PREVIEW / futures_5min / 2020-04-14

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-14.parquet
  size:    297 KB
  rows:    17,095

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
2020-04-14 00:00:00	ES	Futures	3069.05	3072.89	3068.78	3070.15	1273.0
2020-04-14 00:05:00	ES	Futures	3069.87	3070.15	3067.13	3068.23	830.0
2020-04-14 00:10:00	ES	Futures	3068.23	3073.44	3068.23	3072.62	1125.0
2020-04-14 00:15:00	ES	Futures	3072.62	3080.03	3072.07	3078.93	2232.0
2020-04-14 00:20:00	ES	Futures	3078.93	3081.12	3077.56	3077.83	974.0
2020-04-14 00:25:00	ES	Futures	3078.11	3078.93	3076.46	3077.01	676.0
2020-04-14 00:30:00	ES	Futures	3077.28	3079.75	3077.28	3078.93	808.0
2020-04-14 00:35:00	ES	Futures	3078.93	3079.75	3075.91	3076.46	572.0
2020-04-14 00:40:00	ES	Futures	3076.73	3078.11	3074.54	3075.91	461.0
2020-04-14 00:45:00	ES	Futures	3075.91	3077.28	3074.26	3076.18	622.0
2020-04-14 00:50:00	ES	Futures	3076.46	3077.83	3075.64	3077.01	306.0
2020-04-14 00:55:00	ES	Futures	3077.01	3080.58	3077.01	3079.48	767.0
2020-04-14 01:00:00	ES	Futures	3079.75	3079.75	3074.26	3074.54	1311.0
2020-04-14 01:05:00	ES	Futures	3074.54	3074.81	3069.87	3070.97	2765.0
2020-04-14 01:10:00	ES	Futures	3070.97	3074.26	3070.97	3073.99	592.0
2020-04-14 01:15:00	ES	Futures	3073.71	3077.83	3073.17	3076.73	665.0
2020-04-14 01:20:00	ES	Futures	3077.01	3079.2	3076.18	3076.73	654.0
2020-04-14 01:25:00	ES	Futures	3077.01	3082.22	3077.01	3077.83	1174.0
2020-04-14 01:30:00	ES	Futures	3077.83	3081.95	3077.28	3079.75	1473.0
2020-04-14 01:35:00	ES	Futures	3079.75	3080.58	3076.18	3077.01	766.0
2020-04-14 01:40:00	ES	Futures	3076.73	3078.65	3073.71	3073.99	1028.0
2020-04-14 01:45:00	ES	Futures	3074.26	3077.28	3073.99	3077.01	533.0
2020-04-14 01:50:00	ES	Futures	3077.01	3077.83	3072.89	3075.64	813.0
2020-04-14 01:55:00	ES	Futures	3075.36	3075.36	3066.85	3070.97	1815.0
2020-04-14 02:00:00	ES	Futures	3070.7	3070.97	3064.38	3068.78	2423.0
2020-04-14 02:05:00	ES	Futures	3068.78	3073.17	3065.48	3066.03	2191.0
2020-04-14 02:10:00	ES	Futures	3066.31	3069.05	3064.93	3067.13	1290.0
2020-04-14 02:15:00	ES	Futures	3067.13	3068.23	3064.66	3066.58	1383.0
2020-04-14 02:20:00	ES	Futures	3066.58	3066.85	3062.46	3062.74	1362.0
2020-04-14 02:25:00	ES	Futures	3063.01	3064.66	3060.54	3064.38	2529.0
2020-04-14 02:30:00	ES	Futures	3064.11	3067.13	3063.84	3066.85	1414.0
2020-04-14 02:35:00	ES	Futures	3066.58	3067.13	3063.84	3066.31	1029.0
2020-04-14 02:40:00	ES	Futures	3066.31	3066.58	3063.56	3064.66	943.0
2020-04-14 02:45:00	ES	Futures	3064.93	3065.76	3061.09	3065.76	1220.0
2020-04-14 02:50:00	ES	Futures	3066.03	3068.5	3064.11	3067.95	1277.0
2020-04-14 02:55:00	ES	Futures	3068.23	3076.73	3067.13	3075.64	2899.0
2020-04-14 03:00:00	ES	Futures	3075.91	3075.91	3069.6	3072.62	5455.0
2020-04-14 03:05:00	ES	Futures	3072.89	3075.64	3067.13	3068.23	3048.0
2020-04-14 03:10:00	ES	Futures	3068.5	3069.05	3064.11	3064.66	2756.0
2020-04-14 03:15:00	ES	Futures	3064.66	3067.68	3062.46	3065.21	2460.0
2020-04-14 03:20:00	ES	Futures	3065.21	3068.78	3061.91	3062.74	2454.0
2020-04-14 03:25:00	ES	Futures	3062.74	3066.31	3062.46	3064.66	938.0
2020-04-14 03:30:00	ES	Futures	3064.93	3069.6	3064.66	3065.21	1197.0
2020-04-14 03:35:00	ES	Futures	3065.21	3065.21	3056.15	3059.72	2880.0
2020-04-14 03:40:00	ES	Futures	3059.45	3061.64	3058.07	3060.27	1262.0
2020-04-14 03:45:00	ES	Futures	3060.54	3063.29	3059.45	3062.46	1441.0
2020-04-14 03:50:00	ES	Futures	3062.74	3063.01	3059.72	3061.09	934.0
2020-04-14 03:55:00	ES	Futures	3061.09	3062.74	3060.82	3061.91	700.0
2020-04-14 04:00:00	ES	Futures	3061.64	3063.84	3057.8	3062.19	1294.0
2020-04-14 04:05:00	ES	Futures	3062.19	3062.46	3058.62	3061.09	969.0

> showing 50 of 17,095 rows — these rows as CSV

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