PREVIEW / futures_5min / 2020-03-17

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-17.parquet
  size:    388 KB
  rows:    18,280

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
2020-03-17 00:00:00	ES	Futures	2729.32	2735.36	2728.78	2732.89	672.0
2020-03-17 00:05:00	ES	Futures	2733.17	2735.36	2732.89	2732.89	319.0
2020-03-17 00:10:00	ES	Futures	2734.26	2734.81	2729.87	2730.97	294.0
2020-03-17 00:15:00	ES	Futures	2730.97	2731.52	2721.09	2725.48	1118.0
2020-03-17 00:20:00	ES	Futures	2725.48	2727.13	2723.29	2724.11	489.0
2020-03-17 00:25:00	ES	Futures	2724.39	2724.66	2721.64	2722.74	518.0
2020-03-17 00:30:00	ES	Futures	2723.01	2729.6	2719.17	2723.01	793.0
2020-03-17 00:35:00	ES	Futures	2722.74	2728.5	2721.64	2728.5	427.0
2020-03-17 00:40:00	ES	Futures	2728.5	2735.64	2727.95	2734.26	846.0
2020-03-17 00:45:00	ES	Futures	2734.26	2735.09	2730.97	2734.26	804.0
2020-03-17 00:50:00	ES	Futures	2734.26	2740.03	2732.89	2740.03	807.0
2020-03-17 00:55:00	ES	Futures	2740.03	2740.58	2738.93	2740.3	494.0
2020-03-17 01:00:00	ES	Futures	2740.58	2740.58	2735.64	2735.64	579.0
2020-03-17 01:05:00	ES	Futures	2735.64	2740.85	2734.54	2740.3	639.0
2020-03-17 01:10:00	ES	Futures	2739.75	2740.58	2735.09	2735.91	611.0
2020-03-17 01:15:00	ES	Futures	2735.91	2741.12	2734.81	2740.3	388.0
2020-03-17 01:20:00	ES	Futures	2740.03	2741.95	2737.01	2737.01	1574.0
2020-03-17 01:25:00	ES	Futures	2737.56	2739.2	2718.9	2724.11	1865.0
2020-03-17 01:30:00	ES	Futures	2724.39	2726.31	2716.15	2719.99	922.0
2020-03-17 01:35:00	ES	Futures	2720.54	2723.84	2705.73	2721.09	2645.0
2020-03-17 01:40:00	ES	Futures	2721.09	2740.58	2719.72	2736.73	2777.0
2020-03-17 01:45:00	ES	Futures	2736.46	2736.46	2727.68	2728.78	523.0
2020-03-17 01:50:00	ES	Futures	2728.78	2728.78	2722.19	2725.48	831.0
2020-03-17 01:55:00	ES	Futures	2724.66	2736.19	2723.56	2734.54	3442.0
2020-03-17 02:00:00	ES	Futures	2734.26	2735.36	2728.5	2733.72	1655.0
2020-03-17 02:05:00	ES	Futures	2733.99	2733.99	2722.19	2728.5	1055.0
2020-03-17 02:10:00	ES	Futures	2728.23	2733.72	2727.95	2731.52	412.0
2020-03-17 02:15:00	ES	Futures	2730.97	2739.2	2730.97	2738.65	634.0
2020-03-17 02:20:00	ES	Futures	2738.65	2739.48	2736.19	2736.19	353.0
2020-03-17 02:25:00	ES	Futures	2736.46	2738.93	2736.46	2737.83	358.0
2020-03-17 02:30:00	ES	Futures	2738.11	2738.11	2727.4	2727.4	712.0
2020-03-17 02:35:00	ES	Futures	2727.68	2733.72	2727.68	2732.07	618.0
2020-03-17 02:40:00	ES	Futures	2732.62	2732.89	2729.87	2731.52	411.0
2020-03-17 02:45:00	ES	Futures	2731.25	2736.19	2727.13	2736.19	825.0
2020-03-17 02:50:00	ES	Futures	2735.64	2741.95	2735.36	2741.95	928.0
2020-03-17 02:55:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	90.0
2020-03-17 03:00:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	8.0
2020-03-17 03:05:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	17.0
2020-03-17 03:10:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	1.0
2020-03-17 03:15:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	4.0
2020-03-17 03:20:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	9.0
2020-03-17 03:25:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	119.0
2020-03-17 03:30:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	439.0
2020-03-17 03:35:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	7.0
2020-03-17 03:40:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	3.0
2020-03-17 03:45:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	50.0
2020-03-17 03:50:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	2.0
2020-03-17 03:55:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	3.0
2020-03-17 04:00:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	23.0
2020-03-17 04:05:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	6.0

> showing 50 of 18,280 rows — these rows as CSV

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