PREVIEW / futures_5min / 2020-05-03

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-03.parquet
  size:    76 KB
  rows:    3,603

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
2020-05-03 18:00:00	ES	Futures	3061.37	3066.85	3054.51	3063.56	17053.0
2020-05-03 18:05:00	ES	Futures	3063.29	3069.05	3063.29	3064.93	4021.0
2020-05-03 18:10:00	ES	Futures	3065.48	3070.15	3062.46	3065.76	2947.0
2020-05-03 18:15:00	ES	Futures	3066.03	3066.85	3059.72	3063.01	2952.0
2020-05-03 18:20:00	ES	Futures	3063.01	3063.56	3058.07	3058.9	2184.0
2020-05-03 18:25:00	ES	Futures	3059.17	3060.82	3052.86	3056.15	2820.0
2020-05-03 18:30:00	ES	Futures	3056.15	3059.45	3054.78	3057.25	1950.0
2020-05-03 18:35:00	ES	Futures	3056.98	3057.52	3049.57	3051.49	2310.0
2020-05-03 18:40:00	ES	Futures	3051.76	3054.51	3047.37	3047.65	3249.0
2020-05-03 18:45:00	ES	Futures	3047.65	3052.04	3047.37	3051.21	2643.0
2020-05-03 18:50:00	ES	Futures	3051.21	3052.04	3047.65	3050.66	1546.0
2020-05-03 18:55:00	ES	Futures	3050.39	3053.41	3049.02	3052.58	878.0
2020-05-03 19:00:00	ES	Futures	3052.86	3056.98	3051.76	3052.58	2291.0
2020-05-03 19:05:00	ES	Futures	3052.58	3054.78	3047.37	3053.13	3521.0
2020-05-03 19:10:00	ES	Futures	3052.86	3056.43	3050.66	3055.33	1597.0
2020-05-03 19:15:00	ES	Futures	3055.33	3058.07	3054.23	3056.15	1195.0
2020-05-03 19:20:00	ES	Futures	3056.43	3056.98	3054.51	3056.43	469.0
2020-05-03 19:25:00	ES	Futures	3056.43	3058.07	3055.05	3056.15	1114.0
2020-05-03 19:30:00	ES	Futures	3056.43	3056.43	3049.29	3049.29	2072.0
2020-05-03 19:35:00	ES	Futures	3049.02	3050.12	3046.0	3049.29	2730.0
2020-05-03 19:40:00	ES	Futures	3049.29	3049.29	3043.8	3046.27	2167.0
2020-05-03 19:45:00	ES	Futures	3046.0	3047.92	3043.8	3047.65	1303.0
2020-05-03 19:50:00	ES	Futures	3047.37	3047.92	3046.0	3046.82	770.0
2020-05-03 19:55:00	ES	Futures	3047.1	3049.57	3046.55	3048.47	962.0
2020-05-03 20:00:00	ES	Futures	3048.47	3053.68	3048.47	3050.94	2133.0
2020-05-03 20:05:00	ES	Futures	3050.94	3052.58	3049.29	3050.39	1672.0
2020-05-03 20:10:00	ES	Futures	3050.66	3053.68	3049.57	3051.49	3869.0
2020-05-03 20:15:00	ES	Futures	3051.49	3055.6	3051.49	3053.13	1721.0
2020-05-03 20:20:00	ES	Futures	3053.13	3055.6	3051.49	3053.13	988.0
2020-05-03 20:25:00	ES	Futures	3053.41	3054.51	3049.29	3050.66	1011.0
2020-05-03 20:30:00	ES	Futures	3050.66	3054.78	3048.47	3049.29	2712.0
2020-05-03 20:35:00	ES	Futures	3049.02	3051.49	3048.19	3050.39	1107.0
2020-05-03 20:40:00	ES	Futures	3050.66	3054.78	3049.84	3053.13	1287.0
2020-05-03 20:45:00	ES	Futures	3053.41	3054.78	3048.47	3048.74	1390.0
2020-05-03 20:50:00	ES	Futures	3048.74	3048.74	3042.43	3043.53	3028.0
2020-05-03 20:55:00	ES	Futures	3043.25	3047.37	3041.61	3046.82	1810.0
2020-05-03 21:00:00	ES	Futures	3046.82	3051.76	3046.55	3051.21	2105.0
2020-05-03 21:05:00	ES	Futures	3051.49	3055.33	3050.94	3052.31	2224.0
2020-05-03 21:10:00	ES	Futures	3052.31	3055.6	3049.57	3054.51	1897.0
2020-05-03 21:15:00	ES	Futures	3054.23	3062.19	3052.58	3060.54	3603.0
2020-05-03 21:20:00	ES	Futures	3060.54	3062.19	3057.25	3057.8	2191.0
2020-05-03 21:25:00	ES	Futures	3057.52	3061.64	3057.52	3061.64	1230.0
2020-05-03 21:30:00	ES	Futures	3061.64	3062.46	3059.45	3060.82	1565.0
2020-05-03 21:35:00	ES	Futures	3060.82	3062.46	3058.62	3061.37	2125.0
2020-05-03 21:40:00	ES	Futures	3061.37	3062.46	3059.45	3060.82	1281.0
2020-05-03 21:45:00	ES	Futures	3060.82	3061.64	3057.52	3061.09	1584.0
2020-05-03 21:50:00	ES	Futures	3061.09	3066.85	3059.72	3064.38	3129.0
2020-05-03 21:55:00	ES	Futures	3064.38	3068.23	3063.29	3066.58	2052.0
2020-05-03 22:00:00	ES	Futures	3066.31	3066.31	3064.11	3065.48	1245.0
2020-05-03 22:05:00	ES	Futures	3065.48	3065.76	3063.29	3064.38	941.0

> showing 50 of 3,603 rows — these rows as CSV

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