PREVIEW / futures_5min / 2020-02-21

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-21.parquet
  size:    256 KB
  rows:    14,646

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
2020-02-21 00:00:00	ES	Futures	3639.4	3640.8	3638.6	3638.6	1282.0
2020-02-21 00:05:00	ES	Futures	3638.6	3639.1	3638.3	3638.3	334.0
2020-02-21 00:10:00	ES	Futures	3638.0	3640.8	3638.0	3639.4	793.0
2020-02-21 00:15:00	ES	Futures	3639.4	3639.7	3638.9	3639.4	376.0
2020-02-21 00:20:00	ES	Futures	3639.1	3639.7	3637.8	3637.8	548.0
2020-02-21 00:25:00	ES	Futures	3637.8	3638.6	3636.1	3636.4	1865.0
2020-02-21 00:30:00	ES	Futures	3636.4	3637.0	3635.1	3635.6	1937.0
2020-02-21 00:35:00	ES	Futures	3635.3	3636.4	3634.3	3634.5	2155.0
2020-02-21 00:40:00	ES	Futures	3634.5	3635.6	3634.3	3635.3	1186.0
2020-02-21 00:45:00	ES	Futures	3635.3	3635.9	3634.3	3634.5	1346.0
2020-02-21 00:50:00	ES	Futures	3634.3	3635.1	3633.7	3634.8	1067.0
2020-02-21 00:55:00	ES	Futures	3634.8	3635.6	3634.5	3635.6	787.0
2020-02-21 01:00:00	ES	Futures	3635.6	3637.0	3634.8	3635.9	1383.0
2020-02-21 01:05:00	ES	Futures	3636.1	3636.1	3633.7	3634.3	1318.0
2020-02-21 01:10:00	ES	Futures	3634.3	3635.1	3634.0	3634.0	903.0
2020-02-21 01:15:00	ES	Futures	3634.0	3634.8	3632.1	3632.4	2132.0
2020-02-21 01:20:00	ES	Futures	3632.4	3632.9	3631.3	3632.1	1753.0
2020-02-21 01:25:00	ES	Futures	3632.1	3632.4	3631.5	3632.1	841.0
2020-02-21 01:30:00	ES	Futures	3632.1	3632.6	3631.5	3631.8	674.0
2020-02-21 01:35:00	ES	Futures	3632.1	3632.4	3630.5	3632.4	2096.0
2020-02-21 01:40:00	ES	Futures	3632.4	3633.7	3632.1	3633.4	866.0
2020-02-21 01:45:00	ES	Futures	3633.4	3635.1	3633.4	3635.1	1041.0
2020-02-21 01:50:00	ES	Futures	3634.8	3635.6	3634.5	3635.6	1442.0
2020-02-21 01:55:00	ES	Futures	3635.9	3636.1	3633.7	3634.0	1270.0
2020-02-21 02:00:00	ES	Futures	3633.7	3634.5	3631.0	3631.5	2769.0
2020-02-21 02:05:00	ES	Futures	3631.5	3632.6	3630.2	3631.8	1968.0
2020-02-21 02:10:00	ES	Futures	3631.5	3631.8	3629.1	3630.2	6438.0
2020-02-21 02:15:00	ES	Futures	3629.9	3633.7	3629.1	3631.8	3813.0
2020-02-21 02:20:00	ES	Futures	3631.8	3632.6	3630.5	3631.3	2059.0
2020-02-21 02:25:00	ES	Futures	3631.3	3633.4	3631.3	3633.2	1807.0
2020-02-21 02:30:00	ES	Futures	3633.2	3633.2	3631.0	3632.1	3634.0
2020-02-21 02:35:00	ES	Futures	3632.1	3632.6	3630.5	3630.7	1790.0
2020-02-21 02:40:00	ES	Futures	3630.5	3631.5	3630.2	3630.7	1424.0
2020-02-21 02:45:00	ES	Futures	3631.0	3633.2	3631.0	3632.9	1314.0
2020-02-21 02:50:00	ES	Futures	3632.9	3633.4	3631.3	3632.4	1142.0
2020-02-21 02:55:00	ES	Futures	3632.4	3632.4	3631.3	3631.5	855.0
2020-02-21 03:00:00	ES	Futures	3631.8	3632.4	3628.3	3630.2	7531.0
2020-02-21 03:05:00	ES	Futures	3630.2	3630.2	3625.8	3626.9	7107.0
2020-02-21 03:10:00	ES	Futures	3626.9	3629.1	3625.8	3628.0	6458.0
2020-02-21 03:15:00	ES	Futures	3628.0	3632.9	3627.2	3632.4	6663.0
2020-02-21 03:20:00	ES	Futures	3632.4	3632.9	3630.2	3631.3	3572.0
2020-02-21 03:25:00	ES	Futures	3631.3	3632.4	3631.0	3631.5	2052.0
2020-02-21 03:30:00	ES	Futures	3631.5	3639.9	3631.5	3637.5	14275.0
2020-02-21 03:35:00	ES	Futures	3637.5	3639.9	3637.2	3639.7	5842.0
2020-02-21 03:40:00	ES	Futures	3639.7	3641.3	3638.3	3638.6	4138.0
2020-02-21 03:45:00	ES	Futures	3638.9	3639.7	3636.1	3636.1	5188.0
2020-02-21 03:50:00	ES	Futures	3636.1	3637.0	3634.3	3634.5	6819.0
2020-02-21 03:55:00	ES	Futures	3634.5	3637.8	3634.0	3637.5	5174.0
2020-02-21 04:00:00	ES	Futures	3637.5	3641.0	3637.5	3639.1	6114.0
2020-02-21 04:05:00	ES	Futures	3639.1	3639.7	3637.2	3637.5	2554.0

> showing 50 of 14,646 rows — these rows as CSV

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