PREVIEW / futures_5min / 2020-05-11

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-11.parquet
  size:    316 KB
  rows:    18,132

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
2020-05-11 00:00:00	ES	Futures	3229.31	3231.5	3229.31	3231.23	2100.0
2020-05-11 00:05:00	ES	Futures	3231.23	3232.05	3230.68	3231.78	831.0
2020-05-11 00:10:00	ES	Futures	3232.05	3232.6	3231.78	3232.05	403.0
2020-05-11 00:15:00	ES	Futures	3231.78	3231.78	3230.68	3230.95	690.0
2020-05-11 00:20:00	ES	Futures	3230.95	3230.95	3225.74	3225.74	1045.0
2020-05-11 00:25:00	ES	Futures	3225.74	3227.39	3225.74	3226.84	461.0
2020-05-11 00:30:00	ES	Futures	3226.84	3227.66	3225.74	3227.39	1408.0
2020-05-11 00:35:00	ES	Futures	3227.39	3228.21	3227.11	3228.21	652.0
2020-05-11 00:40:00	ES	Futures	3228.21	3228.48	3227.11	3227.39	283.0
2020-05-11 00:45:00	ES	Futures	3227.94	3227.94	3226.01	3226.01	1057.0
2020-05-11 00:50:00	ES	Futures	3226.29	3226.84	3226.01	3226.84	250.0
2020-05-11 00:55:00	ES	Futures	3226.56	3227.94	3226.56	3226.84	304.0
2020-05-11 01:00:00	ES	Futures	3227.11	3227.11	3223.54	3224.09	2664.0
2020-05-11 01:05:00	ES	Futures	3223.82	3225.74	3223.0	3225.47	864.0
2020-05-11 01:10:00	ES	Futures	3225.19	3225.47	3224.09	3225.19	1442.0
2020-05-11 01:15:00	ES	Futures	3225.19	3225.19	3222.72	3223.54	764.0
2020-05-11 01:20:00	ES	Futures	3223.27	3224.09	3221.62	3223.82	765.0
2020-05-11 01:25:00	ES	Futures	3223.82	3224.37	3222.72	3223.0	297.0
2020-05-11 01:30:00	ES	Futures	3222.72	3222.72	3220.25	3221.08	1079.0
2020-05-11 01:35:00	ES	Futures	3221.08	3222.72	3220.8	3222.45	463.0
2020-05-11 01:40:00	ES	Futures	3222.45	3222.45	3220.53	3220.8	594.0
2020-05-11 01:45:00	ES	Futures	3221.08	3222.45	3220.53	3221.08	432.0
2020-05-11 01:50:00	ES	Futures	3221.08	3221.9	3220.53	3221.08	323.0
2020-05-11 01:55:00	ES	Futures	3220.8	3221.08	3217.23	3217.23	1530.0
2020-05-11 02:00:00	ES	Futures	3217.23	3218.88	3212.84	3214.76	2713.0
2020-05-11 02:05:00	ES	Futures	3214.49	3216.14	3213.12	3215.59	1842.0
2020-05-11 02:10:00	ES	Futures	3215.59	3219.43	3215.04	3219.15	1632.0
2020-05-11 02:15:00	ES	Futures	3219.15	3221.35	3218.88	3219.15	1462.0
2020-05-11 02:20:00	ES	Futures	3219.15	3219.7	3218.06	3218.88	1279.0
2020-05-11 02:25:00	ES	Futures	3218.88	3221.08	3218.33	3220.25	700.0
2020-05-11 02:30:00	ES	Futures	3220.25	3221.9	3220.25	3220.8	676.0
2020-05-11 02:35:00	ES	Futures	3220.8	3221.9	3219.7	3221.08	722.0
2020-05-11 02:40:00	ES	Futures	3221.08	3221.08	3220.25	3221.08	298.0
2020-05-11 02:45:00	ES	Futures	3221.35	3221.9	3220.53	3221.35	611.0
2020-05-11 02:50:00	ES	Futures	3221.62	3223.27	3219.98	3223.27	983.0
2020-05-11 02:55:00	ES	Futures	3223.27	3224.64	3221.9	3223.27	764.0
2020-05-11 03:00:00	ES	Futures	3223.27	3224.37	3218.06	3220.53	2320.0
2020-05-11 03:05:00	ES	Futures	3220.8	3220.8	3216.68	3218.88	1742.0
2020-05-11 03:10:00	ES	Futures	3218.88	3221.62	3217.78	3221.35	1704.0
2020-05-11 03:15:00	ES	Futures	3221.35	3224.37	3218.61	3224.09	1795.0
2020-05-11 03:20:00	ES	Futures	3224.09	3226.84	3223.0	3225.74	2005.0
2020-05-11 03:25:00	ES	Futures	3225.74	3227.39	3224.92	3226.56	1464.0
2020-05-11 03:30:00	ES	Futures	3226.56	3226.56	3222.45	3223.0	1815.0
2020-05-11 03:35:00	ES	Futures	3222.72	3229.31	3221.9	3228.21	2282.0
2020-05-11 03:40:00	ES	Futures	3228.21	3229.31	3225.19	3226.01	1701.0
2020-05-11 03:45:00	ES	Futures	3225.74	3225.74	3223.54	3224.92	1084.0
2020-05-11 03:50:00	ES	Futures	3224.92	3226.56	3224.37	3225.74	1155.0
2020-05-11 03:55:00	ES	Futures	3226.01	3226.84	3224.64	3225.19	1063.0
2020-05-11 04:00:00	ES	Futures	3225.19	3225.47	3222.72	3223.82	1312.0
2020-05-11 04:05:00	ES	Futures	3224.09	3224.92	3222.72	3223.27	801.0

> showing 50 of 18,132 rows — these rows as CSV

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