PREVIEW / futures_5min / 2020-03-30

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-30.parquet
  size:    343 KB
  rows:    18,054

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
2020-03-30 00:00:00	ES	Futures	2759.24	2765.82	2758.41	2763.63	1728.0
2020-03-30 00:05:00	ES	Futures	2763.9	2770.49	2762.8	2768.02	1929.0
2020-03-30 00:10:00	ES	Futures	2768.29	2771.31	2766.37	2770.76	1271.0
2020-03-30 00:15:00	ES	Futures	2771.04	2775.7	2766.92	2773.78	1935.0
2020-03-30 00:20:00	ES	Futures	2773.78	2782.56	2772.68	2782.29	2078.0
2020-03-30 00:25:00	ES	Futures	2782.01	2782.56	2772.41	2772.96	2539.0
2020-03-30 00:30:00	ES	Futures	2772.68	2774.6	2767.74	2768.29	1554.0
2020-03-30 00:35:00	ES	Futures	2768.29	2769.66	2767.19	2768.84	1258.0
2020-03-30 00:40:00	ES	Futures	2769.11	2772.13	2767.19	2767.19	1483.0
2020-03-30 00:45:00	ES	Futures	2767.47	2774.88	2763.35	2772.68	1640.0
2020-03-30 00:50:00	ES	Futures	2772.41	2777.62	2771.04	2773.78	1144.0
2020-03-30 00:55:00	ES	Futures	2773.78	2790.52	2773.78	2785.58	2719.0
2020-03-30 01:00:00	ES	Futures	2785.85	2789.15	2780.91	2785.31	2278.0
2020-03-30 01:05:00	ES	Futures	2785.31	2793.54	2779.82	2790.24	3364.0
2020-03-30 01:10:00	ES	Futures	2790.52	2791.89	2783.66	2791.62	2819.0
2020-03-30 01:15:00	ES	Futures	2791.62	2792.17	2784.21	2789.42	1525.0
2020-03-30 01:20:00	ES	Futures	2789.42	2793.54	2788.6	2791.34	1621.0
2020-03-30 01:25:00	ES	Futures	2791.34	2793.54	2788.6	2791.62	1425.0
2020-03-30 01:30:00	ES	Futures	2791.62	2797.38	2790.24	2797.38	1719.0
2020-03-30 01:35:00	ES	Futures	2797.38	2801.5	2796.28	2799.3	1945.0
2020-03-30 01:40:00	ES	Futures	2799.3	2811.1	2798.48	2810.83	2875.0
2020-03-30 01:45:00	ES	Futures	2810.83	2818.23	2805.61	2809.45	3519.0
2020-03-30 01:50:00	ES	Futures	2809.73	2811.92	2801.22	2804.51	2545.0
2020-03-30 01:55:00	ES	Futures	2804.79	2813.3	2803.97	2811.92	2947.0
2020-03-30 02:00:00	ES	Futures	2811.37	2813.57	2800.12	2802.04	2746.0
2020-03-30 02:05:00	ES	Futures	2802.04	2803.69	2793.54	2796.01	3379.0
2020-03-30 02:10:00	ES	Futures	2795.46	2802.32	2791.34	2792.44	2621.0
2020-03-30 02:15:00	ES	Futures	2791.89	2798.48	2788.6	2796.28	1641.0
2020-03-30 02:20:00	ES	Futures	2796.28	2796.83	2785.31	2786.68	2333.0
2020-03-30 02:25:00	ES	Futures	2786.68	2786.68	2779.54	2784.76	2045.0
2020-03-30 02:30:00	ES	Futures	2785.03	2786.68	2777.07	2777.35	2275.0
2020-03-30 02:35:00	ES	Futures	2777.35	2779.82	2772.13	2772.96	2295.0
2020-03-30 02:40:00	ES	Futures	2772.68	2782.56	2769.39	2781.19	2092.0
2020-03-30 02:45:00	ES	Futures	2780.91	2783.93	2775.98	2782.56	1862.0
2020-03-30 02:50:00	ES	Futures	2782.56	2791.07	2782.01	2788.87	3685.0
2020-03-30 02:55:00	ES	Futures	2788.87	2789.42	2777.07	2780.91	2617.0
2020-03-30 03:00:00	ES	Futures	2780.64	2796.83	2780.64	2786.95	4243.0
2020-03-30 03:05:00	ES	Futures	2786.68	2786.68	2771.86	2773.23	2930.0
2020-03-30 03:10:00	ES	Futures	2773.51	2777.07	2761.71	2765.0	3354.0
2020-03-30 03:15:00	ES	Futures	2764.72	2766.37	2756.77	2757.86	3486.0
2020-03-30 03:20:00	ES	Futures	2757.31	2767.74	2757.04	2764.45	3454.0
2020-03-30 03:25:00	ES	Futures	2764.72	2764.72	2752.65	2757.86	4225.0
2020-03-30 03:30:00	ES	Futures	2758.14	2759.51	2747.44	2751.55	5370.0
2020-03-30 03:35:00	ES	Futures	2751.28	2756.22	2746.34	2750.73	3840.0
2020-03-30 03:40:00	ES	Futures	2750.18	2750.45	2741.67	2746.89	3401.0
2020-03-30 03:45:00	ES	Futures	2747.16	2759.24	2743.05	2756.49	3997.0
2020-03-30 03:50:00	ES	Futures	2756.22	2757.86	2745.79	2746.06	3212.0
2020-03-30 03:55:00	ES	Futures	2746.06	2747.16	2738.65	2741.67	4362.0
2020-03-30 04:00:00	ES	Futures	2741.67	2757.04	2741.12	2754.57	3075.0
2020-03-30 04:05:00	ES	Futures	2754.57	2761.71	2750.18	2760.06	3498.0

> showing 50 of 18,054 rows — these rows as CSV

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