PREVIEW / futures_5min / 2020-04-05

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-05.parquet
  size:    79 KB
  rows:    3,563

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
2020-04-05 18:00:00	ES	Futures	2727.68	2765.55	2727.4	2761.43	17615.0
2020-04-05 18:05:00	ES	Futures	2761.16	2766.1	2755.12	2760.33	6109.0
2020-04-05 18:10:00	ES	Futures	2760.33	2762.53	2756.49	2757.31	2493.0
2020-04-05 18:15:00	ES	Futures	2757.31	2758.41	2749.91	2757.59	3678.0
2020-04-05 18:20:00	ES	Futures	2758.14	2766.1	2755.67	2765.82	3737.0
2020-04-05 18:25:00	ES	Futures	2766.1	2766.1	2761.16	2762.25	1353.0
2020-04-05 18:30:00	ES	Futures	2762.25	2762.25	2758.41	2760.88	1532.0
2020-04-05 18:35:00	ES	Futures	2760.88	2762.25	2757.59	2758.96	1107.0
2020-04-05 18:40:00	ES	Futures	2759.24	2763.63	2758.96	2761.16	911.0
2020-04-05 18:45:00	ES	Futures	2761.16	2764.45	2760.88	2761.43	842.0
2020-04-05 18:50:00	ES	Futures	2761.16	2761.16	2757.86	2759.24	727.0
2020-04-05 18:55:00	ES	Futures	2758.69	2761.43	2758.14	2759.78	721.0
2020-04-05 19:00:00	ES	Futures	2759.78	2765.55	2759.51	2764.72	1095.0
2020-04-05 19:05:00	ES	Futures	2764.18	2770.49	2763.9	2768.29	3252.0
2020-04-05 19:10:00	ES	Futures	2767.74	2769.39	2766.1	2767.19	935.0
2020-04-05 19:15:00	ES	Futures	2767.47	2768.84	2766.1	2766.65	1195.0
2020-04-05 19:20:00	ES	Futures	2766.65	2768.29	2763.9	2764.45	1205.0
2020-04-05 19:25:00	ES	Futures	2764.72	2766.65	2763.35	2765.55	658.0
2020-04-05 19:30:00	ES	Futures	2765.27	2765.55	2756.49	2757.59	1955.0
2020-04-05 19:35:00	ES	Futures	2757.59	2761.16	2757.59	2759.24	1012.0
2020-04-05 19:40:00	ES	Futures	2759.24	2760.06	2756.22	2759.24	976.0
2020-04-05 19:45:00	ES	Futures	2759.24	2761.16	2758.14	2760.06	1085.0
2020-04-05 19:50:00	ES	Futures	2760.06	2763.63	2758.14	2760.33	1144.0
2020-04-05 19:55:00	ES	Futures	2760.61	2765.55	2760.33	2764.72	1431.0
2020-04-05 20:00:00	ES	Futures	2764.72	2770.76	2763.35	2764.45	4426.0
2020-04-05 20:05:00	ES	Futures	2764.45	2768.02	2763.63	2767.74	2467.0
2020-04-05 20:10:00	ES	Futures	2767.74	2773.78	2766.92	2772.68	3237.0
2020-04-05 20:15:00	ES	Futures	2772.68	2788.05	2771.31	2786.13	8095.0
2020-04-05 20:20:00	ES	Futures	2786.13	2788.05	2781.19	2787.5	4715.0
2020-04-05 20:25:00	ES	Futures	2787.5	2788.05	2781.74	2787.5	4137.0
2020-04-05 20:30:00	ES	Futures	2787.77	2810.0	2786.68	2810.0	9300.0
2020-04-05 20:35:00	ES	Futures	2809.73	2816.04	2804.51	2813.02	8206.0
2020-04-05 20:40:00	ES	Futures	2813.57	2815.49	2806.44	2807.53	3237.0
2020-04-05 20:45:00	ES	Futures	2807.26	2808.9	2800.95	2804.51	3584.0
2020-04-05 20:50:00	ES	Futures	2804.51	2807.53	2800.67	2801.22	2380.0
2020-04-05 20:55:00	ES	Futures	2801.22	2803.97	2798.75	2801.5	2964.0
2020-04-05 21:00:00	ES	Futures	2801.5	2807.81	2797.93	2805.34	2315.0
2020-04-05 21:05:00	ES	Futures	2804.79	2807.81	2801.77	2805.06	2231.0
2020-04-05 21:10:00	ES	Futures	2805.06	2807.26	2801.22	2806.71	3231.0
2020-04-05 21:15:00	ES	Futures	2806.98	2807.81	2802.59	2803.14	2398.0
2020-04-05 21:20:00	ES	Futures	2803.14	2806.71	2802.04	2806.16	1182.0
2020-04-05 21:25:00	ES	Futures	2805.89	2807.81	2799.57	2799.85	2068.0
2020-04-05 21:30:00	ES	Futures	2799.85	2801.5	2795.18	2796.28	2865.0
2020-04-05 21:35:00	ES	Futures	2796.28	2800.4	2795.46	2798.75	1459.0
2020-04-05 21:40:00	ES	Futures	2798.75	2801.22	2792.17	2796.01	2045.0
2020-04-05 21:45:00	ES	Futures	2795.73	2798.48	2790.79	2792.17	1381.0
2020-04-05 21:50:00	ES	Futures	2792.17	2800.67	2789.7	2795.46	2404.0
2020-04-05 21:55:00	ES	Futures	2795.18	2806.44	2793.54	2806.16	2970.0
2020-04-05 22:00:00	ES	Futures	2806.44	2807.53	2801.77	2804.51	1805.0
2020-04-05 22:05:00	ES	Futures	2803.97	2810.28	2803.97	2808.36	2422.0

> showing 50 of 3,563 rows — these rows as CSV

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