PREVIEW / futures_5min / 2020-04-03

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-03.parquet
  size:    278 KB
  rows:    14,680

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
2020-04-03 00:00:00	ES	Futures	2734.54	2734.54	2731.52	2733.72	702.0
2020-04-03 00:05:00	ES	Futures	2733.72	2733.99	2731.52	2731.79	270.0
2020-04-03 00:10:00	ES	Futures	2732.07	2732.89	2727.95	2728.78	817.0
2020-04-03 00:15:00	ES	Futures	2729.32	2730.15	2727.13	2727.68	569.0
2020-04-03 00:20:00	ES	Futures	2727.68	2729.05	2726.31	2728.5	672.0
2020-04-03 00:25:00	ES	Futures	2728.5	2729.87	2726.58	2726.58	385.0
2020-04-03 00:30:00	ES	Futures	2726.85	2727.13	2724.66	2724.93	698.0
2020-04-03 00:35:00	ES	Futures	2724.93	2726.03	2723.01	2724.66	668.0
2020-04-03 00:40:00	ES	Futures	2724.66	2728.23	2724.66	2726.58	654.0
2020-04-03 00:45:00	ES	Futures	2726.58	2729.87	2726.31	2727.13	716.0
2020-04-03 00:50:00	ES	Futures	2727.4	2727.68	2722.46	2722.74	896.0
2020-04-03 00:55:00	ES	Futures	2722.74	2726.85	2722.19	2726.31	691.0
2020-04-03 01:00:00	ES	Futures	2726.03	2728.5	2725.48	2728.5	734.0
2020-04-03 01:05:00	ES	Futures	2728.5	2728.5	2723.56	2724.93	642.0
2020-04-03 01:10:00	ES	Futures	2724.93	2724.93	2719.17	2719.99	1468.0
2020-04-03 01:15:00	ES	Futures	2719.72	2721.92	2718.9	2718.9	796.0
2020-04-03 01:20:00	ES	Futures	2718.9	2723.56	2718.62	2722.19	713.0
2020-04-03 01:25:00	ES	Futures	2721.92	2721.92	2717.8	2718.07	803.0
2020-04-03 01:30:00	ES	Futures	2718.07	2720.54	2715.88	2719.99	1096.0
2020-04-03 01:35:00	ES	Futures	2719.99	2721.64	2718.35	2720.82	635.0
2020-04-03 01:40:00	ES	Futures	2721.09	2729.87	2721.09	2725.48	1823.0
2020-04-03 01:45:00	ES	Futures	2725.48	2730.42	2723.29	2728.5	1297.0
2020-04-03 01:50:00	ES	Futures	2728.78	2731.79	2726.85	2731.79	1324.0
2020-04-03 01:55:00	ES	Futures	2731.52	2737.28	2731.25	2737.01	1949.0
2020-04-03 02:00:00	ES	Futures	2737.01	2737.56	2730.97	2732.07	1190.0
2020-04-03 02:05:00	ES	Futures	2732.34	2735.09	2731.52	2732.07	1668.0
2020-04-03 02:10:00	ES	Futures	2732.07	2734.81	2730.15	2732.34	1472.0
2020-04-03 02:15:00	ES	Futures	2732.62	2735.36	2730.7	2732.62	793.0
2020-04-03 02:20:00	ES	Futures	2732.89	2733.17	2726.85	2728.23	2186.0
2020-04-03 02:25:00	ES	Futures	2728.23	2729.32	2726.03	2728.5	1154.0
2020-04-03 02:30:00	ES	Futures	2728.78	2732.62	2727.95	2731.25	2129.0
2020-04-03 02:35:00	ES	Futures	2731.25	2732.89	2728.5	2728.78	545.0
2020-04-03 02:40:00	ES	Futures	2728.78	2733.72	2727.95	2733.17	591.0
2020-04-03 02:45:00	ES	Futures	2732.89	2741.95	2732.62	2738.11	1911.0
2020-04-03 02:50:00	ES	Futures	2737.83	2742.5	2737.83	2739.75	1078.0
2020-04-03 02:55:00	ES	Futures	2740.03	2740.85	2736.19	2739.48	1987.0
2020-04-03 03:00:00	ES	Futures	2739.48	2740.58	2734.26	2739.2	3447.0
2020-04-03 03:05:00	ES	Futures	2739.48	2744.14	2735.09	2735.64	3026.0
2020-04-03 03:10:00	ES	Futures	2735.36	2739.2	2734.26	2735.91	1518.0
2020-04-03 03:15:00	ES	Futures	2735.64	2735.64	2726.58	2728.78	2896.0
2020-04-03 03:20:00	ES	Futures	2728.5	2730.42	2724.39	2727.13	2377.0
2020-04-03 03:25:00	ES	Futures	2727.4	2731.52	2726.85	2730.7	1553.0
2020-04-03 03:30:00	ES	Futures	2730.7	2735.09	2729.87	2733.99	1953.0
2020-04-03 03:35:00	ES	Futures	2734.26	2737.83	2732.07	2737.28	1525.0
2020-04-03 03:40:00	ES	Futures	2737.01	2744.14	2736.46	2743.87	3367.0
2020-04-03 03:45:00	ES	Futures	2743.87	2744.14	2738.65	2739.48	1978.0
2020-04-03 03:50:00	ES	Futures	2739.48	2742.77	2736.46	2738.11	1479.0
2020-04-03 03:55:00	ES	Futures	2738.11	2741.12	2735.36	2738.38	2072.0
2020-04-03 04:00:00	ES	Futures	2738.11	2740.3	2735.91	2738.65	1559.0
2020-04-03 04:05:00	ES	Futures	2738.65	2742.77	2738.11	2742.22	1628.0

> showing 50 of 14,680 rows — these rows as CSV

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