PREVIEW / futures_5min / 2020-03-02

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-02.parquet
  size:    390 KB
  rows:    19,330

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
2020-03-02 00:00:00	ES	Futures	3213.4	3219.1	3211.5	3215.8	1778.0
2020-03-02 00:05:00	ES	Futures	3215.6	3218.3	3209.3	3212.0	1900.0
2020-03-02 00:10:00	ES	Futures	3212.3	3215.8	3210.4	3213.7	1172.0
2020-03-02 00:15:00	ES	Futures	3213.9	3214.8	3210.2	3211.0	1091.0
2020-03-02 00:20:00	ES	Futures	3211.2	3216.4	3210.4	3215.6	1162.0
2020-03-02 00:25:00	ES	Futures	3215.6	3221.5	3214.8	3221.0	2064.0
2020-03-02 00:30:00	ES	Futures	3221.0	3221.3	3215.6	3220.4	1510.0
2020-03-02 00:35:00	ES	Futures	3220.4	3220.4	3216.7	3218.0	1072.0
2020-03-02 00:40:00	ES	Futures	3218.0	3220.7	3215.3	3215.6	866.0
2020-03-02 00:45:00	ES	Futures	3215.8	3217.5	3211.5	3216.1	1425.0
2020-03-02 00:50:00	ES	Futures	3215.8	3219.6	3214.5	3218.6	832.0
2020-03-02 00:55:00	ES	Futures	3218.6	3220.2	3217.2	3219.1	863.0
2020-03-02 01:00:00	ES	Futures	3218.8	3219.1	3206.9	3210.2	2949.0
2020-03-02 01:05:00	ES	Futures	3209.9	3213.7	3207.2	3208.5	2786.0
2020-03-02 01:10:00	ES	Futures	3208.8	3211.0	3206.6	3209.1	1433.0
2020-03-02 01:15:00	ES	Futures	3209.1	3212.6	3206.6	3210.7	2063.0
2020-03-02 01:20:00	ES	Futures	3210.4	3211.8	3208.5	3210.7	1115.0
2020-03-02 01:25:00	ES	Futures	3210.7	3214.8	3209.3	3214.2	919.0
2020-03-02 01:30:00	ES	Futures	3214.2	3215.8	3211.8	3213.1	1405.0
2020-03-02 01:35:00	ES	Futures	3213.1	3214.2	3210.4	3213.4	1037.0
2020-03-02 01:40:00	ES	Futures	3213.4	3214.8	3211.5	3212.3	846.0
2020-03-02 01:45:00	ES	Futures	3212.3	3213.1	3211.0	3212.6	709.0
2020-03-02 01:50:00	ES	Futures	3212.3	3214.5	3209.6	3209.9	1577.0
2020-03-02 01:55:00	ES	Futures	3209.9	3216.7	3208.8	3215.6	2017.0
2020-03-02 02:00:00	ES	Futures	3215.6	3225.3	3212.9	3224.2	5526.0
2020-03-02 02:05:00	ES	Futures	3224.2	3227.0	3218.8	3225.3	4985.0
2020-03-02 02:10:00	ES	Futures	3225.6	3228.3	3218.8	3219.9	3622.0
2020-03-02 02:15:00	ES	Futures	3219.9	3221.5	3215.0	3217.5	2525.0
2020-03-02 02:20:00	ES	Futures	3217.5	3217.5	3210.2	3213.9	3626.0
2020-03-02 02:25:00	ES	Futures	3213.9	3219.9	3213.9	3219.6	2165.0
2020-03-02 02:30:00	ES	Futures	3219.6	3224.8	3218.6	3222.6	3202.0
2020-03-02 02:35:00	ES	Futures	3222.3	3231.3	3220.7	3229.4	4203.0
2020-03-02 02:40:00	ES	Futures	3229.7	3234.0	3227.2	3233.7	3582.0
2020-03-02 02:45:00	ES	Futures	3233.7	3251.3	3233.5	3250.8	15212.0
2020-03-02 02:50:00	ES	Futures	3250.8	3260.6	3248.6	3257.0	12436.0
2020-03-02 02:55:00	ES	Futures	3256.8	3261.1	3255.4	3257.3	5677.0
2020-03-02 03:00:00	ES	Futures	3257.3	3257.3	3246.2	3252.2	11820.0
2020-03-02 03:05:00	ES	Futures	3252.4	3261.6	3251.1	3260.6	9471.0
2020-03-02 03:10:00	ES	Futures	3260.6	3269.0	3258.4	3264.9	12930.0
2020-03-02 03:15:00	ES	Futures	3265.2	3265.7	3257.0	3260.8	9037.0
2020-03-02 03:20:00	ES	Futures	3260.6	3265.4	3252.4	3252.7	8094.0
2020-03-02 03:25:00	ES	Futures	3253.0	3255.9	3248.4	3250.3	6408.0
2020-03-02 03:30:00	ES	Futures	3250.5	3262.5	3246.5	3261.9	6304.0
2020-03-02 03:35:00	ES	Futures	3261.9	3274.6	3259.2	3268.7	11762.0
2020-03-02 03:40:00	ES	Futures	3268.7	3272.2	3261.4	3263.5	7104.0
2020-03-02 03:45:00	ES	Futures	3263.5	3265.4	3259.5	3260.6	4263.0
2020-03-02 03:50:00	ES	Futures	3260.3	3264.6	3255.1	3256.5	5852.0
2020-03-02 03:55:00	ES	Futures	3256.5	3259.2	3247.8	3248.6	7098.0
2020-03-02 04:00:00	ES	Futures	3248.1	3251.6	3246.7	3250.8	6581.0
2020-03-02 04:05:00	ES	Futures	3250.8	3255.7	3249.4	3250.3	4002.0

> showing 50 of 19,330 rows — these rows as CSV

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