PREVIEW / futures_5min / 2020-02-25

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-25.parquet
  size:    347 KB
  rows:    18,813

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
2020-02-25 00:00:00	ES	Futures	3525.9	3526.4	3525.3	3525.6	1767.0
2020-02-25 00:05:00	ES	Futures	3525.6	3526.9	3525.6	3526.9	1669.0
2020-02-25 00:10:00	ES	Futures	3526.7	3526.9	3525.3	3526.4	796.0
2020-02-25 00:15:00	ES	Futures	3526.7	3526.7	3524.5	3525.9	663.0
2020-02-25 00:20:00	ES	Futures	3525.6	3526.4	3524.2	3524.5	755.0
2020-02-25 00:25:00	ES	Futures	3524.5	3525.6	3524.0	3525.3	1529.0
2020-02-25 00:30:00	ES	Futures	3525.0	3525.9	3523.4	3525.0	1931.0
2020-02-25 00:35:00	ES	Futures	3525.0	3527.5	3524.5	3527.5	2284.0
2020-02-25 00:40:00	ES	Futures	3527.2	3527.8	3526.7	3527.5	1417.0
2020-02-25 00:45:00	ES	Futures	3527.5	3528.0	3526.4	3526.9	1562.0
2020-02-25 00:50:00	ES	Futures	3526.9	3527.2	3526.1	3527.2	1028.0
2020-02-25 00:55:00	ES	Futures	3527.5	3528.0	3526.4	3527.8	1452.0
2020-02-25 01:00:00	ES	Futures	3527.5	3527.8	3525.3	3526.4	2238.0
2020-02-25 01:05:00	ES	Futures	3526.4	3527.5	3525.6	3526.7	1384.0
2020-02-25 01:10:00	ES	Futures	3526.7	3528.3	3526.1	3528.0	1603.0
2020-02-25 01:15:00	ES	Futures	3528.0	3529.1	3528.0	3528.8	2201.0
2020-02-25 01:20:00	ES	Futures	3529.1	3529.6	3528.8	3529.1	1807.0
2020-02-25 01:25:00	ES	Futures	3529.1	3529.9	3528.8	3529.4	1493.0
2020-02-25 01:30:00	ES	Futures	3529.4	3529.9	3529.1	3529.6	777.0
2020-02-25 01:35:00	ES	Futures	3529.6	3530.2	3529.4	3530.2	1001.0
2020-02-25 01:40:00	ES	Futures	3530.2	3530.5	3529.6	3530.2	1242.0
2020-02-25 01:45:00	ES	Futures	3530.2	3530.5	3528.8	3529.1	1011.0
2020-02-25 01:50:00	ES	Futures	3528.8	3530.7	3528.3	3530.5	965.0
2020-02-25 01:55:00	ES	Futures	3530.5	3531.5	3530.2	3531.0	1717.0
2020-02-25 02:00:00	ES	Futures	3530.7	3531.3	3528.8	3530.5	1709.0
2020-02-25 02:05:00	ES	Futures	3530.2	3531.5	3530.2	3530.2	1565.0
2020-02-25 02:10:00	ES	Futures	3530.2	3531.5	3530.2	3531.3	1349.0
2020-02-25 02:15:00	ES	Futures	3531.0	3531.5	3529.6	3529.9	1013.0
2020-02-25 02:20:00	ES	Futures	3529.9	3530.5	3524.2	3526.1	3114.0
2020-02-25 02:25:00	ES	Futures	3526.1	3526.7	3522.1	3524.2	2781.0
2020-02-25 02:30:00	ES	Futures	3524.0	3526.1	3522.3	3523.1	3780.0
2020-02-25 02:35:00	ES	Futures	3523.1	3524.8	3521.2	3523.1	3036.0
2020-02-25 02:40:00	ES	Futures	3523.4	3525.6	3523.4	3525.3	3238.0
2020-02-25 02:45:00	ES	Futures	3525.3	3525.9	3523.4	3525.3	1946.0
2020-02-25 02:50:00	ES	Futures	3525.0	3528.0	3525.0	3527.5	2999.0
2020-02-25 02:55:00	ES	Futures	3527.2	3529.9	3526.4	3529.4	2488.0
2020-02-25 03:00:00	ES	Futures	3529.4	3530.2	3527.5	3527.8	6236.0
2020-02-25 03:05:00	ES	Futures	3528.0	3529.9	3521.2	3521.8	7084.0
2020-02-25 03:10:00	ES	Futures	3521.5	3528.6	3521.2	3527.5	7933.0
2020-02-25 03:15:00	ES	Futures	3527.2	3527.5	3521.8	3521.8	4970.0
2020-02-25 03:20:00	ES	Futures	3521.8	3524.2	3519.1	3521.2	7273.0
2020-02-25 03:25:00	ES	Futures	3521.2	3521.8	3518.0	3519.6	7377.0
2020-02-25 03:30:00	ES	Futures	3519.4	3524.5	3517.7	3524.0	6490.0
2020-02-25 03:35:00	ES	Futures	3524.0	3524.5	3517.2	3517.5	4872.0
2020-02-25 03:40:00	ES	Futures	3517.7	3519.1	3514.7	3515.6	8370.0
2020-02-25 03:45:00	ES	Futures	3515.6	3517.7	3513.1	3514.7	7428.0
2020-02-25 03:50:00	ES	Futures	3514.7	3516.9	3513.9	3514.5	4197.0
2020-02-25 03:55:00	ES	Futures	3514.2	3516.6	3513.1	3515.0	4514.0
2020-02-25 04:00:00	ES	Futures	3515.0	3519.9	3515.0	3517.7	5090.0
2020-02-25 04:05:00	ES	Futures	3517.5	3518.0	3513.1	3513.1	5344.0

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