PREVIEW / futures_5min / 2020-03-31

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-03-31.parquet
  size:    344 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
2020-03-31 00:00:00	ES	Futures	2872.02	2872.02	2868.18	2868.73	1309.0
2020-03-31 00:05:00	ES	Futures	2869.28	2870.65	2867.63	2870.1	560.0
2020-03-31 00:10:00	ES	Futures	2870.37	2872.29	2868.45	2868.73	384.0
2020-03-31 00:15:00	ES	Futures	2868.45	2869.28	2867.36	2867.36	633.0
2020-03-31 00:20:00	ES	Futures	2867.36	2868.73	2865.98	2866.26	733.0
2020-03-31 00:25:00	ES	Futures	2866.26	2868.18	2865.16	2866.81	1242.0
2020-03-31 00:30:00	ES	Futures	2867.08	2867.08	2855.28	2858.85	2452.0
2020-03-31 00:35:00	ES	Futures	2858.57	2858.57	2849.24	2852.81	1345.0
2020-03-31 00:40:00	ES	Futures	2852.81	2854.18	2848.42	2851.71	1226.0
2020-03-31 00:45:00	ES	Futures	2851.99	2861.59	2851.71	2859.67	1405.0
2020-03-31 00:50:00	ES	Futures	2859.4	2859.67	2850.62	2853.36	2910.0
2020-03-31 00:55:00	ES	Futures	2853.09	2858.85	2851.99	2857.48	1692.0
2020-03-31 01:00:00	ES	Futures	2857.48	2857.48	2848.42	2850.07	2769.0
2020-03-31 01:05:00	ES	Futures	2850.34	2853.91	2849.79	2852.54	1288.0
2020-03-31 01:10:00	ES	Futures	2852.54	2854.46	2848.42	2853.36	1087.0
2020-03-31 01:15:00	ES	Futures	2853.36	2858.03	2848.97	2855.56	1978.0
2020-03-31 01:20:00	ES	Futures	2855.56	2859.4	2855.01	2857.2	847.0
2020-03-31 01:25:00	ES	Futures	2857.75	2866.81	2856.93	2865.43	2075.0
2020-03-31 01:30:00	ES	Futures	2865.43	2865.98	2859.67	2862.42	1118.0
2020-03-31 01:35:00	ES	Futures	2862.42	2863.79	2856.93	2860.49	1392.0
2020-03-31 01:40:00	ES	Futures	2859.95	2864.34	2859.4	2861.32	1125.0
2020-03-31 01:45:00	ES	Futures	2860.77	2871.47	2860.22	2865.43	1691.0
2020-03-31 01:50:00	ES	Futures	2865.43	2865.98	2858.03	2859.67	1785.0
2020-03-31 01:55:00	ES	Futures	2859.67	2864.89	2859.67	2862.96	1059.0
2020-03-31 02:00:00	ES	Futures	2862.96	2867.08	2855.56	2855.56	1358.0
2020-03-31 02:05:00	ES	Futures	2855.28	2859.12	2851.44	2857.2	3011.0
2020-03-31 02:10:00	ES	Futures	2856.65	2862.42	2856.65	2862.14	1456.0
2020-03-31 02:15:00	ES	Futures	2862.14	2874.49	2861.04	2873.67	2694.0
2020-03-31 02:20:00	ES	Futures	2873.39	2874.49	2869.82	2871.75	1859.0
2020-03-31 02:25:00	ES	Futures	2871.75	2878.88	2870.1	2877.51	1723.0
2020-03-31 02:30:00	ES	Futures	2877.78	2879.98	2876.41	2877.51	2054.0
2020-03-31 02:35:00	ES	Futures	2877.51	2879.98	2876.41	2878.61	829.0
2020-03-31 02:40:00	ES	Futures	2878.61	2879.98	2875.86	2875.86	1458.0
2020-03-31 02:45:00	ES	Futures	2875.86	2882.72	2875.86	2882.45	2495.0
2020-03-31 02:50:00	ES	Futures	2882.45	2883.55	2878.06	2878.88	1829.0
2020-03-31 02:55:00	ES	Futures	2878.88	2883.0	2878.06	2883.0	1726.0
2020-03-31 03:00:00	ES	Futures	2882.72	2884.64	2876.14	2876.14	4996.0
2020-03-31 03:05:00	ES	Futures	2876.41	2883.0	2875.86	2879.98	3593.0
2020-03-31 03:10:00	ES	Futures	2879.7	2886.56	2879.7	2886.02	4420.0
2020-03-31 03:15:00	ES	Futures	2886.02	2891.5	2884.37	2886.84	6461.0
2020-03-31 03:20:00	ES	Futures	2886.56	2890.41	2886.29	2889.31	3177.0
2020-03-31 03:25:00	ES	Futures	2889.58	2890.41	2883.55	2885.47	2687.0
2020-03-31 03:30:00	ES	Futures	2885.47	2886.02	2879.7	2880.53	2972.0
2020-03-31 03:35:00	ES	Futures	2880.25	2882.45	2873.67	2875.31	3005.0
2020-03-31 03:40:00	ES	Futures	2875.59	2877.51	2871.2	2873.12	2737.0
2020-03-31 03:45:00	ES	Futures	2873.39	2881.9	2870.37	2881.35	4639.0
2020-03-31 03:50:00	ES	Futures	2881.9	2888.21	2880.25	2887.39	2580.0
2020-03-31 03:55:00	ES	Futures	2887.11	2887.66	2879.7	2881.35	2845.0
2020-03-31 04:00:00	ES	Futures	2881.08	2884.09	2877.78	2880.8	2550.0
2020-03-31 04:05:00	ES	Futures	2880.53	2888.76	2879.15	2888.48	3026.0

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

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