PREVIEW / futures_5min / 2020-02-23

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-23.parquet
  size:    73 KB
  rows:    3,600

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
2020-02-23 18:00:00	ES	Futures	3586.8	3590.1	3580.9	3583.0	25852.0
2020-02-23 18:05:00	ES	Futures	3583.0	3584.9	3573.8	3574.9	11391.0
2020-02-23 18:10:00	ES	Futures	3575.2	3577.1	3565.7	3570.6	14204.0
2020-02-23 18:15:00	ES	Futures	3570.6	3574.4	3568.9	3573.0	7043.0
2020-02-23 18:20:00	ES	Futures	3573.0	3576.0	3572.5	3575.2	4481.0
2020-02-23 18:25:00	ES	Futures	3574.9	3576.8	3574.1	3575.2	3533.0
2020-02-23 18:30:00	ES	Futures	3575.2	3580.1	3575.2	3576.5	6590.0
2020-02-23 18:35:00	ES	Futures	3576.5	3578.4	3576.0	3577.3	2638.0
2020-02-23 18:40:00	ES	Futures	3577.6	3578.2	3573.0	3577.9	5080.0
2020-02-23 18:45:00	ES	Futures	3578.2	3578.4	3575.7	3576.8	2710.0
2020-02-23 18:50:00	ES	Futures	3577.1	3577.3	3571.9	3571.9	4358.0
2020-02-23 18:55:00	ES	Futures	3572.2	3576.8	3571.9	3575.2	4612.0
2020-02-23 19:00:00	ES	Futures	3575.4	3576.5	3571.9	3572.7	5478.0
2020-02-23 19:05:00	ES	Futures	3572.7	3576.3	3572.5	3576.0	2951.0
2020-02-23 19:10:00	ES	Futures	3576.3	3576.3	3573.3	3573.5	3989.0
2020-02-23 19:15:00	ES	Futures	3573.3	3577.6	3572.2	3576.3	6255.0
2020-02-23 19:20:00	ES	Futures	3576.3	3577.9	3574.4	3576.0	3607.0
2020-02-23 19:25:00	ES	Futures	3576.3	3579.5	3576.0	3579.2	3602.0
2020-02-23 19:30:00	ES	Futures	3579.0	3581.1	3577.1	3577.3	4196.0
2020-02-23 19:35:00	ES	Futures	3577.6	3578.7	3574.1	3575.4	3238.0
2020-02-23 19:40:00	ES	Futures	3575.7	3576.0	3573.3	3574.6	3096.0
2020-02-23 19:45:00	ES	Futures	3574.4	3574.6	3572.5	3573.8	3897.0
2020-02-23 19:50:00	ES	Futures	3573.5	3573.8	3570.3	3572.2	6022.0
2020-02-23 19:55:00	ES	Futures	3572.2	3575.2	3571.4	3573.3	3584.0
2020-02-23 20:00:00	ES	Futures	3573.3	3577.1	3572.5	3575.2	5083.0
2020-02-23 20:05:00	ES	Futures	3575.4	3576.5	3574.6	3574.9	2721.0
2020-02-23 20:10:00	ES	Futures	3575.2	3575.2	3573.0	3573.3	2820.0
2020-02-23 20:15:00	ES	Futures	3573.3	3577.1	3573.0	3575.7	3858.0
2020-02-23 20:20:00	ES	Futures	3575.7	3576.8	3574.4	3575.2	2919.0
2020-02-23 20:25:00	ES	Futures	3575.4	3576.5	3573.5	3576.5	2449.0
2020-02-23 20:30:00	ES	Futures	3576.5	3577.6	3575.7	3575.7	4336.0
2020-02-23 20:35:00	ES	Futures	3576.0	3576.0	3573.8	3575.4	2144.0
2020-02-23 20:40:00	ES	Futures	3575.4	3576.3	3573.5	3573.8	2839.0
2020-02-23 20:45:00	ES	Futures	3573.8	3577.3	3573.5	3576.5	2799.0
2020-02-23 20:50:00	ES	Futures	3576.8	3577.1	3574.6	3575.2	2054.0
2020-02-23 20:55:00	ES	Futures	3575.2	3575.4	3574.1	3574.9	1958.0
2020-02-23 21:00:00	ES	Futures	3574.9	3576.8	3574.1	3575.4	1581.0
2020-02-23 21:05:00	ES	Futures	3575.4	3576.3	3575.2	3575.4	1393.0
2020-02-23 21:10:00	ES	Futures	3575.4	3575.7	3573.8	3574.6	2736.0
2020-02-23 21:15:00	ES	Futures	3574.4	3576.3	3574.4	3575.4	1827.0
2020-02-23 21:20:00	ES	Futures	3575.4	3576.5	3571.9	3573.3	2976.0
2020-02-23 21:25:00	ES	Futures	3573.5	3573.5	3570.3	3571.1	3371.0
2020-02-23 21:30:00	ES	Futures	3571.1	3571.4	3567.3	3567.6	3827.0
2020-02-23 21:35:00	ES	Futures	3567.6	3570.0	3567.3	3569.5	2945.0
2020-02-23 21:40:00	ES	Futures	3569.5	3571.9	3569.5	3571.1	3486.0
2020-02-23 21:45:00	ES	Futures	3571.1	3571.4	3569.2	3569.5	3752.0
2020-02-23 21:50:00	ES	Futures	3569.5	3569.8	3561.4	3565.1	9084.0
2020-02-23 21:55:00	ES	Futures	3565.1	3566.5	3563.8	3565.4	5396.0
2020-02-23 22:00:00	ES	Futures	3565.1	3565.4	3561.6	3563.0	4759.0
2020-02-23 22:05:00	ES	Futures	3562.7	3566.0	3561.6	3566.0	5222.0

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