PREVIEW / futures_5min / 2020-02-02

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-02.parquet
  size:    77 KB
  rows:    3,814

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
2020-02-02 18:00:00	ES	Futures	3493.3	3505.8	3492.5	3502.8	17166.0
2020-02-02 18:05:00	ES	Futures	3502.8	3505.5	3498.5	3499.0	6261.0
2020-02-02 18:10:00	ES	Futures	3498.8	3504.4	3497.1	3504.4	7543.0
2020-02-02 18:15:00	ES	Futures	3504.2	3506.3	3502.0	3503.9	3575.0
2020-02-02 18:20:00	ES	Futures	3503.9	3507.4	3503.6	3506.6	2766.0
2020-02-02 18:25:00	ES	Futures	3506.3	3507.7	3505.3	3505.8	3125.0
2020-02-02 18:30:00	ES	Futures	3506.1	3508.0	3504.2	3504.4	2720.0
2020-02-02 18:35:00	ES	Futures	3504.7	3506.3	3503.6	3506.1	1803.0
2020-02-02 18:40:00	ES	Futures	3506.3	3507.4	3505.0	3506.1	1427.0
2020-02-02 18:45:00	ES	Futures	3506.3	3506.9	3503.1	3503.4	2396.0
2020-02-02 18:50:00	ES	Futures	3503.4	3503.4	3500.7	3501.2	2239.0
2020-02-02 18:55:00	ES	Futures	3501.5	3503.6	3501.2	3503.4	2187.0
2020-02-02 19:00:00	ES	Futures	3503.4	3504.7	3500.9	3502.8	2932.0
2020-02-02 19:05:00	ES	Futures	3503.1	3504.2	3502.3	3503.4	1578.0
2020-02-02 19:10:00	ES	Futures	3503.4	3506.3	3502.5	3504.7	4139.0
2020-02-02 19:15:00	ES	Futures	3504.4	3504.7	3502.5	3503.6	2402.0
2020-02-02 19:20:00	ES	Futures	3503.6	3505.3	3503.4	3505.0	1247.0
2020-02-02 19:25:00	ES	Futures	3505.0	3505.5	3504.4	3505.0	842.0
2020-02-02 19:30:00	ES	Futures	3505.0	3506.3	3504.2	3506.3	1315.0
2020-02-02 19:35:00	ES	Futures	3506.3	3513.1	3506.1	3511.8	7176.0
2020-02-02 19:40:00	ES	Futures	3512.0	3513.4	3509.9	3512.6	3261.0
2020-02-02 19:45:00	ES	Futures	3512.8	3516.9	3512.6	3512.6	5911.0
2020-02-02 19:50:00	ES	Futures	3512.6	3513.1	3510.9	3512.3	2995.0
2020-02-02 19:55:00	ES	Futures	3512.3	3513.4	3510.7	3510.7	2816.0
2020-02-02 20:00:00	ES	Futures	3510.7	3511.2	3505.5	3507.2	7882.0
2020-02-02 20:05:00	ES	Futures	3507.2	3513.1	3505.8	3511.8	5579.0
2020-02-02 20:10:00	ES	Futures	3511.8	3514.5	3510.9	3511.5	4105.0
2020-02-02 20:15:00	ES	Futures	3511.2	3512.6	3509.3	3510.9	3949.0
2020-02-02 20:20:00	ES	Futures	3510.7	3512.6	3507.2	3508.2	3194.0
2020-02-02 20:25:00	ES	Futures	3508.2	3510.9	3506.9	3510.4	4121.0
2020-02-02 20:30:00	ES	Futures	3510.1	3518.8	3508.5	3517.2	10293.0
2020-02-02 20:35:00	ES	Futures	3517.2	3521.5	3516.1	3519.4	9813.0
2020-02-02 20:40:00	ES	Futures	3519.1	3521.0	3517.7	3517.7	3914.0
2020-02-02 20:45:00	ES	Futures	3517.5	3519.9	3515.3	3516.9	5227.0
2020-02-02 20:50:00	ES	Futures	3517.2	3519.9	3516.9	3519.1	2521.0
2020-02-02 20:55:00	ES	Futures	3519.1	3521.8	3517.2	3521.2	4294.0
2020-02-02 21:00:00	ES	Futures	3521.0	3523.4	3519.6	3520.2	5919.0
2020-02-02 21:05:00	ES	Futures	3520.2	3520.2	3516.6	3518.0	3205.0
2020-02-02 21:10:00	ES	Futures	3518.0	3518.3	3515.6	3515.6	3887.0
2020-02-02 21:15:00	ES	Futures	3515.6	3518.5	3515.0	3517.7	3610.0
2020-02-02 21:20:00	ES	Futures	3517.7	3519.4	3516.9	3517.2	2039.0
2020-02-02 21:25:00	ES	Futures	3517.2	3518.3	3516.4	3516.9	1981.0
2020-02-02 21:30:00	ES	Futures	3516.9	3517.5	3514.5	3515.0	2658.0
2020-02-02 21:35:00	ES	Futures	3515.0	3517.2	3514.7	3516.4	2131.0
2020-02-02 21:40:00	ES	Futures	3516.4	3516.4	3514.7	3515.6	1133.0
2020-02-02 21:45:00	ES	Futures	3515.6	3515.8	3512.8	3512.8	2406.0
2020-02-02 21:50:00	ES	Futures	3513.1	3514.5	3512.6	3514.5	1757.0
2020-02-02 21:55:00	ES	Futures	3514.5	3514.5	3512.8	3513.4	1312.0
2020-02-02 22:00:00	ES	Futures	3513.4	3515.3	3512.0	3512.3	1775.0
2020-02-02 22:05:00	ES	Futures	3512.3	3514.2	3512.0	3514.2	1469.0

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