PREVIEW / futures_5min / 2020-04-07

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-07.parquet
  size:    346 KB
  rows:    18,197

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
2020-04-07 00:00:00	ES	Futures	2884.64	2889.03	2882.72	2884.92	2779.0
2020-04-07 00:05:00	ES	Futures	2884.92	2890.13	2884.92	2889.03	3101.0
2020-04-07 00:10:00	ES	Futures	2889.31	2891.78	2887.11	2888.48	2439.0
2020-04-07 00:15:00	ES	Futures	2888.48	2892.6	2888.48	2891.5	2584.0
2020-04-07 00:20:00	ES	Futures	2891.5	2896.17	2890.41	2891.5	3098.0
2020-04-07 00:25:00	ES	Futures	2891.23	2891.5	2886.29	2889.58	1818.0
2020-04-07 00:30:00	ES	Futures	2889.86	2894.52	2886.84	2894.52	1118.0
2020-04-07 00:35:00	ES	Futures	2894.25	2895.62	2891.23	2893.97	741.0
2020-04-07 00:40:00	ES	Futures	2893.7	2893.97	2889.58	2893.97	519.0
2020-04-07 00:45:00	ES	Futures	2893.97	2899.19	2892.6	2897.82	822.0
2020-04-07 00:50:00	ES	Futures	2898.09	2899.74	2895.89	2899.46	791.0
2020-04-07 00:55:00	ES	Futures	2899.46	2903.3	2897.54	2903.03	789.0
2020-04-07 01:00:00	ES	Futures	2902.75	2905.5	2900.01	2900.56	1473.0
2020-04-07 01:05:00	ES	Futures	2900.28	2906.6	2899.46	2904.95	1074.0
2020-04-07 01:10:00	ES	Futures	2905.22	2905.77	2901.11	2903.58	723.0
2020-04-07 01:15:00	ES	Futures	2903.3	2903.58	2900.01	2903.3	682.0
2020-04-07 01:20:00	ES	Futures	2903.58	2905.77	2903.3	2904.68	610.0
2020-04-07 01:25:00	ES	Futures	2904.95	2905.22	2900.56	2901.38	664.0
2020-04-07 01:30:00	ES	Futures	2901.38	2903.3	2899.19	2902.48	966.0
2020-04-07 01:35:00	ES	Futures	2902.75	2919.49	2902.48	2915.38	3110.0
2020-04-07 01:40:00	ES	Futures	2915.65	2917.85	2913.46	2916.75	1499.0
2020-04-07 01:45:00	ES	Futures	2916.75	2922.24	2916.48	2921.14	2373.0
2020-04-07 01:50:00	ES	Futures	2921.41	2924.43	2917.85	2921.14	2005.0
2020-04-07 01:55:00	ES	Futures	2920.87	2923.06	2916.48	2919.77	1993.0
2020-04-07 02:00:00	ES	Futures	2920.04	2922.79	2915.1	2920.04	2542.0
2020-04-07 02:05:00	ES	Futures	2920.04	2927.18	2918.67	2926.08	2289.0
2020-04-07 02:10:00	ES	Futures	2926.35	2942.82	2926.08	2940.07	7330.0
2020-04-07 02:15:00	ES	Futures	2940.07	2943.64	2935.68	2942.82	3438.0
2020-04-07 02:20:00	ES	Futures	2942.54	2943.92	2936.23	2937.88	3994.0
2020-04-07 02:25:00	ES	Futures	2938.15	2939.8	2934.31	2936.78	2189.0
2020-04-07 02:30:00	ES	Futures	2937.06	2940.07	2934.04	2936.78	2520.0
2020-04-07 02:35:00	ES	Futures	2937.06	2941.72	2935.96	2941.17	2050.0
2020-04-07 02:40:00	ES	Futures	2940.9	2941.72	2940.62	2941.17	2179.0
2020-04-07 02:45:00	ES	Futures	2941.17	2944.19	2938.15	2944.19	2352.0
2020-04-07 02:50:00	ES	Futures	2944.19	2950.23	2943.09	2949.4	3894.0
2020-04-07 02:55:00	ES	Futures	2949.68	2955.72	2949.4	2954.62	5391.0
2020-04-07 03:00:00	ES	Futures	2954.62	2958.19	2952.7	2956.81	7839.0
2020-04-07 03:05:00	ES	Futures	2957.09	2960.93	2956.54	2959.01	6976.0
2020-04-07 03:10:00	ES	Futures	2958.74	2961.75	2955.99	2960.38	5806.0
2020-04-07 03:15:00	ES	Futures	2960.66	2961.2	2955.99	2956.54	4395.0
2020-04-07 03:20:00	ES	Futures	2956.54	2958.74	2948.86	2951.87	5649.0
2020-04-07 03:25:00	ES	Futures	2951.87	2952.7	2946.39	2949.95	3631.0
2020-04-07 03:30:00	ES	Futures	2949.68	2952.7	2944.74	2952.15	3876.0
2020-04-07 03:35:00	ES	Futures	2952.15	2960.38	2951.6	2958.19	5111.0
2020-04-07 03:40:00	ES	Futures	2958.19	2973.28	2957.91	2968.07	9064.0
2020-04-07 03:45:00	ES	Futures	2968.34	2980.69	2965.05	2980.41	7693.0
2020-04-07 03:50:00	ES	Futures	2980.69	2982.88	2972.46	2975.75	7330.0
2020-04-07 03:55:00	ES	Futures	2976.02	2977.67	2968.61	2970.53	4118.0
2020-04-07 04:00:00	ES	Futures	2970.53	2973.55	2966.97	2973.28	3936.0
2020-04-07 04:05:00	ES	Futures	2973.28	2977.67	2967.79	2971.36	3573.0

> showing 50 of 18,197 rows — these rows as CSV

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