PREVIEW / futures_5min / 2020-04-06

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-06.parquet
  size:    332 KB
  rows:    18,065

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
2020-04-06 00:00:00	ES	Futures	2817.14	2819.61	2816.31	2817.41	725.0
2020-04-06 00:05:00	ES	Futures	2817.14	2819.61	2815.49	2819.33	863.0
2020-04-06 00:10:00	ES	Futures	2819.33	2826.19	2817.96	2822.63	2220.0
2020-04-06 00:15:00	ES	Futures	2822.63	2824.27	2819.61	2820.98	886.0
2020-04-06 00:20:00	ES	Futures	2820.43	2824.0	2820.43	2822.63	645.0
2020-04-06 00:25:00	ES	Futures	2822.35	2824.82	2819.06	2819.33	826.0
2020-04-06 00:30:00	ES	Futures	2819.06	2821.53	2818.78	2820.16	659.0
2020-04-06 00:35:00	ES	Futures	2820.43	2822.9	2820.43	2822.08	389.0
2020-04-06 00:40:00	ES	Futures	2822.08	2823.17	2813.57	2815.22	1144.0
2020-04-06 00:45:00	ES	Futures	2815.22	2816.86	2813.02	2814.39	623.0
2020-04-06 00:50:00	ES	Futures	2814.39	2821.8	2813.57	2820.7	613.0
2020-04-06 00:55:00	ES	Futures	2820.7	2820.98	2818.51	2819.88	714.0
2020-04-06 01:00:00	ES	Futures	2819.88	2824.0	2819.88	2822.63	1024.0
2020-04-06 01:05:00	ES	Futures	2822.9	2823.17	2815.77	2816.86	806.0
2020-04-06 01:10:00	ES	Futures	2817.14	2819.61	2816.04	2816.86	509.0
2020-04-06 01:15:00	ES	Futures	2816.86	2819.61	2814.67	2815.77	650.0
2020-04-06 01:20:00	ES	Futures	2815.77	2818.78	2815.22	2817.41	566.0
2020-04-06 01:25:00	ES	Futures	2817.69	2820.43	2814.39	2819.06	927.0
2020-04-06 01:30:00	ES	Futures	2819.06	2825.1	2818.78	2824.82	1206.0
2020-04-06 01:35:00	ES	Futures	2824.82	2831.41	2823.17	2829.49	2963.0
2020-04-06 01:40:00	ES	Futures	2829.76	2839.36	2828.66	2836.9	3235.0
2020-04-06 01:45:00	ES	Futures	2836.9	2839.36	2832.78	2834.7	2526.0
2020-04-06 01:50:00	ES	Futures	2834.97	2839.36	2833.88	2838.27	2147.0
2020-04-06 01:55:00	ES	Futures	2838.27	2838.27	2830.86	2833.05	2292.0
2020-04-06 02:00:00	ES	Futures	2833.05	2838.27	2831.13	2835.52	4093.0
2020-04-06 02:05:00	ES	Futures	2835.52	2839.36	2835.52	2838.27	3853.0
2020-04-06 02:10:00	ES	Futures	2838.54	2839.36	2827.84	2828.39	3216.0
2020-04-06 02:15:00	ES	Futures	2828.66	2832.5	2827.02	2830.31	2186.0
2020-04-06 02:20:00	ES	Futures	2830.58	2836.07	2829.76	2833.33	1838.0
2020-04-06 02:25:00	ES	Futures	2833.6	2833.6	2827.84	2832.23	1584.0
2020-04-06 02:30:00	ES	Futures	2832.23	2834.43	2831.13	2832.5	1570.0
2020-04-06 02:35:00	ES	Futures	2832.23	2835.52	2828.94	2832.78	1944.0
2020-04-06 02:40:00	ES	Futures	2832.23	2833.33	2827.84	2832.78	2373.0
2020-04-06 02:45:00	ES	Futures	2832.78	2835.8	2828.94	2829.21	2078.0
2020-04-06 02:50:00	ES	Futures	2829.21	2830.31	2824.55	2824.82	1799.0
2020-04-06 02:55:00	ES	Futures	2824.82	2827.29	2823.45	2825.64	1390.0
2020-04-06 03:00:00	ES	Futures	2825.64	2830.31	2821.53	2827.02	3536.0
2020-04-06 03:05:00	ES	Futures	2827.02	2830.58	2824.27	2830.03	2799.0
2020-04-06 03:10:00	ES	Futures	2829.76	2831.96	2828.11	2831.68	2248.0
2020-04-06 03:15:00	ES	Futures	2831.68	2834.97	2830.31	2834.7	2061.0
2020-04-06 03:20:00	ES	Futures	2834.7	2837.44	2831.96	2832.78	2417.0
2020-04-06 03:25:00	ES	Futures	2833.05	2838.82	2831.68	2837.99	2859.0
2020-04-06 03:30:00	ES	Futures	2837.99	2839.36	2833.05	2834.43	2933.0
2020-04-06 03:35:00	ES	Futures	2834.43	2835.8	2831.13	2834.43	2033.0
2020-04-06 03:40:00	ES	Futures	2834.43	2836.07	2828.94	2828.94	1847.0
2020-04-06 03:45:00	ES	Futures	2828.94	2834.43	2828.94	2833.33	1515.0
2020-04-06 03:50:00	ES	Futures	2833.05	2835.8	2831.13	2834.7	2593.0
2020-04-06 03:55:00	ES	Futures	2834.7	2837.72	2833.33	2834.7	3024.0
2020-04-06 04:00:00	ES	Futures	2834.7	2836.07	2826.74	2826.74	4388.0
2020-04-06 04:05:00	ES	Futures	2826.47	2827.02	2822.9	2823.72	3033.0

> showing 50 of 18,065 rows — these rows as CSV

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