PREVIEW / futures_5min / 2020-05-06

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-06.parquet
  size:    311 KB
  rows:    17,890

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
2020-05-06 00:00:00	ES	Futures	3139.85	3139.85	3137.1	3137.38	510.0
2020-05-06 00:05:00	ES	Futures	3137.1	3137.38	3134.91	3135.18	606.0
2020-05-06 00:10:00	ES	Futures	3134.91	3137.93	3134.09	3136.28	694.0
2020-05-06 00:15:00	ES	Futures	3136.56	3138.48	3135.46	3138.2	272.0
2020-05-06 00:20:00	ES	Futures	3137.93	3140.4	3137.1	3140.12	468.0
2020-05-06 00:25:00	ES	Futures	3140.12	3141.49	3138.75	3139.03	399.0
2020-05-06 00:30:00	ES	Futures	3139.03	3139.03	3137.38	3137.38	241.0
2020-05-06 00:35:00	ES	Futures	3137.1	3139.03	3136.28	3137.38	373.0
2020-05-06 00:40:00	ES	Futures	3137.1	3139.03	3136.83	3138.2	238.0
2020-05-06 00:45:00	ES	Futures	3138.2	3140.4	3137.65	3139.3	415.0
2020-05-06 00:50:00	ES	Futures	3139.57	3140.4	3138.75	3139.03	196.0
2020-05-06 00:55:00	ES	Futures	3139.03	3139.3	3137.65	3138.75	186.0
2020-05-06 01:00:00	ES	Futures	3139.03	3142.04	3138.48	3139.85	620.0
2020-05-06 01:05:00	ES	Futures	3140.12	3146.43	3138.48	3143.69	1900.0
2020-05-06 01:10:00	ES	Futures	3143.96	3146.16	3143.14	3143.69	878.0
2020-05-06 01:15:00	ES	Futures	3143.69	3154.12	3143.69	3152.47	3420.0
2020-05-06 01:20:00	ES	Futures	3152.75	3153.57	3150.55	3152.47	842.0
2020-05-06 01:25:00	ES	Futures	3152.2	3154.12	3151.37	3153.84	737.0
2020-05-06 01:30:00	ES	Futures	3153.84	3156.31	3151.92	3153.02	1804.0
2020-05-06 01:35:00	ES	Futures	3153.02	3154.94	3151.92	3153.02	788.0
2020-05-06 01:40:00	ES	Futures	3153.29	3153.57	3151.1	3152.2	593.0
2020-05-06 01:45:00	ES	Futures	3152.2	3155.76	3152.2	3153.02	777.0
2020-05-06 01:50:00	ES	Futures	3153.02	3155.49	3151.1	3154.94	725.0
2020-05-06 01:55:00	ES	Futures	3154.94	3156.04	3152.75	3153.57	1155.0
2020-05-06 02:00:00	ES	Futures	3153.84	3157.69	3150.28	3152.75	2493.0
2020-05-06 02:05:00	ES	Futures	3152.47	3155.49	3150.83	3151.1	1363.0
2020-05-06 02:10:00	ES	Futures	3151.1	3153.57	3148.9	3153.29	1414.0
2020-05-06 02:15:00	ES	Futures	3153.57	3157.41	3152.2	3157.41	1173.0
2020-05-06 02:20:00	ES	Futures	3157.41	3159.06	3154.94	3157.41	1972.0
2020-05-06 02:25:00	ES	Futures	3157.69	3164.0	3157.69	3161.25	3787.0
2020-05-06 02:30:00	ES	Futures	3161.53	3163.72	3160.7	3163.17	1337.0
2020-05-06 02:35:00	ES	Futures	3163.17	3167.56	3161.53	3164.82	2102.0
2020-05-06 02:40:00	ES	Futures	3164.82	3165.09	3162.08	3162.62	1263.0
2020-05-06 02:45:00	ES	Futures	3162.62	3165.09	3161.53	3163.72	1192.0
2020-05-06 02:50:00	ES	Futures	3163.72	3165.09	3161.8	3162.9	931.0
2020-05-06 02:55:00	ES	Futures	3162.9	3164.55	3161.53	3162.08	920.0
2020-05-06 03:00:00	ES	Futures	3162.08	3162.08	3158.78	3159.61	2959.0
2020-05-06 03:05:00	ES	Futures	3159.61	3159.61	3156.04	3157.69	2629.0
2020-05-06 03:10:00	ES	Futures	3157.69	3162.08	3156.86	3161.8	1661.0
2020-05-06 03:15:00	ES	Futures	3161.53	3164.55	3159.33	3163.72	2080.0
2020-05-06 03:20:00	ES	Futures	3164.0	3164.27	3160.16	3162.08	2192.0
2020-05-06 03:25:00	ES	Futures	3162.08	3162.62	3158.78	3159.61	1456.0
2020-05-06 03:30:00	ES	Futures	3159.61	3159.88	3154.12	3155.22	2140.0
2020-05-06 03:35:00	ES	Futures	3155.22	3156.86	3150.83	3152.2	2919.0
2020-05-06 03:40:00	ES	Futures	3151.92	3154.39	3151.65	3153.57	2725.0
2020-05-06 03:45:00	ES	Futures	3153.84	3157.96	3153.84	3156.86	1625.0
2020-05-06 03:50:00	ES	Futures	3157.14	3157.41	3154.67	3156.31	2023.0
2020-05-06 03:55:00	ES	Futures	3156.31	3157.41	3154.94	3155.49	1774.0
2020-05-06 04:00:00	ES	Futures	3155.49	3159.33	3154.94	3158.78	2052.0
2020-05-06 04:05:00	ES	Futures	3158.78	3161.25	3158.51	3161.25	2002.0

> showing 50 of 17,890 rows — these rows as CSV

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