PREVIEW / futures_5min / 2020-04-16

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-16.parquet
  size:    322 KB
  rows:    17,835

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
2020-04-16 00:00:00	ES	Futures	3029.53	3033.1	3028.99	3030.91	822.0
2020-04-16 00:05:00	ES	Futures	3030.91	3031.73	3029.81	3030.63	257.0
2020-04-16 00:10:00	ES	Futures	3030.63	3034.75	3030.63	3032.28	1195.0
2020-04-16 00:15:00	ES	Futures	3032.55	3033.1	3029.81	3030.91	319.0
2020-04-16 00:20:00	ES	Futures	3030.91	3032.28	3030.08	3030.91	330.0
2020-04-16 00:25:00	ES	Futures	3030.91	3032.0	3028.99	3030.36	483.0
2020-04-16 00:30:00	ES	Futures	3030.36	3032.83	3029.81	3032.0	434.0
2020-04-16 00:35:00	ES	Futures	3031.73	3033.92	3030.91	3033.1	306.0
2020-04-16 00:40:00	ES	Futures	3032.83	3033.92	3031.45	3033.38	274.0
2020-04-16 00:45:00	ES	Futures	3033.65	3034.47	3032.83	3033.65	307.0
2020-04-16 00:50:00	ES	Futures	3033.65	3038.32	3033.65	3037.49	1162.0
2020-04-16 00:55:00	ES	Futures	3037.22	3038.32	3035.02	3036.39	553.0
2020-04-16 01:00:00	ES	Futures	3036.39	3036.94	3029.53	3030.36	1186.0
2020-04-16 01:05:00	ES	Futures	3030.36	3032.0	3028.71	3030.91	859.0
2020-04-16 01:10:00	ES	Futures	3031.18	3033.92	3030.91	3032.83	495.0
2020-04-16 01:15:00	ES	Futures	3032.55	3036.94	3032.55	3035.3	744.0
2020-04-16 01:20:00	ES	Futures	3035.3	3042.43	3034.47	3041.06	1629.0
2020-04-16 01:25:00	ES	Futures	3041.06	3045.45	3040.51	3044.08	1195.0
2020-04-16 01:30:00	ES	Futures	3044.08	3044.63	3041.06	3042.43	863.0
2020-04-16 01:35:00	ES	Futures	3042.43	3043.53	3040.51	3041.06	532.0
2020-04-16 01:40:00	ES	Futures	3041.33	3049.84	3040.24	3048.47	2087.0
2020-04-16 01:45:00	ES	Futures	3048.74	3051.21	3046.27	3046.55	1287.0
2020-04-16 01:50:00	ES	Futures	3046.82	3053.68	3046.55	3053.13	1491.0
2020-04-16 01:55:00	ES	Futures	3052.86	3056.15	3050.66	3055.88	1650.0
2020-04-16 02:00:00	ES	Futures	3055.6	3055.88	3048.74	3050.39	1986.0
2020-04-16 02:05:00	ES	Futures	3050.39	3054.23	3047.65	3053.96	2463.0
2020-04-16 02:10:00	ES	Futures	3053.96	3058.35	3052.58	3055.33	2609.0
2020-04-16 02:15:00	ES	Futures	3055.05	3057.25	3052.86	3056.15	1630.0
2020-04-16 02:20:00	ES	Futures	3056.15	3059.45	3053.96	3058.07	1947.0
2020-04-16 02:25:00	ES	Futures	3058.07	3065.21	3056.98	3062.46	3724.0
2020-04-16 02:30:00	ES	Futures	3062.74	3069.6	3060.27	3068.23	3406.0
2020-04-16 02:35:00	ES	Futures	3068.5	3069.87	3064.93	3068.5	2212.0
2020-04-16 02:40:00	ES	Futures	3068.5	3080.3	3068.5	3075.09	6411.0
2020-04-16 02:45:00	ES	Futures	3074.81	3077.01	3071.52	3072.89	1825.0
2020-04-16 02:50:00	ES	Futures	3072.89	3075.91	3070.42	3075.64	2130.0
2020-04-16 02:55:00	ES	Futures	3075.64	3075.64	3070.97	3073.17	1916.0
2020-04-16 03:00:00	ES	Futures	3073.17	3078.11	3072.07	3073.71	4639.0
2020-04-16 03:05:00	ES	Futures	3073.71	3076.73	3067.95	3067.95	3379.0
2020-04-16 03:10:00	ES	Futures	3067.95	3068.5	3061.91	3063.29	3943.0
2020-04-16 03:15:00	ES	Futures	3063.01	3064.38	3058.62	3062.74	4057.0
2020-04-16 03:20:00	ES	Futures	3063.01	3067.68	3063.01	3066.58	2857.0
2020-04-16 03:25:00	ES	Futures	3066.85	3070.15	3063.29	3069.6	2656.0
2020-04-16 03:30:00	ES	Futures	3069.32	3072.07	3067.4	3067.95	3068.0
2020-04-16 03:35:00	ES	Futures	3067.68	3071.52	3066.03	3069.87	3488.0
2020-04-16 03:40:00	ES	Futures	3069.6	3071.79	3063.01	3066.85	2815.0
2020-04-16 03:45:00	ES	Futures	3067.13	3068.78	3064.11	3067.4	2138.0
2020-04-16 03:50:00	ES	Futures	3067.68	3071.52	3065.21	3069.6	2611.0
2020-04-16 03:55:00	ES	Futures	3069.6	3070.97	3068.23	3070.15	2232.0
2020-04-16 04:00:00	ES	Futures	3069.87	3070.7	3064.38	3066.03	3890.0
2020-04-16 04:05:00	ES	Futures	3066.03	3074.26	3066.03	3070.42	2927.0

> showing 50 of 17,835 rows — these rows as CSV

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