PREVIEW / futures_5min / 2020-03-26

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-26.parquet
  size:    375 KB
  rows:    18,229

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
2020-03-26 00:00:00	ES	Futures	2693.93	2696.94	2683.22	2684.05	2643.0
2020-03-26 00:05:00	ES	Futures	2683.77	2689.53	2682.4	2688.16	2302.0
2020-03-26 00:10:00	ES	Futures	2688.44	2696.12	2685.97	2688.71	1653.0
2020-03-26 00:15:00	ES	Futures	2688.71	2689.53	2681.03	2682.13	2179.0
2020-03-26 00:20:00	ES	Futures	2681.85	2686.79	2677.19	2686.52	1886.0
2020-03-26 00:25:00	ES	Futures	2685.97	2697.22	2683.22	2695.85	1678.0
2020-03-26 00:30:00	ES	Futures	2695.85	2699.41	2693.38	2694.2	1322.0
2020-03-26 00:35:00	ES	Futures	2693.65	2700.24	2692.0	2699.69	643.0
2020-03-26 00:40:00	ES	Futures	2699.41	2699.69	2694.2	2698.59	1169.0
2020-03-26 00:45:00	ES	Futures	2698.59	2698.59	2689.81	2695.02	1501.0
2020-03-26 00:50:00	ES	Futures	2694.75	2694.75	2687.06	2690.91	970.0
2020-03-26 00:55:00	ES	Futures	2690.36	2694.75	2687.34	2688.16	765.0
2020-03-26 01:00:00	ES	Futures	2688.99	2690.36	2679.66	2682.13	1642.0
2020-03-26 01:05:00	ES	Futures	2681.85	2687.89	2678.01	2685.69	1391.0
2020-03-26 01:10:00	ES	Futures	2685.69	2690.91	2685.42	2686.52	677.0
2020-03-26 01:15:00	ES	Futures	2687.06	2697.77	2685.69	2693.93	985.0
2020-03-26 01:20:00	ES	Futures	2694.2	2695.02	2687.34	2687.34	1556.0
2020-03-26 01:25:00	ES	Futures	2687.06	2691.73	2684.05	2691.73	1474.0
2020-03-26 01:30:00	ES	Futures	2692.0	2695.02	2689.81	2691.46	581.0
2020-03-26 01:35:00	ES	Futures	2691.46	2693.38	2687.34	2693.1	593.0
2020-03-26 01:40:00	ES	Futures	2692.55	2692.55	2685.97	2688.71	1749.0
2020-03-26 01:45:00	ES	Futures	2688.71	2690.36	2678.56	2680.2	1316.0
2020-03-26 01:50:00	ES	Futures	2679.93	2682.13	2672.25	2672.25	2420.0
2020-03-26 01:55:00	ES	Futures	2671.97	2686.24	2671.7	2685.69	1855.0
2020-03-26 02:00:00	ES	Futures	2685.97	2687.34	2677.73	2680.48	1452.0
2020-03-26 02:05:00	ES	Futures	2680.75	2681.03	2673.07	2675.81	1199.0
2020-03-26 02:10:00	ES	Futures	2675.81	2680.2	2670.87	2674.44	1721.0
2020-03-26 02:15:00	ES	Futures	2674.72	2679.93	2669.5	2673.34	2151.0
2020-03-26 02:20:00	ES	Futures	2673.89	2678.83	2671.15	2676.91	743.0
2020-03-26 02:25:00	ES	Futures	2676.91	2678.83	2672.8	2676.36	1366.0
2020-03-26 02:30:00	ES	Futures	2676.64	2684.87	2674.17	2684.6	1154.0
2020-03-26 02:35:00	ES	Futures	2684.6	2684.6	2679.38	2683.5	879.0
2020-03-26 02:40:00	ES	Futures	2683.5	2684.6	2676.09	2678.01	623.0
2020-03-26 02:45:00	ES	Futures	2678.28	2683.5	2677.73	2679.11	1146.0
2020-03-26 02:50:00	ES	Futures	2679.38	2681.03	2676.64	2676.64	593.0
2020-03-26 02:55:00	ES	Futures	2676.64	2677.19	2669.23	2670.05	1211.0
2020-03-26 03:00:00	ES	Futures	2670.33	2670.33	2659.62	2662.09	3375.0
2020-03-26 03:05:00	ES	Futures	2662.37	2678.28	2661.82	2678.01	1931.0
2020-03-26 03:10:00	ES	Futures	2677.73	2678.01	2668.68	2670.05	1461.0
2020-03-26 03:15:00	ES	Futures	2670.33	2672.52	2665.39	2665.66	1326.0
2020-03-26 03:20:00	ES	Futures	2665.66	2665.93	2661.0	2661.82	1768.0
2020-03-26 03:25:00	ES	Futures	2662.09	2671.15	2661.54	2667.58	1479.0
2020-03-26 03:30:00	ES	Futures	2668.13	2668.4	2654.41	2657.43	2080.0
2020-03-26 03:35:00	ES	Futures	2656.88	2660.45	2655.23	2658.25	1184.0
2020-03-26 03:40:00	ES	Futures	2658.53	2662.92	2656.88	2661.27	1062.0
2020-03-26 03:45:00	ES	Futures	2661.82	2665.11	2656.33	2656.33	1444.0
2020-03-26 03:50:00	ES	Futures	2656.6	2657.43	2650.02	2651.12	2511.0
2020-03-26 03:55:00	ES	Futures	2650.84	2656.06	2647.55	2655.78	3830.0
2020-03-26 04:00:00	ES	Futures	2655.78	2666.76	2652.21	2664.56	5963.0
2020-03-26 04:05:00	ES	Futures	2664.29	2674.99	2664.29	2668.68	5223.0

> showing 50 of 18,229 rows — these rows as CSV

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