PREVIEW / futures_5min / 2020-02-04

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-04.parquet
  size:    309 KB
  rows:    18,782

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
2020-02-04 00:00:00	ES	Futures	3537.5	3539.1	3536.7	3538.6	1878.0
2020-02-04 00:05:00	ES	Futures	3538.3	3541.3	3538.3	3539.7	2597.0
2020-02-04 00:10:00	ES	Futures	3539.7	3539.9	3538.3	3539.7	1231.0
2020-02-04 00:15:00	ES	Futures	3539.7	3541.0	3539.1	3539.9	1757.0
2020-02-04 00:20:00	ES	Futures	3539.9	3540.2	3538.6	3538.9	783.0
2020-02-04 00:25:00	ES	Futures	3538.9	3539.4	3538.0	3538.9	1578.0
2020-02-04 00:30:00	ES	Futures	3538.9	3539.4	3537.8	3539.4	1336.0
2020-02-04 00:35:00	ES	Futures	3539.4	3541.0	3538.9	3541.0	1011.0
2020-02-04 00:40:00	ES	Futures	3540.8	3543.2	3539.9	3541.8	2681.0
2020-02-04 00:45:00	ES	Futures	3541.6	3542.9	3541.0	3542.4	1924.0
2020-02-04 00:50:00	ES	Futures	3542.7	3543.2	3540.5	3540.5	2200.0
2020-02-04 00:55:00	ES	Futures	3540.8	3541.6	3540.2	3540.8	1047.0
2020-02-04 01:00:00	ES	Futures	3541.0	3542.1	3540.5	3541.8	1394.0
2020-02-04 01:05:00	ES	Futures	3541.8	3542.1	3541.0	3541.3	533.0
2020-02-04 01:10:00	ES	Futures	3541.6	3542.7	3540.5	3542.4	685.0
2020-02-04 01:15:00	ES	Futures	3542.4	3545.4	3542.1	3544.3	2249.0
2020-02-04 01:20:00	ES	Futures	3544.0	3544.8	3543.7	3544.0	1425.0
2020-02-04 01:25:00	ES	Futures	3544.0	3544.8	3543.2	3543.2	701.0
2020-02-04 01:30:00	ES	Futures	3543.2	3543.5	3542.7	3543.5	772.0
2020-02-04 01:35:00	ES	Futures	3543.2	3544.0	3542.9	3543.5	755.0
2020-02-04 01:40:00	ES	Futures	3543.5	3544.8	3543.5	3544.8	802.0
2020-02-04 01:45:00	ES	Futures	3544.6	3544.8	3543.7	3544.3	782.0
2020-02-04 01:50:00	ES	Futures	3544.0	3544.8	3543.5	3544.8	710.0
2020-02-04 01:55:00	ES	Futures	3545.1	3547.3	3544.6	3545.1	2671.0
2020-02-04 02:00:00	ES	Futures	3545.1	3546.4	3543.2	3543.2	2958.0
2020-02-04 02:05:00	ES	Futures	3543.2	3543.7	3541.0	3541.6	1784.0
2020-02-04 02:10:00	ES	Futures	3541.6	3542.9	3541.6	3542.1	944.0
2020-02-04 02:15:00	ES	Futures	3542.1	3542.7	3539.9	3540.8	1503.0
2020-02-04 02:20:00	ES	Futures	3540.8	3541.3	3540.5	3540.5	1041.0
2020-02-04 02:25:00	ES	Futures	3540.2	3541.6	3540.2	3541.0	1104.0
2020-02-04 02:30:00	ES	Futures	3541.3	3541.3	3539.7	3540.2	964.0
2020-02-04 02:35:00	ES	Futures	3540.2	3541.0	3539.4	3539.7	1334.0
2020-02-04 02:40:00	ES	Futures	3539.4	3539.9	3537.8	3539.7	2029.0
2020-02-04 02:45:00	ES	Futures	3539.7	3541.6	3539.7	3541.0	1108.0
2020-02-04 02:50:00	ES	Futures	3540.8	3542.9	3539.9	3542.7	1224.0
2020-02-04 02:55:00	ES	Futures	3542.4	3544.3	3541.8	3544.0	1825.0
2020-02-04 03:00:00	ES	Futures	3544.3	3546.2	3542.7	3545.6	5825.0
2020-02-04 03:05:00	ES	Futures	3545.9	3550.8	3545.4	3550.5	7743.0
2020-02-04 03:10:00	ES	Futures	3550.5	3552.4	3549.4	3551.1	7926.0
2020-02-04 03:15:00	ES	Futures	3551.1	3553.2	3550.8	3552.7	5051.0
2020-02-04 03:20:00	ES	Futures	3552.7	3556.2	3551.6	3554.3	7863.0
2020-02-04 03:25:00	ES	Futures	3554.0	3558.4	3553.8	3557.3	7731.0
2020-02-04 03:30:00	ES	Futures	3557.3	3557.3	3553.0	3553.5	5897.0
2020-02-04 03:35:00	ES	Futures	3553.2	3554.6	3551.9	3553.5	4026.0
2020-02-04 03:40:00	ES	Futures	3553.5	3554.6	3552.7	3553.8	2379.0
2020-02-04 03:45:00	ES	Futures	3553.8	3554.6	3552.4	3553.5	2317.0
2020-02-04 03:50:00	ES	Futures	3553.5	3555.7	3553.5	3554.9	2978.0
2020-02-04 03:55:00	ES	Futures	3554.9	3555.9	3553.8	3554.6	2698.0
2020-02-04 04:00:00	ES	Futures	3554.3	3555.4	3553.5	3555.4	2725.0
2020-02-04 04:05:00	ES	Futures	3555.4	3555.7	3553.2	3554.0	2754.0

> showing 50 of 18,782 rows — these rows as CSV

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