PREVIEW / futures_5min / 2020-04-20

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-20.parquet
  size:    317 KB
  rows:    17,659

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
2020-04-20 00:00:00	ES	Futures	3151.65	3151.92	3150.28	3150.55	414.0
2020-04-20 00:05:00	ES	Futures	3150.55	3154.67	3150.28	3153.84	948.0
2020-04-20 00:10:00	ES	Futures	3153.84	3154.67	3151.1	3152.75	809.0
2020-04-20 00:15:00	ES	Futures	3152.75	3153.57	3149.18	3149.73	442.0
2020-04-20 00:20:00	ES	Futures	3149.73	3151.92	3148.9	3150.55	561.0
2020-04-20 00:25:00	ES	Futures	3150.28	3150.28	3148.08	3149.18	386.0
2020-04-20 00:30:00	ES	Futures	3149.45	3153.02	3149.45	3152.2	441.0
2020-04-20 00:35:00	ES	Futures	3152.2	3153.02	3150.28	3150.55	238.0
2020-04-20 00:40:00	ES	Futures	3150.55	3150.55	3146.71	3147.26	501.0
2020-04-20 00:45:00	ES	Futures	3147.26	3148.63	3145.06	3146.71	630.0
2020-04-20 00:50:00	ES	Futures	3146.71	3148.08	3144.79	3146.98	633.0
2020-04-20 00:55:00	ES	Futures	3146.71	3147.81	3146.16	3147.53	239.0
2020-04-20 01:00:00	ES	Futures	3147.26	3148.36	3145.06	3145.06	532.0
2020-04-20 01:05:00	ES	Futures	3145.34	3145.61	3142.59	3142.59	767.0
2020-04-20 01:10:00	ES	Futures	3142.59	3144.51	3139.3	3140.12	1085.0
2020-04-20 01:15:00	ES	Futures	3139.85	3142.04	3138.48	3141.22	827.0
2020-04-20 01:20:00	ES	Futures	3141.22	3143.14	3140.12	3140.67	625.0
2020-04-20 01:25:00	ES	Futures	3140.95	3142.04	3140.4	3142.04	312.0
2020-04-20 01:30:00	ES	Futures	3142.04	3144.79	3140.4	3141.22	707.0
2020-04-20 01:35:00	ES	Futures	3141.49	3142.59	3135.18	3136.56	936.0
2020-04-20 01:40:00	ES	Futures	3136.28	3139.57	3135.46	3136.83	756.0
2020-04-20 01:45:00	ES	Futures	3137.1	3138.48	3134.63	3137.93	1050.0
2020-04-20 01:50:00	ES	Futures	3137.65	3139.3	3131.62	3133.81	1188.0
2020-04-20 01:55:00	ES	Futures	3133.81	3138.2	3132.71	3133.81	1144.0
2020-04-20 02:00:00	ES	Futures	3133.81	3136.83	3129.7	3130.24	2268.0
2020-04-20 02:05:00	ES	Futures	3130.24	3133.26	3128.6	3132.99	1513.0
2020-04-20 02:10:00	ES	Futures	3132.99	3135.46	3131.89	3132.71	1334.0
2020-04-20 02:15:00	ES	Futures	3132.71	3136.01	3132.44	3135.73	1028.0
2020-04-20 02:20:00	ES	Futures	3135.46	3137.65	3132.99	3137.38	973.0
2020-04-20 02:25:00	ES	Futures	3137.1	3137.93	3134.36	3137.93	937.0
2020-04-20 02:30:00	ES	Futures	3137.93	3138.48	3132.16	3133.26	1241.0
2020-04-20 02:35:00	ES	Futures	3133.26	3136.56	3132.71	3135.73	894.0
2020-04-20 02:40:00	ES	Futures	3135.73	3136.56	3133.26	3133.81	684.0
2020-04-20 02:45:00	ES	Futures	3133.81	3137.93	3133.26	3137.38	709.0
2020-04-20 02:50:00	ES	Futures	3137.38	3138.48	3134.36	3136.56	784.0
2020-04-20 02:55:00	ES	Futures	3136.56	3139.3	3135.73	3138.48	914.0
2020-04-20 03:00:00	ES	Futures	3138.75	3139.57	3128.32	3130.52	3828.0
2020-04-20 03:05:00	ES	Futures	3130.52	3132.71	3128.32	3129.7	2663.0
2020-04-20 03:10:00	ES	Futures	3129.42	3131.89	3123.93	3125.03	2923.0
2020-04-20 03:15:00	ES	Futures	3125.58	3126.68	3121.19	3121.74	2310.0
2020-04-20 03:20:00	ES	Futures	3121.74	3125.03	3118.72	3123.93	3075.0
2020-04-20 03:25:00	ES	Futures	3124.21	3127.23	3124.21	3124.21	1765.0
2020-04-20 03:30:00	ES	Futures	3124.48	3130.79	3123.93	3129.15	2039.0
2020-04-20 03:35:00	ES	Futures	3128.87	3129.42	3126.13	3126.4	1765.0
2020-04-20 03:40:00	ES	Futures	3126.4	3129.42	3125.85	3127.5	1401.0
2020-04-20 03:45:00	ES	Futures	3127.77	3128.87	3125.3	3126.68	1503.0
2020-04-20 03:50:00	ES	Futures	3126.68	3134.36	3126.13	3133.54	2582.0
2020-04-20 03:55:00	ES	Futures	3133.54	3134.36	3130.79	3134.36	1435.0
2020-04-20 04:00:00	ES	Futures	3134.09	3134.09	3130.24	3130.79	1318.0
2020-04-20 04:05:00	ES	Futures	3130.79	3132.99	3128.32	3130.52	1372.0

> showing 50 of 17,659 rows — these rows as CSV

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