PREVIEW / futures_5min / 2020-05-04

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-04.parquet
  size:    310 KB
  rows:    18,025

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
2020-05-04 00:00:00	ES	Futures	3080.58	3080.58	3078.38	3079.48	634.0
2020-05-04 00:05:00	ES	Futures	3079.2	3082.22	3078.93	3079.48	925.0
2020-05-04 00:10:00	ES	Futures	3079.75	3079.75	3077.28	3077.56	470.0
2020-05-04 00:15:00	ES	Futures	3077.56	3078.11	3075.09	3075.91	764.0
2020-05-04 00:20:00	ES	Futures	3075.91	3076.46	3073.99	3074.26	691.0
2020-05-04 00:25:00	ES	Futures	3074.26	3077.01	3069.6	3069.6	1383.0
2020-05-04 00:30:00	ES	Futures	3069.6	3072.34	3067.95	3069.05	1184.0
2020-05-04 00:35:00	ES	Futures	3069.32	3070.15	3067.95	3069.32	929.0
2020-05-04 00:40:00	ES	Futures	3069.32	3071.24	3069.05	3070.97	515.0
2020-05-04 00:45:00	ES	Futures	3070.97	3074.26	3070.7	3073.99	625.0
2020-05-04 00:50:00	ES	Futures	3073.99	3073.99	3070.15	3070.97	562.0
2020-05-04 00:55:00	ES	Futures	3070.97	3073.99	3070.97	3071.79	542.0
2020-05-04 01:00:00	ES	Futures	3071.79	3073.44	3069.6	3069.87	1059.0
2020-05-04 01:05:00	ES	Futures	3069.87	3070.97	3068.5	3069.05	901.0
2020-05-04 01:10:00	ES	Futures	3069.05	3073.99	3069.05	3072.89	955.0
2020-05-04 01:15:00	ES	Futures	3072.89	3076.73	3072.07	3076.18	913.0
2020-05-04 01:20:00	ES	Futures	3076.18	3076.73	3072.34	3072.34	1061.0
2020-05-04 01:25:00	ES	Futures	3072.34	3074.81	3070.7	3073.17	793.0
2020-05-04 01:30:00	ES	Futures	3072.89	3073.17	3068.23	3069.05	858.0
2020-05-04 01:35:00	ES	Futures	3069.05	3072.07	3067.95	3070.15	940.0
2020-05-04 01:40:00	ES	Futures	3070.15	3070.42	3067.95	3068.5	704.0
2020-05-04 01:45:00	ES	Futures	3068.5	3071.52	3067.95	3070.42	596.0
2020-05-04 01:50:00	ES	Futures	3070.7	3070.7	3066.85	3066.85	1409.0
2020-05-04 01:55:00	ES	Futures	3066.85	3068.23	3064.93	3067.4	1428.0
2020-05-04 02:00:00	ES	Futures	3067.4	3071.79	3064.66	3066.03	2874.0
2020-05-04 02:05:00	ES	Futures	3065.76	3076.18	3065.21	3073.99	3038.0
2020-05-04 02:10:00	ES	Futures	3073.99	3077.56	3073.71	3077.28	2869.0
2020-05-04 02:15:00	ES	Futures	3077.28	3077.28	3072.89	3073.99	1768.0
2020-05-04 02:20:00	ES	Futures	3073.99	3079.2	3073.99	3077.01	1630.0
2020-05-04 02:25:00	ES	Futures	3077.01	3077.56	3074.54	3075.09	1194.0
2020-05-04 02:30:00	ES	Futures	3074.81	3078.11	3073.44	3077.83	1272.0
2020-05-04 02:35:00	ES	Futures	3077.56	3084.97	3077.56	3083.32	3149.0
2020-05-04 02:40:00	ES	Futures	3083.59	3084.69	3082.5	3083.04	1504.0
2020-05-04 02:45:00	ES	Futures	3083.32	3089.36	3083.04	3083.87	3920.0
2020-05-04 02:50:00	ES	Futures	3083.87	3087.16	3082.5	3082.5	1518.0
2020-05-04 02:55:00	ES	Futures	3082.77	3084.97	3081.4	3084.14	1888.0
2020-05-04 03:00:00	ES	Futures	3084.14	3087.44	3076.73	3080.3	5132.0
2020-05-04 03:05:00	ES	Futures	3080.3	3083.04	3077.83	3080.58	2797.0
2020-05-04 03:10:00	ES	Futures	3080.58	3080.58	3075.36	3078.65	3502.0
2020-05-04 03:15:00	ES	Futures	3078.65	3079.75	3072.62	3072.89	2804.0
2020-05-04 03:20:00	ES	Futures	3072.89	3073.71	3068.5	3073.17	3451.0
2020-05-04 03:25:00	ES	Futures	3073.17	3075.36	3070.15	3071.24	3561.0
2020-05-04 03:30:00	ES	Futures	3070.97	3078.65	3070.42	3077.83	4668.0
2020-05-04 03:35:00	ES	Futures	3077.56	3079.48	3075.09	3079.2	3315.0
2020-05-04 03:40:00	ES	Futures	3078.93	3079.75	3075.64	3078.38	3696.0
2020-05-04 03:45:00	ES	Futures	3078.65	3080.58	3076.46	3080.3	2546.0
2020-05-04 03:50:00	ES	Futures	3080.03	3081.12	3076.73	3078.11	3198.0
2020-05-04 03:55:00	ES	Futures	3078.11	3081.12	3073.99	3074.26	4187.0
2020-05-04 04:00:00	ES	Futures	3074.54	3081.4	3072.62	3080.85	4057.0
2020-05-04 04:05:00	ES	Futures	3081.12	3082.5	3077.28	3078.65	2954.0

> showing 50 of 18,025 rows — these rows as CSV

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