PREVIEW / futures_5min / 2020-04-02

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-02.parquet
  size:    326 KB
  rows:    18,000

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
2020-04-02 00:00:00	ES	Futures	2724.39	2728.23	2724.11	2725.76	870.0
2020-04-02 00:05:00	ES	Futures	2725.76	2725.76	2720.54	2721.64	618.0
2020-04-02 00:10:00	ES	Futures	2721.92	2723.01	2718.35	2721.92	987.0
2020-04-02 00:15:00	ES	Futures	2721.92	2724.39	2720.82	2722.19	509.0
2020-04-02 00:20:00	ES	Futures	2721.92	2724.93	2720.82	2724.39	514.0
2020-04-02 00:25:00	ES	Futures	2724.11	2724.11	2718.35	2718.9	577.0
2020-04-02 00:30:00	ES	Futures	2719.17	2719.72	2716.7	2718.62	635.0
2020-04-02 00:35:00	ES	Futures	2718.9	2723.01	2718.62	2720.27	551.0
2020-04-02 00:40:00	ES	Futures	2719.72	2726.03	2719.72	2725.76	654.0
2020-04-02 00:45:00	ES	Futures	2725.76	2730.42	2724.39	2729.32	839.0
2020-04-02 00:50:00	ES	Futures	2729.32	2729.6	2726.85	2727.95	513.0
2020-04-02 00:55:00	ES	Futures	2728.23	2729.05	2718.62	2721.92	1543.0
2020-04-02 01:00:00	ES	Futures	2721.92	2723.84	2716.7	2717.52	921.0
2020-04-02 01:05:00	ES	Futures	2717.8	2718.07	2712.86	2716.15	1549.0
2020-04-02 01:10:00	ES	Futures	2715.6	2716.15	2708.19	2709.57	1637.0
2020-04-02 01:15:00	ES	Futures	2709.57	2713.41	2709.02	2712.86	778.0
2020-04-02 01:20:00	ES	Futures	2712.59	2717.8	2711.76	2717.25	989.0
2020-04-02 01:25:00	ES	Futures	2717.25	2718.35	2712.59	2713.41	588.0
2020-04-02 01:30:00	ES	Futures	2713.96	2724.11	2713.13	2722.19	1139.0
2020-04-02 01:35:00	ES	Futures	2722.19	2724.66	2719.99	2722.46	963.0
2020-04-02 01:40:00	ES	Futures	2722.19	2722.46	2716.98	2721.37	778.0
2020-04-02 01:45:00	ES	Futures	2721.09	2721.09	2717.52	2719.45	423.0
2020-04-02 01:50:00	ES	Futures	2718.9	2722.19	2716.7	2718.62	721.0
2020-04-02 01:55:00	ES	Futures	2718.62	2725.76	2716.7	2724.66	1511.0
2020-04-02 02:00:00	ES	Futures	2724.39	2732.34	2724.39	2731.52	3373.0
2020-04-02 02:05:00	ES	Futures	2731.52	2733.17	2729.87	2732.07	2180.0
2020-04-02 02:10:00	ES	Futures	2731.79	2732.07	2728.5	2728.5	1415.0
2020-04-02 02:15:00	ES	Futures	2728.5	2729.05	2724.39	2728.78	1521.0
2020-04-02 02:20:00	ES	Futures	2728.78	2730.7	2725.48	2725.48	946.0
2020-04-02 02:25:00	ES	Futures	2725.48	2727.4	2725.21	2726.03	518.0
2020-04-02 02:30:00	ES	Futures	2726.03	2727.13	2724.39	2725.76	679.0
2020-04-02 02:35:00	ES	Futures	2726.31	2730.15	2724.93	2729.87	1134.0
2020-04-02 02:40:00	ES	Futures	2729.87	2730.7	2726.85	2726.85	1249.0
2020-04-02 02:45:00	ES	Futures	2727.13	2731.52	2727.13	2731.25	1458.0
2020-04-02 02:50:00	ES	Futures	2731.25	2733.17	2730.7	2733.17	1846.0
2020-04-02 02:55:00	ES	Futures	2733.17	2734.26	2732.07	2733.17	1865.0
2020-04-02 03:00:00	ES	Futures	2733.44	2734.26	2729.05	2733.72	3691.0
2020-04-02 03:05:00	ES	Futures	2733.72	2734.26	2728.23	2731.52	2475.0
2020-04-02 03:10:00	ES	Futures	2731.79	2734.26	2730.7	2733.72	2163.0
2020-04-02 03:15:00	ES	Futures	2733.99	2737.28	2732.07	2736.73	3489.0
2020-04-02 03:20:00	ES	Futures	2737.01	2739.75	2736.46	2739.75	3726.0
2020-04-02 03:25:00	ES	Futures	2739.48	2739.75	2735.09	2737.83	2450.0
2020-04-02 03:30:00	ES	Futures	2737.83	2738.93	2731.79	2732.34	4536.0
2020-04-02 03:35:00	ES	Futures	2732.34	2737.56	2729.87	2737.28	3797.0
2020-04-02 03:40:00	ES	Futures	2737.28	2738.65	2734.26	2738.11	1758.0
2020-04-02 03:45:00	ES	Futures	2738.11	2738.65	2732.89	2733.17	1931.0
2020-04-02 03:50:00	ES	Futures	2733.17	2734.54	2729.87	2734.26	2365.0
2020-04-02 03:55:00	ES	Futures	2734.26	2735.91	2731.25	2735.64	1191.0
2020-04-02 04:00:00	ES	Futures	2735.36	2740.58	2734.26	2740.3	3130.0
2020-04-02 04:05:00	ES	Futures	2740.3	2743.05	2739.2	2741.67	3751.0

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