PREVIEW / futures_5min / 2020-04-28

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-28.parquet
  size:    318 KB
  rows:    17,819

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
2020-04-28 00:00:00	ES	Futures	3136.01	3136.28	3135.18	3135.18	220.0
2020-04-28 00:05:00	ES	Futures	3135.18	3135.18	3130.79	3131.34	1198.0
2020-04-28 00:10:00	ES	Futures	3131.62	3131.89	3129.42	3131.34	802.0
2020-04-28 00:15:00	ES	Futures	3131.34	3132.44	3130.24	3131.89	377.0
2020-04-28 00:20:00	ES	Futures	3131.89	3132.44	3131.07	3132.16	196.0
2020-04-28 00:25:00	ES	Futures	3132.16	3135.46	3132.16	3135.46	362.0
2020-04-28 00:30:00	ES	Futures	3135.18	3135.46	3133.81	3135.46	519.0
2020-04-28 00:35:00	ES	Futures	3135.46	3137.1	3134.63	3136.01	530.0
2020-04-28 00:40:00	ES	Futures	3136.01	3137.1	3134.91	3135.18	205.0
2020-04-28 00:45:00	ES	Futures	3135.18	3137.1	3135.18	3135.73	169.0
2020-04-28 00:50:00	ES	Futures	3136.01	3137.38	3135.18	3137.1	171.0
2020-04-28 00:55:00	ES	Futures	3137.1	3138.2	3136.56	3137.38	3448.0
2020-04-28 01:00:00	ES	Futures	3137.65	3137.93	3135.46	3137.65	1068.0
2020-04-28 01:05:00	ES	Futures	3137.93	3137.93	3136.83	3137.38	263.0
2020-04-28 01:10:00	ES	Futures	3137.65	3142.87	3137.38	3139.85	1797.0
2020-04-28 01:15:00	ES	Futures	3140.12	3144.51	3139.85	3143.42	590.0
2020-04-28 01:20:00	ES	Futures	3143.42	3145.06	3142.04	3144.79	592.0
2020-04-28 01:25:00	ES	Futures	3144.79	3145.06	3142.32	3143.14	600.0
2020-04-28 01:30:00	ES	Futures	3143.14	3144.24	3141.22	3142.87	439.0
2020-04-28 01:35:00	ES	Futures	3142.59	3145.89	3142.59	3145.61	462.0
2020-04-28 01:40:00	ES	Futures	3145.34	3146.43	3143.69	3144.51	342.0
2020-04-28 01:45:00	ES	Futures	3144.79	3145.61	3142.59	3144.51	414.0
2020-04-28 01:50:00	ES	Futures	3144.79	3145.89	3143.42	3145.61	377.0
2020-04-28 01:55:00	ES	Futures	3145.34	3149.45	3143.69	3144.51	1492.0
2020-04-28 02:00:00	ES	Futures	3144.51	3144.51	3140.12	3142.87	1037.0
2020-04-28 02:05:00	ES	Futures	3143.14	3146.98	3143.14	3145.61	814.0
2020-04-28 02:10:00	ES	Futures	3145.61	3146.71	3144.51	3146.71	697.0
2020-04-28 02:15:00	ES	Futures	3146.71	3149.18	3146.71	3148.08	869.0
2020-04-28 02:20:00	ES	Futures	3148.08	3148.9	3145.61	3146.16	749.0
2020-04-28 02:25:00	ES	Futures	3146.43	3146.98	3143.96	3146.16	654.0
2020-04-28 02:30:00	ES	Futures	3146.43	3146.71	3143.14	3143.42	657.0
2020-04-28 02:35:00	ES	Futures	3143.42	3145.61	3142.59	3145.34	368.0
2020-04-28 02:40:00	ES	Futures	3145.61	3146.98	3144.51	3145.89	453.0
2020-04-28 02:45:00	ES	Futures	3145.89	3146.16	3143.42	3143.96	388.0
2020-04-28 02:50:00	ES	Futures	3143.69	3144.51	3142.59	3143.69	392.0
2020-04-28 02:55:00	ES	Futures	3143.69	3144.24	3142.59	3143.14	449.0
2020-04-28 03:00:00	ES	Futures	3143.14	3145.89	3141.77	3143.42	2143.0
2020-04-28 03:05:00	ES	Futures	3143.69	3146.43	3142.32	3146.43	1309.0
2020-04-28 03:10:00	ES	Futures	3146.43	3148.08	3143.69	3143.69	1574.0
2020-04-28 03:15:00	ES	Futures	3143.69	3146.98	3142.87	3146.71	975.0
2020-04-28 03:20:00	ES	Futures	3146.43	3151.1	3145.89	3150.55	1950.0
2020-04-28 03:25:00	ES	Futures	3150.55	3154.67	3148.36	3148.9	2985.0
2020-04-28 03:30:00	ES	Futures	3148.9	3150.55	3147.53	3149.18	2204.0
2020-04-28 03:35:00	ES	Futures	3148.9	3151.92	3148.63	3151.37	1237.0
2020-04-28 03:40:00	ES	Futures	3151.37	3156.59	3151.1	3155.76	2616.0
2020-04-28 03:45:00	ES	Futures	3156.04	3157.69	3154.67	3155.76	2095.0
2020-04-28 03:50:00	ES	Futures	3155.76	3163.17	3155.76	3161.8	3921.0
2020-04-28 03:55:00	ES	Futures	3161.8	3164.27	3160.98	3161.8	3293.0
2020-04-28 04:00:00	ES	Futures	3161.8	3162.62	3158.23	3158.51	2509.0
2020-04-28 04:05:00	ES	Futures	3158.51	3158.51	3153.84	3153.84	3617.0

> showing 50 of 17,819 rows — these rows as CSV

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