PREVIEW / futures_5min / 2020-03-12

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-12.parquet
  size:    391 KB
  rows:    17,603

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
2020-03-12 00:00:00	ES	Futures	2836.73	2844.04	2836.45	2843.77	1645.0
2020-03-12 00:05:00	ES	Futures	2843.5	2852.71	2842.42	2850.28	2707.0
2020-03-12 00:10:00	ES	Futures	2850.55	2865.99	2849.73	2860.3	3883.0
2020-03-12 00:15:00	ES	Futures	2860.3	2863.55	2860.03	2862.74	1786.0
2020-03-12 00:20:00	ES	Futures	2862.47	2874.12	2862.2	2868.97	4140.0
2020-03-12 00:25:00	ES	Futures	2868.97	2873.58	2867.62	2867.89	2340.0
2020-03-12 00:30:00	ES	Futures	2867.62	2873.04	2865.45	2870.87	3403.0
2020-03-12 00:35:00	ES	Futures	2871.14	2893.09	2870.87	2883.61	5560.0
2020-03-12 00:40:00	ES	Futures	2883.88	2890.65	2883.34	2890.11	2158.0
2020-03-12 00:45:00	ES	Futures	2890.38	2892.01	2888.49	2889.3	2733.0
2020-03-12 00:50:00	ES	Futures	2888.76	2891.74	2879.27	2887.13	3683.0
2020-03-12 00:55:00	ES	Futures	2887.13	2887.67	2880.08	2881.71	1340.0
2020-03-12 01:00:00	ES	Futures	2881.71	2885.78	2877.37	2880.36	1784.0
2020-03-12 01:05:00	ES	Futures	2880.63	2881.17	2876.02	2877.65	1789.0
2020-03-12 01:10:00	ES	Futures	2877.92	2881.98	2874.66	2875.75	1926.0
2020-03-12 01:15:00	ES	Futures	2875.75	2877.1	2865.18	2866.26	2722.0
2020-03-12 01:20:00	ES	Futures	2866.81	2867.89	2862.2	2864.91	1869.0
2020-03-12 01:25:00	ES	Futures	2864.37	2866.53	2852.99	2854.07	2201.0
2020-03-12 01:30:00	ES	Futures	2854.07	2865.99	2854.07	2864.64	1492.0
2020-03-12 01:35:00	ES	Futures	2864.1	2871.14	2861.66	2867.08	2184.0
2020-03-12 01:40:00	ES	Futures	2867.08	2870.06	2860.84	2863.82	1880.0
2020-03-12 01:45:00	ES	Futures	2863.82	2867.35	2860.57	2862.74	2127.0
2020-03-12 01:50:00	ES	Futures	2862.74	2872.77	2861.66	2869.52	1532.0
2020-03-12 01:55:00	ES	Futures	2869.79	2870.33	2864.37	2866.53	1244.0
2020-03-12 02:00:00	ES	Futures	2866.53	2868.97	2861.12	2861.93	2589.0
2020-03-12 02:05:00	ES	Futures	2861.93	2862.2	2848.11	2849.46	3782.0
2020-03-12 02:10:00	ES	Futures	2849.46	2857.86	2848.92	2849.19	1986.0
2020-03-12 02:15:00	ES	Futures	2849.73	2852.44	2848.11	2850.55	2098.0
2020-03-12 02:20:00	ES	Futures	2850.55	2854.07	2848.92	2852.71	1948.0
2020-03-12 02:25:00	ES	Futures	2852.71	2852.71	2845.67	2848.92	2421.0
2020-03-12 02:30:00	ES	Futures	2848.65	2853.8	2847.57	2851.63	1943.0
2020-03-12 02:35:00	ES	Futures	2851.09	2855.15	2846.21	2854.61	1709.0
2020-03-12 02:40:00	ES	Futures	2854.07	2854.07	2843.77	2845.67	2501.0
2020-03-12 02:45:00	ES	Futures	2845.94	2853.53	2844.58	2850.0	2260.0
2020-03-12 02:50:00	ES	Futures	2850.28	2857.59	2845.94	2851.36	2836.0
2020-03-12 02:55:00	ES	Futures	2851.36	2854.88	2847.02	2849.46	4942.0
2020-03-12 03:00:00	ES	Futures	2849.73	2858.95	2848.65	2855.42	3341.0
2020-03-12 03:05:00	ES	Futures	2855.42	2856.24	2852.44	2855.7	2841.0
2020-03-12 03:10:00	ES	Futures	2855.7	2868.43	2852.99	2864.1	5874.0
2020-03-12 03:15:00	ES	Futures	2863.82	2865.99	2860.57	2865.45	3734.0
2020-03-12 03:20:00	ES	Futures	2865.45	2869.52	2856.51	2856.78	3027.0
2020-03-12 03:25:00	ES	Futures	2856.51	2856.78	2840.25	2841.33	5304.0
2020-03-12 03:30:00	ES	Futures	2841.06	2845.13	2834.83	2835.1	5285.0
2020-03-12 03:35:00	ES	Futures	2835.37	2844.04	2833.2	2835.37	5065.0
2020-03-12 03:40:00	ES	Futures	2835.37	2838.35	2832.93	2835.37	3980.0
2020-03-12 03:45:00	ES	Futures	2835.1	2842.96	2833.75	2840.52	2875.0
2020-03-12 03:50:00	ES	Futures	2840.52	2844.31	2834.02	2837.27	3641.0
2020-03-12 03:55:00	ES	Futures	2837.81	2852.17	2837.81	2851.09	4195.0
2020-03-12 04:00:00	ES	Futures	2851.9	2857.86	2844.58	2854.61	7407.0
2020-03-12 04:05:00	ES	Futures	2854.61	2866.53	2849.46	2850.0	8566.0

> showing 50 of 17,603 rows — these rows as CSV

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