PREVIEW / futures_5min / 2020-02-24

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-24.parquet
  size:    332 KB
  rows:    18,489

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
2020-02-24 00:00:00	ES	Futures	3570.0	3571.4	3567.6	3568.1	1986.0
2020-02-24 00:05:00	ES	Futures	3568.4	3570.0	3567.9	3569.2	1351.0
2020-02-24 00:10:00	ES	Futures	3568.9	3569.2	3566.8	3568.1	1933.0
2020-02-24 00:15:00	ES	Futures	3568.1	3569.2	3567.9	3568.9	677.0
2020-02-24 00:20:00	ES	Futures	3568.9	3571.4	3568.1	3571.1	1817.0
2020-02-24 00:25:00	ES	Futures	3571.1	3571.1	3567.9	3568.7	2102.0
2020-02-24 00:30:00	ES	Futures	3568.7	3568.9	3567.9	3568.4	1051.0
2020-02-24 00:35:00	ES	Futures	3568.1	3569.8	3568.1	3568.9	662.0
2020-02-24 00:40:00	ES	Futures	3569.2	3569.8	3568.4	3569.5	588.0
2020-02-24 00:45:00	ES	Futures	3569.2	3569.5	3568.4	3568.4	396.0
2020-02-24 00:50:00	ES	Futures	3568.7	3568.7	3566.5	3567.0	1105.0
2020-02-24 00:55:00	ES	Futures	3567.0	3568.1	3566.8	3567.0	688.0
2020-02-24 01:00:00	ES	Futures	3566.8	3568.9	3566.5	3568.1	1702.0
2020-02-24 01:05:00	ES	Futures	3568.1	3569.8	3567.9	3568.7	1337.0
2020-02-24 01:10:00	ES	Futures	3568.7	3569.8	3567.6	3568.1	1367.0
2020-02-24 01:15:00	ES	Futures	3568.1	3569.5	3566.8	3567.3	2513.0
2020-02-24 01:20:00	ES	Futures	3567.3	3567.9	3566.5	3566.8	3258.0
2020-02-24 01:25:00	ES	Futures	3567.0	3568.4	3567.0	3567.9	1163.0
2020-02-24 01:30:00	ES	Futures	3567.9	3569.5	3567.6	3568.7	820.0
2020-02-24 01:35:00	ES	Futures	3568.7	3569.8	3568.7	3568.9	615.0
2020-02-24 01:40:00	ES	Futures	3568.9	3568.9	3567.6	3567.6	916.0
2020-02-24 01:45:00	ES	Futures	3567.6	3567.9	3566.5	3567.0	1266.0
2020-02-24 01:50:00	ES	Futures	3567.0	3569.8	3566.8	3569.2	2601.0
2020-02-24 01:55:00	ES	Futures	3569.5	3569.8	3568.7	3568.9	1060.0
2020-02-24 02:00:00	ES	Futures	3569.2	3570.0	3566.8	3567.3	4195.0
2020-02-24 02:05:00	ES	Futures	3567.3	3568.1	3562.7	3563.3	4323.0
2020-02-24 02:10:00	ES	Futures	3563.3	3564.3	3558.4	3558.9	7666.0
2020-02-24 02:15:00	ES	Futures	3558.6	3561.9	3558.1	3561.1	3979.0
2020-02-24 02:20:00	ES	Futures	3560.8	3562.7	3559.7	3561.9	2281.0
2020-02-24 02:25:00	ES	Futures	3561.6	3563.8	3561.1	3562.4	4904.0
2020-02-24 02:30:00	ES	Futures	3562.4	3564.6	3562.4	3563.5	2710.0
2020-02-24 02:35:00	ES	Futures	3563.8	3567.0	3563.3	3565.7	2727.0
2020-02-24 02:40:00	ES	Futures	3565.7	3567.3	3565.4	3565.4	1781.0
2020-02-24 02:45:00	ES	Futures	3565.7	3565.7	3562.7	3563.0	2472.0
2020-02-24 02:50:00	ES	Futures	3563.0	3563.3	3558.6	3560.0	4901.0
2020-02-24 02:55:00	ES	Futures	3560.3	3560.3	3557.0	3558.6	5023.0
2020-02-24 03:00:00	ES	Futures	3558.6	3560.0	3553.5	3555.4	16702.0
2020-02-24 03:05:00	ES	Futures	3555.1	3555.4	3550.2	3550.8	14513.0
2020-02-24 03:10:00	ES	Futures	3550.8	3551.3	3546.2	3547.0	15198.0
2020-02-24 03:15:00	ES	Futures	3547.0	3550.8	3545.6	3547.3	16288.0
2020-02-24 03:20:00	ES	Futures	3547.0	3547.8	3544.3	3547.0	11240.0
2020-02-24 03:25:00	ES	Futures	3547.0	3547.5	3542.1	3542.4	11337.0
2020-02-24 03:30:00	ES	Futures	3542.4	3542.7	3536.2	3539.7	21107.0
2020-02-24 03:35:00	ES	Futures	3539.9	3543.2	3538.9	3542.9	12338.0
2020-02-24 03:40:00	ES	Futures	3542.7	3543.5	3539.7	3542.9	9460.0
2020-02-24 03:45:00	ES	Futures	3542.7	3544.0	3537.0	3539.9	11156.0
2020-02-24 03:50:00	ES	Futures	3540.2	3543.7	3536.7	3541.6	10905.0
2020-02-24 03:55:00	ES	Futures	3541.3	3542.9	3537.5	3539.1	9308.0
2020-02-24 04:00:00	ES	Futures	3539.1	3541.0	3530.7	3531.8	19939.0
2020-02-24 04:05:00	ES	Futures	3531.8	3535.9	3531.0	3534.3	10259.0

> showing 50 of 18,489 rows — these rows as CSV

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