PREVIEW / futures_5min / 2020-03-05

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-05.parquet
  size:    370 KB
  rows:    18,432

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
2020-03-05 00:00:00	ES	Futures	3348.4	3352.4	3348.4	3350.8	1316.0
2020-03-05 00:05:00	ES	Futures	3350.8	3353.0	3350.5	3352.1	823.0
2020-03-05 00:10:00	ES	Futures	3351.9	3357.0	3351.6	3355.9	2530.0
2020-03-05 00:15:00	ES	Futures	3355.9	3356.5	3354.3	3355.9	1500.0
2020-03-05 00:20:00	ES	Futures	3355.7	3355.9	3353.8	3354.9	783.0
2020-03-05 00:25:00	ES	Futures	3354.9	3357.8	3354.3	3357.3	1336.0
2020-03-05 00:30:00	ES	Futures	3357.3	3359.5	3356.2	3358.9	1166.0
2020-03-05 00:35:00	ES	Futures	3358.9	3361.9	3357.3	3360.8	1890.0
2020-03-05 00:40:00	ES	Futures	3360.8	3361.1	3358.7	3359.2	707.0
2020-03-05 00:45:00	ES	Futures	3358.9	3361.1	3358.4	3360.3	678.0
2020-03-05 00:50:00	ES	Futures	3360.6	3361.9	3359.5	3361.9	1399.0
2020-03-05 00:55:00	ES	Futures	3361.9	3364.1	3360.6	3361.1	2190.0
2020-03-05 01:00:00	ES	Futures	3360.8	3361.4	3358.9	3360.0	1195.0
2020-03-05 01:05:00	ES	Futures	3359.7	3361.4	3359.2	3359.7	795.0
2020-03-05 01:10:00	ES	Futures	3359.7	3359.7	3356.5	3356.8	1493.0
2020-03-05 01:15:00	ES	Futures	3357.0	3359.7	3355.1	3358.7	1165.0
2020-03-05 01:20:00	ES	Futures	3358.7	3358.7	3354.6	3355.4	623.0
2020-03-05 01:25:00	ES	Futures	3355.4	3356.8	3355.1	3355.4	428.0
2020-03-05 01:30:00	ES	Futures	3355.4	3358.1	3353.0	3357.3	1195.0
2020-03-05 01:35:00	ES	Futures	3357.0	3359.2	3354.9	3356.5	1329.0
2020-03-05 01:40:00	ES	Futures	3356.5	3359.5	3356.2	3358.1	1048.0
2020-03-05 01:45:00	ES	Futures	3357.8	3357.8	3353.8	3354.3	998.0
2020-03-05 01:50:00	ES	Futures	3354.3	3355.4	3352.1	3353.5	1737.0
2020-03-05 01:55:00	ES	Futures	3353.5	3353.5	3349.2	3350.3	1896.0
2020-03-05 02:00:00	ES	Futures	3350.3	3350.5	3346.7	3348.6	3139.0
2020-03-05 02:05:00	ES	Futures	3348.6	3348.6	3344.0	3344.3	3250.0
2020-03-05 02:10:00	ES	Futures	3344.3	3344.6	3339.7	3341.9	3604.0
2020-03-05 02:15:00	ES	Futures	3341.9	3344.8	3340.2	3343.5	2219.0
2020-03-05 02:20:00	ES	Futures	3343.5	3347.8	3343.5	3346.7	1668.0
2020-03-05 02:25:00	ES	Futures	3346.7	3346.7	3342.9	3344.0	1507.0
2020-03-05 02:30:00	ES	Futures	3343.7	3346.7	3341.3	3346.7	1800.0
2020-03-05 02:35:00	ES	Futures	3346.7	3348.4	3345.6	3346.7	2109.0
2020-03-05 02:40:00	ES	Futures	3347.0	3347.8	3345.1	3345.4	1103.0
2020-03-05 02:45:00	ES	Futures	3345.4	3348.4	3344.8	3345.4	1554.0
2020-03-05 02:50:00	ES	Futures	3345.6	3347.5	3344.0	3346.7	1408.0
2020-03-05 02:55:00	ES	Futures	3346.7	3348.4	3344.3	3347.3	1563.0
2020-03-05 03:00:00	ES	Futures	3347.3	3347.5	3340.8	3341.0	5616.0
2020-03-05 03:05:00	ES	Futures	3341.0	3346.7	3340.2	3345.9	5054.0
2020-03-05 03:10:00	ES	Futures	3345.6	3345.6	3341.0	3341.9	2669.0
2020-03-05 03:15:00	ES	Futures	3342.1	3344.3	3340.0	3340.2	2836.0
2020-03-05 03:20:00	ES	Futures	3340.2	3340.2	3335.9	3338.9	5201.0
2020-03-05 03:25:00	ES	Futures	3338.6	3340.2	3335.6	3337.2	2970.0
2020-03-05 03:30:00	ES	Futures	3337.0	3338.1	3333.2	3335.1	3073.0
2020-03-05 03:35:00	ES	Futures	3335.1	3338.3	3333.2	3334.0	3172.0
2020-03-05 03:40:00	ES	Futures	3334.0	3337.5	3333.2	3334.5	2201.0
2020-03-05 03:45:00	ES	Futures	3334.3	3337.0	3333.2	3334.8	2507.0
2020-03-05 03:50:00	ES	Futures	3335.1	3340.0	3333.2	3339.4	2712.0
2020-03-05 03:55:00	ES	Futures	3339.4	3339.4	3331.3	3331.6	3159.0
2020-03-05 04:00:00	ES	Futures	3331.8	3332.4	3328.6	3329.4	5794.0
2020-03-05 04:05:00	ES	Futures	3329.4	3329.4	3322.1	3323.7	6440.0

> showing 50 of 18,432 rows — these rows as CSV

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