PREVIEW / futures_5min / 2020-04-01

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-01.parquet
  size:    330 KB
  rows:    18,124

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
2020-04-01 00:00:00	ES	Futures	2774.88	2777.9	2772.96	2773.51	1096.0
2020-04-01 00:05:00	ES	Futures	2773.23	2773.51	2771.58	2772.13	1293.0
2020-04-01 00:10:00	ES	Futures	2772.13	2773.78	2769.39	2770.21	876.0
2020-04-01 00:15:00	ES	Futures	2770.21	2773.23	2769.66	2770.49	755.0
2020-04-01 00:20:00	ES	Futures	2770.76	2770.76	2767.19	2768.29	940.0
2020-04-01 00:25:00	ES	Futures	2768.02	2768.02	2764.45	2765.82	1557.0
2020-04-01 00:30:00	ES	Futures	2765.55	2767.47	2763.9	2767.19	1090.0
2020-04-01 00:35:00	ES	Futures	2767.19	2769.39	2765.55	2766.37	742.0
2020-04-01 00:40:00	ES	Futures	2766.37	2770.21	2763.08	2769.11	876.0
2020-04-01 00:45:00	ES	Futures	2768.84	2769.11	2765.27	2766.65	505.0
2020-04-01 00:50:00	ES	Futures	2766.65	2769.11	2766.37	2768.84	433.0
2020-04-01 00:55:00	ES	Futures	2768.84	2773.23	2768.29	2772.13	1339.0
2020-04-01 01:00:00	ES	Futures	2772.41	2774.6	2769.94	2772.13	1156.0
2020-04-01 01:05:00	ES	Futures	2772.41	2775.43	2768.84	2769.11	1335.0
2020-04-01 01:10:00	ES	Futures	2768.84	2771.58	2766.1	2766.1	902.0
2020-04-01 01:15:00	ES	Futures	2766.37	2769.39	2765.0	2769.11	792.0
2020-04-01 01:20:00	ES	Futures	2769.11	2769.11	2758.96	2759.78	2439.0
2020-04-01 01:25:00	ES	Futures	2759.78	2763.08	2756.77	2759.24	2412.0
2020-04-01 01:30:00	ES	Futures	2759.51	2760.33	2752.38	2754.02	2159.0
2020-04-01 01:35:00	ES	Futures	2754.02	2754.85	2746.06	2746.06	3195.0
2020-04-01 01:40:00	ES	Futures	2746.61	2749.08	2738.65	2742.77	4763.0
2020-04-01 01:45:00	ES	Futures	2742.5	2749.08	2729.87	2730.42	5246.0
2020-04-01 01:50:00	ES	Futures	2730.15	2740.58	2729.87	2738.93	4702.0
2020-04-01 01:55:00	ES	Futures	2739.2	2745.79	2737.83	2743.32	4551.0
2020-04-01 02:00:00	ES	Futures	2743.32	2746.34	2733.44	2734.81	4160.0
2020-04-01 02:05:00	ES	Futures	2734.81	2735.64	2724.66	2728.23	5005.0
2020-04-01 02:10:00	ES	Futures	2727.95	2731.25	2723.29	2726.58	3989.0
2020-04-01 02:15:00	ES	Futures	2726.85	2729.32	2718.07	2719.45	4786.0
2020-04-01 02:20:00	ES	Futures	2719.17	2728.78	2718.62	2726.85	3079.0
2020-04-01 02:25:00	ES	Futures	2726.58	2739.2	2726.31	2732.62	5249.0
2020-04-01 02:30:00	ES	Futures	2732.89	2733.99	2728.5	2730.97	2003.0
2020-04-01 02:35:00	ES	Futures	2731.25	2739.2	2728.78	2729.6	2880.0
2020-04-01 02:40:00	ES	Futures	2729.32	2734.26	2722.74	2732.62	2483.0
2020-04-01 02:45:00	ES	Futures	2732.89	2739.75	2730.15	2734.54	3152.0
2020-04-01 02:50:00	ES	Futures	2734.81	2738.38	2728.78	2730.7	2480.0
2020-04-01 02:55:00	ES	Futures	2730.97	2743.05	2727.95	2742.22	2158.0
2020-04-01 03:00:00	ES	Futures	2742.22	2745.24	2736.19	2741.12	5253.0
2020-04-01 03:05:00	ES	Futures	2740.58	2749.36	2735.36	2747.98	6808.0
2020-04-01 03:10:00	ES	Futures	2748.26	2752.1	2746.06	2749.63	6338.0
2020-04-01 03:15:00	ES	Futures	2749.63	2757.31	2747.16	2756.22	5948.0
2020-04-01 03:20:00	ES	Futures	2756.49	2757.31	2743.05	2743.59	6374.0
2020-04-01 03:25:00	ES	Futures	2743.59	2747.16	2738.65	2740.58	5904.0
2020-04-01 03:30:00	ES	Futures	2740.58	2745.79	2732.62	2737.01	5835.0
2020-04-01 03:35:00	ES	Futures	2736.46	2743.59	2732.34	2735.64	4191.0
2020-04-01 03:40:00	ES	Futures	2735.36	2739.75	2732.34	2737.83	2523.0
2020-04-01 03:45:00	ES	Futures	2737.28	2737.28	2722.74	2726.85	4391.0
2020-04-01 03:50:00	ES	Futures	2726.85	2742.22	2726.85	2739.48	4260.0
2020-04-01 03:55:00	ES	Futures	2739.48	2740.58	2731.79	2737.83	2715.0
2020-04-01 04:00:00	ES	Futures	2737.83	2738.38	2723.84	2727.68	4152.0
2020-04-01 04:05:00	ES	Futures	2727.13	2737.56	2723.84	2735.64	3578.0

> showing 50 of 18,124 rows — these rows as CSV

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