PREVIEW / futures_5min / 2020-03-06

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-06.parquet
  size:    302 KB
  rows:    15,007

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
2020-03-06 00:00:00	ES	Futures	3229.7	3230.7	3226.1	3228.8	1234.0
2020-03-06 00:05:00	ES	Futures	3228.8	3229.7	3222.3	3223.4	3777.0
2020-03-06 00:10:00	ES	Futures	3223.4	3224.5	3221.8	3222.1	2422.0
2020-03-06 00:15:00	ES	Futures	3222.1	3225.1	3221.8	3224.8	1251.0
2020-03-06 00:20:00	ES	Futures	3224.8	3225.9	3222.9	3223.7	1897.0
2020-03-06 00:25:00	ES	Futures	3223.7	3224.5	3221.0	3221.3	2464.0
2020-03-06 00:30:00	ES	Futures	3221.0	3227.5	3221.0	3222.6	3071.0
2020-03-06 00:35:00	ES	Futures	3222.9	3224.8	3221.5	3221.8	1228.0
2020-03-06 00:40:00	ES	Futures	3221.8	3224.8	3221.8	3224.8	1343.0
2020-03-06 00:45:00	ES	Futures	3225.1	3226.7	3223.7	3225.9	1655.0
2020-03-06 00:50:00	ES	Futures	3225.9	3227.2	3223.7	3226.7	2048.0
2020-03-06 00:55:00	ES	Futures	3226.7	3229.1	3225.3	3228.0	1237.0
2020-03-06 01:00:00	ES	Futures	3228.3	3228.6	3225.1	3225.3	1311.0
2020-03-06 01:05:00	ES	Futures	3225.1	3231.0	3225.1	3228.8	1593.0
2020-03-06 01:10:00	ES	Futures	3228.8	3241.0	3228.8	3237.2	3811.0
2020-03-06 01:15:00	ES	Futures	3237.5	3244.8	3235.1	3242.1	2662.0
2020-03-06 01:20:00	ES	Futures	3242.1	3244.0	3239.1	3239.4	1345.0
2020-03-06 01:25:00	ES	Futures	3239.4	3242.7	3238.3	3241.3	1701.0
2020-03-06 01:30:00	ES	Futures	3241.6	3243.8	3240.0	3243.5	1625.0
2020-03-06 01:35:00	ES	Futures	3243.5	3243.8	3238.9	3240.8	1726.0
2020-03-06 01:40:00	ES	Futures	3241.0	3241.9	3233.5	3234.3	1597.0
2020-03-06 01:45:00	ES	Futures	3234.0	3234.5	3229.1	3229.7	1815.0
2020-03-06 01:50:00	ES	Futures	3229.9	3233.7	3227.8	3230.2	2433.0
2020-03-06 01:55:00	ES	Futures	3229.9	3231.8	3227.5	3231.3	1822.0
2020-03-06 02:00:00	ES	Futures	3231.3	3243.2	3231.3	3242.4	4909.0
2020-03-06 02:05:00	ES	Futures	3242.4	3246.5	3241.3	3245.1	3251.0
2020-03-06 02:10:00	ES	Futures	3245.1	3245.9	3238.6	3239.4	3031.0
2020-03-06 02:15:00	ES	Futures	3239.4	3241.9	3235.4	3238.1	2627.0
2020-03-06 02:20:00	ES	Futures	3238.1	3238.6	3235.1	3237.2	1969.0
2020-03-06 02:25:00	ES	Futures	3237.2	3240.2	3233.2	3235.1	2133.0
2020-03-06 02:30:00	ES	Futures	3235.4	3238.6	3234.0	3237.2	1515.0
2020-03-06 02:35:00	ES	Futures	3237.2	3240.2	3235.6	3239.7	2195.0
2020-03-06 02:40:00	ES	Futures	3240.0	3245.1	3239.7	3244.8	2928.0
2020-03-06 02:45:00	ES	Futures	3244.8	3244.8	3240.0	3241.0	2031.0
2020-03-06 02:50:00	ES	Futures	3241.3	3242.4	3238.1	3238.1	2741.0
2020-03-06 02:55:00	ES	Futures	3238.3	3240.8	3232.9	3234.0	3345.0
2020-03-06 03:00:00	ES	Futures	3234.0	3242.9	3232.9	3240.2	6879.0
2020-03-06 03:05:00	ES	Futures	3240.5	3246.2	3236.4	3245.9	6928.0
2020-03-06 03:10:00	ES	Futures	3245.9	3247.0	3240.2	3246.5	4328.0
2020-03-06 03:15:00	ES	Futures	3246.7	3247.8	3243.8	3247.3	4066.0
2020-03-06 03:20:00	ES	Futures	3247.5	3248.6	3241.0	3242.7	4432.0
2020-03-06 03:25:00	ES	Futures	3242.1	3242.9	3237.2	3238.1	3686.0
2020-03-06 03:30:00	ES	Futures	3237.8	3240.0	3232.9	3232.9	4793.0
2020-03-06 03:35:00	ES	Futures	3233.2	3234.3	3222.9	3224.5	7359.0
2020-03-06 03:40:00	ES	Futures	3224.5	3234.0	3224.0	3229.9	3930.0
2020-03-06 03:45:00	ES	Futures	3229.9	3238.1	3229.9	3236.2	3450.0
2020-03-06 03:50:00	ES	Futures	3235.9	3235.9	3225.3	3231.0	4240.0
2020-03-06 03:55:00	ES	Futures	3231.0	3236.7	3230.7	3234.3	3856.0
2020-03-06 04:00:00	ES	Futures	3234.3	3243.8	3233.5	3243.2	4898.0
2020-03-06 04:05:00	ES	Futures	3243.2	3244.8	3237.2	3240.0	4444.0

> showing 50 of 15,007 rows — these rows as CSV

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