PREVIEW / futures_5min / 2020-03-22

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-22.parquet
  size:    90 KB
  rows:    3,652

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
2020-03-22 18:00:00	ES	Futures	2437.07	2440.09	2386.31	2386.31	28601.0
2020-03-22 18:05:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	1010.0
2020-03-22 18:10:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	1648.0
2020-03-22 18:15:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	2530.0
2020-03-22 18:20:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	223.0
2020-03-22 18:25:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	61.0
2020-03-22 18:30:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	51.0
2020-03-22 18:35:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	45.0
2020-03-22 18:40:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	7.0
2020-03-22 18:45:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	25.0
2020-03-22 18:50:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	19.0
2020-03-22 18:55:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	667.0
2020-03-22 19:00:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	21.0
2020-03-22 19:05:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	49.0
2020-03-22 19:10:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	28.0
2020-03-22 19:15:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	152.0
2020-03-22 19:20:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	9.0
2020-03-22 19:25:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	55.0
2020-03-22 19:30:00	ES	Futures	2386.31	2386.31	2386.31	2386.31	8.0
2020-03-22 19:35:00	ES	Futures	2386.31	2427.47	2386.31	2427.47	7691.0
2020-03-22 19:40:00	ES	Futures	2422.8	2446.68	2398.38	2400.58	9779.0
2020-03-22 19:45:00	ES	Futures	2400.58	2404.42	2389.87	2400.85	7172.0
2020-03-22 19:50:00	ES	Futures	2401.13	2422.53	2400.3	2411.28	5890.0
2020-03-22 19:55:00	ES	Futures	2411.0	2421.98	2403.87	2404.69	5552.0
2020-03-22 20:00:00	ES	Futures	2404.69	2420.88	2403.87	2416.77	4846.0
2020-03-22 20:05:00	ES	Futures	2416.77	2419.24	2406.34	2413.2	4505.0
2020-03-22 20:10:00	ES	Futures	2412.65	2417.32	2403.87	2404.42	3939.0
2020-03-22 20:15:00	ES	Futures	2404.97	2405.24	2386.31	2392.89	8912.0
2020-03-22 20:20:00	ES	Futures	2392.62	2409.91	2386.31	2407.16	11667.0
2020-03-22 20:25:00	ES	Futures	2406.61	2413.2	2401.4	2408.81	2794.0
2020-03-22 20:30:00	ES	Futures	2407.71	2413.2	2398.38	2409.08	2671.0
2020-03-22 20:35:00	ES	Futures	2408.81	2409.36	2386.31	2397.83	6249.0
2020-03-22 20:40:00	ES	Futures	2398.38	2406.06	2392.89	2396.19	2302.0
2020-03-22 20:45:00	ES	Futures	2395.36	2404.69	2393.99	2402.77	1670.0
2020-03-22 20:50:00	ES	Futures	2403.05	2407.44	2399.48	2405.79	1749.0
2020-03-22 20:55:00	ES	Futures	2406.06	2406.06	2386.31	2392.34	5924.0
2020-03-22 21:00:00	ES	Futures	2393.17	2396.19	2390.7	2391.52	2480.0
2020-03-22 21:05:00	ES	Futures	2392.07	2393.17	2387.13	2389.05	3183.0
2020-03-22 21:10:00	ES	Futures	2389.05	2395.64	2388.5	2394.81	2175.0
2020-03-22 21:15:00	ES	Futures	2394.26	2399.2	2390.7	2392.62	2089.0
2020-03-22 21:20:00	ES	Futures	2392.07	2395.36	2389.87	2392.34	1318.0
2020-03-22 21:25:00	ES	Futures	2391.8	2396.19	2389.87	2393.72	1079.0
2020-03-22 21:30:00	ES	Futures	2393.44	2406.89	2393.17	2406.06	2804.0
2020-03-22 21:35:00	ES	Futures	2405.79	2412.65	2402.22	2412.1	2671.0
2020-03-22 21:40:00	ES	Futures	2411.83	2411.83	2403.87	2406.61	2391.0
2020-03-22 21:45:00	ES	Futures	2406.34	2411.83	2398.66	2408.81	2226.0
2020-03-22 21:50:00	ES	Futures	2409.36	2411.83	2402.5	2410.73	1617.0
2020-03-22 21:55:00	ES	Futures	2410.73	2412.65	2405.24	2411.28	2557.0
2020-03-22 22:00:00	ES	Futures	2411.0	2412.38	2403.87	2404.69	2113.0
2020-03-22 22:05:00	ES	Futures	2404.69	2410.46	2400.58	2405.24	1859.0

> showing 50 of 3,652 rows — these rows as CSV

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