PREVIEW / futures_5min / 2020-04-24

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-24.parquet
  size:    267 KB
  rows:    14,157

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
2020-04-24 00:00:00	ES	Futures	3036.12	3039.96	3036.12	3038.32	648.0
2020-04-24 00:05:00	ES	Futures	3038.59	3040.78	3037.77	3040.24	540.0
2020-04-24 00:10:00	ES	Futures	3039.96	3040.24	3038.86	3039.41	333.0
2020-04-24 00:15:00	ES	Futures	3039.41	3039.41	3038.04	3039.14	191.0
2020-04-24 00:20:00	ES	Futures	3038.86	3039.96	3037.22	3038.86	438.0
2020-04-24 00:25:00	ES	Futures	3038.59	3039.41	3037.77	3039.14	216.0
2020-04-24 00:30:00	ES	Futures	3038.86	3039.69	3037.49	3038.04	227.0
2020-04-24 00:35:00	ES	Futures	3038.32	3038.59	3036.39	3036.94	178.0
2020-04-24 00:40:00	ES	Futures	3036.67	3037.22	3032.83	3033.92	602.0
2020-04-24 00:45:00	ES	Futures	3033.65	3035.3	3032.83	3035.02	339.0
2020-04-24 00:50:00	ES	Futures	3035.3	3035.57	3033.65	3034.47	244.0
2020-04-24 00:55:00	ES	Futures	3034.2	3035.02	3033.65	3033.92	174.0
2020-04-24 01:00:00	ES	Futures	3034.2	3034.2	3030.08	3031.45	1034.0
2020-04-24 01:05:00	ES	Futures	3031.45	3031.45	3024.32	3026.24	1546.0
2020-04-24 01:10:00	ES	Futures	3026.24	3030.36	3025.69	3029.81	963.0
2020-04-24 01:15:00	ES	Futures	3029.81	3033.1	3029.53	3032.0	886.0
2020-04-24 01:20:00	ES	Futures	3032.28	3033.1	3031.18	3032.0	461.0
2020-04-24 01:25:00	ES	Futures	3032.0	3034.47	3030.08	3034.2	702.0
2020-04-24 01:30:00	ES	Futures	3034.2	3035.85	3033.1	3033.92	663.0
2020-04-24 01:35:00	ES	Futures	3033.92	3037.49	3033.1	3035.85	588.0
2020-04-24 01:40:00	ES	Futures	3036.12	3038.04	3035.02	3037.77	653.0
2020-04-24 01:45:00	ES	Futures	3037.77	3038.86	3034.47	3035.02	569.0
2020-04-24 01:50:00	ES	Futures	3034.75	3037.49	3033.92	3035.57	627.0
2020-04-24 01:55:00	ES	Futures	3035.85	3035.85	3032.28	3034.2	431.0
2020-04-24 02:00:00	ES	Futures	3034.47	3036.39	3030.63	3031.18	1525.0
2020-04-24 02:05:00	ES	Futures	3031.18	3032.28	3028.71	3031.73	1729.0
2020-04-24 02:10:00	ES	Futures	3032.0	3036.12	3029.53	3035.57	1629.0
2020-04-24 02:15:00	ES	Futures	3035.3	3041.33	3035.3	3039.69	1962.0
2020-04-24 02:20:00	ES	Futures	3039.96	3042.43	3038.04	3038.59	1685.0
2020-04-24 02:25:00	ES	Futures	3038.86	3039.96	3036.39	3036.67	992.0
2020-04-24 02:30:00	ES	Futures	3036.39	3039.14	3035.02	3037.22	1246.0
2020-04-24 02:35:00	ES	Futures	3037.22	3038.32	3035.02	3037.22	1084.0
2020-04-24 02:40:00	ES	Futures	3037.22	3039.69	3035.3	3039.14	824.0
2020-04-24 02:45:00	ES	Futures	3039.41	3041.33	3038.59	3039.41	1167.0
2020-04-24 02:50:00	ES	Futures	3039.41	3048.19	3038.86	3046.27	2527.0
2020-04-24 02:55:00	ES	Futures	3046.0	3049.02	3044.9	3049.02	1942.0
2020-04-24 03:00:00	ES	Futures	3049.02	3049.57	3039.96	3043.53	4824.0
2020-04-24 03:05:00	ES	Futures	3043.25	3051.21	3043.25	3045.18	4010.0
2020-04-24 03:10:00	ES	Futures	3045.18	3049.84	3042.98	3046.55	2565.0
2020-04-24 03:15:00	ES	Futures	3046.55	3049.29	3044.9	3044.9	1489.0
2020-04-24 03:20:00	ES	Futures	3045.18	3049.02	3044.08	3047.92	2013.0
2020-04-24 03:25:00	ES	Futures	3047.92	3048.74	3042.43	3043.25	1992.0
2020-04-24 03:30:00	ES	Futures	3043.53	3046.0	3041.88	3044.9	1923.0
2020-04-24 03:35:00	ES	Futures	3044.63	3048.74	3043.8	3047.65	1800.0
2020-04-24 03:40:00	ES	Futures	3047.65	3049.29	3046.55	3049.02	1207.0
2020-04-24 03:45:00	ES	Futures	3049.02	3050.66	3046.0	3046.82	2154.0
2020-04-24 03:50:00	ES	Futures	3046.82	3049.02	3045.45	3048.74	1491.0
2020-04-24 03:55:00	ES	Futures	3048.74	3049.29	3046.55	3048.74	1189.0
2020-04-24 04:00:00	ES	Futures	3049.02	3049.29	3042.71	3043.53	1743.0
2020-04-24 04:05:00	ES	Futures	3043.53	3046.82	3043.53	3046.55	1439.0

> showing 50 of 14,157 rows — these rows as CSV

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