PREVIEW / futures_5min / 2020-03-19

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-19.parquet
  size:    424 KB
  rows:    18,740

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
2020-03-19 00:00:00	ES	Futures	2508.15	2523.79	2498.54	2502.38	3702.0
2020-03-19 00:05:00	ES	Futures	2500.74	2518.03	2497.17	2515.56	3308.0
2020-03-19 00:10:00	ES	Futures	2516.93	2524.06	2508.15	2518.57	1898.0
2020-03-19 00:15:00	ES	Futures	2518.03	2529.83	2508.15	2511.99	2153.0
2020-03-19 00:20:00	ES	Futures	2512.54	2529.28	2505.4	2522.14	1838.0
2020-03-19 00:25:00	ES	Futures	2521.59	2534.22	2516.1	2528.45	1443.0
2020-03-19 00:30:00	ES	Futures	2529.55	2535.04	2523.79	2531.47	1570.0
2020-03-19 00:35:00	ES	Futures	2531.75	2532.84	2524.89	2528.73	974.0
2020-03-19 00:40:00	ES	Futures	2530.1	2530.1	2508.42	2510.34	1447.0
2020-03-19 00:45:00	ES	Futures	2510.07	2527.9	2509.79	2524.89	957.0
2020-03-19 00:50:00	ES	Futures	2524.34	2538.06	2524.34	2529.28	1510.0
2020-03-19 00:55:00	ES	Futures	2528.73	2531.47	2515.28	2516.65	1184.0
2020-03-19 01:00:00	ES	Futures	2516.93	2528.18	2516.93	2523.24	1009.0
2020-03-19 01:05:00	ES	Futures	2523.24	2533.39	2517.48	2528.18	1041.0
2020-03-19 01:10:00	ES	Futures	2528.18	2533.12	2523.51	2533.12	1048.0
2020-03-19 01:15:00	ES	Futures	2533.12	2548.49	2532.57	2537.23	2427.0
2020-03-19 01:20:00	ES	Futures	2536.69	2537.51	2524.89	2536.69	1083.0
2020-03-19 01:25:00	ES	Futures	2536.69	2538.33	2527.36	2530.92	1112.0
2020-03-19 01:30:00	ES	Futures	2531.47	2532.02	2518.03	2525.71	1491.0
2020-03-19 01:35:00	ES	Futures	2525.16	2532.84	2524.34	2531.47	1449.0
2020-03-19 01:40:00	ES	Futures	2531.75	2550.96	2530.1	2550.41	1949.0
2020-03-19 01:45:00	ES	Futures	2550.41	2557.27	2539.16	2539.43	2001.0
2020-03-19 01:50:00	ES	Futures	2539.98	2555.07	2536.41	2544.37	1432.0
2020-03-19 01:55:00	ES	Futures	2544.37	2554.25	2544.1	2546.56	1216.0
2020-03-19 02:00:00	ES	Futures	2546.56	2569.62	2546.56	2568.52	3120.0
2020-03-19 02:05:00	ES	Futures	2568.79	2581.42	2567.97	2570.71	2296.0
2020-03-19 02:10:00	ES	Futures	2569.89	2570.16	2557.54	2568.79	1534.0
2020-03-19 02:15:00	ES	Futures	2568.79	2584.98	2561.93	2577.02	2484.0
2020-03-19 02:20:00	ES	Futures	2577.57	2588.28	2575.1	2580.59	1327.0
2020-03-19 02:25:00	ES	Futures	2580.87	2581.96	2564.4	2574.56	1389.0
2020-03-19 02:30:00	ES	Futures	2574.83	2575.1	2563.03	2574.28	924.0
2020-03-19 02:35:00	ES	Futures	2574.01	2586.9	2567.97	2583.89	1152.0
2020-03-19 02:40:00	ES	Futures	2584.43	2589.1	2571.26	2581.69	1525.0
2020-03-19 02:45:00	ES	Futures	2581.69	2586.63	2575.65	2583.34	1343.0
2020-03-19 02:50:00	ES	Futures	2582.79	2603.09	2582.79	2597.88	2274.0
2020-03-19 02:55:00	ES	Futures	2597.61	2612.42	2593.22	2593.22	3290.0
2020-03-19 03:00:00	ES	Futures	2593.49	2606.94	2590.75	2603.09	2678.0
2020-03-19 03:05:00	ES	Futures	2602.27	2603.09	2585.26	2594.04	2303.0
2020-03-19 03:10:00	ES	Futures	2593.76	2594.31	2584.71	2591.57	1437.0
2020-03-19 03:15:00	ES	Futures	2591.84	2610.23	2591.84	2600.9	2452.0
2020-03-19 03:20:00	ES	Futures	2600.9	2610.23	2596.51	2606.11	1795.0
2020-03-19 03:25:00	ES	Futures	2605.84	2627.79	2603.92	2625.87	3862.0
2020-03-19 03:30:00	ES	Futures	2626.42	2632.18	2608.03	2614.07	3813.0
2020-03-19 03:35:00	ES	Futures	2614.35	2627.79	2612.15	2626.97	2568.0
2020-03-19 03:40:00	ES	Futures	2627.24	2627.24	2610.23	2615.44	2143.0
2020-03-19 03:45:00	ES	Futures	2615.99	2615.99	2596.51	2605.29	2719.0
2020-03-19 03:50:00	ES	Futures	2605.29	2606.94	2574.83	2580.32	3844.0
2020-03-19 03:55:00	ES	Futures	2580.32	2590.2	2574.83	2588.55	3347.0
2020-03-19 04:00:00	ES	Futures	2588.82	2613.8	2583.89	2606.11	5572.0
2020-03-19 04:05:00	ES	Futures	2605.56	2606.11	2582.79	2590.47	4140.0

> showing 50 of 18,740 rows — these rows as CSV

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