PREVIEW / futures_5min / 2020-05-07

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-07.parquet
  size:    324 KB
  rows:    18,171

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
2020-05-07 00:00:00	ES	Futures	3128.05	3129.7	3126.95	3128.05	2665.0
2020-05-07 00:05:00	ES	Futures	3128.05	3128.05	3125.3	3126.68	1455.0
2020-05-07 00:10:00	ES	Futures	3126.68	3129.42	3126.4	3128.32	1290.0
2020-05-07 00:15:00	ES	Futures	3128.32	3131.62	3127.23	3131.07	1712.0
2020-05-07 00:20:00	ES	Futures	3131.07	3133.81	3131.07	3132.44	2253.0
2020-05-07 00:25:00	ES	Futures	3132.71	3133.81	3132.44	3132.99	2331.0
2020-05-07 00:30:00	ES	Futures	3132.99	3133.26	3132.44	3132.44	1054.0
2020-05-07 00:35:00	ES	Futures	3132.44	3132.71	3131.62	3131.62	861.0
2020-05-07 00:40:00	ES	Futures	3131.62	3133.81	3131.34	3133.26	966.0
2020-05-07 00:45:00	ES	Futures	3132.99	3133.26	3130.79	3131.07	511.0
2020-05-07 00:50:00	ES	Futures	3130.79	3132.44	3130.52	3130.79	606.0
2020-05-07 00:55:00	ES	Futures	3131.07	3132.16	3130.52	3131.34	1511.0
2020-05-07 01:00:00	ES	Futures	3131.34	3132.16	3128.87	3129.15	785.0
2020-05-07 01:05:00	ES	Futures	3128.87	3131.62	3128.05	3128.87	814.0
2020-05-07 01:10:00	ES	Futures	3128.6	3129.42	3127.23	3127.5	834.0
2020-05-07 01:15:00	ES	Futures	3127.5	3128.6	3125.85	3127.77	891.0
2020-05-07 01:20:00	ES	Futures	3127.77	3129.7	3127.77	3128.6	459.0
2020-05-07 01:25:00	ES	Futures	3128.6	3129.7	3126.13	3128.87	692.0
2020-05-07 01:30:00	ES	Futures	3128.6	3129.97	3128.32	3129.15	471.0
2020-05-07 01:35:00	ES	Futures	3129.42	3130.24	3128.87	3129.42	182.0
2020-05-07 01:40:00	ES	Futures	3129.42	3129.42	3127.23	3127.23	404.0
2020-05-07 01:45:00	ES	Futures	3127.23	3130.79	3127.23	3128.32	659.0
2020-05-07 01:50:00	ES	Futures	3128.32	3129.42	3126.13	3129.15	952.0
2020-05-07 01:55:00	ES	Futures	3129.15	3130.24	3128.05	3129.42	496.0
2020-05-07 02:00:00	ES	Futures	3129.7	3138.2	3128.87	3137.65	3049.0
2020-05-07 02:05:00	ES	Futures	3137.65	3138.2	3136.01	3136.28	1191.0
2020-05-07 02:10:00	ES	Futures	3136.56	3137.38	3135.73	3137.1	617.0
2020-05-07 02:15:00	ES	Futures	3137.1	3137.38	3135.18	3135.18	681.0
2020-05-07 02:20:00	ES	Futures	3135.18	3135.73	3133.54	3134.91	896.0
2020-05-07 02:25:00	ES	Futures	3135.18	3138.2	3134.91	3137.93	850.0
2020-05-07 02:30:00	ES	Futures	3137.93	3139.03	3136.28	3138.2	1126.0
2020-05-07 02:35:00	ES	Futures	3138.48	3138.75	3136.56	3136.56	818.0
2020-05-07 02:40:00	ES	Futures	3136.56	3137.38	3136.01	3137.1	507.0
2020-05-07 02:45:00	ES	Futures	3136.83	3139.03	3134.91	3139.03	1050.0
2020-05-07 02:50:00	ES	Futures	3139.03	3140.4	3136.83	3137.65	1186.0
2020-05-07 02:55:00	ES	Futures	3137.65	3137.93	3135.46	3135.46	1066.0
2020-05-07 03:00:00	ES	Futures	3135.46	3137.65	3133.26	3135.73	2761.0
2020-05-07 03:05:00	ES	Futures	3135.73	3149.18	3135.73	3144.79	8451.0
2020-05-07 03:10:00	ES	Futures	3144.51	3148.08	3143.14	3147.26	3138.0
2020-05-07 03:15:00	ES	Futures	3147.26	3156.04	3146.98	3152.75	7869.0
2020-05-07 03:20:00	ES	Futures	3153.02	3154.94	3150.0	3150.55	2547.0
2020-05-07 03:25:00	ES	Futures	3150.28	3151.1	3147.81	3148.9	2316.0
2020-05-07 03:30:00	ES	Futures	3148.63	3149.45	3147.26	3148.36	1629.0
2020-05-07 03:35:00	ES	Futures	3148.36	3148.36	3145.61	3146.98	1262.0
2020-05-07 03:40:00	ES	Futures	3147.26	3150.55	3146.43	3149.73	1474.0
2020-05-07 03:45:00	ES	Futures	3149.45	3150.28	3148.08	3148.9	1079.0
2020-05-07 03:50:00	ES	Futures	3148.9	3149.73	3147.81	3148.63	1040.0
2020-05-07 03:55:00	ES	Futures	3148.63	3148.63	3145.61	3146.16	1069.0
2020-05-07 04:00:00	ES	Futures	3146.16	3146.43	3143.42	3143.96	1377.0
2020-05-07 04:05:00	ES	Futures	3144.24	3146.16	3142.59	3146.16	1602.0

> showing 50 of 18,171 rows — these rows as CSV

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