PREVIEW / futures_5min / 2020-04-08

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-08.parquet
  size:    320 KB
  rows:    17,866

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
2020-04-08 00:00:00	ES	Futures	2904.13	2904.4	2900.83	2901.38	395.0
2020-04-08 00:05:00	ES	Futures	2901.66	2901.66	2898.91	2901.11	446.0
2020-04-08 00:10:00	ES	Futures	2901.38	2910.99	2899.46	2910.71	1558.0
2020-04-08 00:15:00	ES	Futures	2910.71	2914.01	2907.97	2912.63	1642.0
2020-04-08 00:20:00	ES	Futures	2912.63	2913.18	2907.97	2912.36	967.0
2020-04-08 00:25:00	ES	Futures	2912.36	2912.91	2908.79	2909.34	537.0
2020-04-08 00:30:00	ES	Futures	2909.34	2912.91	2906.87	2910.71	788.0
2020-04-08 00:35:00	ES	Futures	2910.71	2913.18	2908.79	2912.08	524.0
2020-04-08 00:40:00	ES	Futures	2912.08	2914.01	2910.71	2913.73	668.0
2020-04-08 00:45:00	ES	Futures	2913.73	2916.75	2912.63	2915.38	1058.0
2020-04-08 00:50:00	ES	Futures	2915.65	2921.14	2915.65	2920.32	1754.0
2020-04-08 00:55:00	ES	Futures	2920.32	2921.14	2918.12	2918.94	754.0
2020-04-08 01:00:00	ES	Futures	2919.22	2919.77	2915.65	2916.48	681.0
2020-04-08 01:05:00	ES	Futures	2916.2	2929.65	2915.93	2929.37	1991.0
2020-04-08 01:10:00	ES	Futures	2929.37	2931.84	2926.63	2931.57	2249.0
2020-04-08 01:15:00	ES	Futures	2931.57	2936.23	2927.73	2929.92	2237.0
2020-04-08 01:20:00	ES	Futures	2929.65	2931.84	2926.35	2926.63	1379.0
2020-04-08 01:25:00	ES	Futures	2926.35	2930.47	2924.98	2928.82	1012.0
2020-04-08 01:30:00	ES	Futures	2928.55	2929.92	2924.98	2927.18	1369.0
2020-04-08 01:35:00	ES	Futures	2926.9	2928.55	2924.43	2924.43	1151.0
2020-04-08 01:40:00	ES	Futures	2924.43	2932.12	2923.06	2931.84	1812.0
2020-04-08 01:45:00	ES	Futures	2932.12	2938.7	2929.37	2937.88	1899.0
2020-04-08 01:50:00	ES	Futures	2937.61	2942.27	2932.39	2932.67	3386.0
2020-04-08 01:55:00	ES	Futures	2932.67	2934.31	2928.82	2933.21	1678.0
2020-04-08 02:00:00	ES	Futures	2933.49	2934.86	2906.05	2911.54	7458.0
2020-04-08 02:05:00	ES	Futures	2911.26	2913.46	2900.28	2902.75	3773.0
2020-04-08 02:10:00	ES	Futures	2902.75	2906.32	2900.56	2902.48	2167.0
2020-04-08 02:15:00	ES	Futures	2901.93	2903.03	2886.84	2895.89	4540.0
2020-04-08 02:20:00	ES	Futures	2895.62	2896.72	2889.03	2893.15	2664.0
2020-04-08 02:25:00	ES	Futures	2892.88	2893.42	2883.82	2889.86	4370.0
2020-04-08 02:30:00	ES	Futures	2889.86	2899.19	2888.21	2898.09	2949.0
2020-04-08 02:35:00	ES	Futures	2898.36	2900.83	2885.47	2888.21	2174.0
2020-04-08 02:40:00	ES	Futures	2887.94	2898.36	2887.94	2896.17	1762.0
2020-04-08 02:45:00	ES	Futures	2896.44	2901.93	2895.89	2901.11	1930.0
2020-04-08 02:50:00	ES	Futures	2901.11	2901.11	2893.97	2898.36	1819.0
2020-04-08 02:55:00	ES	Futures	2898.64	2906.6	2897.82	2906.05	2649.0
2020-04-08 03:00:00	ES	Futures	2906.32	2915.93	2905.5	2913.18	6017.0
2020-04-08 03:05:00	ES	Futures	2913.46	2916.75	2907.42	2911.26	4172.0
2020-04-08 03:10:00	ES	Futures	2911.54	2915.1	2906.32	2913.73	2317.0
2020-04-08 03:15:00	ES	Futures	2913.46	2921.14	2903.58	2905.77	3173.0
2020-04-08 03:20:00	ES	Futures	2905.77	2909.61	2901.11	2906.87	2336.0
2020-04-08 03:25:00	ES	Futures	2906.87	2910.99	2905.22	2908.52	1951.0
2020-04-08 03:30:00	ES	Futures	2908.52	2908.52	2897.27	2900.83	2395.0
2020-04-08 03:35:00	ES	Futures	2900.56	2913.18	2900.28	2912.36	2284.0
2020-04-08 03:40:00	ES	Futures	2912.36	2916.75	2910.16	2911.54	2202.0
2020-04-08 03:45:00	ES	Futures	2911.26	2914.01	2907.69	2908.79	1395.0
2020-04-08 03:50:00	ES	Futures	2909.07	2917.57	2908.79	2916.75	1546.0
2020-04-08 03:55:00	ES	Futures	2917.02	2917.85	2912.08	2916.75	2389.0
2020-04-08 04:00:00	ES	Futures	2916.75	2917.3	2907.42	2910.71	2565.0
2020-04-08 04:05:00	ES	Futures	2910.99	2913.46	2908.52	2909.07	1331.0

> showing 50 of 17,866 rows — these rows as CSV

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