PREVIEW / futures_5min / 2020-02-11

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-11.parquet
  size:    266 KB
  rows:    17,711

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
2020-02-11 00:00:00	ES	Futures	3644.8	3644.8	3643.7	3644.3	546.0
2020-02-11 00:05:00	ES	Futures	3644.0	3644.3	3642.9	3643.5	415.0
2020-02-11 00:10:00	ES	Futures	3643.5	3644.3	3643.5	3644.0	282.0
2020-02-11 00:15:00	ES	Futures	3644.0	3644.8	3644.0	3644.8	221.0
2020-02-11 00:20:00	ES	Futures	3644.8	3644.8	3644.5	3644.8	209.0
2020-02-11 00:25:00	ES	Futures	3644.8	3645.4	3644.3	3645.4	369.0
2020-02-11 00:30:00	ES	Futures	3645.6	3647.0	3645.6	3646.2	824.0
2020-02-11 00:35:00	ES	Futures	3646.2	3646.4	3645.9	3646.2	193.0
2020-02-11 00:40:00	ES	Futures	3646.4	3646.4	3644.8	3645.6	642.0
2020-02-11 00:45:00	ES	Futures	3645.4	3646.7	3645.4	3646.4	593.0
2020-02-11 00:50:00	ES	Futures	3646.4	3646.7	3645.9	3646.4	506.0
2020-02-11 00:55:00	ES	Futures	3646.4	3647.3	3645.9	3645.9	649.0
2020-02-11 01:00:00	ES	Futures	3646.2	3646.7	3645.9	3646.2	734.0
2020-02-11 01:05:00	ES	Futures	3646.2	3646.4	3645.9	3646.2	338.0
2020-02-11 01:10:00	ES	Futures	3646.2	3646.4	3645.6	3645.6	737.0
2020-02-11 01:15:00	ES	Futures	3645.4	3645.6	3644.0	3644.5	1104.0
2020-02-11 01:20:00	ES	Futures	3644.5	3645.6	3644.5	3645.1	714.0
2020-02-11 01:25:00	ES	Futures	3645.1	3645.6	3644.8	3645.1	458.0
2020-02-11 01:30:00	ES	Futures	3645.1	3645.9	3645.1	3645.4	527.0
2020-02-11 01:35:00	ES	Futures	3645.1	3645.6	3644.5	3645.4	510.0
2020-02-11 01:40:00	ES	Futures	3645.4	3645.4	3644.3	3644.5	686.0
2020-02-11 01:45:00	ES	Futures	3644.5	3644.8	3643.7	3644.3	371.0
2020-02-11 01:50:00	ES	Futures	3644.5	3645.6	3644.5	3645.6	705.0
2020-02-11 01:55:00	ES	Futures	3645.4	3645.6	3644.8	3645.1	200.0
2020-02-11 02:00:00	ES	Futures	3645.1	3645.1	3643.5	3643.7	1852.0
2020-02-11 02:05:00	ES	Futures	3644.0	3644.3	3643.5	3644.3	835.0
2020-02-11 02:10:00	ES	Futures	3644.3	3644.3	3643.5	3643.7	687.0
2020-02-11 02:15:00	ES	Futures	3643.7	3643.7	3641.8	3642.1	1263.0
2020-02-11 02:20:00	ES	Futures	3641.8	3642.7	3641.6	3642.7	784.0
2020-02-11 02:25:00	ES	Futures	3642.7	3643.2	3642.4	3642.7	812.0
2020-02-11 02:30:00	ES	Futures	3642.9	3643.2	3641.6	3641.8	972.0
2020-02-11 02:35:00	ES	Futures	3641.8	3642.1	3640.5	3640.8	1480.0
2020-02-11 02:40:00	ES	Futures	3640.8	3641.8	3640.8	3641.6	885.0
2020-02-11 02:45:00	ES	Futures	3641.6	3642.7	3641.3	3642.4	732.0
2020-02-11 02:50:00	ES	Futures	3642.1	3643.7	3642.1	3643.2	1103.0
2020-02-11 02:55:00	ES	Futures	3642.9	3643.2	3642.1	3642.7	1034.0
2020-02-11 03:00:00	ES	Futures	3642.4	3644.0	3641.6	3642.4	3755.0
2020-02-11 03:05:00	ES	Futures	3642.1	3644.3	3640.8	3643.5	4024.0
2020-02-11 03:10:00	ES	Futures	3643.5	3644.3	3641.8	3642.1	3748.0
2020-02-11 03:15:00	ES	Futures	3641.8	3644.0	3641.8	3642.9	2670.0
2020-02-11 03:20:00	ES	Futures	3642.9	3644.0	3642.4	3642.9	2050.0
2020-02-11 03:25:00	ES	Futures	3642.9	3643.2	3641.8	3643.2	1424.0
2020-02-11 03:30:00	ES	Futures	3643.2	3644.3	3642.4	3644.3	1419.0
2020-02-11 03:35:00	ES	Futures	3644.5	3644.8	3642.9	3643.5	1724.0
2020-02-11 03:40:00	ES	Futures	3643.5	3643.7	3641.6	3642.1	1275.0
2020-02-11 03:45:00	ES	Futures	3642.1	3642.1	3639.4	3640.5	2825.0
2020-02-11 03:50:00	ES	Futures	3640.2	3642.4	3640.2	3642.1	2185.0
2020-02-11 03:55:00	ES	Futures	3642.1	3642.4	3641.6	3641.8	1373.0
2020-02-11 04:00:00	ES	Futures	3642.1	3642.4	3638.6	3638.6	3428.0
2020-02-11 04:05:00	ES	Futures	3638.9	3639.7	3638.0	3638.6	2542.0

> showing 50 of 17,711 rows — these rows as CSV

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