PREVIEW / futures_5min / 2020-05-08

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-08.parquet
  size:    235 KB
  rows:    13,587

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
2020-05-08 00:00:00	ES	Futures	3198.02	3198.85	3197.48	3198.3	301.0
2020-05-08 00:05:00	ES	Futures	3198.3	3200.22	3198.3	3199.12	530.0
2020-05-08 00:10:00	ES	Futures	3199.4	3200.49	3196.93	3199.4	1753.0
2020-05-08 00:15:00	ES	Futures	3199.67	3201.59	3198.85	3199.12	932.0
2020-05-08 00:20:00	ES	Futures	3199.12	3199.4	3196.93	3197.48	415.0
2020-05-08 00:25:00	ES	Futures	3197.48	3198.3	3196.93	3196.93	287.0
2020-05-08 00:30:00	ES	Futures	3196.65	3198.3	3196.1	3197.48	446.0
2020-05-08 00:35:00	ES	Futures	3197.75	3198.85	3197.48	3198.02	259.0
2020-05-08 00:40:00	ES	Futures	3198.02	3198.57	3197.2	3197.48	342.0
2020-05-08 00:45:00	ES	Futures	3197.75	3198.3	3196.38	3197.75	507.0
2020-05-08 00:50:00	ES	Futures	3197.75	3198.57	3197.48	3198.02	287.0
2020-05-08 00:55:00	ES	Futures	3198.02	3198.3	3196.65	3197.48	438.0
2020-05-08 01:00:00	ES	Futures	3197.75	3198.57	3197.2	3198.02	490.0
2020-05-08 01:05:00	ES	Futures	3198.3	3199.4	3197.48	3198.57	582.0
2020-05-08 01:10:00	ES	Futures	3198.3	3199.4	3198.3	3199.12	347.0
2020-05-08 01:15:00	ES	Futures	3199.12	3201.87	3198.3	3201.32	1541.0
2020-05-08 01:20:00	ES	Futures	3201.32	3203.79	3201.04	3203.24	1422.0
2020-05-08 01:25:00	ES	Futures	3203.51	3203.51	3201.04	3201.32	838.0
2020-05-08 01:30:00	ES	Futures	3201.59	3201.59	3200.22	3200.77	639.0
2020-05-08 01:35:00	ES	Futures	3201.04	3201.87	3199.12	3199.12	818.0
2020-05-08 01:40:00	ES	Futures	3199.12	3202.14	3198.85	3201.32	872.0
2020-05-08 01:45:00	ES	Futures	3201.04	3202.41	3200.77	3201.87	442.0
2020-05-08 01:50:00	ES	Futures	3202.14	3203.79	3201.59	3203.24	945.0
2020-05-08 01:55:00	ES	Futures	3203.24	3204.06	3202.96	3203.51	887.0
2020-05-08 02:00:00	ES	Futures	3203.79	3208.45	3200.77	3202.14	4148.0
2020-05-08 02:05:00	ES	Futures	3202.14	3203.51	3199.67	3200.22	1328.0
2020-05-08 02:10:00	ES	Futures	3200.22	3201.32	3199.4	3200.49	1181.0
2020-05-08 02:15:00	ES	Futures	3200.49	3201.59	3199.67	3201.59	815.0
2020-05-08 02:20:00	ES	Futures	3201.59	3202.69	3199.67	3199.95	868.0
2020-05-08 02:25:00	ES	Futures	3199.95	3199.95	3196.93	3197.2	1552.0
2020-05-08 02:30:00	ES	Futures	3197.2	3197.2	3192.26	3193.91	2164.0
2020-05-08 02:35:00	ES	Futures	3193.91	3196.1	3193.63	3194.18	669.0
2020-05-08 02:40:00	ES	Futures	3194.46	3196.65	3193.91	3196.38	800.0
2020-05-08 02:45:00	ES	Futures	3196.38	3196.38	3194.18	3195.01	476.0
2020-05-08 02:50:00	ES	Futures	3195.01	3195.01	3193.08	3193.91	570.0
2020-05-08 02:55:00	ES	Futures	3193.63	3194.18	3191.16	3192.26	1163.0
2020-05-08 03:00:00	ES	Futures	3192.26	3194.18	3190.89	3193.63	2222.0
2020-05-08 03:05:00	ES	Futures	3193.63	3193.91	3191.16	3191.44	1365.0
2020-05-08 03:10:00	ES	Futures	3191.71	3194.18	3191.71	3192.54	1446.0
2020-05-08 03:15:00	ES	Futures	3192.54	3193.36	3190.89	3193.36	1038.0
2020-05-08 03:20:00	ES	Futures	3193.08	3193.36	3191.16	3192.26	1560.0
2020-05-08 03:25:00	ES	Futures	3192.26	3194.18	3191.71	3193.63	1783.0
2020-05-08 03:30:00	ES	Futures	3193.63	3193.63	3188.42	3189.24	3215.0
2020-05-08 03:35:00	ES	Futures	3189.24	3192.26	3188.69	3192.26	1636.0
2020-05-08 03:40:00	ES	Futures	3192.54	3193.08	3190.89	3192.81	2095.0
2020-05-08 03:45:00	ES	Futures	3192.54	3194.18	3191.16	3193.63	1896.0
2020-05-08 03:50:00	ES	Futures	3193.91	3193.91	3190.07	3190.89	1589.0
2020-05-08 03:55:00	ES	Futures	3190.62	3190.89	3188.97	3190.07	1511.0
2020-05-08 04:00:00	ES	Futures	3190.07	3190.62	3188.42	3189.24	2439.0
2020-05-08 04:05:00	ES	Futures	3189.24	3190.89	3188.42	3188.69	1882.0

> showing 50 of 13,587 rows — these rows as CSV

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