PREVIEW / futures_5min / 2020-03-20

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-20.parquet
  size:    349 KB
  rows:    15,017

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
2020-03-20 00:00:00	ES	Futures	2603.92	2605.84	2602.55	2605.29	1013.0
2020-03-20 00:05:00	ES	Futures	2605.56	2610.23	2603.64	2608.58	1517.0
2020-03-20 00:10:00	ES	Futures	2609.13	2613.25	2607.76	2610.78	1668.0
2020-03-20 00:15:00	ES	Futures	2610.5	2620.38	2610.23	2617.64	1701.0
2020-03-20 00:20:00	ES	Futures	2617.91	2627.52	2617.36	2626.42	2585.0
2020-03-20 00:25:00	ES	Futures	2626.42	2629.99	2625.87	2629.71	1540.0
2020-03-20 00:30:00	ES	Futures	2629.71	2633.28	2627.52	2632.46	1449.0
2020-03-20 00:35:00	ES	Futures	2632.46	2643.98	2631.08	2636.02	3093.0
2020-03-20 00:40:00	ES	Futures	2636.3	2637.67	2631.08	2633.28	1909.0
2020-03-20 00:45:00	ES	Futures	2633.28	2633.83	2624.77	2626.97	2019.0
2020-03-20 00:50:00	ES	Futures	2626.69	2629.44	2623.4	2625.05	1658.0
2020-03-20 00:55:00	ES	Futures	2625.05	2631.08	2623.13	2630.54	1449.0
2020-03-20 01:00:00	ES	Futures	2630.54	2631.08	2623.95	2626.42	1072.0
2020-03-20 01:05:00	ES	Futures	2626.42	2626.69	2617.36	2624.5	1851.0
2020-03-20 01:10:00	ES	Futures	2624.5	2626.14	2617.36	2617.36	1678.0
2020-03-20 01:15:00	ES	Futures	2617.36	2624.5	2616.54	2623.95	1353.0
2020-03-20 01:20:00	ES	Futures	2624.22	2626.69	2618.74	2625.6	1270.0
2020-03-20 01:25:00	ES	Futures	2625.32	2631.08	2622.03	2625.6	1652.0
2020-03-20 01:30:00	ES	Futures	2625.87	2629.44	2621.48	2626.69	972.0
2020-03-20 01:35:00	ES	Futures	2626.69	2629.16	2619.28	2621.75	1282.0
2020-03-20 01:40:00	ES	Futures	2621.48	2622.85	2617.91	2619.28	764.0
2020-03-20 01:45:00	ES	Futures	2619.28	2623.4	2619.01	2620.38	758.0
2020-03-20 01:50:00	ES	Futures	2620.11	2625.6	2613.25	2618.46	1768.0
2020-03-20 01:55:00	ES	Futures	2618.46	2622.85	2614.35	2621.21	949.0
2020-03-20 02:00:00	ES	Futures	2620.93	2630.54	2620.38	2627.24	1827.0
2020-03-20 02:05:00	ES	Futures	2626.97	2632.18	2626.14	2630.54	917.0
2020-03-20 02:10:00	ES	Futures	2630.81	2640.96	2629.44	2640.69	1785.0
2020-03-20 02:15:00	ES	Futures	2640.96	2648.65	2637.94	2642.34	2023.0
2020-03-20 02:20:00	ES	Futures	2641.79	2645.35	2638.49	2642.88	715.0
2020-03-20 02:25:00	ES	Futures	2642.61	2652.49	2641.79	2651.67	1707.0
2020-03-20 02:30:00	ES	Futures	2651.67	2655.51	2648.92	2650.02	1710.0
2020-03-20 02:35:00	ES	Futures	2650.02	2656.33	2647.27	2656.06	1605.0
2020-03-20 02:40:00	ES	Futures	2656.06	2666.48	2654.14	2661.27	2684.0
2020-03-20 02:45:00	ES	Futures	2661.82	2674.17	2661.0	2670.6	2814.0
2020-03-20 02:50:00	ES	Futures	2670.6	2674.72	2669.23	2670.6	1874.0
2020-03-20 02:55:00	ES	Futures	2670.87	2676.09	2669.78	2674.99	3404.0
2020-03-20 03:00:00	ES	Futures	2674.99	2679.38	2664.84	2667.31	3372.0
2020-03-20 03:05:00	ES	Futures	2667.03	2668.4	2658.25	2664.84	2594.0
2020-03-20 03:10:00	ES	Futures	2664.84	2677.19	2662.92	2674.17	2383.0
2020-03-20 03:15:00	ES	Futures	2674.17	2676.09	2670.6	2674.72	1964.0
2020-03-20 03:20:00	ES	Futures	2674.44	2682.67	2671.97	2682.4	2782.0
2020-03-20 03:25:00	ES	Futures	2682.4	2691.73	2681.03	2690.36	4290.0
2020-03-20 03:30:00	ES	Futures	2690.08	2691.46	2681.58	2685.97	3529.0
2020-03-20 03:35:00	ES	Futures	2685.69	2689.26	2679.93	2684.87	3784.0
2020-03-20 03:40:00	ES	Futures	2685.14	2698.86	2684.05	2698.04	3552.0
2020-03-20 03:45:00	ES	Futures	2697.77	2700.24	2694.2	2694.47	5688.0
2020-03-20 03:50:00	ES	Futures	2694.47	2700.24	2691.46	2697.77	3390.0
2020-03-20 03:55:00	ES	Futures	2697.22	2700.24	2696.12	2699.69	4412.0
2020-03-20 04:00:00	ES	Futures	2699.69	2715.88	2694.75	2709.29	10134.0
2020-03-20 04:05:00	ES	Futures	2709.02	2723.29	2707.1	2721.92	7252.0

> showing 50 of 15,017 rows — these rows as CSV

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