PREVIEW / futures_5min / 2020-04-09

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-09.parquet
  size:    290 KB
  rows:    14,724

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
2020-04-09 00:00:00	ES	Futures	3001.27	3003.46	2999.9	3002.64	757.0
2020-04-09 00:05:00	ES	Futures	3002.37	3002.64	2996.6	2998.8	2012.0
2020-04-09 00:10:00	ES	Futures	2998.8	3000.99	2996.6	2998.53	1698.0
2020-04-09 00:15:00	ES	Futures	2998.8	3000.99	2997.15	2999.35	2009.0
2020-04-09 00:20:00	ES	Futures	2999.35	3000.99	2995.23	2997.15	2141.0
2020-04-09 00:25:00	ES	Futures	2996.88	2998.53	2996.06	2998.53	697.0
2020-04-09 00:30:00	ES	Futures	2998.25	3005.93	2998.25	3004.01	1645.0
2020-04-09 00:35:00	ES	Futures	3003.74	3005.11	3003.19	3004.84	587.0
2020-04-09 00:40:00	ES	Futures	3005.11	3011.42	3004.29	3008.4	1553.0
2020-04-09 00:45:00	ES	Futures	3008.4	3008.95	3005.66	3006.21	639.0
2020-04-09 00:50:00	ES	Futures	3005.93	3008.95	3005.93	3007.86	1265.0
2020-04-09 00:55:00	ES	Futures	3007.58	3011.97	3005.66	3010.87	1373.0
2020-04-09 01:00:00	ES	Futures	3011.15	3011.42	3006.76	3007.86	509.0
2020-04-09 01:05:00	ES	Futures	3007.58	3008.4	3003.46	3003.74	481.0
2020-04-09 01:10:00	ES	Futures	3003.46	3009.23	3003.46	3004.29	2252.0
2020-04-09 01:15:00	ES	Futures	3004.29	3004.56	3000.72	3003.46	728.0
2020-04-09 01:20:00	ES	Futures	3003.46	3003.46	2999.07	2999.9	732.0
2020-04-09 01:25:00	ES	Futures	3000.17	3004.84	3000.17	3004.01	541.0
2020-04-09 01:30:00	ES	Futures	3004.29	3005.93	2999.9	3004.56	1013.0
2020-04-09 01:35:00	ES	Futures	3004.29	3005.93	3002.37	3005.11	479.0
2020-04-09 01:40:00	ES	Futures	3005.11	3009.23	3003.46	3007.58	822.0
2020-04-09 01:45:00	ES	Futures	3007.86	3010.87	3006.76	3007.86	937.0
2020-04-09 01:50:00	ES	Futures	3007.86	3008.4	3000.72	3002.09	904.0
2020-04-09 01:55:00	ES	Futures	3002.09	3005.39	3002.09	3004.01	810.0
2020-04-09 02:00:00	ES	Futures	3004.29	3013.89	3004.01	3013.34	2189.0
2020-04-09 02:05:00	ES	Futures	3013.34	3016.91	3010.6	3015.26	1873.0
2020-04-09 02:10:00	ES	Futures	3015.26	3016.91	3012.25	3015.26	1333.0
2020-04-09 02:15:00	ES	Futures	3015.26	3017.46	3012.52	3017.46	1332.0
2020-04-09 02:20:00	ES	Futures	3017.46	3017.46	3013.34	3014.72	2666.0
2020-04-09 02:25:00	ES	Futures	3014.99	3018.56	3014.72	3016.36	2426.0
2020-04-09 02:30:00	ES	Futures	3016.36	3018.56	3016.09	3016.64	2672.0
2020-04-09 02:35:00	ES	Futures	3016.91	3017.19	3012.52	3012.79	1017.0
2020-04-09 02:40:00	ES	Futures	3012.79	3016.91	3011.97	3016.36	1096.0
2020-04-09 02:45:00	ES	Futures	3016.09	3018.56	3015.81	3017.46	966.0
2020-04-09 02:50:00	ES	Futures	3017.19	3017.19	3010.05	3011.7	1049.0
2020-04-09 02:55:00	ES	Futures	3011.42	3027.06	3011.42	3027.06	3010.0
2020-04-09 03:00:00	ES	Futures	3027.34	3034.47	3022.4	3026.79	7021.0
2020-04-09 03:05:00	ES	Futures	3026.79	3031.18	3022.95	3031.18	3048.0
2020-04-09 03:10:00	ES	Futures	3031.18	3031.73	3025.14	3028.71	3133.0
2020-04-09 03:15:00	ES	Futures	3028.71	3034.2	3028.71	3033.65	3887.0
2020-04-09 03:20:00	ES	Futures	3033.92	3035.02	3033.38	3033.38	4121.0
2020-04-09 03:25:00	ES	Futures	3033.1	3033.38	3029.53	3032.55	2932.0
2020-04-09 03:30:00	ES	Futures	3032.28	3034.2	3029.81	3032.0	3518.0
2020-04-09 03:35:00	ES	Futures	3031.73	3035.02	3031.18	3034.2	2835.0
2020-04-09 03:40:00	ES	Futures	3034.2	3034.2	3027.89	3028.44	2963.0
2020-04-09 03:45:00	ES	Futures	3028.71	3039.14	3028.71	3035.57	5549.0
2020-04-09 03:50:00	ES	Futures	3035.85	3039.69	3035.57	3038.32	3388.0
2020-04-09 03:55:00	ES	Futures	3038.59	3038.59	3033.38	3036.67	2480.0
2020-04-09 04:00:00	ES	Futures	3036.67	3038.86	3033.38	3035.3	2760.0
2020-04-09 04:05:00	ES	Futures	3035.57	3037.77	3032.55	3032.55	2621.0

> showing 50 of 14,724 rows — these rows as CSV

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