PREVIEW / futures_5min / 2020-03-01

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-01.parquet
  size:    97 KB
  rows:    3,876

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
2020-03-01 18:00:00	ES	Futures	3143.5	3163.3	3131.8	3148.9	31095.0
2020-03-01 18:05:00	ES	Futures	3148.9	3159.7	3143.5	3159.2	11029.0
2020-03-01 18:10:00	ES	Futures	3158.7	3162.5	3151.1	3159.5	8647.0
2020-03-01 18:15:00	ES	Futures	3159.5	3173.8	3158.7	3164.6	11194.0
2020-03-01 18:20:00	ES	Futures	3164.4	3166.5	3160.8	3162.2	5259.0
2020-03-01 18:25:00	ES	Futures	3161.9	3167.1	3159.5	3163.8	7061.0
2020-03-01 18:30:00	ES	Futures	3163.8	3166.5	3154.6	3155.1	5515.0
2020-03-01 18:35:00	ES	Futures	3155.1	3163.0	3150.3	3160.6	5724.0
2020-03-01 18:40:00	ES	Futures	3160.6	3166.0	3159.2	3163.8	4184.0
2020-03-01 18:45:00	ES	Futures	3163.8	3165.7	3156.5	3157.8	3671.0
2020-03-01 18:50:00	ES	Futures	3158.1	3163.5	3155.1	3162.5	3466.0
2020-03-01 18:55:00	ES	Futures	3162.7	3165.4	3160.6	3164.4	4371.0
2020-03-01 19:00:00	ES	Futures	3164.1	3172.2	3158.7	3170.6	8422.0
2020-03-01 19:05:00	ES	Futures	3170.9	3174.9	3166.5	3170.0	4906.0
2020-03-01 19:10:00	ES	Futures	3170.0	3170.3	3161.1	3164.6	4575.0
2020-03-01 19:15:00	ES	Futures	3164.9	3169.5	3161.6	3166.8	4405.0
2020-03-01 19:20:00	ES	Futures	3166.8	3168.1	3161.6	3164.1	3796.0
2020-03-01 19:25:00	ES	Futures	3164.4	3165.2	3160.3	3161.9	3154.0
2020-03-01 19:30:00	ES	Futures	3161.6	3166.3	3160.0	3162.2	3500.0
2020-03-01 19:35:00	ES	Futures	3162.2	3164.4	3156.5	3158.1	3752.0
2020-03-01 19:40:00	ES	Futures	3158.4	3160.3	3153.2	3156.2	4814.0
2020-03-01 19:45:00	ES	Futures	3156.0	3163.3	3153.0	3162.2	3709.0
2020-03-01 19:50:00	ES	Futures	3162.2	3164.1	3159.2	3161.1	3102.0
2020-03-01 19:55:00	ES	Futures	3161.1	3165.2	3157.0	3163.3	3681.0
2020-03-01 20:00:00	ES	Futures	3163.3	3170.6	3163.0	3167.3	5275.0
2020-03-01 20:05:00	ES	Futures	3167.3	3171.9	3162.5	3171.4	4739.0
2020-03-01 20:10:00	ES	Futures	3171.4	3174.4	3167.3	3168.7	4162.0
2020-03-01 20:15:00	ES	Futures	3168.4	3173.3	3167.6	3173.0	3450.0
2020-03-01 20:20:00	ES	Futures	3173.0	3181.4	3169.8	3179.0	6484.0
2020-03-01 20:25:00	ES	Futures	3179.0	3188.2	3179.0	3187.4	8060.0
2020-03-01 20:30:00	ES	Futures	3187.1	3211.5	3184.9	3209.3	16983.0
2020-03-01 20:35:00	ES	Futures	3209.3	3210.4	3198.5	3203.4	6311.0
2020-03-01 20:40:00	ES	Futures	3203.4	3213.7	3203.1	3206.9	5841.0
2020-03-01 20:45:00	ES	Futures	3207.2	3209.6	3200.1	3200.9	5386.0
2020-03-01 20:50:00	ES	Futures	3200.9	3207.4	3197.7	3200.9	3728.0
2020-03-01 20:55:00	ES	Futures	3200.9	3201.7	3190.4	3193.6	6544.0
2020-03-01 21:00:00	ES	Futures	3193.6	3197.4	3189.0	3195.2	4641.0
2020-03-01 21:05:00	ES	Futures	3195.5	3203.1	3195.5	3201.7	3719.0
2020-03-01 21:10:00	ES	Futures	3202.0	3209.1	3199.9	3206.6	3522.0
2020-03-01 21:15:00	ES	Futures	3206.9	3213.4	3204.5	3210.4	3925.0
2020-03-01 21:20:00	ES	Futures	3210.4	3217.2	3206.4	3215.0	5401.0
2020-03-01 21:25:00	ES	Futures	3215.3	3218.8	3212.0	3213.9	5042.0
2020-03-01 21:30:00	ES	Futures	3213.7	3216.7	3207.4	3215.3	4403.0
2020-03-01 21:35:00	ES	Futures	3215.3	3224.8	3214.5	3218.3	5186.0
2020-03-01 21:40:00	ES	Futures	3218.3	3224.8	3217.5	3222.6	4637.0
2020-03-01 21:45:00	ES	Futures	3222.6	3234.0	3222.6	3233.7	5774.0
2020-03-01 21:50:00	ES	Futures	3233.5	3233.7	3225.3	3229.4	4669.0
2020-03-01 21:55:00	ES	Futures	3229.9	3231.0	3224.8	3225.1	3228.0
2020-03-01 22:00:00	ES	Futures	3225.3	3227.8	3222.6	3226.7	2155.0
2020-03-01 22:05:00	ES	Futures	3227.0	3233.5	3226.1	3228.6	4138.0

> showing 50 of 3,876 rows — these rows as CSV

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