PREVIEW / futures_5min / 2020-04-22

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-22.parquet
  size:    322 KB
  rows:    17,691

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
2020-04-22 00:00:00	ES	Futures	3006.21	3009.23	3003.74	3008.68	1275.0
2020-04-22 00:05:00	ES	Futures	3008.95	3008.95	3005.66	3005.93	1272.0
2020-04-22 00:10:00	ES	Futures	3005.66	3011.15	3005.66	3009.5	715.0
2020-04-22 00:15:00	ES	Futures	3009.5	3011.42	3009.5	3010.6	686.0
2020-04-22 00:20:00	ES	Futures	3010.32	3010.6	3007.03	3010.05	878.0
2020-04-22 00:25:00	ES	Futures	3009.5	3010.32	3006.48	3007.86	930.0
2020-04-22 00:30:00	ES	Futures	3007.86	3008.68	3001.54	3003.74	2486.0
2020-04-22 00:35:00	ES	Futures	3003.74	3003.74	2997.7	2998.53	1413.0
2020-04-22 00:40:00	ES	Futures	2998.25	3001.82	2997.7	3000.72	652.0
2020-04-22 00:45:00	ES	Futures	3000.99	3003.46	2998.8	3001.54	472.0
2020-04-22 00:50:00	ES	Futures	3001.82	3001.82	2995.23	2996.88	895.0
2020-04-22 00:55:00	ES	Futures	2996.88	2999.9	2994.68	2998.8	720.0
2020-04-22 01:00:00	ES	Futures	2999.07	3004.56	2998.25	3003.74	907.0
2020-04-22 01:05:00	ES	Futures	3004.01	3007.03	3002.92	3004.29	1039.0
2020-04-22 01:10:00	ES	Futures	3004.84	3009.23	3003.19	3006.21	1253.0
2020-04-22 01:15:00	ES	Futures	3006.48	3007.31	3003.46	3004.29	679.0
2020-04-22 01:20:00	ES	Futures	3004.56	3005.93	3001.82	3003.19	907.0
2020-04-22 01:25:00	ES	Futures	3003.19	3010.6	3002.64	3009.5	1304.0
2020-04-22 01:30:00	ES	Futures	3009.5	3009.78	3004.84	3007.86	1594.0
2020-04-22 01:35:00	ES	Futures	3008.13	3011.42	3006.48	3011.42	688.0
2020-04-22 01:40:00	ES	Futures	3011.42	3018.28	3011.15	3017.73	2320.0
2020-04-22 01:45:00	ES	Futures	3018.01	3019.66	3015.81	3018.83	1612.0
2020-04-22 01:50:00	ES	Futures	3019.11	3022.67	3018.83	3019.38	1781.0
2020-04-22 01:55:00	ES	Futures	3019.11	3022.12	3018.28	3020.2	2138.0
2020-04-22 02:00:00	ES	Futures	3020.48	3020.48	3012.25	3012.52	2722.0
2020-04-22 02:05:00	ES	Futures	3012.52	3016.64	3011.42	3016.36	1716.0
2020-04-22 02:10:00	ES	Futures	3016.64	3020.75	3014.72	3019.93	1472.0
2020-04-22 02:15:00	ES	Futures	3019.66	3033.65	3019.38	3031.45	5833.0
2020-04-22 02:20:00	ES	Futures	3031.18	3032.0	3026.24	3026.79	2464.0
2020-04-22 02:25:00	ES	Futures	3026.79	3029.81	3024.59	3027.61	1769.0
2020-04-22 02:30:00	ES	Futures	3027.61	3028.71	3025.42	3027.61	1592.0
2020-04-22 02:35:00	ES	Futures	3027.89	3032.0	3027.89	3030.08	1337.0
2020-04-22 02:40:00	ES	Futures	3030.36	3031.18	3027.61	3029.26	1446.0
2020-04-22 02:45:00	ES	Futures	3028.99	3035.3	3026.52	3032.55	1898.0
2020-04-22 02:50:00	ES	Futures	3032.28	3035.02	3030.63	3033.1	1527.0
2020-04-22 02:55:00	ES	Futures	3033.1	3033.1	3025.69	3025.97	1461.0
2020-04-22 03:00:00	ES	Futures	3025.97	3029.81	3022.95	3024.05	3153.0
2020-04-22 03:05:00	ES	Futures	3023.77	3024.87	3020.48	3022.12	2426.0
2020-04-22 03:10:00	ES	Futures	3022.4	3024.05	3019.93	3021.03	2620.0
2020-04-22 03:15:00	ES	Futures	3020.75	3023.22	3017.19	3022.12	2281.0
2020-04-22 03:20:00	ES	Futures	3022.12	3024.05	3021.03	3023.77	1432.0
2020-04-22 03:25:00	ES	Futures	3023.5	3026.79	3021.58	3023.77	2035.0
2020-04-22 03:30:00	ES	Futures	3023.5	3030.63	3022.4	3026.79	2717.0
2020-04-22 03:35:00	ES	Futures	3026.52	3028.16	3018.56	3020.2	2631.0
2020-04-22 03:40:00	ES	Futures	3020.48	3028.99	3020.2	3027.34	2109.0
2020-04-22 03:45:00	ES	Futures	3027.06	3029.81	3025.69	3029.53	1659.0
2020-04-22 03:50:00	ES	Futures	3029.26	3031.18	3025.69	3025.97	1801.0
2020-04-22 03:55:00	ES	Futures	3025.69	3027.06	3023.22	3024.87	1666.0
2020-04-22 04:00:00	ES	Futures	3024.59	3025.69	3021.85	3024.05	2317.0
2020-04-22 04:05:00	ES	Futures	3024.05	3028.71	3023.5	3028.71	2267.0

> showing 50 of 17,691 rows — these rows as CSV

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