PREVIEW / futures_5min / 2020-04-30

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-04-30.parquet
  size:    351 KB
  rows:    18,123

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
2020-04-30 00:00:00	ES	Futures	3245.5	3246.05	3243.03	3245.5	687.0
2020-04-30 00:05:00	ES	Futures	3245.5	3246.05	3243.58	3246.05	623.0
2020-04-30 00:10:00	ES	Futures	3246.32	3246.87	3245.22	3246.6	571.0
2020-04-30 00:15:00	ES	Futures	3246.6	3247.42	3243.58	3244.13	652.0
2020-04-30 00:20:00	ES	Futures	3244.13	3246.87	3243.58	3244.95	521.0
2020-04-30 00:25:00	ES	Futures	3244.67	3254.55	3244.4	3253.73	3036.0
2020-04-30 00:30:00	ES	Futures	3253.73	3254.28	3250.44	3253.18	3140.0
2020-04-30 00:35:00	ES	Futures	3253.46	3254.55	3250.44	3250.44	1054.0
2020-04-30 00:40:00	ES	Futures	3250.44	3251.81	3250.16	3251.26	1297.0
2020-04-30 00:45:00	ES	Futures	3250.99	3251.81	3249.34	3250.71	647.0
2020-04-30 00:50:00	ES	Futures	3250.71	3250.99	3247.42	3249.61	2187.0
2020-04-30 00:55:00	ES	Futures	3249.61	3250.71	3248.52	3250.16	4261.0
2020-04-30 01:00:00	ES	Futures	3250.16	3250.99	3249.34	3249.89	1968.0
2020-04-30 01:05:00	ES	Futures	3250.16	3251.26	3248.24	3250.44	1781.0
2020-04-30 01:10:00	ES	Futures	3250.71	3251.26	3249.89	3250.99	1696.0
2020-04-30 01:15:00	ES	Futures	3250.99	3250.99	3247.97	3249.07	1287.0
2020-04-30 01:20:00	ES	Futures	3248.79	3250.16	3248.24	3248.79	1311.0
2020-04-30 01:25:00	ES	Futures	3248.79	3248.79	3245.22	3246.05	1382.0
2020-04-30 01:30:00	ES	Futures	3246.05	3248.79	3245.22	3245.77	6186.0
2020-04-30 01:35:00	ES	Futures	3245.77	3248.79	3245.22	3248.52	1075.0
2020-04-30 01:40:00	ES	Futures	3248.24	3249.07	3247.42	3248.24	2700.0
2020-04-30 01:45:00	ES	Futures	3247.97	3248.52	3246.32	3247.14	895.0
2020-04-30 01:50:00	ES	Futures	3247.14	3248.24	3245.77	3246.32	1836.0
2020-04-30 01:55:00	ES	Futures	3246.6	3251.54	3244.13	3244.67	2680.0
2020-04-30 02:00:00	ES	Futures	3244.67	3244.95	3238.09	3241.93	3508.0
2020-04-30 02:05:00	ES	Futures	3241.93	3243.03	3235.89	3236.72	2428.0
2020-04-30 02:10:00	ES	Futures	3236.44	3240.83	3235.34	3236.17	2022.0
2020-04-30 02:15:00	ES	Futures	3236.17	3238.64	3235.34	3238.09	1794.0
2020-04-30 02:20:00	ES	Futures	3238.09	3239.74	3236.17	3239.19	1339.0
2020-04-30 02:25:00	ES	Futures	3239.19	3240.28	3236.99	3239.46	1411.0
2020-04-30 02:30:00	ES	Futures	3239.74	3240.83	3236.44	3237.27	1222.0
2020-04-30 02:35:00	ES	Futures	3237.27	3240.01	3236.17	3237.27	1356.0
2020-04-30 02:40:00	ES	Futures	3237.27	3240.28	3236.72	3239.46	889.0
2020-04-30 02:45:00	ES	Futures	3239.74	3241.93	3236.72	3240.83	1607.0
2020-04-30 02:50:00	ES	Futures	3241.11	3243.3	3239.74	3241.11	1153.0
2020-04-30 02:55:00	ES	Futures	3241.11	3245.77	3240.83	3244.4	1786.0
2020-04-30 03:00:00	ES	Futures	3244.13	3244.4	3235.07	3237.54	4738.0
2020-04-30 03:05:00	ES	Futures	3237.54	3244.4	3237.54	3238.64	3072.0
2020-04-30 03:10:00	ES	Futures	3238.64	3240.28	3236.17	3239.46	1982.0
2020-04-30 03:15:00	ES	Futures	3239.46	3241.38	3231.5	3233.15	3755.0
2020-04-30 03:20:00	ES	Futures	3233.15	3234.25	3228.76	3231.78	2970.0
2020-04-30 03:25:00	ES	Futures	3231.78	3232.05	3228.76	3228.76	2142.0
2020-04-30 03:30:00	ES	Futures	3228.76	3232.33	3228.48	3230.95	2541.0
2020-04-30 03:35:00	ES	Futures	3231.23	3231.78	3228.21	3229.58	2089.0
2020-04-30 03:40:00	ES	Futures	3229.58	3233.42	3227.11	3232.33	3814.0
2020-04-30 03:45:00	ES	Futures	3232.33	3235.34	3231.5	3234.25	2214.0
2020-04-30 03:50:00	ES	Futures	3234.25	3235.62	3229.03	3230.68	3193.0
2020-04-30 03:55:00	ES	Futures	3230.68	3230.68	3226.01	3228.48	3154.0
2020-04-30 04:00:00	ES	Futures	3228.48	3230.95	3226.84	3229.58	2210.0
2020-04-30 04:05:00	ES	Futures	3229.58	3230.13	3227.66	3229.58	2150.0

> showing 50 of 18,123 rows — these rows as CSV

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