PREVIEW / futures_5min / 2020-02-12

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-12.parquet
  size:    272 KB
  rows:    17,809

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
2020-02-12 00:00:00	ES	Futures	3646.4	3648.1	3645.9	3647.3	1354.0
2020-02-12 00:05:00	ES	Futures	3647.5	3648.3	3647.3	3647.3	651.0
2020-02-12 00:10:00	ES	Futures	3647.3	3647.8	3647.0	3647.3	628.0
2020-02-12 00:15:00	ES	Futures	3647.3	3647.5	3646.4	3647.0	497.0
2020-02-12 00:20:00	ES	Futures	3647.0	3647.5	3646.7	3647.5	441.0
2020-02-12 00:25:00	ES	Futures	3647.5	3647.8	3646.7	3646.7	370.0
2020-02-12 00:30:00	ES	Futures	3646.4	3647.3	3646.2	3647.0	417.0
2020-02-12 00:35:00	ES	Futures	3647.0	3647.8	3646.4	3647.8	822.0
2020-02-12 00:40:00	ES	Futures	3647.8	3648.3	3647.3	3648.3	832.0
2020-02-12 00:45:00	ES	Futures	3648.1	3648.3	3647.5	3647.5	563.0
2020-02-12 00:50:00	ES	Futures	3647.5	3648.1	3647.3	3648.1	505.0
2020-02-12 00:55:00	ES	Futures	3648.1	3649.2	3647.5	3648.3	831.0
2020-02-12 01:00:00	ES	Futures	3648.1	3649.4	3647.8	3649.4	726.0
2020-02-12 01:05:00	ES	Futures	3649.4	3650.0	3648.9	3649.7	1081.0
2020-02-12 01:10:00	ES	Futures	3649.7	3650.8	3648.9	3648.9	900.0
2020-02-12 01:15:00	ES	Futures	3648.9	3649.2	3648.3	3649.2	346.0
2020-02-12 01:20:00	ES	Futures	3649.2	3649.4	3648.6	3648.6	504.0
2020-02-12 01:25:00	ES	Futures	3648.9	3648.9	3647.3	3647.8	929.0
2020-02-12 01:30:00	ES	Futures	3647.8	3648.3	3647.5	3648.3	541.0
2020-02-12 01:35:00	ES	Futures	3648.3	3648.3	3647.5	3647.8	343.0
2020-02-12 01:40:00	ES	Futures	3647.8	3648.1	3647.5	3647.5	492.0
2020-02-12 01:45:00	ES	Futures	3647.5	3648.1	3647.5	3648.1	364.0
2020-02-12 01:50:00	ES	Futures	3647.8	3648.1	3647.5	3647.5	452.0
2020-02-12 01:55:00	ES	Futures	3647.5	3648.1	3647.3	3648.1	480.0
2020-02-12 02:00:00	ES	Futures	3647.8	3649.7	3647.8	3648.6	1343.0
2020-02-12 02:05:00	ES	Futures	3648.9	3648.9	3647.8	3648.1	603.0
2020-02-12 02:10:00	ES	Futures	3648.3	3648.3	3647.0	3647.3	1224.0
2020-02-12 02:15:00	ES	Futures	3647.3	3649.2	3647.0	3648.9	1166.0
2020-02-12 02:20:00	ES	Futures	3648.9	3649.2	3648.3	3648.9	488.0
2020-02-12 02:25:00	ES	Futures	3648.6	3649.2	3648.3	3648.9	581.0
2020-02-12 02:30:00	ES	Futures	3648.9	3649.7	3648.3	3649.4	872.0
2020-02-12 02:35:00	ES	Futures	3649.4	3649.7	3648.9	3649.2	674.0
2020-02-12 02:40:00	ES	Futures	3649.4	3650.2	3648.6	3648.9	832.0
2020-02-12 02:45:00	ES	Futures	3649.2	3649.2	3647.8	3647.8	691.0
2020-02-12 02:50:00	ES	Futures	3647.8	3647.8	3647.0	3647.8	1003.0
2020-02-12 02:55:00	ES	Futures	3647.5	3648.1	3646.7	3647.8	1021.0
2020-02-12 03:00:00	ES	Futures	3647.5	3649.2	3647.3	3648.3	2258.0
2020-02-12 03:05:00	ES	Futures	3648.3	3648.6	3646.2	3646.4	2017.0
2020-02-12 03:10:00	ES	Futures	3646.4	3647.5	3645.9	3647.3	1336.0
2020-02-12 03:15:00	ES	Futures	3647.3	3648.6	3647.0	3647.5	1352.0
2020-02-12 03:20:00	ES	Futures	3647.5	3648.9	3647.0	3648.3	1644.0
2020-02-12 03:25:00	ES	Futures	3648.6	3652.9	3648.6	3652.4	5500.0
2020-02-12 03:30:00	ES	Futures	3652.4	3655.9	3651.9	3654.3	8812.0
2020-02-12 03:35:00	ES	Futures	3654.3	3654.6	3651.1	3651.3	3716.0
2020-02-12 03:40:00	ES	Futures	3651.3	3653.5	3651.1	3652.9	2772.0
2020-02-12 03:45:00	ES	Futures	3652.7	3654.0	3652.1	3653.5	2864.0
2020-02-12 03:50:00	ES	Futures	3653.5	3653.8	3652.4	3653.5	1723.0
2020-02-12 03:55:00	ES	Futures	3653.5	3654.0	3652.9	3653.8	1687.0
2020-02-12 04:00:00	ES	Futures	3653.8	3654.6	3652.7	3652.7	3147.0
2020-02-12 04:05:00	ES	Futures	3652.7	3652.9	3651.9	3652.1	1943.0

> showing 50 of 17,809 rows — these rows as CSV

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