PREVIEW / futures_5min / 2020-03-13

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-13.parquet
  size:    352 KB
  rows:    15,013

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
2020-03-13 00:00:00	ES	Futures	2600.96	2605.57	2598.25	2604.49	1127.0
2020-03-13 00:05:00	ES	Futures	2604.49	2612.07	2603.67	2608.82	1178.0
2020-03-13 00:10:00	ES	Futures	2609.09	2613.7	2606.66	2612.35	1177.0
2020-03-13 00:15:00	ES	Futures	2612.35	2622.64	2609.64	2622.1	2885.0
2020-03-13 00:20:00	ES	Futures	2622.1	2643.78	2619.93	2641.61	4746.0
2020-03-13 00:25:00	ES	Futures	2641.61	2645.14	2627.52	2635.38	3709.0
2020-03-13 00:30:00	ES	Futures	2635.11	2667.36	2630.77	2667.09	4764.0
2020-03-13 00:35:00	ES	Futures	2667.09	2679.55	2658.96	2671.69	5113.0
2020-03-13 00:40:00	ES	Futures	2671.96	2712.07	2671.69	2700.96	7788.0
2020-03-13 00:45:00	ES	Futures	2700.96	2702.59	2665.73	2679.55	5562.0
2020-03-13 00:50:00	ES	Futures	2679.55	2689.58	2668.17	2683.07	2462.0
2020-03-13 00:55:00	ES	Futures	2683.07	2709.09	2683.07	2708.82	3476.0
2020-03-13 01:00:00	ES	Futures	2709.09	2747.84	2705.02	2737.27	7999.0
2020-03-13 01:05:00	ES	Futures	2737.27	2741.34	2715.05	2718.85	5112.0
2020-03-13 01:10:00	ES	Futures	2718.85	2747.84	2715.59	2744.86	4314.0
2020-03-13 01:15:00	ES	Futures	2744.86	2774.94	2732.39	2768.71	6217.0
2020-03-13 01:20:00	ES	Futures	2768.44	2769.52	2732.39	2732.39	3810.0
2020-03-13 01:25:00	ES	Futures	2732.94	2754.34	2731.85	2737.0	4329.0
2020-03-13 01:30:00	ES	Futures	2736.46	2757.87	2732.94	2754.62	2967.0
2020-03-13 01:35:00	ES	Futures	2754.62	2780.36	2752.45	2774.67	4391.0
2020-03-13 01:40:00	ES	Futures	2774.13	2774.4	2752.18	2752.18	3320.0
2020-03-13 01:45:00	ES	Futures	2752.45	2758.68	2726.16	2745.67	4805.0
2020-03-13 01:50:00	ES	Futures	2745.67	2760.85	2739.17	2746.22	2969.0
2020-03-13 01:55:00	ES	Futures	2746.76	2749.2	2729.96	2733.21	2712.0
2020-03-13 02:00:00	ES	Futures	2734.56	2736.46	2710.99	2711.8	3761.0
2020-03-13 02:05:00	ES	Futures	2712.88	2725.89	2710.17	2721.28	3663.0
2020-03-13 02:10:00	ES	Futures	2721.01	2725.08	2698.25	2702.31	2702.0
2020-03-13 02:15:00	ES	Futures	2702.86	2716.68	2687.41	2690.12	2733.0
2020-03-13 02:20:00	ES	Futures	2689.85	2728.33	2689.04	2723.18	3153.0
2020-03-13 02:25:00	ES	Futures	2723.18	2732.94	2720.47	2730.77	1919.0
2020-03-13 02:30:00	ES	Futures	2730.77	2730.77	2719.66	2722.91	1559.0
2020-03-13 02:35:00	ES	Futures	2723.18	2743.51	2722.64	2732.39	2165.0
2020-03-13 02:40:00	ES	Futures	2733.21	2738.09	2727.25	2731.58	1101.0
2020-03-13 02:45:00	ES	Futures	2732.39	2737.54	2727.79	2733.21	1116.0
2020-03-13 02:50:00	ES	Futures	2733.21	2734.83	2727.25	2732.12	701.0
2020-03-13 02:55:00	ES	Futures	2731.31	2741.61	2729.41	2736.73	1108.0
2020-03-13 03:00:00	ES	Futures	2736.73	2738.63	2719.39	2731.85	2213.0
2020-03-13 03:05:00	ES	Futures	2732.39	2735.92	2726.16	2731.85	1873.0
2020-03-13 03:10:00	ES	Futures	2731.58	2736.46	2723.99	2734.83	1349.0
2020-03-13 03:15:00	ES	Futures	2734.83	2763.02	2733.75	2761.66	3492.0
2020-03-13 03:20:00	ES	Futures	2761.39	2773.86	2761.12	2771.96	3081.0
2020-03-13 03:25:00	ES	Futures	2772.23	2783.88	2763.83	2774.13	5471.0
2020-03-13 03:30:00	ES	Futures	2774.13	2789.57	2773.04	2789.03	3675.0
2020-03-13 03:35:00	ES	Futures	2788.76	2809.63	2788.76	2797.97	5459.0
2020-03-13 03:40:00	ES	Futures	2798.25	2799.06	2780.9	2783.07	3926.0
2020-03-13 03:45:00	ES	Futures	2782.53	2796.62	2778.19	2794.72	3956.0
2020-03-13 03:50:00	ES	Futures	2795.54	2803.39	2791.2	2797.16	4011.0
2020-03-13 03:55:00	ES	Futures	2797.43	2800.41	2785.78	2788.49	3153.0
2020-03-13 04:00:00	ES	Futures	2787.95	2810.71	2787.95	2810.17	6008.0
2020-03-13 04:05:00	ES	Futures	2810.17	2810.71	2782.26	2783.07	4347.0

> showing 50 of 15,013 rows — these rows as CSV

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