PREVIEW / futures_5min / 2020-05-01

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-01.parquet
  size:    220 KB
  rows:    11,812

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
2020-05-01 00:00:00	ES	Futures	3139.85	3141.77	3139.3	3140.95	379.0
2020-05-01 00:05:00	ES	Futures	3140.67	3143.69	3139.85	3143.14	397.0
2020-05-01 00:10:00	ES	Futures	3143.14	3143.69	3139.57	3140.4	657.0
2020-05-01 00:15:00	ES	Futures	3140.4	3143.42	3139.57	3143.14	588.0
2020-05-01 00:20:00	ES	Futures	3143.42	3144.51	3142.59	3143.96	481.0
2020-05-01 00:25:00	ES	Futures	3143.69	3146.71	3143.14	3146.43	659.0
2020-05-01 00:30:00	ES	Futures	3146.16	3146.71	3144.24	3145.34	626.0
2020-05-01 00:35:00	ES	Futures	3145.34	3146.71	3143.96	3145.61	404.0
2020-05-01 00:40:00	ES	Futures	3145.61	3145.89	3143.42	3144.51	469.0
2020-05-01 00:45:00	ES	Futures	3144.51	3146.16	3144.24	3146.16	244.0
2020-05-01 00:50:00	ES	Futures	3145.89	3145.89	3142.32	3143.14	399.0
2020-05-01 00:55:00	ES	Futures	3143.14	3145.34	3142.32	3144.24	349.0
2020-05-01 01:00:00	ES	Futures	3144.24	3144.51	3142.04	3142.59	447.0
2020-05-01 01:05:00	ES	Futures	3142.32	3143.42	3141.49	3141.77	286.0
2020-05-01 01:10:00	ES	Futures	3142.04	3142.32	3140.12	3142.04	412.0
2020-05-01 01:15:00	ES	Futures	3142.04	3143.14	3140.4	3142.32	408.0
2020-05-01 01:20:00	ES	Futures	3142.32	3145.34	3141.77	3143.96	505.0
2020-05-01 01:25:00	ES	Futures	3144.24	3145.89	3143.69	3145.06	350.0
2020-05-01 01:30:00	ES	Futures	3145.34	3145.61	3141.49	3142.32	519.0
2020-05-01 01:35:00	ES	Futures	3142.32	3142.32	3135.46	3137.65	1216.0
2020-05-01 01:40:00	ES	Futures	3137.38	3138.48	3132.44	3134.91	1626.0
2020-05-01 01:45:00	ES	Futures	3134.91	3136.28	3133.81	3135.18	990.0
2020-05-01 01:50:00	ES	Futures	3134.91	3137.93	3134.36	3137.93	802.0
2020-05-01 01:55:00	ES	Futures	3137.38	3140.95	3137.38	3140.67	1290.0
2020-05-01 02:00:00	ES	Futures	3140.95	3140.95	3134.09	3134.36	2048.0
2020-05-01 02:05:00	ES	Futures	3134.36	3134.36	3128.6	3133.26	3252.0
2020-05-01 02:10:00	ES	Futures	3132.99	3135.18	3131.34	3132.71	1205.0
2020-05-01 02:15:00	ES	Futures	3132.71	3134.09	3130.24	3130.24	1245.0
2020-05-01 02:20:00	ES	Futures	3130.24	3130.52	3128.32	3129.7	1911.0
2020-05-01 02:25:00	ES	Futures	3129.7	3130.79	3128.32	3129.42	1212.0
2020-05-01 02:30:00	ES	Futures	3129.15	3132.16	3128.32	3131.89	944.0
2020-05-01 02:35:00	ES	Futures	3131.89	3132.16	3129.42	3130.24	588.0
2020-05-01 02:40:00	ES	Futures	3130.52	3131.07	3124.48	3124.76	2791.0
2020-05-01 02:45:00	ES	Futures	3125.03	3125.58	3120.64	3120.64	2551.0
2020-05-01 02:50:00	ES	Futures	3120.91	3121.74	3116.8	3117.35	2496.0
2020-05-01 02:55:00	ES	Futures	3117.35	3118.17	3113.5	3117.35	2424.0
2020-05-01 03:00:00	ES	Futures	3117.62	3122.01	3117.35	3117.9	2415.0
2020-05-01 03:05:00	ES	Futures	3118.17	3122.29	3118.17	3122.01	1004.0
2020-05-01 03:10:00	ES	Futures	3121.74	3123.38	3118.44	3119.27	1685.0
2020-05-01 03:15:00	ES	Futures	3119.27	3121.46	3112.41	3114.88	4175.0
2020-05-01 03:20:00	ES	Futures	3114.88	3117.07	3111.04	3113.23	2782.0
2020-05-01 03:25:00	ES	Futures	3112.96	3114.88	3111.31	3113.5	1988.0
2020-05-01 03:30:00	ES	Futures	3113.5	3113.78	3107.74	3107.74	2627.0
2020-05-01 03:35:00	ES	Futures	3107.74	3111.31	3107.19	3110.21	3037.0
2020-05-01 03:40:00	ES	Futures	3109.94	3111.58	3108.02	3110.21	2130.0
2020-05-01 03:45:00	ES	Futures	3109.94	3114.6	3109.39	3111.31	2739.0
2020-05-01 03:50:00	ES	Futures	3111.58	3115.43	3110.76	3113.78	2129.0
2020-05-01 03:55:00	ES	Futures	3113.78	3118.72	3113.23	3117.62	2686.0
2020-05-01 04:00:00	ES	Futures	3117.62	3118.72	3113.5	3114.05	2836.0
2020-05-01 04:05:00	ES	Futures	3114.33	3116.52	3110.21	3115.97	3494.0

> showing 50 of 11,812 rows — these rows as CSV

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