PREVIEW / futures_5min / 2020-03-08

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-08.parquet
  size:    104 KB
  rows:    3,920

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
2020-03-08 18:00:00	ES	Futures	3160.8	3160.8	3074.9	3096.9	46218.0
2020-03-08 18:05:00	ES	Futures	3097.1	3098.8	3070.9	3086.3	12268.0
2020-03-08 18:10:00	ES	Futures	3086.3	3102.6	3083.1	3095.3	11154.0
2020-03-08 18:15:00	ES	Futures	3096.3	3104.5	3083.9	3091.2	8154.0
2020-03-08 18:20:00	ES	Futures	3090.9	3105.0	3089.8	3096.1	5345.0
2020-03-08 18:25:00	ES	Futures	3096.3	3096.3	3084.7	3086.0	5969.0
2020-03-08 18:30:00	ES	Futures	3085.8	3090.4	3076.3	3079.0	5763.0
2020-03-08 18:35:00	ES	Futures	3079.0	3083.9	3068.7	3081.2	7119.0
2020-03-08 18:40:00	ES	Futures	3081.2	3086.3	3067.6	3076.3	5610.0
2020-03-08 18:45:00	ES	Futures	3076.0	3082.5	3065.2	3072.2	4982.0
2020-03-08 18:50:00	ES	Futures	3072.8	3079.5	3067.1	3076.6	4852.0
2020-03-08 18:55:00	ES	Futures	3076.6	3083.6	3073.3	3078.7	3560.0
2020-03-08 19:00:00	ES	Futures	3078.7	3085.0	3074.7	3076.8	4425.0
2020-03-08 19:05:00	ES	Futures	3076.3	3087.1	3074.1	3084.7	4814.0
2020-03-08 19:10:00	ES	Futures	3084.7	3089.3	3081.7	3084.4	5965.0
2020-03-08 19:15:00	ES	Futures	3084.4	3084.4	3079.5	3083.1	2325.0
2020-03-08 19:20:00	ES	Futures	3083.1	3085.8	3073.3	3073.8	4467.0
2020-03-08 19:25:00	ES	Futures	3073.8	3079.3	3066.5	3074.7	4945.0
2020-03-08 19:30:00	ES	Futures	3074.7	3077.1	3062.2	3064.6	6529.0
2020-03-08 19:35:00	ES	Futures	3065.2	3069.8	3059.5	3066.3	4737.0
2020-03-08 19:40:00	ES	Futures	3066.3	3067.1	3059.2	3059.5	5322.0
2020-03-08 19:45:00	ES	Futures	3059.5	3065.4	3056.5	3056.8	7311.0
2020-03-08 19:50:00	ES	Futures	3056.8	3063.3	3056.5	3059.5	6189.0
2020-03-08 19:55:00	ES	Futures	3059.8	3061.1	3055.7	3059.5	6273.0
2020-03-08 20:00:00	ES	Futures	3059.5	3062.5	3055.7	3057.0	5453.0
2020-03-08 20:05:00	ES	Futures	3057.3	3069.8	3056.8	3068.7	4715.0
2020-03-08 20:10:00	ES	Futures	3068.4	3069.8	3056.8	3059.5	3115.0
2020-03-08 20:15:00	ES	Futures	3059.5	3071.4	3059.2	3068.7	4500.0
2020-03-08 20:20:00	ES	Futures	3068.7	3077.4	3066.8	3073.0	4991.0
2020-03-08 20:25:00	ES	Futures	3073.3	3074.4	3069.2	3072.8	2688.0
2020-03-08 20:30:00	ES	Futures	3073.0	3073.3	3065.2	3067.3	2694.0
2020-03-08 20:35:00	ES	Futures	3067.6	3070.6	3064.4	3070.3	2869.0
2020-03-08 20:40:00	ES	Futures	3070.6	3073.8	3069.2	3071.4	2195.0
2020-03-08 20:45:00	ES	Futures	3071.4	3076.0	3070.6	3073.3	2918.0
2020-03-08 20:50:00	ES	Futures	3073.6	3077.1	3073.0	3073.0	2075.0
2020-03-08 20:55:00	ES	Futures	3073.0	3076.6	3072.2	3072.5	1747.0
2020-03-08 21:00:00	ES	Futures	3072.5	3077.4	3072.5	3075.2	2375.0
2020-03-08 21:05:00	ES	Futures	3075.2	3075.7	3068.4	3069.0	2966.0
2020-03-08 21:10:00	ES	Futures	3068.7	3075.2	3066.0	3072.2	4871.0
2020-03-08 21:15:00	ES	Futures	3072.2	3072.8	3066.3	3068.7	2514.0
2020-03-08 21:20:00	ES	Futures	3069.0	3070.9	3063.3	3064.6	3095.0
2020-03-08 21:25:00	ES	Futures	3064.6	3068.2	3064.6	3067.1	1650.0
2020-03-08 21:30:00	ES	Futures	3067.3	3069.2	3065.7	3067.9	2769.0
2020-03-08 21:35:00	ES	Futures	3068.2	3068.4	3063.0	3063.0	2280.0
2020-03-08 21:40:00	ES	Futures	3063.0	3063.5	3057.9	3059.8	5330.0
2020-03-08 21:45:00	ES	Futures	3059.8	3060.8	3055.7	3055.7	6230.0
2020-03-08 21:50:00	ES	Futures	3055.7	3058.1	3055.7	3055.7	3417.0
2020-03-08 21:55:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	848.0
2020-03-08 22:00:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	263.0
2020-03-08 22:05:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	446.0

> showing 50 of 3,920 rows — these rows as CSV

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