PREVIEW / futures_5min / 2020-01-31

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-01-31.parquet
  size:    283 KB
  rows:    15,120

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
2020-01-31 00:00:00	ES	Futures	3571.4	3573.0	3571.4	3571.4	1240.0
2020-01-31 00:05:00	ES	Futures	3571.7	3571.9	3570.0	3570.3	375.0
2020-01-31 00:10:00	ES	Futures	3570.3	3571.1	3570.0	3570.6	519.0
2020-01-31 00:15:00	ES	Futures	3570.6	3571.1	3570.0	3570.8	383.0
2020-01-31 00:20:00	ES	Futures	3570.6	3571.1	3570.0	3570.8	400.0
2020-01-31 00:25:00	ES	Futures	3570.6	3571.4	3570.0	3571.4	511.0
2020-01-31 00:30:00	ES	Futures	3571.1	3571.4	3569.8	3570.3	603.0
2020-01-31 00:35:00	ES	Futures	3570.0	3570.3	3569.5	3569.8	636.0
2020-01-31 00:40:00	ES	Futures	3569.5	3570.3	3569.2	3569.5	601.0
2020-01-31 00:45:00	ES	Futures	3569.5	3569.5	3568.4	3568.4	1006.0
2020-01-31 00:50:00	ES	Futures	3568.7	3568.7	3567.0	3567.3	1068.0
2020-01-31 00:55:00	ES	Futures	3567.3	3568.7	3566.5	3566.5	1431.0
2020-01-31 01:00:00	ES	Futures	3566.5	3566.8	3563.8	3563.8	3366.0
2020-01-31 01:05:00	ES	Futures	3563.8	3564.6	3563.5	3564.1	1336.0
2020-01-31 01:10:00	ES	Futures	3563.8	3564.3	3562.7	3564.1	1365.0
2020-01-31 01:15:00	ES	Futures	3564.3	3565.7	3563.5	3563.8	1259.0
2020-01-31 01:20:00	ES	Futures	3563.5	3564.9	3563.5	3564.3	591.0
2020-01-31 01:25:00	ES	Futures	3564.6	3564.6	3562.7	3564.1	1070.0
2020-01-31 01:30:00	ES	Futures	3564.1	3564.3	3561.4	3561.9	1450.0
2020-01-31 01:35:00	ES	Futures	3561.9	3562.2	3561.1	3561.6	841.0
2020-01-31 01:40:00	ES	Futures	3561.9	3561.9	3561.4	3561.9	498.0
2020-01-31 01:45:00	ES	Futures	3562.2	3563.5	3561.9	3563.3	907.0
2020-01-31 01:50:00	ES	Futures	3563.3	3564.3	3563.0	3564.1	862.0
2020-01-31 01:55:00	ES	Futures	3563.8	3564.1	3563.5	3564.1	657.0
2020-01-31 02:00:00	ES	Futures	3564.1	3564.3	3562.2	3564.1	1870.0
2020-01-31 02:05:00	ES	Futures	3563.8	3565.1	3563.3	3563.5	1789.0
2020-01-31 02:10:00	ES	Futures	3563.5	3564.3	3562.4	3563.0	1274.0
2020-01-31 02:15:00	ES	Futures	3562.7	3563.0	3562.2	3562.7	709.0
2020-01-31 02:20:00	ES	Futures	3562.7	3563.8	3562.2	3562.7	1584.0
2020-01-31 02:25:00	ES	Futures	3562.4	3563.3	3561.1	3561.9	1581.0
2020-01-31 02:30:00	ES	Futures	3561.9	3563.0	3560.3	3561.4	3244.0
2020-01-31 02:35:00	ES	Futures	3561.4	3561.4	3559.2	3559.2	2317.0
2020-01-31 02:40:00	ES	Futures	3559.5	3559.5	3557.3	3557.8	3685.0
2020-01-31 02:45:00	ES	Futures	3557.8	3560.0	3557.8	3559.5	2343.0
2020-01-31 02:50:00	ES	Futures	3559.5	3559.7	3558.6	3558.6	799.0
2020-01-31 02:55:00	ES	Futures	3558.6	3558.9	3557.3	3558.1	2372.0
2020-01-31 03:00:00	ES	Futures	3557.8	3558.6	3556.7	3557.3	4516.0
2020-01-31 03:05:00	ES	Futures	3557.6	3558.1	3555.9	3557.3	4194.0
2020-01-31 03:10:00	ES	Futures	3557.6	3557.8	3556.2	3557.8	2257.0
2020-01-31 03:15:00	ES	Futures	3557.6	3559.7	3557.0	3558.9	2109.0
2020-01-31 03:20:00	ES	Futures	3558.9	3558.9	3555.7	3556.5	3032.0
2020-01-31 03:25:00	ES	Futures	3556.5	3557.3	3555.4	3557.0	2737.0
2020-01-31 03:30:00	ES	Futures	3557.0	3557.0	3553.8	3554.3	3712.0
2020-01-31 03:35:00	ES	Futures	3554.0	3555.4	3553.8	3554.6	2259.0
2020-01-31 03:40:00	ES	Futures	3554.6	3555.7	3553.5	3554.9	3111.0
2020-01-31 03:45:00	ES	Futures	3555.1	3556.7	3554.6	3555.7	2554.0
2020-01-31 03:50:00	ES	Futures	3555.7	3557.8	3554.3	3556.5	3938.0
2020-01-31 03:55:00	ES	Futures	3556.5	3556.5	3553.5	3554.0	2771.0
2020-01-31 04:00:00	ES	Futures	3554.3	3556.2	3552.7	3555.7	3746.0
2020-01-31 04:05:00	ES	Futures	3555.7	3555.7	3553.8	3554.9	2403.0

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