PREVIEW / futures_5min / 2020-03-29

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-29.parquet
  size:    85 KB
  rows:    3,632

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
2020-03-29 18:00:00	ES	Futures	2699.14	2732.62	2683.77	2730.42	20235.0
2020-03-29 18:05:00	ES	Futures	2730.15	2737.56	2724.93	2730.42	6404.0
2020-03-29 18:10:00	ES	Futures	2730.42	2732.34	2715.33	2727.95	5895.0
2020-03-29 18:15:00	ES	Futures	2728.5	2742.22	2727.13	2737.01	6164.0
2020-03-29 18:20:00	ES	Futures	2736.73	2737.01	2722.19	2726.85	3671.0
2020-03-29 18:25:00	ES	Futures	2726.85	2733.17	2720.54	2726.58	1993.0
2020-03-29 18:30:00	ES	Futures	2726.85	2730.97	2716.7	2718.9	2868.0
2020-03-29 18:35:00	ES	Futures	2719.45	2726.03	2710.12	2711.76	3391.0
2020-03-29 18:40:00	ES	Futures	2711.21	2717.25	2707.65	2714.51	2822.0
2020-03-29 18:45:00	ES	Futures	2714.23	2719.17	2709.02	2712.31	2248.0
2020-03-29 18:50:00	ES	Futures	2711.76	2715.6	2709.02	2710.12	1461.0
2020-03-29 18:55:00	ES	Futures	2710.12	2718.9	2706.55	2713.68	2549.0
2020-03-29 19:00:00	ES	Futures	2713.13	2718.62	2708.19	2715.88	1777.0
2020-03-29 19:05:00	ES	Futures	2715.33	2725.21	2712.59	2722.46	2065.0
2020-03-29 19:10:00	ES	Futures	2722.74	2725.48	2720.27	2724.93	2320.0
2020-03-29 19:15:00	ES	Futures	2724.93	2729.87	2722.19	2727.68	2342.0
2020-03-29 19:20:00	ES	Futures	2728.23	2729.87	2725.76	2726.31	1519.0
2020-03-29 19:25:00	ES	Futures	2726.58	2728.23	2721.64	2724.11	1824.0
2020-03-29 19:30:00	ES	Futures	2724.39	2733.17	2724.11	2731.79	2320.0
2020-03-29 19:35:00	ES	Futures	2731.52	2733.17	2726.31	2730.7	2158.0
2020-03-29 19:40:00	ES	Futures	2730.7	2737.56	2729.6	2737.28	2975.0
2020-03-29 19:45:00	ES	Futures	2736.73	2740.3	2733.44	2733.99	3097.0
2020-03-29 19:50:00	ES	Futures	2734.26	2739.48	2730.15	2731.25	3494.0
2020-03-29 19:55:00	ES	Futures	2731.79	2735.09	2728.78	2729.6	2403.0
2020-03-29 20:00:00	ES	Futures	2729.6	2735.09	2729.6	2734.26	2557.0
2020-03-29 20:05:00	ES	Futures	2733.99	2741.67	2733.17	2741.12	2108.0
2020-03-29 20:10:00	ES	Futures	2740.58	2746.34	2736.73	2739.2	4527.0
2020-03-29 20:15:00	ES	Futures	2738.65	2742.22	2734.81	2738.65	1978.0
2020-03-29 20:20:00	ES	Futures	2738.65	2744.97	2733.17	2743.32	3521.0
2020-03-29 20:25:00	ES	Futures	2743.05	2744.14	2738.11	2738.93	2129.0
2020-03-29 20:30:00	ES	Futures	2738.93	2742.22	2732.07	2735.36	2384.0
2020-03-29 20:35:00	ES	Futures	2735.09	2738.38	2730.7	2733.72	2516.0
2020-03-29 20:40:00	ES	Futures	2733.99	2735.91	2730.42	2732.34	2284.0
2020-03-29 20:45:00	ES	Futures	2732.07	2732.34	2725.76	2726.85	2887.0
2020-03-29 20:50:00	ES	Futures	2726.85	2732.62	2724.39	2730.97	2817.0
2020-03-29 20:55:00	ES	Futures	2730.97	2737.28	2730.97	2732.34	1336.0
2020-03-29 21:00:00	ES	Futures	2732.89	2736.19	2730.97	2732.07	1216.0
2020-03-29 21:05:00	ES	Futures	2732.34	2732.89	2723.84	2724.93	3067.0
2020-03-29 21:10:00	ES	Futures	2724.11	2731.79	2724.11	2725.76	2127.0
2020-03-29 21:15:00	ES	Futures	2725.48	2732.07	2724.66	2731.25	2296.0
2020-03-29 21:20:00	ES	Futures	2730.97	2738.65	2730.97	2738.11	2172.0
2020-03-29 21:25:00	ES	Futures	2738.38	2739.75	2733.72	2737.01	2116.0
2020-03-29 21:30:00	ES	Futures	2736.73	2739.2	2733.44	2734.26	2036.0
2020-03-29 21:35:00	ES	Futures	2734.26	2735.91	2733.17	2734.81	897.0
2020-03-29 21:40:00	ES	Futures	2734.81	2740.58	2733.44	2740.58	1151.0
2020-03-29 21:45:00	ES	Futures	2740.3	2743.05	2733.17	2734.81	2615.0
2020-03-29 21:50:00	ES	Futures	2735.09	2737.28	2733.72	2733.99	2526.0
2020-03-29 21:55:00	ES	Futures	2734.26	2738.38	2733.99	2737.56	1294.0
2020-03-29 22:00:00	ES	Futures	2737.56	2739.48	2734.26	2737.56	1887.0
2020-03-29 22:05:00	ES	Futures	2738.11	2740.85	2736.46	2738.93	1704.0

> showing 50 of 3,632 rows — these rows as CSV

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