PREVIEW / futures_5min / 2020-04-12

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-12.parquet
  size:    67 KB
  rows:    3,186

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
2020-04-12 18:00:00	ES	Futures	3085.51	3094.84	3042.43	3043.25	13103.0
2020-04-12 18:05:00	ES	Futures	3042.98	3054.23	3041.88	3045.45	4554.0
2020-04-12 18:10:00	ES	Futures	3045.72	3047.37	3024.59	3025.42	5840.0
2020-04-12 18:15:00	ES	Futures	3025.42	3030.91	2982.61	3001.27	10034.0
2020-04-12 18:20:00	ES	Futures	3002.09	3012.52	2996.6	3011.7	3958.0
2020-04-12 18:25:00	ES	Futures	3011.42	3013.07	3001.27	3002.92	3238.0
2020-04-12 18:30:00	ES	Futures	3003.74	3016.09	2999.07	3012.25	3257.0
2020-04-12 18:35:00	ES	Futures	3012.79	3020.2	3012.52	3018.83	2365.0
2020-04-12 18:40:00	ES	Futures	3019.11	3019.38	3014.17	3016.09	1654.0
2020-04-12 18:45:00	ES	Futures	3016.09	3022.95	3011.15	3021.03	2191.0
2020-04-12 18:50:00	ES	Futures	3020.75	3021.03	3014.17	3015.54	1772.0
2020-04-12 18:55:00	ES	Futures	3015.26	3020.2	3014.72	3018.83	1336.0
2020-04-12 19:00:00	ES	Futures	3019.11	3023.22	3018.01	3022.95	1194.0
2020-04-12 19:05:00	ES	Futures	3022.4	3030.63	3021.03	3028.99	2686.0
2020-04-12 19:10:00	ES	Futures	3028.71	3030.63	3025.42	3026.79	1418.0
2020-04-12 19:15:00	ES	Futures	3027.06	3028.99	3014.99	3016.09	2786.0
2020-04-12 19:20:00	ES	Futures	3016.09	3020.2	3016.09	3019.38	1012.0
2020-04-12 19:25:00	ES	Futures	3019.11	3019.38	3010.6	3013.89	1887.0
2020-04-12 19:30:00	ES	Futures	3014.72	3016.09	3009.78	3010.87	1075.0
2020-04-12 19:35:00	ES	Futures	3010.6	3017.73	3010.32	3016.36	1554.0
2020-04-12 19:40:00	ES	Futures	3016.64	3019.11	3012.25	3013.07	1284.0
2020-04-12 19:45:00	ES	Futures	3013.07	3014.44	3006.21	3010.32	2364.0
2020-04-12 19:50:00	ES	Futures	3010.6	3014.17	3007.03	3013.62	1385.0
2020-04-12 19:55:00	ES	Futures	3013.34	3015.26	3011.42	3011.97	1655.0
2020-04-12 20:00:00	ES	Futures	3011.97	3018.56	3010.32	3017.73	2391.0
2020-04-12 20:05:00	ES	Futures	3017.19	3018.56	3013.07	3018.28	1771.0
2020-04-12 20:10:00	ES	Futures	3018.56	3018.56	3010.05	3011.15	1840.0
2020-04-12 20:15:00	ES	Futures	3011.7	3014.72	3006.21	3007.03	1521.0
2020-04-12 20:20:00	ES	Futures	3007.31	3010.87	3006.21	3010.05	1460.0
2020-04-12 20:25:00	ES	Futures	3010.32	3014.44	3010.32	3012.79	885.0
2020-04-12 20:30:00	ES	Futures	3012.79	3013.89	3009.78	3011.42	1053.0
2020-04-12 20:35:00	ES	Futures	3011.42	3013.89	3011.42	3012.25	725.0
2020-04-12 20:40:00	ES	Futures	3012.25	3014.17	3008.13	3009.5	1017.0
2020-04-12 20:45:00	ES	Futures	3009.23	3009.23	2999.62	3001.27	2407.0
2020-04-12 20:50:00	ES	Futures	3000.99	3001.82	2997.7	3001.82	1345.0
2020-04-12 20:55:00	ES	Futures	3001.82	3004.01	2999.35	2999.62	1208.0
2020-04-12 21:00:00	ES	Futures	2999.62	3007.58	2999.35	3001.82	2505.0
2020-04-12 21:05:00	ES	Futures	3001.82	3005.39	2996.6	3003.46	1574.0
2020-04-12 21:10:00	ES	Futures	3002.92	3008.68	3001.54	3004.84	1008.0
2020-04-12 21:15:00	ES	Futures	3004.56	3009.78	3003.19	3008.68	735.0
2020-04-12 21:20:00	ES	Futures	3008.68	3009.78	3004.56	3005.39	1337.0
2020-04-12 21:25:00	ES	Futures	3005.39	3007.31	3003.46	3004.29	1409.0
2020-04-12 21:30:00	ES	Futures	3004.56	3008.68	3004.01	3008.13	622.0
2020-04-12 21:35:00	ES	Futures	3007.86	3015.26	3007.31	3014.44	1095.0
2020-04-12 21:40:00	ES	Futures	3014.44	3017.73	3011.97	3014.72	2014.0
2020-04-12 21:45:00	ES	Futures	3014.99	3016.09	3012.25	3016.09	1568.0
2020-04-12 21:50:00	ES	Futures	3016.09	3016.36	3011.7	3014.44	1461.0
2020-04-12 21:55:00	ES	Futures	3014.72	3014.72	3010.87	3012.25	664.0
2020-04-12 22:00:00	ES	Futures	3012.25	3015.26	3011.97	3014.99	1130.0
2020-04-12 22:05:00	ES	Futures	3014.99	3022.95	3014.44	3019.66	2062.0

> showing 50 of 3,186 rows — these rows as CSV

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