PREVIEW / futures_5min / 2020-04-15

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-15.parquet
  size:    336 KB
  rows:    17,903

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
2020-04-15 00:00:00	ES	Futures	3103.63	3103.9	3101.98	3102.53	284.0
2020-04-15 00:05:00	ES	Futures	3102.8	3102.8	3101.43	3101.7	309.0
2020-04-15 00:10:00	ES	Futures	3101.43	3102.25	3100.33	3101.43	754.0
2020-04-15 00:15:00	ES	Futures	3101.43	3103.63	3101.16	3102.53	517.0
2020-04-15 00:20:00	ES	Futures	3102.53	3111.04	3102.53	3109.66	1731.0
2020-04-15 00:25:00	ES	Futures	3109.66	3110.76	3107.74	3108.84	613.0
2020-04-15 00:30:00	ES	Futures	3108.84	3111.58	3108.57	3111.04	528.0
2020-04-15 00:35:00	ES	Futures	3111.04	3111.04	3108.57	3108.57	280.0
2020-04-15 00:40:00	ES	Futures	3108.57	3109.66	3108.29	3109.39	198.0
2020-04-15 00:45:00	ES	Futures	3109.11	3111.58	3109.11	3109.66	311.0
2020-04-15 00:50:00	ES	Futures	3109.66	3109.94	3108.02	3109.39	244.0
2020-04-15 00:55:00	ES	Futures	3109.39	3109.94	3106.64	3107.47	372.0
2020-04-15 01:00:00	ES	Futures	3107.19	3111.31	3106.37	3111.04	494.0
2020-04-15 01:05:00	ES	Futures	3111.04	3111.31	3108.29	3110.49	465.0
2020-04-15 01:10:00	ES	Futures	3110.21	3110.49	3107.19	3109.39	400.0
2020-04-15 01:15:00	ES	Futures	3109.39	3109.39	3105.55	3106.1	507.0
2020-04-15 01:20:00	ES	Futures	3106.1	3106.64	3100.61	3101.43	1068.0
2020-04-15 01:25:00	ES	Futures	3101.16	3103.08	3098.69	3100.33	739.0
2020-04-15 01:30:00	ES	Futures	3100.33	3103.9	3099.51	3103.63	612.0
2020-04-15 01:35:00	ES	Futures	3103.9	3105.0	3102.53	3104.17	669.0
2020-04-15 01:40:00	ES	Futures	3104.17	3104.17	3100.88	3103.63	673.0
2020-04-15 01:45:00	ES	Futures	3103.63	3103.9	3100.61	3100.88	722.0
2020-04-15 01:50:00	ES	Futures	3100.61	3101.43	3097.31	3097.59	935.0
2020-04-15 01:55:00	ES	Futures	3097.86	3099.78	3095.12	3099.24	1637.0
2020-04-15 02:00:00	ES	Futures	3099.51	3103.35	3098.14	3103.35	1499.0
2020-04-15 02:05:00	ES	Futures	3103.35	3105.82	3102.25	3104.72	1255.0
2020-04-15 02:10:00	ES	Futures	3105.0	3106.1	3098.69	3099.24	2043.0
2020-04-15 02:15:00	ES	Futures	3099.51	3101.16	3095.39	3095.94	2739.0
2020-04-15 02:20:00	ES	Futures	3095.67	3098.14	3095.39	3097.59	1619.0
2020-04-15 02:25:00	ES	Futures	3097.86	3098.96	3096.22	3098.96	900.0
2020-04-15 02:30:00	ES	Futures	3099.24	3099.78	3097.59	3098.69	711.0
2020-04-15 02:35:00	ES	Futures	3098.96	3103.08	3098.96	3102.8	1805.0
2020-04-15 02:40:00	ES	Futures	3102.53	3109.66	3102.53	3107.47	2704.0
2020-04-15 02:45:00	ES	Futures	3107.19	3107.47	3101.7	3101.7	1259.0
2020-04-15 02:50:00	ES	Futures	3101.98	3103.63	3100.06	3101.43	1246.0
2020-04-15 02:55:00	ES	Futures	3101.16	3101.16	3098.69	3099.78	1276.0
2020-04-15 03:00:00	ES	Futures	3100.06	3104.72	3096.77	3103.9	3863.0
2020-04-15 03:05:00	ES	Futures	3103.63	3104.17	3098.14	3099.51	2337.0
2020-04-15 03:10:00	ES	Futures	3099.78	3102.25	3097.31	3100.33	2613.0
2020-04-15 03:15:00	ES	Futures	3100.06	3102.25	3091.55	3092.92	3086.0
2020-04-15 03:20:00	ES	Futures	3093.2	3094.02	3087.44	3088.53	4215.0
2020-04-15 03:25:00	ES	Futures	3088.53	3091.0	3084.97	3086.06	2926.0
2020-04-15 03:30:00	ES	Futures	3086.06	3089.36	3083.59	3086.89	3963.0
2020-04-15 03:35:00	ES	Futures	3086.61	3088.53	3083.04	3084.42	3863.0
2020-04-15 03:40:00	ES	Futures	3084.69	3086.61	3077.83	3080.3	4950.0
2020-04-15 03:45:00	ES	Futures	3080.3	3081.4	3077.83	3078.93	2534.0
2020-04-15 03:50:00	ES	Futures	3078.93	3080.85	3073.71	3075.64	3669.0
2020-04-15 03:55:00	ES	Futures	3075.36	3076.46	3073.44	3073.99	5036.0
2020-04-15 04:00:00	ES	Futures	3073.99	3078.93	3073.44	3075.64	4235.0
2020-04-15 04:05:00	ES	Futures	3075.64	3078.93	3074.26	3077.56	2955.0

> showing 50 of 17,903 rows — these rows as CSV

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