PREVIEW / futures_5min / 2020-04-19

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-19.parquet
  size:    71 KB
  rows:    3,407

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
2020-04-19 18:00:00	ES	Futures	3140.95	3141.22	3129.42	3129.7	7606.0
2020-04-19 18:05:00	ES	Futures	3129.42	3135.46	3128.6	3133.81	2635.0
2020-04-19 18:10:00	ES	Futures	3133.54	3135.46	3128.87	3130.24	2164.0
2020-04-19 18:15:00	ES	Futures	3129.7	3130.52	3126.68	3127.23	1526.0
2020-04-19 18:20:00	ES	Futures	3127.5	3128.32	3119.54	3120.91	3040.0
2020-04-19 18:25:00	ES	Futures	3120.91	3126.4	3120.09	3125.85	1891.0
2020-04-19 18:30:00	ES	Futures	3125.58	3128.05	3123.11	3125.58	1576.0
2020-04-19 18:35:00	ES	Futures	3125.3	3126.95	3121.19	3122.56	1547.0
2020-04-19 18:40:00	ES	Futures	3122.56	3124.21	3120.91	3122.29	1180.0
2020-04-19 18:45:00	ES	Futures	3122.29	3125.03	3122.29	3124.48	864.0
2020-04-19 18:50:00	ES	Futures	3124.48	3127.5	3124.21	3127.23	732.0
2020-04-19 18:55:00	ES	Futures	3126.95	3128.05	3125.03	3127.5	821.0
2020-04-19 19:00:00	ES	Futures	3127.5	3128.87	3123.66	3124.48	1153.0
2020-04-19 19:05:00	ES	Futures	3124.48	3128.05	3123.38	3127.5	3225.0
2020-04-19 19:10:00	ES	Futures	3127.77	3129.97	3127.23	3129.42	1439.0
2020-04-19 19:15:00	ES	Futures	3129.7	3130.52	3128.32	3129.97	961.0
2020-04-19 19:20:00	ES	Futures	3129.97	3131.62	3129.97	3131.34	1014.0
2020-04-19 19:25:00	ES	Futures	3131.34	3131.62	3130.24	3131.07	1085.0
2020-04-19 19:30:00	ES	Futures	3131.34	3132.16	3129.42	3131.07	1499.0
2020-04-19 19:35:00	ES	Futures	3131.07	3131.34	3127.77	3129.42	882.0
2020-04-19 19:40:00	ES	Futures	3129.42	3129.7	3126.4	3128.32	881.0
2020-04-19 19:45:00	ES	Futures	3128.32	3130.79	3128.32	3130.24	666.0
2020-04-19 19:50:00	ES	Futures	3130.24	3130.24	3124.76	3125.03	1083.0
2020-04-19 19:55:00	ES	Futures	3125.03	3127.23	3124.76	3126.4	637.0
2020-04-19 20:00:00	ES	Futures	3126.68	3131.34	3126.68	3128.05	1902.0
2020-04-19 20:05:00	ES	Futures	3128.32	3130.79	3126.95	3130.52	1144.0
2020-04-19 20:10:00	ES	Futures	3130.24	3132.71	3129.42	3132.71	1145.0
2020-04-19 20:15:00	ES	Futures	3132.44	3137.38	3131.34	3135.46	2232.0
2020-04-19 20:20:00	ES	Futures	3135.73	3136.83	3132.99	3134.91	1335.0
2020-04-19 20:25:00	ES	Futures	3134.91	3137.1	3133.81	3136.83	961.0
2020-04-19 20:30:00	ES	Futures	3137.1	3146.16	3136.83	3145.61	3493.0
2020-04-19 20:35:00	ES	Futures	3145.61	3149.73	3145.61	3148.63	2170.0
2020-04-19 20:40:00	ES	Futures	3148.36	3148.63	3144.79	3145.61	1344.0
2020-04-19 20:45:00	ES	Futures	3145.61	3156.31	3145.06	3152.47	4145.0
2020-04-19 20:50:00	ES	Futures	3152.47	3152.47	3147.81	3149.45	1941.0
2020-04-19 20:55:00	ES	Futures	3149.45	3151.37	3148.08	3149.45	1439.0
2020-04-19 21:00:00	ES	Futures	3149.45	3149.73	3143.14	3143.96	2179.0
2020-04-19 21:05:00	ES	Futures	3143.96	3144.24	3138.48	3140.67	3029.0
2020-04-19 21:10:00	ES	Futures	3140.4	3140.95	3136.56	3140.12	2326.0
2020-04-19 21:15:00	ES	Futures	3140.12	3140.12	3135.18	3138.2	2217.0
2020-04-19 21:20:00	ES	Futures	3138.48	3139.57	3134.91	3136.01	2236.0
2020-04-19 21:25:00	ES	Futures	3136.01	3137.1	3134.36	3134.36	1461.0
2020-04-19 21:30:00	ES	Futures	3134.63	3135.46	3131.07	3131.89	1744.0
2020-04-19 21:35:00	ES	Futures	3131.89	3132.16	3128.32	3131.07	2420.0
2020-04-19 21:40:00	ES	Futures	3130.79	3131.34	3126.68	3129.7	4483.0
2020-04-19 21:45:00	ES	Futures	3129.42	3136.56	3129.42	3135.18	2245.0
2020-04-19 21:50:00	ES	Futures	3134.91	3137.1	3133.81	3136.83	755.0
2020-04-19 21:55:00	ES	Futures	3136.83	3137.65	3135.73	3137.38	687.0
2020-04-19 22:00:00	ES	Futures	3137.38	3140.95	3137.38	3139.03	1741.0
2020-04-19 22:05:00	ES	Futures	3139.3	3140.67	3137.1	3137.93	652.0

> showing 50 of 3,407 rows — these rows as CSV

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