PREVIEW / futures_5min / 2020-02-16

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-16.parquet
  size:    55 KB
  rows:    3,117

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
2020-02-16 18:00:00	ES	Futures	3666.2	3673.3	3666.0	3671.9	5492.0
2020-02-16 18:05:00	ES	Futures	3672.2	3672.2	3670.3	3671.4	858.0
2020-02-16 18:10:00	ES	Futures	3671.4	3671.6	3670.6	3671.4	738.0
2020-02-16 18:15:00	ES	Futures	3671.4	3673.0	3671.4	3671.9	919.0
2020-02-16 18:20:00	ES	Futures	3671.9	3671.9	3670.8	3671.4	610.0
2020-02-16 18:25:00	ES	Futures	3671.4	3673.3	3671.1	3672.7	662.0
2020-02-16 18:30:00	ES	Futures	3672.7	3673.0	3671.9	3672.7	593.0
2020-02-16 18:35:00	ES	Futures	3672.7	3674.1	3671.9	3673.8	1032.0
2020-02-16 18:40:00	ES	Futures	3673.8	3673.8	3672.2	3673.0	509.0
2020-02-16 18:45:00	ES	Futures	3672.7	3673.8	3672.7	3673.0	722.0
2020-02-16 18:50:00	ES	Futures	3673.0	3673.5	3671.9	3672.5	802.0
2020-02-16 18:55:00	ES	Futures	3672.5	3672.5	3671.4	3672.2	813.0
2020-02-16 19:00:00	ES	Futures	3672.2	3672.7	3670.8	3671.1	1573.0
2020-02-16 19:05:00	ES	Futures	3671.1	3671.4	3669.5	3669.7	1931.0
2020-02-16 19:10:00	ES	Futures	3669.7	3670.6	3668.4	3668.4	2002.0
2020-02-16 19:15:00	ES	Futures	3668.4	3670.8	3668.1	3670.0	1583.0
2020-02-16 19:20:00	ES	Futures	3670.0	3670.3	3668.7	3668.9	1031.0
2020-02-16 19:25:00	ES	Futures	3668.9	3670.8	3668.7	3670.3	842.0
2020-02-16 19:30:00	ES	Futures	3670.0	3670.3	3669.2	3669.7	635.0
2020-02-16 19:35:00	ES	Futures	3669.7	3670.0	3669.2	3670.0	325.0
2020-02-16 19:40:00	ES	Futures	3669.7	3670.3	3669.2	3670.3	487.0
2020-02-16 19:45:00	ES	Futures	3670.3	3670.8	3669.2	3669.5	819.0
2020-02-16 19:50:00	ES	Futures	3669.2	3669.2	3667.3	3668.4	1111.0
2020-02-16 19:55:00	ES	Futures	3668.4	3668.4	3667.3	3667.6	613.0
2020-02-16 20:00:00	ES	Futures	3667.6	3668.1	3667.0	3667.6	1109.0
2020-02-16 20:05:00	ES	Futures	3667.3	3667.9	3666.5	3667.6	879.0
2020-02-16 20:10:00	ES	Futures	3667.9	3668.7	3667.3	3667.9	719.0
2020-02-16 20:15:00	ES	Futures	3668.1	3669.7	3668.1	3669.2	2096.0
2020-02-16 20:20:00	ES	Futures	3669.2	3669.7	3668.7	3669.2	493.0
2020-02-16 20:25:00	ES	Futures	3669.2	3670.8	3669.2	3670.0	1204.0
2020-02-16 20:30:00	ES	Futures	3670.0	3672.2	3669.2	3671.6	1677.0
2020-02-16 20:35:00	ES	Futures	3671.9	3672.2	3670.8	3671.9	934.0
2020-02-16 20:40:00	ES	Futures	3671.9	3673.8	3671.6	3673.0	1651.0
2020-02-16 20:45:00	ES	Futures	3673.0	3673.8	3672.5	3673.3	1448.0
2020-02-16 20:50:00	ES	Futures	3673.3	3674.4	3672.5	3672.5	1563.0
2020-02-16 20:55:00	ES	Futures	3672.7	3673.0	3671.9	3672.5	885.0
2020-02-16 21:00:00	ES	Futures	3672.5	3673.0	3671.9	3672.7	611.0
2020-02-16 21:05:00	ES	Futures	3672.7	3674.1	3672.5	3673.5	1225.0
2020-02-16 21:10:00	ES	Futures	3673.5	3673.8	3673.0	3673.3	560.0
2020-02-16 21:15:00	ES	Futures	3673.5	3673.5	3672.5	3672.7	376.0
2020-02-16 21:20:00	ES	Futures	3672.5	3673.3	3672.5	3672.7	427.0
2020-02-16 21:25:00	ES	Futures	3673.0	3673.0	3671.9	3672.7	505.0
2020-02-16 21:30:00	ES	Futures	3672.7	3672.7	3671.9	3672.5	449.0
2020-02-16 21:35:00	ES	Futures	3672.5	3673.5	3672.2	3672.7	690.0
2020-02-16 21:40:00	ES	Futures	3672.7	3673.5	3672.7	3673.3	311.0
2020-02-16 21:45:00	ES	Futures	3673.5	3673.5	3673.0	3673.3	288.0
2020-02-16 21:50:00	ES	Futures	3673.3	3673.8	3673.0	3673.3	389.0
2020-02-16 21:55:00	ES	Futures	3673.5	3673.5	3673.0	3673.3	193.0
2020-02-16 22:00:00	ES	Futures	3673.3	3673.5	3673.0	3673.0	231.0
2020-02-16 22:05:00	ES	Futures	3673.0	3673.5	3672.5	3672.5	630.0

> showing 50 of 3,117 rows — these rows as CSV

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