PREVIEW / futures_5min / 2020-03-27

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-27.parquet
  size:    305 KB
  rows:    14,743

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
2020-03-27 00:00:00	ES	Futures	2829.49	2830.86	2824.82	2828.11	1396.0
2020-03-27 00:05:00	ES	Futures	2827.84	2827.84	2819.33	2822.08	1698.0
2020-03-27 00:10:00	ES	Futures	2821.8	2822.63	2819.61	2821.25	1370.0
2020-03-27 00:15:00	ES	Futures	2820.98	2823.17	2818.23	2820.98	1250.0
2020-03-27 00:20:00	ES	Futures	2820.98	2821.53	2817.41	2820.43	1572.0
2020-03-27 00:25:00	ES	Futures	2820.43	2822.35	2818.51	2819.33	1197.0
2020-03-27 00:30:00	ES	Futures	2819.33	2819.88	2813.02	2815.22	2355.0
2020-03-27 00:35:00	ES	Futures	2815.22	2816.86	2813.84	2815.22	720.0
2020-03-27 00:40:00	ES	Futures	2815.22	2818.78	2813.84	2817.41	1033.0
2020-03-27 00:45:00	ES	Futures	2817.14	2818.51	2811.92	2812.2	643.0
2020-03-27 00:50:00	ES	Futures	2812.47	2814.12	2807.26	2807.26	2372.0
2020-03-27 00:55:00	ES	Futures	2807.53	2811.92	2806.98	2810.0	1228.0
2020-03-27 01:00:00	ES	Futures	2810.0	2812.75	2807.26	2807.26	1486.0
2020-03-27 01:05:00	ES	Futures	2806.98	2811.37	2802.59	2803.69	1899.0
2020-03-27 01:10:00	ES	Futures	2803.97	2805.61	2800.67	2804.51	2003.0
2020-03-27 01:15:00	ES	Futures	2804.51	2805.06	2799.57	2799.85	954.0
2020-03-27 01:20:00	ES	Futures	2799.85	2807.53	2799.85	2804.51	1034.0
2020-03-27 01:25:00	ES	Futures	2804.79	2806.98	2801.22	2805.89	1698.0
2020-03-27 01:30:00	ES	Futures	2806.16	2818.23	2804.79	2814.94	1636.0
2020-03-27 01:35:00	ES	Futures	2814.67	2816.86	2811.37	2815.49	1031.0
2020-03-27 01:40:00	ES	Futures	2815.77	2820.7	2812.75	2816.04	1418.0
2020-03-27 01:45:00	ES	Futures	2816.31	2819.06	2808.36	2811.92	1426.0
2020-03-27 01:50:00	ES	Futures	2812.2	2817.96	2811.92	2817.69	1398.0
2020-03-27 01:55:00	ES	Futures	2817.69	2840.74	2817.69	2840.19	3421.0
2020-03-27 02:00:00	ES	Futures	2839.91	2849.52	2832.23	2847.87	3316.0
2020-03-27 02:05:00	ES	Futures	2847.87	2850.07	2841.01	2844.58	2442.0
2020-03-27 02:10:00	ES	Futures	2845.13	2845.95	2836.07	2838.82	1411.0
2020-03-27 02:15:00	ES	Futures	2838.82	2849.24	2834.7	2845.95	1745.0
2020-03-27 02:20:00	ES	Futures	2846.23	2855.01	2840.74	2845.95	2061.0
2020-03-27 02:25:00	ES	Futures	2845.95	2849.24	2842.93	2845.68	1416.0
2020-03-27 02:30:00	ES	Futures	2846.23	2851.71	2844.03	2845.13	1442.0
2020-03-27 02:35:00	ES	Futures	2844.85	2845.68	2840.74	2842.66	1042.0
2020-03-27 02:40:00	ES	Futures	2842.11	2845.68	2834.7	2834.97	1068.0
2020-03-27 02:45:00	ES	Futures	2834.97	2836.9	2828.11	2833.05	1735.0
2020-03-27 02:50:00	ES	Futures	2833.05	2841.01	2832.5	2837.44	1197.0
2020-03-27 02:55:00	ES	Futures	2837.72	2840.19	2832.5	2836.9	887.0
2020-03-27 03:00:00	ES	Futures	2837.17	2837.99	2828.66	2828.94	1313.0
2020-03-27 03:05:00	ES	Futures	2829.21	2835.25	2823.17	2828.11	1971.0
2020-03-27 03:10:00	ES	Futures	2828.11	2830.03	2814.39	2819.33	1925.0
2020-03-27 03:15:00	ES	Futures	2818.78	2829.21	2818.23	2825.37	2003.0
2020-03-27 03:20:00	ES	Futures	2825.64	2831.13	2816.86	2825.64	2364.0
2020-03-27 03:25:00	ES	Futures	2825.92	2833.88	2825.37	2829.21	1650.0
2020-03-27 03:30:00	ES	Futures	2829.21	2833.33	2822.63	2824.0	1769.0
2020-03-27 03:35:00	ES	Futures	2824.55	2829.21	2819.88	2822.63	1932.0
2020-03-27 03:40:00	ES	Futures	2822.9	2827.57	2821.53	2825.92	917.0
2020-03-27 03:45:00	ES	Futures	2825.92	2831.68	2824.27	2826.47	1413.0
2020-03-27 03:50:00	ES	Futures	2826.74	2830.58	2821.8	2822.9	1217.0
2020-03-27 03:55:00	ES	Futures	2822.9	2822.9	2811.92	2816.86	3181.0
2020-03-27 04:00:00	ES	Futures	2816.86	2825.64	2811.92	2824.55	4081.0
2020-03-27 04:05:00	ES	Futures	2824.27	2832.5	2821.8	2827.02	4121.0

> showing 50 of 14,743 rows — these rows as CSV

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