PREVIEW / futures_5min / 2020-03-23

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-23.parquet
  size:    394 KB
  rows:    18,375

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
2020-03-23 00:00:00	ES	Futures	2412.93	2417.04	2410.18	2415.39	1363.0
2020-03-23 00:05:00	ES	Futures	2415.94	2419.24	2412.1	2413.75	1112.0
2020-03-23 00:10:00	ES	Futures	2414.3	2421.43	2413.75	2417.04	1263.0
2020-03-23 00:15:00	ES	Futures	2417.59	2419.79	2416.49	2418.96	1146.0
2020-03-23 00:20:00	ES	Futures	2419.24	2419.51	2414.85	2416.77	1055.0
2020-03-23 00:25:00	ES	Futures	2417.04	2417.59	2406.06	2408.81	1842.0
2020-03-23 00:30:00	ES	Futures	2409.08	2415.39	2407.99	2414.3	1019.0
2020-03-23 00:35:00	ES	Futures	2414.57	2416.77	2411.55	2414.85	855.0
2020-03-23 00:40:00	ES	Futures	2415.12	2419.79	2409.91	2418.41	1641.0
2020-03-23 00:45:00	ES	Futures	2418.14	2419.79	2415.94	2418.69	503.0
2020-03-23 00:50:00	ES	Futures	2418.96	2423.9	2417.04	2421.16	747.0
2020-03-23 00:55:00	ES	Futures	2421.71	2428.57	2418.69	2425.82	943.0
2020-03-23 01:00:00	ES	Futures	2425.82	2428.29	2418.41	2419.51	1697.0
2020-03-23 01:05:00	ES	Futures	2419.24	2420.88	2409.36	2409.36	1290.0
2020-03-23 01:10:00	ES	Futures	2409.36	2411.0	2392.34	2395.36	2659.0
2020-03-23 01:15:00	ES	Futures	2395.91	2399.48	2391.52	2394.26	2013.0
2020-03-23 01:20:00	ES	Futures	2394.26	2397.83	2388.5	2395.09	1592.0
2020-03-23 01:25:00	ES	Futures	2395.09	2397.83	2386.86	2388.78	2091.0
2020-03-23 01:30:00	ES	Futures	2388.78	2403.05	2388.5	2401.13	1384.0
2020-03-23 01:35:00	ES	Futures	2401.67	2405.24	2399.48	2403.59	1063.0
2020-03-23 01:40:00	ES	Futures	2404.14	2407.99	2401.13	2405.79	924.0
2020-03-23 01:45:00	ES	Futures	2405.52	2412.1	2403.32	2411.28	1625.0
2020-03-23 01:50:00	ES	Futures	2411.0	2415.67	2407.71	2410.46	969.0
2020-03-23 01:55:00	ES	Futures	2409.91	2417.04	2408.53	2416.49	1478.0
2020-03-23 02:00:00	ES	Futures	2416.22	2417.04	2406.61	2409.08	1493.0
2020-03-23 02:05:00	ES	Futures	2409.63	2422.8	2409.63	2418.14	1411.0
2020-03-23 02:10:00	ES	Futures	2417.86	2424.72	2417.59	2420.06	1744.0
2020-03-23 02:15:00	ES	Futures	2420.06	2423.63	2418.41	2422.8	1250.0
2020-03-23 02:20:00	ES	Futures	2423.08	2435.15	2422.26	2423.63	2433.0
2020-03-23 02:25:00	ES	Futures	2423.63	2425.82	2417.04	2419.24	1897.0
2020-03-23 02:30:00	ES	Futures	2418.96	2424.72	2415.67	2420.33	1205.0
2020-03-23 02:35:00	ES	Futures	2420.33	2426.1	2420.33	2422.53	530.0
2020-03-23 02:40:00	ES	Futures	2422.53	2423.63	2415.94	2416.77	1681.0
2020-03-23 02:45:00	ES	Futures	2416.77	2423.35	2416.77	2422.8	1147.0
2020-03-23 02:50:00	ES	Futures	2422.8	2426.37	2420.61	2423.08	1090.0
2020-03-23 02:55:00	ES	Futures	2423.08	2426.92	2417.59	2426.37	1850.0
2020-03-23 03:00:00	ES	Futures	2425.82	2441.19	2425.82	2439.82	3010.0
2020-03-23 03:05:00	ES	Futures	2440.37	2440.92	2426.37	2434.05	2348.0
2020-03-23 03:10:00	ES	Futures	2434.33	2447.78	2434.05	2443.93	4144.0
2020-03-23 03:15:00	ES	Futures	2443.93	2447.78	2433.78	2435.43	2559.0
2020-03-23 03:20:00	ES	Futures	2435.7	2441.19	2424.18	2425.27	2530.0
2020-03-23 03:25:00	ES	Futures	2425.27	2433.51	2424.45	2428.84	2428.0
2020-03-23 03:30:00	ES	Futures	2428.57	2431.04	2411.0	2415.12	3622.0
2020-03-23 03:35:00	ES	Futures	2414.57	2418.96	2409.91	2418.96	2760.0
2020-03-23 03:40:00	ES	Futures	2419.24	2426.92	2412.1	2412.1	2109.0
2020-03-23 03:45:00	ES	Futures	2412.1	2417.59	2404.14	2406.89	2719.0
2020-03-23 03:50:00	ES	Futures	2406.89	2420.61	2405.52	2412.1	3084.0
2020-03-23 03:55:00	ES	Futures	2411.83	2424.45	2407.99	2423.9	2349.0
2020-03-23 04:00:00	ES	Futures	2423.35	2433.51	2414.57	2415.12	4040.0
2020-03-23 04:05:00	ES	Futures	2414.85	2429.12	2411.55	2427.74	4685.0

> showing 50 of 18,375 rows — these rows as CSV

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