PREVIEW / futures_5min / 2020-02-09

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-09.parquet
  size:    76 KB
  rows:    3,717

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
2020-02-09 18:00:00	ES	Futures	3601.2	3607.2	3598.2	3606.9	8730.0
2020-02-09 18:05:00	ES	Futures	3607.2	3608.8	3605.5	3606.6	2746.0
2020-02-09 18:10:00	ES	Futures	3606.3	3607.4	3603.6	3604.2	2526.0
2020-02-09 18:15:00	ES	Futures	3604.2	3605.3	3602.5	3602.5	2268.0
2020-02-09 18:20:00	ES	Futures	3602.5	3604.2	3601.2	3601.2	2084.0
2020-02-09 18:25:00	ES	Futures	3601.5	3601.7	3599.3	3599.8	2014.0
2020-02-09 18:30:00	ES	Futures	3599.8	3600.1	3584.7	3587.4	9277.0
2020-02-09 18:35:00	ES	Futures	3587.4	3590.1	3580.9	3589.8	10478.0
2020-02-09 18:40:00	ES	Futures	3589.8	3590.1	3585.2	3588.2	5502.0
2020-02-09 18:45:00	ES	Futures	3588.5	3592.0	3588.5	3590.6	5095.0
2020-02-09 18:50:00	ES	Futures	3590.6	3592.0	3589.8	3589.8	1924.0
2020-02-09 18:55:00	ES	Futures	3589.8	3590.9	3589.3	3589.3	1620.0
2020-02-09 19:00:00	ES	Futures	3589.5	3592.8	3589.3	3592.8	2227.0
2020-02-09 19:05:00	ES	Futures	3592.8	3593.1	3590.9	3592.2	2860.0
2020-02-09 19:10:00	ES	Futures	3592.2	3592.2	3589.8	3589.8	2105.0
2020-02-09 19:15:00	ES	Futures	3590.1	3592.2	3589.5	3589.5	1943.0
2020-02-09 19:20:00	ES	Futures	3589.8	3592.5	3589.5	3592.2	1451.0
2020-02-09 19:25:00	ES	Futures	3592.2	3593.3	3591.2	3592.5	2113.0
2020-02-09 19:30:00	ES	Futures	3592.5	3593.9	3591.7	3593.9	1422.0
2020-02-09 19:35:00	ES	Futures	3593.9	3595.2	3593.3	3593.9	2259.0
2020-02-09 19:40:00	ES	Futures	3593.9	3594.7	3593.1	3594.4	1431.0
2020-02-09 19:45:00	ES	Futures	3594.4	3594.4	3591.7	3592.0	1914.0
2020-02-09 19:50:00	ES	Futures	3592.0	3592.8	3591.4	3592.8	1170.0
2020-02-09 19:55:00	ES	Futures	3592.8	3593.6	3590.9	3593.6	1506.0
2020-02-09 20:00:00	ES	Futures	3593.6	3596.0	3592.8	3593.3	4524.0
2020-02-09 20:05:00	ES	Futures	3593.3	3593.9	3590.9	3593.1	2828.0
2020-02-09 20:10:00	ES	Futures	3593.3	3593.6	3591.4	3593.3	1531.0
2020-02-09 20:15:00	ES	Futures	3593.3	3597.7	3593.1	3597.1	4862.0
2020-02-09 20:20:00	ES	Futures	3597.4	3597.7	3595.0	3597.4	3469.0
2020-02-09 20:25:00	ES	Futures	3597.7	3599.0	3595.0	3595.5	2633.0
2020-02-09 20:30:00	ES	Futures	3595.8	3599.0	3594.4	3598.8	2604.0
2020-02-09 20:35:00	ES	Futures	3598.8	3604.2	3598.5	3600.6	7334.0
2020-02-09 20:40:00	ES	Futures	3600.6	3606.1	3600.6	3605.8	3913.0
2020-02-09 20:45:00	ES	Futures	3606.1	3607.7	3603.4	3605.5	6055.0
2020-02-09 20:50:00	ES	Futures	3605.5	3606.1	3603.1	3604.2	1704.0
2020-02-09 20:55:00	ES	Futures	3604.2	3605.0	3602.5	3603.6	2424.0
2020-02-09 21:00:00	ES	Futures	3603.6	3606.3	3602.8	3605.0	2815.0
2020-02-09 21:05:00	ES	Futures	3605.3	3606.3	3603.4	3606.1	2417.0
2020-02-09 21:10:00	ES	Futures	3605.8	3609.0	3605.5	3608.8	2774.0
2020-02-09 21:15:00	ES	Futures	3609.0	3611.2	3608.2	3608.8	3808.0
2020-02-09 21:20:00	ES	Futures	3608.8	3610.1	3608.0	3608.8	1759.0
2020-02-09 21:25:00	ES	Futures	3608.8	3610.7	3608.5	3609.6	1651.0
2020-02-09 21:30:00	ES	Futures	3609.6	3614.2	3608.2	3614.2	3998.0
2020-02-09 21:35:00	ES	Futures	3614.2	3614.5	3612.3	3613.7	2316.0
2020-02-09 21:40:00	ES	Futures	3613.7	3613.9	3612.0	3612.6	1262.0
2020-02-09 21:45:00	ES	Futures	3612.6	3612.6	3611.2	3612.6	1000.0
2020-02-09 21:50:00	ES	Futures	3612.6	3612.6	3611.2	3611.8	846.0
2020-02-09 21:55:00	ES	Futures	3611.8	3612.0	3609.9	3611.2	1025.0
2020-02-09 22:00:00	ES	Futures	3610.9	3612.8	3610.9	3611.8	1024.0
2020-02-09 22:05:00	ES	Futures	3611.8	3612.6	3611.8	3612.6	791.0

> showing 50 of 3,717 rows — these rows as CSV

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