PREVIEW / futures_5min / 2020-04-13

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-13.parquet
  size:    244 KB
  rows:    13,877

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
2020-04-13 00:00:00	ES	Futures	3007.31	3007.31	3003.19	3004.29	418.0
2020-04-13 00:05:00	ES	Futures	3004.29	3008.4	3004.01	3007.58	369.0
2020-04-13 00:10:00	ES	Futures	3007.86	3009.5	3005.66	3005.93	634.0
2020-04-13 00:15:00	ES	Futures	3006.21	3007.86	3005.11	3006.21	210.0
2020-04-13 00:20:00	ES	Futures	3006.21	3007.03	3002.64	3002.92	420.0
2020-04-13 00:25:00	ES	Futures	3002.64	3004.56	3002.37	3002.92	440.0
2020-04-13 00:30:00	ES	Futures	3003.19	3004.01	3002.09	3003.74	357.0
2020-04-13 00:35:00	ES	Futures	3003.74	3007.31	3003.46	3005.93	363.0
2020-04-13 00:40:00	ES	Futures	3006.21	3008.13	3006.21	3006.76	296.0
2020-04-13 00:45:00	ES	Futures	3006.48	3008.4	3006.21	3006.21	889.0
2020-04-13 00:50:00	ES	Futures	3006.48	3009.5	3005.66	3007.86	1190.0
2020-04-13 00:55:00	ES	Futures	3007.86	3009.78	3006.76	3008.68	741.0
2020-04-13 01:00:00	ES	Futures	3008.68	3013.07	3008.4	3011.42	558.0
2020-04-13 01:05:00	ES	Futures	3011.15	3012.79	3010.05	3010.6	351.0
2020-04-13 01:10:00	ES	Futures	3010.6	3012.52	3009.23	3010.87	1024.0
2020-04-13 01:15:00	ES	Futures	3011.15	3013.07	3010.05	3010.32	546.0
2020-04-13 01:20:00	ES	Futures	3010.32	3010.32	3005.66	3008.4	593.0
2020-04-13 01:25:00	ES	Futures	3007.86	3009.78	3006.48	3008.4	304.0
2020-04-13 01:30:00	ES	Futures	3008.13	3008.13	3004.56	3006.76	434.0
2020-04-13 01:35:00	ES	Futures	3007.03	3009.23	3005.66	3005.66	539.0
2020-04-13 01:40:00	ES	Futures	3005.39	3008.68	3004.56	3008.4	337.0
2020-04-13 01:45:00	ES	Futures	3008.68	3010.05	3007.03	3008.4	777.0
2020-04-13 01:50:00	ES	Futures	3008.4	3010.32	3002.37	3002.64	1226.0
2020-04-13 01:55:00	ES	Futures	3002.37	3004.29	3001.54	3002.92	676.0
2020-04-13 02:00:00	ES	Futures	3002.92	3012.79	3001.54	3012.79	1740.0
2020-04-13 02:05:00	ES	Futures	3012.52	3016.36	3012.25	3015.54	1358.0
2020-04-13 02:10:00	ES	Futures	3015.54	3019.66	3013.89	3014.72	1115.0
2020-04-13 02:15:00	ES	Futures	3014.72	3015.26	3013.07	3014.17	484.0
2020-04-13 02:20:00	ES	Futures	3014.17	3017.73	3014.17	3014.99	1210.0
2020-04-13 02:25:00	ES	Futures	3014.99	3016.64	3013.62	3015.81	953.0
2020-04-13 02:30:00	ES	Futures	3015.81	3016.09	3013.62	3014.44	303.0
2020-04-13 02:35:00	ES	Futures	3014.44	3020.2	3014.44	3019.66	501.0
2020-04-13 02:40:00	ES	Futures	3019.38	3020.48	3016.09	3016.64	623.0
2020-04-13 02:45:00	ES	Futures	3016.64	3018.56	3015.81	3017.19	501.0
2020-04-13 02:50:00	ES	Futures	3017.46	3017.46	3013.89	3013.89	382.0
2020-04-13 02:55:00	ES	Futures	3013.62	3014.99	3013.34	3013.89	338.0
2020-04-13 03:00:00	ES	Futures	3013.89	3014.99	3010.6	3011.7	733.0
2020-04-13 03:05:00	ES	Futures	3011.42	3012.25	3010.32	3011.7	609.0
2020-04-13 03:10:00	ES	Futures	3011.7	3013.07	3011.7	3011.7	257.0
2020-04-13 03:15:00	ES	Futures	3011.42	3014.72	3010.32	3014.17	690.0
2020-04-13 03:20:00	ES	Futures	3014.17	3016.09	3013.62	3013.62	344.0
2020-04-13 03:25:00	ES	Futures	3013.89	3013.89	3009.23	3010.32	655.0
2020-04-13 03:30:00	ES	Futures	3010.6	3011.97	3009.78	3011.42	311.0
2020-04-13 03:35:00	ES	Futures	3011.42	3014.17	3010.87	3013.34	471.0
2020-04-13 03:40:00	ES	Futures	3013.07	3013.07	3009.23	3009.5	508.0
2020-04-13 03:45:00	ES	Futures	3009.23	3011.42	3008.95	3010.6	385.0
2020-04-13 03:50:00	ES	Futures	3010.32	3011.7	3008.13	3008.4	417.0
2020-04-13 03:55:00	ES	Futures	3008.4	3010.32	3008.13	3009.78	212.0
2020-04-13 04:00:00	ES	Futures	3010.05	3011.15	3008.13	3008.68	457.0
2020-04-13 04:05:00	ES	Futures	3008.68	3009.78	3007.86	3008.95	385.0

> showing 50 of 13,877 rows — these rows as CSV

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