PREVIEW / futures_5min / 2020-02-20

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-20.parquet
  size:    293 KB
  rows:    17,970

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
2020-02-20 00:00:00	ES	Futures	3666.5	3667.0	3666.2	3666.2	469.0
2020-02-20 00:05:00	ES	Futures	3666.2	3667.6	3666.0	3666.8	936.0
2020-02-20 00:10:00	ES	Futures	3667.0	3667.0	3665.4	3666.2	1023.0
2020-02-20 00:15:00	ES	Futures	3666.2	3667.0	3665.7	3666.8	500.0
2020-02-20 00:20:00	ES	Futures	3666.8	3667.3	3666.0	3666.2	671.0
2020-02-20 00:25:00	ES	Futures	3666.0	3667.0	3666.0	3666.5	733.0
2020-02-20 00:30:00	ES	Futures	3666.5	3666.8	3665.7	3666.0	503.0
2020-02-20 00:35:00	ES	Futures	3666.2	3666.5	3665.4	3666.5	1363.0
2020-02-20 00:40:00	ES	Futures	3666.2	3666.8	3666.0	3666.8	1183.0
2020-02-20 00:45:00	ES	Futures	3666.8	3669.2	3666.5	3668.4	1871.0
2020-02-20 00:50:00	ES	Futures	3668.1	3668.7	3667.9	3668.4	1307.0
2020-02-20 00:55:00	ES	Futures	3668.4	3668.9	3667.9	3667.9	1017.0
2020-02-20 01:00:00	ES	Futures	3667.9	3668.1	3667.3	3667.9	1926.0
2020-02-20 01:05:00	ES	Futures	3667.9	3669.2	3667.9	3668.1	2039.0
2020-02-20 01:10:00	ES	Futures	3668.1	3668.7	3667.3	3668.4	2776.0
2020-02-20 01:15:00	ES	Futures	3668.7	3671.1	3668.4	3671.1	3456.0
2020-02-20 01:20:00	ES	Futures	3671.1	3671.4	3670.3	3670.8	1021.0
2020-02-20 01:25:00	ES	Futures	3670.8	3670.8	3669.7	3670.3	1286.0
2020-02-20 01:30:00	ES	Futures	3670.6	3670.8	3670.3	3670.3	414.0
2020-02-20 01:35:00	ES	Futures	3670.6	3671.6	3670.3	3671.4	1465.0
2020-02-20 01:40:00	ES	Futures	3671.4	3671.4	3670.0	3670.3	1187.0
2020-02-20 01:45:00	ES	Futures	3670.3	3671.1	3670.0	3670.0	311.0
2020-02-20 01:50:00	ES	Futures	3670.0	3670.3	3669.7	3670.3	286.0
2020-02-20 01:55:00	ES	Futures	3670.3	3670.6	3670.0	3670.3	422.0
2020-02-20 02:00:00	ES	Futures	3670.0	3670.8	3669.2	3670.3	968.0
2020-02-20 02:05:00	ES	Futures	3670.3	3670.6	3670.0	3670.6	605.0
2020-02-20 02:10:00	ES	Futures	3670.6	3672.2	3670.6	3671.4	1265.0
2020-02-20 02:15:00	ES	Futures	3671.6	3674.9	3671.6	3674.6	2743.0
2020-02-20 02:20:00	ES	Futures	3674.6	3676.0	3674.4	3674.6	2360.0
2020-02-20 02:25:00	ES	Futures	3674.6	3674.9	3673.8	3674.4	1905.0
2020-02-20 02:30:00	ES	Futures	3674.4	3674.9	3673.3	3673.3	4099.0
2020-02-20 02:35:00	ES	Futures	3673.5	3674.1	3673.0	3674.1	2768.0
2020-02-20 02:40:00	ES	Futures	3674.4	3674.4	3673.0	3673.5	3329.0
2020-02-20 02:45:00	ES	Futures	3673.5	3674.9	3673.3	3674.9	720.0
2020-02-20 02:50:00	ES	Futures	3674.6	3674.6	3673.8	3674.4	2862.0
2020-02-20 02:55:00	ES	Futures	3674.4	3675.2	3674.1	3674.4	3889.0
2020-02-20 03:00:00	ES	Futures	3674.6	3674.9	3671.4	3671.9	5828.0
2020-02-20 03:05:00	ES	Futures	3671.9	3672.5	3670.3	3671.6	3694.0
2020-02-20 03:10:00	ES	Futures	3671.6	3672.2	3671.1	3671.4	1733.0
2020-02-20 03:15:00	ES	Futures	3671.4	3672.2	3668.4	3669.2	3966.0
2020-02-20 03:20:00	ES	Futures	3668.9	3669.2	3664.3	3664.9	4373.0
2020-02-20 03:25:00	ES	Futures	3664.6	3665.7	3663.8	3665.7	3287.0
2020-02-20 03:30:00	ES	Futures	3665.7	3666.8	3664.9	3665.4	2173.0
2020-02-20 03:35:00	ES	Futures	3665.1	3665.7	3664.1	3665.4	5857.0
2020-02-20 03:40:00	ES	Futures	3665.7	3666.8	3665.4	3666.5	3236.0
2020-02-20 03:45:00	ES	Futures	3666.5	3667.0	3666.2	3666.5	3865.0
2020-02-20 03:50:00	ES	Futures	3666.8	3667.3	3665.7	3666.5	3918.0
2020-02-20 03:55:00	ES	Futures	3666.8	3667.6	3666.2	3666.8	2326.0
2020-02-20 04:00:00	ES	Futures	3667.0	3667.9	3666.2	3667.3	1911.0
2020-02-20 04:05:00	ES	Futures	3667.3	3668.4	3667.3	3668.4	1409.0

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