PREVIEW / futures_5min / 2020-02-27

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-27.parquet
  size:    384 KB
  rows:    19,426

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
2020-02-27 00:00:00	ES	Futures	3316.6	3321.3	3316.4	3321.3	3283.0
2020-02-27 00:05:00	ES	Futures	3321.3	3327.2	3320.4	3327.2	4171.0
2020-02-27 00:10:00	ES	Futures	3327.2	3328.3	3322.3	3322.9	3757.0
2020-02-27 00:15:00	ES	Futures	3323.2	3325.6	3322.1	3322.9	1866.0
2020-02-27 00:20:00	ES	Futures	3323.2	3327.8	3322.9	3325.6	2213.0
2020-02-27 00:25:00	ES	Futures	3325.6	3329.4	3324.2	3324.5	3847.0
2020-02-27 00:30:00	ES	Futures	3324.8	3327.5	3323.2	3325.1	2653.0
2020-02-27 00:35:00	ES	Futures	3325.1	3326.9	3323.7	3325.6	1939.0
2020-02-27 00:40:00	ES	Futures	3325.6	3326.4	3318.5	3319.4	4446.0
2020-02-27 00:45:00	ES	Futures	3319.1	3322.3	3318.8	3321.8	1796.0
2020-02-27 00:50:00	ES	Futures	3321.8	3325.3	3321.3	3324.8	2883.0
2020-02-27 00:55:00	ES	Futures	3324.8	3328.0	3324.2	3327.5	3678.0
2020-02-27 01:00:00	ES	Futures	3327.2	3327.5	3321.3	3323.4	3713.0
2020-02-27 01:05:00	ES	Futures	3323.4	3325.1	3319.9	3321.5	3708.0
2020-02-27 01:10:00	ES	Futures	3321.3	3323.7	3319.6	3319.9	2632.0
2020-02-27 01:15:00	ES	Futures	3319.9	3324.2	3318.3	3323.4	4649.0
2020-02-27 01:20:00	ES	Futures	3323.4	3324.8	3320.2	3320.2	3065.0
2020-02-27 01:25:00	ES	Futures	3320.4	3322.9	3319.6	3322.6	1672.0
2020-02-27 01:30:00	ES	Futures	3322.9	3328.0	3322.6	3324.5	3651.0
2020-02-27 01:35:00	ES	Futures	3324.5	3324.8	3321.0	3322.9	2133.0
2020-02-27 01:40:00	ES	Futures	3322.9	3324.2	3321.5	3324.0	1917.0
2020-02-27 01:45:00	ES	Futures	3323.7	3326.7	3323.4	3324.8	1214.0
2020-02-27 01:50:00	ES	Futures	3324.8	3336.2	3324.5	3335.1	5751.0
2020-02-27 01:55:00	ES	Futures	3335.3	3345.1	3335.1	3342.9	6441.0
2020-02-27 02:00:00	ES	Futures	3342.9	3348.1	3337.8	3340.0	8782.0
2020-02-27 02:05:00	ES	Futures	3339.7	3339.7	3334.3	3336.7	5586.0
2020-02-27 02:10:00	ES	Futures	3336.7	3346.7	3336.7	3344.8	7217.0
2020-02-27 02:15:00	ES	Futures	3344.8	3348.6	3343.7	3345.6	6753.0
2020-02-27 02:20:00	ES	Futures	3345.6	3347.3	3343.2	3344.6	4978.0
2020-02-27 02:25:00	ES	Futures	3344.8	3352.7	3343.7	3346.2	7302.0
2020-02-27 02:30:00	ES	Futures	3346.2	3354.0	3345.6	3352.7	6690.0
2020-02-27 02:35:00	ES	Futures	3352.7	3355.9	3350.0	3355.4	7533.0
2020-02-27 02:40:00	ES	Futures	3355.4	3355.9	3346.7	3352.7	6937.0
2020-02-27 02:45:00	ES	Futures	3352.7	3357.8	3351.6	3357.6	5718.0
2020-02-27 02:50:00	ES	Futures	3357.6	3358.1	3351.9	3353.5	4489.0
2020-02-27 02:55:00	ES	Futures	3353.5	3354.6	3345.4	3347.3	6065.0
2020-02-27 03:00:00	ES	Futures	3347.3	3356.2	3346.5	3355.7	8037.0
2020-02-27 03:05:00	ES	Futures	3355.9	3355.9	3340.5	3341.6	9031.0
2020-02-27 03:10:00	ES	Futures	3341.3	3350.0	3340.8	3345.6	8269.0
2020-02-27 03:15:00	ES	Futures	3345.6	3354.0	3344.8	3350.8	7232.0
2020-02-27 03:20:00	ES	Futures	3351.1	3355.1	3348.6	3349.2	6100.0
2020-02-27 03:25:00	ES	Futures	3349.4	3350.3	3343.2	3345.4	6493.0
2020-02-27 03:30:00	ES	Futures	3345.4	3347.5	3336.7	3343.7	12382.0
2020-02-27 03:35:00	ES	Futures	3344.0	3345.4	3337.5	3338.1	7673.0
2020-02-27 03:40:00	ES	Futures	3338.1	3343.5	3334.8	3343.2	7270.0
2020-02-27 03:45:00	ES	Futures	3343.5	3344.3	3340.5	3341.3	4731.0
2020-02-27 03:50:00	ES	Futures	3341.6	3347.8	3341.6	3347.0	7986.0
2020-02-27 03:55:00	ES	Futures	3347.0	3355.4	3346.2	3353.8	7715.0
2020-02-27 04:00:00	ES	Futures	3353.8	3363.0	3353.0	3358.7	10907.0
2020-02-27 04:05:00	ES	Futures	3358.7	3359.7	3353.8	3354.0	7082.0

> showing 50 of 19,426 rows — these rows as CSV

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