PREVIEW / futures_5min / 2020-05-05

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-05.parquet
  size:    309 KB
  rows:    17,935

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
2020-05-05 00:00:00	ES	Futures	3119.27	3121.74	3118.99	3121.46	310.0
2020-05-05 00:05:00	ES	Futures	3121.46	3121.74	3120.09	3121.74	254.0
2020-05-05 00:10:00	ES	Futures	3121.46	3125.3	3121.19	3125.3	914.0
2020-05-05 00:15:00	ES	Futures	3125.03	3125.58	3123.66	3124.48	441.0
2020-05-05 00:20:00	ES	Futures	3124.48	3124.48	3122.83	3123.93	356.0
2020-05-05 00:25:00	ES	Futures	3123.93	3124.21	3123.11	3123.38	173.0
2020-05-05 00:30:00	ES	Futures	3123.66	3123.66	3122.01	3122.83	334.0
2020-05-05 00:35:00	ES	Futures	3122.83	3123.38	3120.64	3121.74	367.0
2020-05-05 00:40:00	ES	Futures	3122.01	3124.48	3121.74	3124.21	401.0
2020-05-05 00:45:00	ES	Futures	3124.21	3124.21	3123.38	3123.66	127.0
2020-05-05 00:50:00	ES	Futures	3123.66	3126.13	3123.66	3126.13	494.0
2020-05-05 00:55:00	ES	Futures	3126.13	3130.52	3126.13	3127.77	3458.0
2020-05-05 01:00:00	ES	Futures	3127.77	3128.87	3126.95	3128.6	354.0
2020-05-05 01:05:00	ES	Futures	3128.6	3128.6	3126.4	3126.95	361.0
2020-05-05 01:10:00	ES	Futures	3126.95	3128.32	3126.13	3126.4	382.0
2020-05-05 01:15:00	ES	Futures	3126.4	3127.77	3125.03	3126.4	404.0
2020-05-05 01:20:00	ES	Futures	3126.68	3127.77	3125.85	3127.77	296.0
2020-05-05 01:25:00	ES	Futures	3127.77	3127.77	3125.58	3126.13	258.0
2020-05-05 01:30:00	ES	Futures	3126.13	3127.23	3125.3	3125.3	285.0
2020-05-05 01:35:00	ES	Futures	3125.3	3125.85	3125.03	3125.03	227.0
2020-05-05 01:40:00	ES	Futures	3125.03	3126.68	3124.76	3126.13	363.0
2020-05-05 01:45:00	ES	Futures	3126.4	3126.4	3124.21	3125.3	349.0
2020-05-05 01:50:00	ES	Futures	3125.3	3126.13	3124.21	3126.13	379.0
2020-05-05 01:55:00	ES	Futures	3126.4	3126.95	3125.03	3125.03	253.0
2020-05-05 02:00:00	ES	Futures	3124.76	3130.52	3122.83	3128.6	1785.0
2020-05-05 02:05:00	ES	Futures	3128.6	3130.52	3126.4	3129.97	1237.0
2020-05-05 02:10:00	ES	Futures	3129.97	3131.07	3128.6	3129.7	1630.0
2020-05-05 02:15:00	ES	Futures	3129.7	3129.7	3127.23	3128.87	1117.0
2020-05-05 02:20:00	ES	Futures	3128.87	3129.15	3125.58	3125.85	646.0
2020-05-05 02:25:00	ES	Futures	3125.85	3126.68	3124.21	3125.85	682.0
2020-05-05 02:30:00	ES	Futures	3125.85	3127.5	3124.21	3124.48	797.0
2020-05-05 02:35:00	ES	Futures	3124.48	3126.95	3123.93	3125.85	1173.0
2020-05-05 02:40:00	ES	Futures	3125.85	3126.68	3125.03	3125.03	532.0
2020-05-05 02:45:00	ES	Futures	3125.03	3128.6	3124.48	3128.6	926.0
2020-05-05 02:50:00	ES	Futures	3128.87	3129.97	3128.32	3129.15	1029.0
2020-05-05 02:55:00	ES	Futures	3129.42	3130.24	3127.5	3129.7	1465.0
2020-05-05 03:00:00	ES	Futures	3129.97	3129.97	3123.93	3125.3	4298.0
2020-05-05 03:05:00	ES	Futures	3125.03	3129.15	3124.21	3128.87	2914.0
2020-05-05 03:10:00	ES	Futures	3128.87	3132.71	3125.58	3130.24	3764.0
2020-05-05 03:15:00	ES	Futures	3130.52	3132.44	3128.6	3129.97	1800.0
2020-05-05 03:20:00	ES	Futures	3130.24	3132.44	3129.15	3129.97	1524.0
2020-05-05 03:25:00	ES	Futures	3129.97	3133.54	3128.05	3132.99	1829.0
2020-05-05 03:30:00	ES	Futures	3132.99	3142.87	3132.71	3141.22	8285.0
2020-05-05 03:35:00	ES	Futures	3141.22	3142.04	3138.48	3140.4	4277.0
2020-05-05 03:40:00	ES	Futures	3140.12	3143.42	3139.57	3140.67	2949.0
2020-05-05 03:45:00	ES	Futures	3140.67	3142.04	3138.2	3138.2	3239.0
2020-05-05 03:50:00	ES	Futures	3138.48	3140.4	3137.38	3138.75	2434.0
2020-05-05 03:55:00	ES	Futures	3139.03	3141.22	3139.03	3140.12	1518.0
2020-05-05 04:00:00	ES	Futures	3140.12	3140.95	3138.2	3138.75	1785.0
2020-05-05 04:05:00	ES	Futures	3138.75	3143.42	3138.48	3142.32	2105.0

> showing 50 of 17,935 rows — these rows as CSV

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