PREVIEW / futures_5min / 2020-04-21

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-21.parquet
  size:    336 KB
  rows:    18,055

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
2020-04-21 00:00:00	ES	Futures	3062.19	3070.7	3057.8	3068.5	1685.0
2020-04-21 00:05:00	ES	Futures	3068.5	3068.78	3064.11	3064.11	593.0
2020-04-21 00:10:00	ES	Futures	3064.11	3065.48	3063.56	3064.38	433.0
2020-04-21 00:15:00	ES	Futures	3064.38	3064.38	3058.62	3062.46	994.0
2020-04-21 00:20:00	ES	Futures	3062.19	3067.13	3061.64	3066.58	718.0
2020-04-21 00:25:00	ES	Futures	3066.31	3068.23	3064.93	3067.95	553.0
2020-04-21 00:30:00	ES	Futures	3067.68	3072.07	3066.85	3070.97	1136.0
2020-04-21 00:35:00	ES	Futures	3070.97	3072.34	3067.4	3068.78	857.0
2020-04-21 00:40:00	ES	Futures	3068.78	3069.6	3065.76	3066.03	585.0
2020-04-21 00:45:00	ES	Futures	3066.58	3070.97	3066.58	3069.05	425.0
2020-04-21 00:50:00	ES	Futures	3069.32	3070.7	3066.03	3068.5	461.0
2020-04-21 00:55:00	ES	Futures	3068.23	3068.23	3065.21	3065.48	616.0
2020-04-21 01:00:00	ES	Futures	3065.76	3067.4	3062.74	3065.21	554.0
2020-04-21 01:05:00	ES	Futures	3065.21	3065.21	3061.09	3064.11	734.0
2020-04-21 01:10:00	ES	Futures	3064.11	3068.23	3060.82	3066.85	969.0
2020-04-21 01:15:00	ES	Futures	3067.4	3070.15	3066.31	3069.32	826.0
2020-04-21 01:20:00	ES	Futures	3069.87	3072.34	3068.23	3068.5	683.0
2020-04-21 01:25:00	ES	Futures	3068.5	3069.05	3064.11	3065.21	705.0
2020-04-21 01:30:00	ES	Futures	3065.21	3069.87	3063.01	3069.05	983.0
2020-04-21 01:35:00	ES	Futures	3069.05	3069.32	3061.37	3062.46	1068.0
2020-04-21 01:40:00	ES	Futures	3063.01	3064.66	3061.09	3061.91	875.0
2020-04-21 01:45:00	ES	Futures	3062.19	3063.29	3057.8	3059.72	1005.0
2020-04-21 01:50:00	ES	Futures	3059.45	3064.38	3059.17	3064.11	606.0
2020-04-21 01:55:00	ES	Futures	3064.38	3065.21	3062.46	3062.46	579.0
2020-04-21 02:00:00	ES	Futures	3062.46	3072.34	3062.46	3069.05	1855.0
2020-04-21 02:05:00	ES	Futures	3069.32	3072.07	3067.95	3067.95	1298.0
2020-04-21 02:10:00	ES	Futures	3067.68	3071.79	3067.68	3069.87	1350.0
2020-04-21 02:15:00	ES	Futures	3069.6	3076.73	3069.6	3076.46	2968.0
2020-04-21 02:20:00	ES	Futures	3076.46	3078.38	3075.36	3077.56	1655.0
2020-04-21 02:25:00	ES	Futures	3077.56	3078.65	3073.99	3076.73	1641.0
2020-04-21 02:30:00	ES	Futures	3076.73	3077.83	3074.26	3074.81	1478.0
2020-04-21 02:35:00	ES	Futures	3074.81	3075.36	3072.34	3072.62	1092.0
2020-04-21 02:40:00	ES	Futures	3072.34	3073.44	3069.32	3072.34	1234.0
2020-04-21 02:45:00	ES	Futures	3072.07	3073.44	3068.5	3068.5	1336.0
2020-04-21 02:50:00	ES	Futures	3068.5	3072.89	3067.68	3070.97	1644.0
2020-04-21 02:55:00	ES	Futures	3070.97	3075.36	3070.15	3074.26	1329.0
2020-04-21 03:00:00	ES	Futures	3073.99	3081.67	3073.17	3079.75	3995.0
2020-04-21 03:05:00	ES	Futures	3079.75	3081.95	3075.91	3076.18	2204.0
2020-04-21 03:10:00	ES	Futures	3076.46	3078.11	3072.07	3073.17	2282.0
2020-04-21 03:15:00	ES	Futures	3073.17	3077.01	3068.23	3069.6	2283.0
2020-04-21 03:20:00	ES	Futures	3069.6	3070.42	3063.29	3064.11	2828.0
2020-04-21 03:25:00	ES	Futures	3063.84	3068.78	3062.46	3063.29	2853.0
2020-04-21 03:30:00	ES	Futures	3063.56	3068.5	3063.01	3064.11	1935.0
2020-04-21 03:35:00	ES	Futures	3064.11	3067.68	3060.27	3060.82	2924.0
2020-04-21 03:40:00	ES	Futures	3060.82	3062.19	3058.07	3059.99	2491.0
2020-04-21 03:45:00	ES	Futures	3060.27	3060.27	3054.78	3059.45	2908.0
2020-04-21 03:50:00	ES	Futures	3059.17	3063.29	3058.62	3061.64	1798.0
2020-04-21 03:55:00	ES	Futures	3061.64	3063.84	3059.72	3060.27	1600.0
2020-04-21 04:00:00	ES	Futures	3060.27	3067.68	3059.45	3065.76	1920.0
2020-04-21 04:05:00	ES	Futures	3065.76	3071.24	3065.21	3070.42	2464.0

> showing 50 of 18,055 rows — these rows as CSV

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