PREVIEW / futures_5min / 2020-03-10

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-10.parquet
  size:    339 KB
  rows:    16,446

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
2020-03-10 00:00:00	ES	Futures	3055.14	3055.42	3048.64	3051.89	2077.0
2020-03-10 00:05:00	ES	Futures	3052.16	3054.33	3049.45	3049.72	2850.0
2020-03-10 00:10:00	ES	Futures	3049.45	3053.52	3047.56	3052.71	3566.0
2020-03-10 00:15:00	ES	Futures	3052.98	3055.69	3052.43	3054.33	1730.0
2020-03-10 00:20:00	ES	Futures	3054.06	3056.5	3053.25	3056.5	2153.0
2020-03-10 00:25:00	ES	Futures	3056.5	3058.94	3055.69	3057.04	3025.0
2020-03-10 00:30:00	ES	Futures	3056.77	3059.48	3054.06	3058.12	2852.0
2020-03-10 00:35:00	ES	Futures	3058.12	3059.48	3056.77	3058.4	1577.0
2020-03-10 00:40:00	ES	Futures	3058.4	3060.29	3057.58	3060.02	1944.0
2020-03-10 00:45:00	ES	Futures	3059.75	3064.09	3058.94	3064.09	3474.0
2020-03-10 00:50:00	ES	Futures	3063.82	3064.9	3062.73	3064.9	1653.0
2020-03-10 00:55:00	ES	Futures	3064.63	3065.44	3062.46	3062.73	1697.0
2020-03-10 01:00:00	ES	Futures	3063.0	3067.07	3062.46	3066.25	2412.0
2020-03-10 01:05:00	ES	Futures	3066.25	3067.07	3064.9	3067.07	1505.0
2020-03-10 01:10:00	ES	Futures	3066.8	3075.74	3066.25	3074.38	3821.0
2020-03-10 01:15:00	ES	Futures	3074.38	3088.48	3073.84	3087.93	4777.0
2020-03-10 01:20:00	ES	Futures	3088.2	3088.75	3081.7	3086.85	2805.0
2020-03-10 01:25:00	ES	Futures	3087.12	3088.48	3084.14	3085.22	1719.0
2020-03-10 01:30:00	ES	Futures	3084.68	3089.02	3084.68	3087.39	1347.0
2020-03-10 01:35:00	ES	Futures	3087.66	3088.2	3085.49	3088.2	848.0
2020-03-10 01:40:00	ES	Futures	3088.48	3089.02	3082.79	3082.79	1185.0
2020-03-10 01:45:00	ES	Futures	3082.79	3083.6	3080.08	3081.7	1141.0
2020-03-10 01:50:00	ES	Futures	3081.7	3084.68	3078.99	3080.08	1215.0
2020-03-10 01:55:00	ES	Futures	3080.08	3086.85	3078.99	3086.31	1782.0
2020-03-10 02:00:00	ES	Futures	3086.04	3086.85	3081.16	3082.79	2368.0
2020-03-10 02:05:00	ES	Futures	3082.79	3084.41	3075.74	3081.16	2026.0
2020-03-10 02:10:00	ES	Futures	3081.16	3085.77	3081.16	3084.41	2200.0
2020-03-10 02:15:00	ES	Futures	3084.41	3085.22	3076.01	3078.72	2208.0
2020-03-10 02:20:00	ES	Futures	3078.45	3080.35	3073.84	3073.84	1360.0
2020-03-10 02:25:00	ES	Futures	3073.84	3078.99	3072.49	3077.09	1092.0
2020-03-10 02:30:00	ES	Futures	3077.09	3084.41	3076.82	3081.97	1671.0
2020-03-10 02:35:00	ES	Futures	3082.24	3085.22	3080.35	3080.62	909.0
2020-03-10 02:40:00	ES	Futures	3080.62	3083.87	3079.53	3080.08	1229.0
2020-03-10 02:45:00	ES	Futures	3080.08	3081.97	3077.09	3081.43	981.0
2020-03-10 02:50:00	ES	Futures	3081.16	3087.93	3080.62	3087.12	2095.0
2020-03-10 02:55:00	ES	Futures	3087.12	3087.66	3084.14	3084.95	1387.0
2020-03-10 03:00:00	ES	Futures	3084.95	3085.22	3074.66	3075.74	3877.0
2020-03-10 03:05:00	ES	Futures	3075.74	3075.74	3067.88	3069.51	3240.0
2020-03-10 03:10:00	ES	Futures	3069.51	3072.76	3063.82	3065.98	2452.0
2020-03-10 03:15:00	ES	Futures	3065.71	3068.96	3060.83	3061.38	2511.0
2020-03-10 03:20:00	ES	Futures	3061.38	3062.73	3051.08	3051.35	2765.0
2020-03-10 03:25:00	ES	Futures	3051.08	3055.42	3048.37	3053.25	3156.0
2020-03-10 03:30:00	ES	Futures	3052.71	3062.19	3048.64	3058.4	3078.0
2020-03-10 03:35:00	ES	Futures	3058.4	3061.65	3057.31	3061.38	1623.0
2020-03-10 03:40:00	ES	Futures	3060.83	3061.38	3053.79	3057.85	2060.0
2020-03-10 03:45:00	ES	Futures	3058.12	3061.11	3052.98	3054.33	2858.0
2020-03-10 03:50:00	ES	Futures	3054.33	3055.69	3046.74	3052.43	3749.0
2020-03-10 03:55:00	ES	Futures	3052.71	3061.92	3048.1	3054.06	5184.0
2020-03-10 04:00:00	ES	Futures	3054.33	3054.6	3045.93	3050.81	5851.0
2020-03-10 04:05:00	ES	Futures	3051.08	3065.71	3048.1	3060.56	5729.0

> showing 50 of 16,446 rows — these rows as CSV

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