PREVIEW / futures_5min / 2020-04-17

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-17.parquet
  size:    265 KB
  rows:    14,492

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
2020-04-17 00:00:00	ES	Futures	3156.31	3157.14	3154.67	3155.76	541.0
2020-04-17 00:05:00	ES	Futures	3155.76	3157.41	3155.49	3156.86	395.0
2020-04-17 00:10:00	ES	Futures	3157.14	3158.51	3155.49	3157.41	639.0
2020-04-17 00:15:00	ES	Futures	3157.41	3159.33	3156.31	3158.78	558.0
2020-04-17 00:20:00	ES	Futures	3158.51	3159.88	3155.76	3156.59	1087.0
2020-04-17 00:25:00	ES	Futures	3156.86	3157.96	3154.12	3157.96	727.0
2020-04-17 00:30:00	ES	Futures	3157.96	3159.88	3157.14	3158.23	986.0
2020-04-17 00:35:00	ES	Futures	3158.23	3159.33	3156.86	3159.06	524.0
2020-04-17 00:40:00	ES	Futures	3159.33	3161.8	3157.69	3158.23	791.0
2020-04-17 00:45:00	ES	Futures	3158.23	3158.51	3155.49	3156.31	671.0
2020-04-17 00:50:00	ES	Futures	3156.59	3157.14	3153.57	3155.49	653.0
2020-04-17 00:55:00	ES	Futures	3155.22	3157.14	3153.29	3156.04	438.0
2020-04-17 01:00:00	ES	Futures	3156.31	3159.06	3156.31	3157.14	668.0
2020-04-17 01:05:00	ES	Futures	3157.41	3160.98	3157.14	3160.16	891.0
2020-04-17 01:10:00	ES	Futures	3160.16	3161.53	3158.51	3159.61	623.0
2020-04-17 01:15:00	ES	Futures	3159.88	3160.98	3159.33	3160.7	636.0
2020-04-17 01:20:00	ES	Futures	3160.43	3162.62	3159.88	3160.16	1553.0
2020-04-17 01:25:00	ES	Futures	3160.43	3164.55	3160.43	3164.27	2025.0
2020-04-17 01:30:00	ES	Futures	3164.55	3165.64	3163.72	3165.37	1524.0
2020-04-17 01:35:00	ES	Futures	3165.09	3165.64	3160.43	3162.35	1136.0
2020-04-17 01:40:00	ES	Futures	3162.35	3163.45	3160.16	3162.62	608.0
2020-04-17 01:45:00	ES	Futures	3162.35	3163.17	3160.98	3162.62	587.0
2020-04-17 01:50:00	ES	Futures	3162.9	3163.45	3158.23	3158.78	1547.0
2020-04-17 01:55:00	ES	Futures	3158.78	3160.16	3155.22	3157.69	3051.0
2020-04-17 02:00:00	ES	Futures	3157.96	3159.33	3150.55	3151.92	4734.0
2020-04-17 02:05:00	ES	Futures	3151.65	3153.84	3145.34	3145.61	2782.0
2020-04-17 02:10:00	ES	Futures	3145.89	3149.73	3144.79	3145.61	1804.0
2020-04-17 02:15:00	ES	Futures	3145.61	3147.81	3144.79	3145.61	1712.0
2020-04-17 02:20:00	ES	Futures	3145.61	3150.55	3145.06	3149.73	2189.0
2020-04-17 02:25:00	ES	Futures	3149.73	3150.28	3142.59	3144.24	2889.0
2020-04-17 02:30:00	ES	Futures	3143.96	3144.79	3142.59	3143.69	2039.0
2020-04-17 02:35:00	ES	Futures	3143.69	3144.51	3139.85	3143.69	2616.0
2020-04-17 02:40:00	ES	Futures	3143.69	3147.26	3143.14	3146.98	3072.0
2020-04-17 02:45:00	ES	Futures	3146.71	3148.08	3143.69	3147.81	2222.0
2020-04-17 02:50:00	ES	Futures	3148.08	3149.18	3145.89	3146.16	1475.0
2020-04-17 02:55:00	ES	Futures	3145.89	3149.18	3145.34	3147.26	1892.0
2020-04-17 03:00:00	ES	Futures	3147.26	3148.63	3141.49	3143.69	3796.0
2020-04-17 03:05:00	ES	Futures	3143.96	3145.06	3140.67	3141.49	3017.0
2020-04-17 03:10:00	ES	Futures	3141.22	3143.42	3139.3	3141.49	4212.0
2020-04-17 03:15:00	ES	Futures	3141.77	3149.18	3141.22	3147.53	4721.0
2020-04-17 03:20:00	ES	Futures	3147.53	3151.37	3146.16	3150.83	3425.0
2020-04-17 03:25:00	ES	Futures	3150.55	3155.22	3149.73	3154.67	3599.0
2020-04-17 03:30:00	ES	Futures	3154.67	3155.49	3145.89	3146.16	3760.0
2020-04-17 03:35:00	ES	Futures	3146.16	3146.98	3141.49	3143.42	3612.0
2020-04-17 03:40:00	ES	Futures	3143.42	3144.51	3132.16	3133.81	4640.0
2020-04-17 03:45:00	ES	Futures	3133.81	3136.28	3128.32	3132.44	5547.0
2020-04-17 03:50:00	ES	Futures	3132.44	3138.2	3131.07	3136.56	2789.0
2020-04-17 03:55:00	ES	Futures	3136.56	3140.12	3134.09	3138.2	3058.0
2020-04-17 04:00:00	ES	Futures	3138.2	3143.14	3137.1	3141.77	3703.0
2020-04-17 04:05:00	ES	Futures	3141.77	3152.47	3140.67	3152.47	4617.0

> showing 50 of 14,492 rows — these rows as CSV

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