PREVIEW / futures_5min / 2020-04-27

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-27.parquet
  size:    296 KB
  rows:    17,803

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
2020-04-27 00:00:00	ES	Futures	3121.74	3124.76	3121.46	3123.66	1765.0
2020-04-27 00:05:00	ES	Futures	3123.93	3124.76	3123.11	3124.48	531.0
2020-04-27 00:10:00	ES	Futures	3124.76	3124.76	3123.11	3124.21	434.0
2020-04-27 00:15:00	ES	Futures	3124.21	3124.48	3122.83	3123.11	219.0
2020-04-27 00:20:00	ES	Futures	3123.11	3123.93	3122.01	3123.93	446.0
2020-04-27 00:25:00	ES	Futures	3123.93	3124.76	3122.56	3124.21	399.0
2020-04-27 00:30:00	ES	Futures	3124.48	3136.56	3123.93	3132.71	4210.0
2020-04-27 00:35:00	ES	Futures	3132.99	3135.18	3131.89	3132.44	1231.0
2020-04-27 00:40:00	ES	Futures	3132.16	3133.81	3131.89	3132.71	400.0
2020-04-27 00:45:00	ES	Futures	3132.71	3139.3	3132.44	3136.56	1725.0
2020-04-27 00:50:00	ES	Futures	3136.56	3137.38	3135.46	3136.83	550.0
2020-04-27 00:55:00	ES	Futures	3136.83	3139.3	3135.73	3137.65	853.0
2020-04-27 01:00:00	ES	Futures	3137.65	3141.49	3137.1	3137.65	1759.0
2020-04-27 01:05:00	ES	Futures	3137.93	3138.48	3134.91	3137.38	1152.0
2020-04-27 01:10:00	ES	Futures	3136.83	3138.2	3135.46	3136.28	348.0
2020-04-27 01:15:00	ES	Futures	3136.01	3136.01	3133.81	3134.63	743.0
2020-04-27 01:20:00	ES	Futures	3134.63	3137.1	3134.36	3136.83	489.0
2020-04-27 01:25:00	ES	Futures	3136.83	3143.69	3136.01	3141.49	1596.0
2020-04-27 01:30:00	ES	Futures	3141.49	3141.77	3138.75	3139.3	1082.0
2020-04-27 01:35:00	ES	Futures	3139.57	3140.95	3137.1	3139.03	815.0
2020-04-27 01:40:00	ES	Futures	3139.03	3139.85	3137.1	3139.57	876.0
2020-04-27 01:45:00	ES	Futures	3139.3	3144.79	3139.3	3144.24	1236.0
2020-04-27 01:50:00	ES	Futures	3144.24	3144.24	3139.3	3140.12	830.0
2020-04-27 01:55:00	ES	Futures	3140.4	3140.95	3137.93	3138.2	804.0
2020-04-27 02:00:00	ES	Futures	3138.2	3139.85	3131.34	3132.99	2002.0
2020-04-27 02:05:00	ES	Futures	3133.26	3137.1	3130.79	3130.79	2391.0
2020-04-27 02:10:00	ES	Futures	3130.79	3133.26	3128.87	3130.24	1826.0
2020-04-27 02:15:00	ES	Futures	3129.97	3130.79	3126.95	3130.52	1975.0
2020-04-27 02:20:00	ES	Futures	3130.52	3131.89	3128.05	3130.24	1491.0
2020-04-27 02:25:00	ES	Futures	3129.97	3131.89	3125.58	3125.58	1900.0
2020-04-27 02:30:00	ES	Futures	3125.58	3128.32	3125.3	3126.68	1204.0
2020-04-27 02:35:00	ES	Futures	3126.68	3127.5	3122.29	3123.38	1664.0
2020-04-27 02:40:00	ES	Futures	3123.38	3124.48	3121.46	3124.21	1353.0
2020-04-27 02:45:00	ES	Futures	3124.21	3125.3	3121.46	3122.56	1662.0
2020-04-27 02:50:00	ES	Futures	3122.83	3125.03	3121.46	3122.83	1362.0
2020-04-27 02:55:00	ES	Futures	3123.11	3125.03	3120.09	3124.21	2000.0
2020-04-27 03:00:00	ES	Futures	3124.48	3125.85	3120.37	3122.56	3541.0
2020-04-27 03:05:00	ES	Futures	3122.56	3125.3	3119.82	3122.29	2993.0
2020-04-27 03:10:00	ES	Futures	3122.56	3126.13	3121.19	3125.85	2770.0
2020-04-27 03:15:00	ES	Futures	3125.85	3126.68	3121.19	3122.29	3707.0
2020-04-27 03:20:00	ES	Futures	3122.56	3126.4	3122.56	3126.13	3408.0
2020-04-27 03:25:00	ES	Futures	3126.13	3127.23	3122.01	3123.93	2254.0
2020-04-27 03:30:00	ES	Futures	3123.93	3130.24	3123.11	3129.7	2659.0
2020-04-27 03:35:00	ES	Futures	3129.7	3131.07	3128.6	3130.52	2547.0
2020-04-27 03:40:00	ES	Futures	3130.24	3132.16	3128.6	3130.79	2090.0
2020-04-27 03:45:00	ES	Futures	3131.07	3136.56	3131.07	3136.56	3487.0
2020-04-27 03:50:00	ES	Futures	3136.56	3138.2	3133.26	3133.26	3043.0
2020-04-27 03:55:00	ES	Futures	3133.26	3134.91	3132.16	3134.63	1663.0
2020-04-27 04:00:00	ES	Futures	3134.36	3134.36	3128.87	3129.15	2061.0
2020-04-27 04:05:00	ES	Futures	3129.15	3131.34	3127.5	3128.32	1445.0

> showing 50 of 17,803 rows — these rows as CSV

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