PREVIEW / futures_5min / 2020-02-28

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-02-28.parquet
  size:    327 KB
  rows:    15,973

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
2020-02-28 00:00:00	ES	Futures	3180.9	3181.2	3172.8	3173.8	2936.0
2020-02-28 00:05:00	ES	Futures	3173.6	3174.4	3162.2	3166.5	8929.0
2020-02-28 00:10:00	ES	Futures	3166.5	3174.7	3161.9	3171.7	5647.0
2020-02-28 00:15:00	ES	Futures	3171.7	3174.4	3164.6	3167.3	3529.0
2020-02-28 00:20:00	ES	Futures	3167.1	3167.1	3157.0	3161.9	5985.0
2020-02-28 00:25:00	ES	Futures	3161.6	3163.3	3158.9	3160.0	3221.0
2020-02-28 00:30:00	ES	Futures	3160.0	3172.2	3159.7	3164.9	4906.0
2020-02-28 00:35:00	ES	Futures	3164.9	3167.3	3158.4	3159.2	3906.0
2020-02-28 00:40:00	ES	Futures	3159.2	3160.6	3155.4	3157.0	6885.0
2020-02-28 00:45:00	ES	Futures	3157.3	3163.3	3156.8	3158.4	3795.0
2020-02-28 00:50:00	ES	Futures	3158.4	3163.5	3155.4	3155.7	3777.0
2020-02-28 00:55:00	ES	Futures	3155.7	3159.7	3151.1	3158.7	5772.0
2020-02-28 01:00:00	ES	Futures	3158.9	3164.6	3153.8	3159.5	7109.0
2020-02-28 01:05:00	ES	Futures	3159.7	3161.4	3151.1	3151.1	5477.0
2020-02-28 01:10:00	ES	Futures	3151.6	3154.3	3149.4	3149.7	4857.0
2020-02-28 01:15:00	ES	Futures	3150.0	3158.1	3149.7	3153.8	4881.0
2020-02-28 01:20:00	ES	Futures	3154.1	3154.3	3147.8	3148.1	4058.0
2020-02-28 01:25:00	ES	Futures	3148.1	3149.7	3144.6	3146.7	4637.0
2020-02-28 01:30:00	ES	Futures	3147.0	3151.1	3145.4	3150.5	3870.0
2020-02-28 01:35:00	ES	Futures	3150.5	3150.8	3145.4	3148.4	2816.0
2020-02-28 01:40:00	ES	Futures	3148.4	3150.5	3146.2	3150.3	3389.0
2020-02-28 01:45:00	ES	Futures	3150.3	3154.6	3147.6	3151.6	6383.0
2020-02-28 01:50:00	ES	Futures	3151.6	3153.2	3148.6	3152.4	4000.0
2020-02-28 01:55:00	ES	Futures	3152.4	3164.1	3151.6	3164.1	6526.0
2020-02-28 02:00:00	ES	Futures	3164.1	3171.9	3156.8	3159.2	13065.0
2020-02-28 02:05:00	ES	Futures	3159.5	3164.9	3157.8	3160.0	7193.0
2020-02-28 02:10:00	ES	Futures	3160.0	3165.7	3159.2	3162.7	7622.0
2020-02-28 02:15:00	ES	Futures	3163.0	3174.7	3162.5	3172.2	8993.0
2020-02-28 02:20:00	ES	Futures	3171.9	3178.2	3167.9	3177.6	7628.0
2020-02-28 02:25:00	ES	Futures	3177.9	3182.5	3174.1	3179.3	10200.0
2020-02-28 02:30:00	ES	Futures	3179.0	3189.6	3179.0	3187.4	9989.0
2020-02-28 02:35:00	ES	Futures	3187.1	3187.7	3164.1	3169.2	11943.0
2020-02-28 02:40:00	ES	Futures	3169.2	3169.5	3157.6	3165.7	9453.0
2020-02-28 02:45:00	ES	Futures	3166.0	3178.4	3164.1	3175.5	8859.0
2020-02-28 02:50:00	ES	Futures	3175.5	3177.1	3164.4	3165.4	7025.0
2020-02-28 02:55:00	ES	Futures	3165.2	3175.7	3164.9	3174.9	5354.0
2020-02-28 03:00:00	ES	Futures	3175.2	3186.6	3163.8	3185.2	17758.0
2020-02-28 03:05:00	ES	Futures	3184.9	3190.9	3170.6	3181.4	17152.0
2020-02-28 03:10:00	ES	Futures	3181.4	3187.9	3176.0	3178.7	9987.0
2020-02-28 03:15:00	ES	Futures	3178.4	3190.1	3175.2	3187.9	9900.0
2020-02-28 03:20:00	ES	Futures	3187.9	3195.2	3183.6	3193.6	11943.0
2020-02-28 03:25:00	ES	Futures	3193.9	3195.2	3180.9	3182.2	9855.0
2020-02-28 03:30:00	ES	Futures	3182.5	3185.8	3169.2	3170.6	11677.0
2020-02-28 03:35:00	ES	Futures	3170.6	3175.2	3159.2	3160.6	12113.0
2020-02-28 03:40:00	ES	Futures	3160.6	3171.1	3160.3	3162.7	13022.0
2020-02-28 03:45:00	ES	Futures	3162.7	3166.3	3145.7	3149.7	16132.0
2020-02-28 03:50:00	ES	Futures	3149.7	3154.9	3145.7	3147.8	8969.0
2020-02-28 03:55:00	ES	Futures	3147.6	3161.1	3147.3	3160.0	10387.0
2020-02-28 04:00:00	ES	Futures	3160.0	3161.4	3148.9	3153.2	8670.0
2020-02-28 04:05:00	ES	Futures	3153.0	3161.4	3148.9	3149.2	7773.0

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