PREVIEW / futures_5min / 2020-03-04

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-04.parquet
  size:    323 KB
  rows:    18,293

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
2020-03-04 00:00:00	ES	Futures	3286.3	3286.3	3282.8	3285.5	884.0
2020-03-04 00:05:00	ES	Futures	3285.5	3288.7	3285.5	3286.6	1302.0
2020-03-04 00:10:00	ES	Futures	3286.3	3287.9	3285.5	3285.5	867.0
2020-03-04 00:15:00	ES	Futures	3285.5	3286.6	3285.5	3286.0	980.0
2020-03-04 00:20:00	ES	Futures	3285.8	3287.4	3285.5	3287.1	647.0
2020-03-04 00:25:00	ES	Futures	3286.8	3291.2	3286.6	3288.5	1507.0
2020-03-04 00:30:00	ES	Futures	3288.2	3289.6	3286.0	3286.0	1032.0
2020-03-04 00:35:00	ES	Futures	3286.0	3287.9	3286.0	3286.6	531.0
2020-03-04 00:40:00	ES	Futures	3286.8	3289.3	3285.8	3288.5	1335.0
2020-03-04 00:45:00	ES	Futures	3288.5	3296.6	3288.2	3294.2	4299.0
2020-03-04 00:50:00	ES	Futures	3294.2	3296.1	3293.3	3294.7	1342.0
2020-03-04 00:55:00	ES	Futures	3294.7	3295.0	3291.2	3291.2	989.0
2020-03-04 01:00:00	ES	Futures	3291.4	3292.3	3287.9	3289.6	1802.0
2020-03-04 01:05:00	ES	Futures	3289.6	3296.1	3288.7	3294.7	2165.0
2020-03-04 01:10:00	ES	Futures	3294.7	3296.6	3292.5	3293.9	2239.0
2020-03-04 01:15:00	ES	Futures	3293.9	3297.4	3293.6	3295.2	1881.0
2020-03-04 01:20:00	ES	Futures	3295.2	3295.5	3292.3	3293.3	646.0
2020-03-04 01:25:00	ES	Futures	3293.3	3294.2	3290.1	3291.2	815.0
2020-03-04 01:30:00	ES	Futures	3291.4	3292.3	3289.6	3292.0	775.0
2020-03-04 01:35:00	ES	Futures	3292.0	3292.0	3285.5	3285.8	2053.0
2020-03-04 01:40:00	ES	Futures	3285.8	3289.0	3285.5	3287.9	3424.0
2020-03-04 01:45:00	ES	Futures	3288.2	3290.6	3288.2	3288.5	720.0
2020-03-04 01:50:00	ES	Futures	3288.5	3289.6	3286.3	3289.0	827.0
2020-03-04 01:55:00	ES	Futures	3288.7	3289.3	3287.1	3288.5	538.0
2020-03-04 02:00:00	ES	Futures	3288.2	3296.3	3287.7	3295.8	3483.0
2020-03-04 02:05:00	ES	Futures	3295.5	3301.5	3293.1	3299.0	4297.0
2020-03-04 02:10:00	ES	Futures	3299.3	3303.1	3296.6	3300.7	3530.0
2020-03-04 02:15:00	ES	Futures	3300.9	3303.4	3298.5	3301.2	2529.0
2020-03-04 02:20:00	ES	Futures	3300.9	3301.2	3295.8	3296.1	1780.0
2020-03-04 02:25:00	ES	Futures	3295.8	3297.7	3295.0	3296.9	1484.0
2020-03-04 02:30:00	ES	Futures	3296.9	3299.3	3293.9	3297.7	2142.0
2020-03-04 02:35:00	ES	Futures	3297.7	3300.7	3297.1	3298.5	1709.0
2020-03-04 02:40:00	ES	Futures	3298.8	3301.5	3297.1	3300.4	2590.0
2020-03-04 02:45:00	ES	Futures	3300.4	3302.3	3298.2	3299.6	2068.0
2020-03-04 02:50:00	ES	Futures	3299.6	3301.5	3298.0	3300.7	2234.0
2020-03-04 02:55:00	ES	Futures	3300.4	3301.2	3297.1	3298.8	1964.0
2020-03-04 03:00:00	ES	Futures	3298.8	3299.3	3291.2	3292.5	6683.0
2020-03-04 03:05:00	ES	Futures	3292.5	3296.6	3288.7	3289.8	4703.0
2020-03-04 03:10:00	ES	Futures	3289.8	3291.4	3285.5	3290.1	7403.0
2020-03-04 03:15:00	ES	Futures	3289.8	3293.9	3288.5	3293.3	5413.0
2020-03-04 03:20:00	ES	Futures	3293.1	3296.6	3290.1	3291.2	6913.0
2020-03-04 03:25:00	ES	Futures	3291.2	3293.9	3286.0	3293.3	4153.0
2020-03-04 03:30:00	ES	Futures	3293.3	3298.8	3292.3	3298.0	3673.0
2020-03-04 03:35:00	ES	Futures	3298.2	3303.1	3296.6	3302.0	4118.0
2020-03-04 03:40:00	ES	Futures	3302.0	3302.6	3298.0	3301.5	3395.0
2020-03-04 03:45:00	ES	Futures	3301.5	3304.2	3299.0	3303.4	3228.0
2020-03-04 03:50:00	ES	Futures	3303.6	3306.1	3303.6	3305.5	3861.0
2020-03-04 03:55:00	ES	Futures	3305.3	3306.1	3303.1	3304.5	2585.0
2020-03-04 04:00:00	ES	Futures	3304.5	3310.7	3304.2	3308.8	7805.0
2020-03-04 04:05:00	ES	Futures	3308.8	3310.7	3300.9	3302.6	6033.0

> showing 50 of 18,293 rows — these rows as CSV

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