PREVIEW / futures_5min / 2020-02-06

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-06.parquet
  size:    282 KB
  rows:    18,388

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
2020-02-06 00:00:00	ES	Futures	3634.0	3635.3	3633.4	3635.1	3193.0
2020-02-06 00:05:00	ES	Futures	3635.3	3637.2	3634.5	3636.7	5444.0
2020-02-06 00:10:00	ES	Futures	3636.4	3636.7	3635.1	3635.6	1894.0
2020-02-06 00:15:00	ES	Futures	3635.3	3637.0	3634.8	3634.8	1840.0
2020-02-06 00:20:00	ES	Futures	3634.8	3635.9	3634.3	3635.3	1316.0
2020-02-06 00:25:00	ES	Futures	3635.3	3635.6	3634.5	3635.6	964.0
2020-02-06 00:30:00	ES	Futures	3635.3	3637.2	3635.3	3637.0	1555.0
2020-02-06 00:35:00	ES	Futures	3637.2	3637.2	3634.8	3635.1	999.0
2020-02-06 00:40:00	ES	Futures	3635.1	3635.9	3634.0	3635.6	1134.0
2020-02-06 00:45:00	ES	Futures	3635.6	3637.0	3635.3	3635.6	899.0
2020-02-06 00:50:00	ES	Futures	3635.6	3635.9	3634.5	3635.1	881.0
2020-02-06 00:55:00	ES	Futures	3634.8	3635.6	3634.5	3635.1	1059.0
2020-02-06 01:00:00	ES	Futures	3635.3	3636.4	3634.0	3636.4	1563.0
2020-02-06 01:05:00	ES	Futures	3636.1	3637.2	3635.6	3637.0	1890.0
2020-02-06 01:10:00	ES	Futures	3636.7	3637.2	3635.9	3637.0	1739.0
2020-02-06 01:15:00	ES	Futures	3637.0	3637.2	3636.1	3636.4	1915.0
2020-02-06 01:20:00	ES	Futures	3636.4	3637.0	3635.6	3636.7	1335.0
2020-02-06 01:25:00	ES	Futures	3636.7	3639.7	3636.4	3638.0	3397.0
2020-02-06 01:30:00	ES	Futures	3638.0	3638.6	3637.2	3637.2	971.0
2020-02-06 01:35:00	ES	Futures	3637.2	3637.8	3637.2	3637.5	982.0
2020-02-06 01:40:00	ES	Futures	3637.5	3638.0	3635.3	3635.3	2664.0
2020-02-06 01:45:00	ES	Futures	3635.3	3635.3	3633.7	3633.7	1581.0
2020-02-06 01:50:00	ES	Futures	3633.7	3634.0	3632.1	3633.7	2069.0
2020-02-06 01:55:00	ES	Futures	3633.7	3634.0	3631.5	3632.1	1327.0
2020-02-06 02:00:00	ES	Futures	3632.1	3632.4	3629.4	3629.9	2904.0
2020-02-06 02:05:00	ES	Futures	3629.9	3630.7	3629.9	3629.9	853.0
2020-02-06 02:10:00	ES	Futures	3630.2	3632.6	3630.2	3632.6	1360.0
2020-02-06 02:15:00	ES	Futures	3632.4	3632.4	3631.3	3632.1	1055.0
2020-02-06 02:20:00	ES	Futures	3632.1	3632.1	3629.4	3629.6	1121.0
2020-02-06 02:25:00	ES	Futures	3629.6	3631.3	3629.4	3631.0	954.0
2020-02-06 02:30:00	ES	Futures	3631.0	3631.0	3629.4	3630.7	1015.0
2020-02-06 02:35:00	ES	Futures	3630.5	3630.5	3628.6	3629.4	1161.0
2020-02-06 02:40:00	ES	Futures	3629.4	3630.5	3629.1	3630.2	946.0
2020-02-06 02:45:00	ES	Futures	3630.2	3631.5	3629.9	3631.0	1051.0
2020-02-06 02:50:00	ES	Futures	3631.0	3632.9	3630.7	3632.9	1070.0
2020-02-06 02:55:00	ES	Futures	3632.6	3635.1	3632.4	3634.5	2394.0
2020-02-06 03:00:00	ES	Futures	3634.3	3634.5	3631.8	3634.0	5058.0
2020-02-06 03:05:00	ES	Futures	3634.0	3635.6	3633.2	3634.5	4422.0
2020-02-06 03:10:00	ES	Futures	3634.3	3634.3	3631.5	3631.8	3671.0
2020-02-06 03:15:00	ES	Futures	3631.8	3633.7	3631.0	3632.4	3271.0
2020-02-06 03:20:00	ES	Futures	3632.6	3632.6	3631.3	3631.5	2371.0
2020-02-06 03:25:00	ES	Futures	3631.5	3632.4	3631.3	3631.5	2427.0
2020-02-06 03:30:00	ES	Futures	3631.5	3633.2	3630.2	3631.3	4482.0
2020-02-06 03:35:00	ES	Futures	3631.3	3632.6	3630.5	3632.4	1892.0
2020-02-06 03:40:00	ES	Futures	3632.1	3633.4	3631.8	3632.4	2014.0
2020-02-06 03:45:00	ES	Futures	3632.4	3632.6	3630.2	3631.5	2375.0
2020-02-06 03:50:00	ES	Futures	3631.5	3633.4	3631.0	3631.5	2172.0
2020-02-06 03:55:00	ES	Futures	3631.5	3632.4	3630.7	3630.7	1476.0
2020-02-06 04:00:00	ES	Futures	3631.0	3631.3	3629.6	3630.2	2298.0
2020-02-06 04:05:00	ES	Futures	3630.2	3632.9	3630.2	3632.1	2644.0

> showing 50 of 18,388 rows — these rows as CSV

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