020-01-29 03:10:00	ES	Futures	3560.0	3561.9	3559.7	3560.5	2624.0
2020-01-29 03:15:00	ES	Futures	3560.5	3563.0	3560.3	3562.2	2181.0
2020-01-29 03:20:00	ES	Futures	3562.4	3565.7	3562.2	3565.1	3493.0
2020-01-29 03:25:00	ES	Futures	3565.4	3565.4	3563.3	3564.6	3475.0
2020-01-29 03:30:00	ES	Futures	3564.6	3566.2	3563.5	3563.5	3328.0
2020-01-29 03:35:00	ES	Futures	3563.5	3564.3	3562.2	3562.2	2529.0
2020-01-29 03:40:00	ES	Futures	3562.2	3562.7	3561.1	3561.1	1878.0
2020-01-29 03:45:00	ES	Futures	3561.1	3563.0	3560.8	3562.7	1778.0
2020-01-29 03:50:00	ES	Futures	3562.7	3563.5	3562.2	3563.3	1682.0
2020-01-29 03:55:00	ES	Futures	3563.3	3563.5	3561.4	3563.0	1617.0
2020-01-29 04:00:00	ES	Futures	3563.0	3564.6	3562.7	3564.6	1816.0
2020-01-29 04:05:00	ES	Futures	3564.3	3564.6	3563.3	3563.8	1837.0

> showing 50 of 18,371 rows — these rows as CSV

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