PREVIEW / futures_5min / 2020-03-11

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-11.parquet
  size:    342 KB
  rows:    16,721

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
2020-03-11 00:00:00	ES	Futures	3047.29	3047.83	3042.14	3047.01	1738.0
2020-03-11 00:05:00	ES	Futures	3046.74	3047.83	3041.32	3044.3	1654.0
2020-03-11 00:10:00	ES	Futures	3044.3	3047.29	3043.22	3044.85	557.0
2020-03-11 00:15:00	ES	Futures	3045.12	3045.39	3040.78	3041.59	1088.0
2020-03-11 00:20:00	ES	Futures	3041.59	3045.93	3039.97	3043.22	1739.0
2020-03-11 00:25:00	ES	Futures	3043.22	3046.74	3039.16	3039.97	1669.0
2020-03-11 00:30:00	ES	Futures	3040.24	3042.14	3038.61	3039.43	1616.0
2020-03-11 00:35:00	ES	Futures	3039.43	3044.85	3039.43	3040.51	1029.0
2020-03-11 00:40:00	ES	Futures	3040.51	3042.68	3037.53	3041.05	962.0
2020-03-11 00:45:00	ES	Futures	3041.05	3044.03	3036.17	3036.99	2048.0
2020-03-11 00:50:00	ES	Futures	3036.99	3039.7	3035.09	3035.63	1751.0
2020-03-11 00:55:00	ES	Futures	3035.63	3038.34	3035.36	3036.72	813.0
2020-03-11 01:00:00	ES	Futures	3036.99	3037.26	3020.73	3024.25	4538.0
2020-03-11 01:05:00	ES	Futures	3024.25	3027.77	3016.66	3016.93	2219.0
2020-03-11 01:10:00	ES	Futures	3017.21	3019.64	3014.22	3017.21	1800.0
2020-03-11 01:15:00	ES	Futures	3016.93	3021.0	3016.39	3018.02	1025.0
2020-03-11 01:20:00	ES	Futures	3018.02	3020.46	3015.31	3017.75	931.0
2020-03-11 01:25:00	ES	Futures	3017.48	3023.44	3017.21	3021.27	1239.0
2020-03-11 01:30:00	ES	Futures	3020.73	3022.63	3013.41	3015.85	1864.0
2020-03-11 01:35:00	ES	Futures	3015.58	3016.12	3012.06	3015.58	1577.0
2020-03-11 01:40:00	ES	Futures	3015.85	3018.83	3011.79	3016.12	1235.0
2020-03-11 01:45:00	ES	Futures	3016.39	3019.1	3014.22	3017.21	1615.0
2020-03-11 01:50:00	ES	Futures	3017.48	3018.56	3015.31	3016.12	1568.0
2020-03-11 01:55:00	ES	Futures	3016.12	3019.37	3012.06	3018.02	1878.0
2020-03-11 02:00:00	ES	Futures	3018.02	3045.39	3018.02	3029.94	6113.0
2020-03-11 02:05:00	ES	Futures	3029.94	3033.74	3022.63	3023.71	2778.0
2020-03-11 02:10:00	ES	Futures	3023.71	3029.4	3022.08	3024.52	1011.0
2020-03-11 02:15:00	ES	Futures	3024.25	3030.75	3024.25	3026.69	1468.0
2020-03-11 02:20:00	ES	Futures	3026.69	3032.65	3026.15	3030.21	1060.0
2020-03-11 02:25:00	ES	Futures	3029.67	3035.9	3028.59	3034.55	1660.0
2020-03-11 02:30:00	ES	Futures	3034.82	3037.8	3029.67	3029.94	1933.0
2020-03-11 02:35:00	ES	Futures	3029.94	3032.65	3025.34	3028.05	1760.0
2020-03-11 02:40:00	ES	Futures	3027.77	3029.94	3016.12	3016.39	2629.0
2020-03-11 02:45:00	ES	Futures	3016.39	3020.19	3015.04	3018.83	1293.0
2020-03-11 02:50:00	ES	Futures	3018.83	3022.9	3011.24	3013.41	1874.0
2020-03-11 02:55:00	ES	Futures	3013.41	3018.29	3012.6	3017.48	1427.0
2020-03-11 03:00:00	ES	Futures	3017.21	3035.9	3016.93	3022.63	6063.0
2020-03-11 03:05:00	ES	Futures	3022.63	3040.51	3022.35	3036.45	2737.0
2020-03-11 03:10:00	ES	Futures	3036.99	3042.68	3031.03	3042.14	3239.0
2020-03-11 03:15:00	ES	Futures	3042.41	3045.39	3036.45	3039.43	2362.0
2020-03-11 03:20:00	ES	Futures	3039.16	3042.95	3032.38	3034.82	2306.0
2020-03-11 03:25:00	ES	Futures	3034.55	3036.17	3025.61	3026.96	3227.0
2020-03-11 03:30:00	ES	Futures	3026.96	3034.01	3026.69	3031.3	1597.0
2020-03-11 03:35:00	ES	Futures	3031.3	3040.78	3026.96	3034.55	2298.0
2020-03-11 03:40:00	ES	Futures	3034.28	3040.78	3034.28	3040.24	1492.0
2020-03-11 03:45:00	ES	Futures	3039.97	3047.56	3039.16	3040.78	3092.0
2020-03-11 03:50:00	ES	Futures	3040.78	3043.49	3036.72	3041.05	2185.0
2020-03-11 03:55:00	ES	Futures	3040.51	3046.74	3039.97	3046.2	1642.0
2020-03-11 04:00:00	ES	Futures	3045.66	3048.1	3035.36	3036.72	8548.0
2020-03-11 04:05:00	ES	Futures	3036.72	3054.87	3036.17	3047.83	5854.0

> showing 50 of 16,721 rows — these rows as CSV

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