PREVIEW / futures_5min / 2020-03-24

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-24.parquet
  size:    374 KB
  rows:    18,066

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
2020-03-24 00:00:00	ES	Futures	2504.03	2505.13	2497.17	2502.38	886.0
2020-03-24 00:05:00	ES	Futures	2501.29	2510.34	2498.54	2504.58	1348.0
2020-03-24 00:10:00	ES	Futures	2505.13	2506.23	2497.44	2501.29	970.0
2020-03-24 00:15:00	ES	Futures	2500.46	2508.7	2499.91	2506.23	871.0
2020-03-24 00:20:00	ES	Futures	2507.32	2515.83	2504.58	2513.09	1836.0
2020-03-24 00:25:00	ES	Futures	2513.64	2518.85	2512.26	2515.83	1542.0
2020-03-24 00:30:00	ES	Futures	2516.1	2516.65	2507.87	2508.15	976.0
2020-03-24 00:35:00	ES	Futures	2508.15	2511.71	2504.58	2509.24	1806.0
2020-03-24 00:40:00	ES	Futures	2509.52	2517.75	2509.52	2514.18	1545.0
2020-03-24 00:45:00	ES	Futures	2514.18	2515.56	2507.87	2513.36	952.0
2020-03-24 00:50:00	ES	Futures	2513.64	2518.3	2510.34	2515.83	1446.0
2020-03-24 00:55:00	ES	Futures	2515.28	2524.34	2514.18	2520.77	1765.0
2020-03-24 01:00:00	ES	Futures	2520.77	2526.26	2517.48	2520.77	1751.0
2020-03-24 01:05:00	ES	Futures	2520.77	2532.84	2519.67	2529.55	1758.0
2020-03-24 01:10:00	ES	Futures	2529.55	2530.92	2524.61	2527.08	1158.0
2020-03-24 01:15:00	ES	Futures	2526.81	2535.31	2524.61	2533.12	1282.0
2020-03-24 01:20:00	ES	Futures	2532.57	2533.94	2525.71	2527.08	1485.0
2020-03-24 01:25:00	ES	Futures	2527.63	2527.63	2518.85	2525.43	1407.0
2020-03-24 01:30:00	ES	Futures	2525.16	2525.98	2507.32	2507.32	1773.0
2020-03-24 01:35:00	ES	Futures	2507.6	2512.54	2500.74	2504.58	2086.0
2020-03-24 01:40:00	ES	Futures	2504.58	2509.52	2501.84	2506.23	942.0
2020-03-24 01:45:00	ES	Futures	2505.68	2513.64	2505.68	2513.09	1310.0
2020-03-24 01:50:00	ES	Futures	2512.26	2518.57	2511.99	2516.65	1155.0
2020-03-24 01:55:00	ES	Futures	2516.38	2522.97	2513.36	2518.57	1621.0
2020-03-24 02:00:00	ES	Futures	2518.57	2531.2	2517.2	2522.42	2836.0
2020-03-24 02:05:00	ES	Futures	2522.42	2532.3	2519.95	2531.75	2929.0
2020-03-24 02:10:00	ES	Futures	2531.75	2541.08	2530.37	2539.43	2992.0
2020-03-24 02:15:00	ES	Futures	2539.7	2550.13	2539.16	2546.84	5085.0
2020-03-24 02:20:00	ES	Futures	2546.84	2550.68	2541.08	2544.37	2831.0
2020-03-24 02:25:00	ES	Futures	2543.82	2555.89	2543.82	2555.07	3633.0
2020-03-24 02:30:00	ES	Futures	2554.8	2555.89	2543.82	2546.29	3094.0
2020-03-24 02:35:00	ES	Futures	2545.74	2547.94	2536.41	2541.9	2435.0
2020-03-24 02:40:00	ES	Futures	2541.63	2545.47	2537.23	2541.08	1323.0
2020-03-24 02:45:00	ES	Futures	2541.08	2548.76	2539.7	2539.7	1758.0
2020-03-24 02:50:00	ES	Futures	2539.43	2546.56	2536.41	2546.56	1210.0
2020-03-24 02:55:00	ES	Futures	2546.29	2548.49	2543.27	2545.74	1434.0
2020-03-24 03:00:00	ES	Futures	2546.02	2547.39	2538.33	2543.27	2752.0
2020-03-24 03:05:00	ES	Futures	2542.72	2547.39	2538.06	2545.19	2146.0
2020-03-24 03:10:00	ES	Futures	2545.74	2546.02	2534.22	2536.96	2312.0
2020-03-24 03:15:00	ES	Futures	2536.69	2540.8	2529.28	2536.14	2133.0
2020-03-24 03:20:00	ES	Futures	2536.41	2544.92	2535.86	2541.35	1869.0
2020-03-24 03:25:00	ES	Futures	2541.35	2546.29	2541.08	2544.92	1896.0
2020-03-24 03:30:00	ES	Futures	2544.92	2547.39	2541.35	2542.17	2438.0
2020-03-24 03:35:00	ES	Futures	2542.45	2545.19	2541.08	2543.55	1500.0
2020-03-24 03:40:00	ES	Futures	2543.55	2547.66	2535.59	2539.98	3171.0
2020-03-24 03:45:00	ES	Futures	2540.25	2545.47	2539.7	2541.63	1657.0
2020-03-24 03:50:00	ES	Futures	2541.63	2544.1	2538.33	2543.82	2056.0
2020-03-24 03:55:00	ES	Futures	2543.27	2544.92	2538.33	2544.37	1403.0
2020-03-24 04:00:00	ES	Futures	2543.82	2555.89	2543.27	2552.88	6023.0
2020-03-24 04:05:00	ES	Futures	2553.43	2557.54	2551.5	2554.52	5477.0

> showing 50 of 18,066 rows — these rows as CSV

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