PREVIEW / futures_5min / 2020-02-05

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-05.parquet
  size:    314 KB
  rows:    18,578

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
2020-02-05 00:00:00	ES	Futures	3571.9	3572.5	3571.1	3571.9	637.0
2020-02-05 00:05:00	ES	Futures	3571.9	3572.5	3571.7	3572.2	384.0
2020-02-05 00:10:00	ES	Futures	3572.5	3572.5	3571.7	3571.7	530.0
2020-02-05 00:15:00	ES	Futures	3571.7	3571.7	3570.0	3570.3	714.0
2020-02-05 00:20:00	ES	Futures	3570.3	3570.3	3568.9	3570.0	869.0
2020-02-05 00:25:00	ES	Futures	3570.0	3570.6	3569.5	3569.5	410.0
2020-02-05 00:30:00	ES	Futures	3569.5	3569.8	3568.7	3568.9	993.0
2020-02-05 00:35:00	ES	Futures	3568.7	3568.9	3567.0	3567.3	894.0
2020-02-05 00:40:00	ES	Futures	3567.0	3568.9	3567.0	3568.1	1480.0
2020-02-05 00:45:00	ES	Futures	3568.1	3568.9	3565.1	3565.4	3023.0
2020-02-05 00:50:00	ES	Futures	3565.7	3567.9	3565.7	3567.9	862.0
2020-02-05 00:55:00	ES	Futures	3567.9	3567.9	3566.0	3567.0	1085.0
2020-02-05 01:00:00	ES	Futures	3567.0	3569.8	3566.5	3569.2	1937.0
2020-02-05 01:05:00	ES	Futures	3569.5	3571.7	3568.9	3571.1	2075.0
2020-02-05 01:10:00	ES	Futures	3571.4	3571.7	3570.0	3570.6	1472.0
2020-02-05 01:15:00	ES	Futures	3570.3	3570.6	3569.2	3569.5	644.0
2020-02-05 01:20:00	ES	Futures	3569.5	3570.3	3568.4	3569.2	1117.0
2020-02-05 01:25:00	ES	Futures	3569.2	3570.0	3568.4	3569.2	440.0
2020-02-05 01:30:00	ES	Futures	3569.5	3570.0	3568.9	3569.2	569.0
2020-02-05 01:35:00	ES	Futures	3569.2	3570.0	3568.9	3569.5	411.0
2020-02-05 01:40:00	ES	Futures	3569.5	3569.8	3569.2	3569.8	354.0
2020-02-05 01:45:00	ES	Futures	3569.8	3570.0	3569.2	3569.5	405.0
2020-02-05 01:50:00	ES	Futures	3569.8	3570.6	3569.2	3570.3	218.0
2020-02-05 01:55:00	ES	Futures	3570.3	3570.3	3569.2	3569.8	699.0
2020-02-05 02:00:00	ES	Futures	3569.5	3571.7	3569.2	3570.6	927.0
2020-02-05 02:05:00	ES	Futures	3570.8	3571.1	3569.2	3569.8	1015.0
2020-02-05 02:10:00	ES	Futures	3569.8	3569.8	3568.1	3568.4	906.0
2020-02-05 02:15:00	ES	Futures	3568.4	3568.7	3567.3	3568.7	953.0
2020-02-05 02:20:00	ES	Futures	3568.7	3568.7	3567.3	3567.9	880.0
2020-02-05 02:25:00	ES	Futures	3567.9	3568.9	3567.9	3568.4	437.0
2020-02-05 02:30:00	ES	Futures	3568.7	3568.7	3567.0	3567.3	1104.0
2020-02-05 02:35:00	ES	Futures	3567.3	3568.9	3567.3	3568.7	1077.0
2020-02-05 02:40:00	ES	Futures	3568.7	3568.9	3567.9	3568.4	499.0
2020-02-05 02:45:00	ES	Futures	3568.7	3570.0	3568.4	3569.5	871.0
2020-02-05 02:50:00	ES	Futures	3569.8	3569.8	3567.6	3568.4	1343.0
2020-02-05 02:55:00	ES	Futures	3568.1	3568.7	3567.6	3568.1	516.0
2020-02-05 03:00:00	ES	Futures	3568.1	3568.9	3567.3	3568.4	2469.0
2020-02-05 03:05:00	ES	Futures	3568.4	3573.0	3568.4	3571.7	4414.0
2020-02-05 03:10:00	ES	Futures	3571.9	3572.5	3570.6	3571.7	2114.0
2020-02-05 03:15:00	ES	Futures	3571.9	3572.2	3570.8	3571.7	1933.0
2020-02-05 03:20:00	ES	Futures	3571.7	3573.8	3570.6	3573.5	3002.0
2020-02-05 03:25:00	ES	Futures	3573.5	3579.2	3572.2	3578.2	7450.0
2020-02-05 03:30:00	ES	Futures	3578.4	3587.4	3577.9	3585.7	15388.0
2020-02-05 03:35:00	ES	Futures	3585.7	3597.1	3584.1	3594.7	31092.0
2020-02-05 03:40:00	ES	Futures	3594.7	3596.0	3590.1	3590.1	17342.0
2020-02-05 03:45:00	ES	Futures	3590.3	3597.9	3590.1	3594.4	18433.0
2020-02-05 03:50:00	ES	Futures	3594.7	3595.8	3591.2	3591.2	9632.0
2020-02-05 03:55:00	ES	Futures	3591.4	3593.6	3590.9	3593.1	4583.0
2020-02-05 04:00:00	ES	Futures	3593.1	3594.7	3590.9	3594.1	5783.0
2020-02-05 04:05:00	ES	Futures	3594.4	3601.7	3594.1	3600.4	12857.0

> showing 50 of 18,578 rows — these rows as CSV

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