PREVIEW / futures_5min / 2020-02-19

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-19.parquet
  size:    281 KB
  rows:    18,006

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
2020-02-19 00:00:00	ES	Futures	3663.0	3663.2	3662.4	3663.0	556.0
2020-02-19 00:05:00	ES	Futures	3663.2	3663.8	3663.0	3663.0	440.0
2020-02-19 00:10:00	ES	Futures	3663.0	3663.5	3662.7	3663.2	445.0
2020-02-19 00:15:00	ES	Futures	3663.0	3663.2	3662.4	3662.4	478.0
2020-02-19 00:20:00	ES	Futures	3662.4	3663.0	3662.2	3662.4	661.0
2020-02-19 00:25:00	ES	Futures	3662.4	3663.0	3662.2	3662.7	492.0
2020-02-19 00:30:00	ES	Futures	3662.7	3662.7	3661.9	3662.2	568.0
2020-02-19 00:35:00	ES	Futures	3662.2	3663.0	3661.9	3663.0	415.0
2020-02-19 00:40:00	ES	Futures	3663.0	3663.0	3662.4	3662.7	432.0
2020-02-19 00:45:00	ES	Futures	3662.7	3663.0	3662.2	3663.0	613.0
2020-02-19 00:50:00	ES	Futures	3663.0	3663.8	3662.4	3663.0	474.0
2020-02-19 00:55:00	ES	Futures	3663.0	3663.5	3662.4	3662.4	655.0
2020-02-19 01:00:00	ES	Futures	3662.4	3662.4	3661.3	3661.9	1148.0
2020-02-19 01:05:00	ES	Futures	3661.9	3662.2	3661.1	3661.3	705.0
2020-02-19 01:10:00	ES	Futures	3661.1	3661.9	3660.8	3661.6	861.0
2020-02-19 01:15:00	ES	Futures	3661.6	3661.6	3661.1	3661.6	345.0
2020-02-19 01:20:00	ES	Futures	3661.6	3662.2	3661.1	3661.1	234.0
2020-02-19 01:25:00	ES	Futures	3661.3	3662.4	3661.3	3662.4	275.0
2020-02-19 01:30:00	ES	Futures	3662.4	3662.7	3661.9	3661.9	360.0
2020-02-19 01:35:00	ES	Futures	3662.2	3662.2	3661.6	3662.2	211.0
2020-02-19 01:40:00	ES	Futures	3662.2	3662.4	3661.3	3661.6	226.0
2020-02-19 01:45:00	ES	Futures	3661.6	3662.2	3661.3	3661.3	393.0
2020-02-19 01:50:00	ES	Futures	3661.3	3661.9	3660.8	3661.9	258.0
2020-02-19 01:55:00	ES	Futures	3661.9	3662.2	3661.6	3661.9	262.0
2020-02-19 02:00:00	ES	Futures	3661.9	3661.9	3660.8	3661.6	534.0
2020-02-19 02:05:00	ES	Futures	3661.6	3662.2	3661.1	3661.9	609.0
2020-02-19 02:10:00	ES	Futures	3661.9	3662.2	3661.1	3661.3	904.0
2020-02-19 02:15:00	ES	Futures	3661.6	3662.2	3661.6	3661.6	818.0
2020-02-19 02:20:00	ES	Futures	3661.6	3663.0	3661.3	3663.0	1193.0
2020-02-19 02:25:00	ES	Futures	3663.0	3663.2	3662.2	3662.7	984.0
2020-02-19 02:30:00	ES	Futures	3662.4	3664.6	3662.2	3663.8	1742.0
2020-02-19 02:35:00	ES	Futures	3664.1	3664.3	3661.9	3662.4	2033.0
2020-02-19 02:40:00	ES	Futures	3662.4	3662.7	3661.6	3662.7	1749.0
2020-02-19 02:45:00	ES	Futures	3662.7	3663.2	3662.4	3663.0	776.0
2020-02-19 02:50:00	ES	Futures	3663.0	3663.8	3662.7	3663.5	680.0
2020-02-19 02:55:00	ES	Futures	3663.2	3664.3	3662.7	3663.8	1263.0
2020-02-19 03:00:00	ES	Futures	3663.8	3663.8	3660.8	3661.1	4710.0
2020-02-19 03:05:00	ES	Futures	3661.3	3661.3	3657.8	3659.2	5986.0
2020-02-19 03:10:00	ES	Futures	3659.2	3660.0	3657.8	3658.6	2475.0
2020-02-19 03:15:00	ES	Futures	3658.9	3659.7	3658.4	3659.5	1745.0
2020-02-19 03:20:00	ES	Futures	3659.5	3659.7	3658.6	3659.2	1262.0
2020-02-19 03:25:00	ES	Futures	3659.2	3659.2	3657.3	3658.4	1439.0
2020-02-19 03:30:00	ES	Futures	3658.4	3659.7	3657.3	3659.2	1937.0
2020-02-19 03:35:00	ES	Futures	3659.2	3660.0	3658.9	3659.2	1688.0
2020-02-19 03:40:00	ES	Futures	3659.5	3660.8	3658.4	3660.0	1760.0
2020-02-19 03:45:00	ES	Futures	3660.0	3660.0	3658.4	3659.2	1258.0
2020-02-19 03:50:00	ES	Futures	3659.2	3659.7	3658.6	3659.2	972.0
2020-02-19 03:55:00	ES	Futures	3659.2	3660.0	3658.9	3659.7	794.0
2020-02-19 04:00:00	ES	Futures	3659.7	3661.1	3659.7	3660.8	2396.0
2020-02-19 04:05:00	ES	Futures	3660.8	3661.3	3660.0	3661.1	1356.0

> showing 50 of 18,006 rows — these rows as CSV

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