PREVIEW / futures_5min / 2020-05-12

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-12.parquet
  size:    322 KB
  rows:    18,184

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
2020-05-12 00:00:00	ES	Futures	3187.05	3188.69	3185.4	3188.69	1348.0
2020-05-12 00:05:00	ES	Futures	3188.42	3190.07	3187.87	3187.87	1066.0
2020-05-12 00:10:00	ES	Futures	3188.15	3188.69	3186.5	3187.05	569.0
2020-05-12 00:15:00	ES	Futures	3187.05	3193.08	3186.77	3191.44	1378.0
2020-05-12 00:20:00	ES	Futures	3191.44	3191.99	3189.79	3191.71	758.0
2020-05-12 00:25:00	ES	Futures	3191.71	3191.99	3188.69	3188.97	757.0
2020-05-12 00:30:00	ES	Futures	3188.97	3189.79	3186.5	3187.05	882.0
2020-05-12 00:35:00	ES	Futures	3186.77	3189.52	3186.77	3189.24	497.0
2020-05-12 00:40:00	ES	Futures	3189.24	3189.52	3187.6	3188.15	383.0
2020-05-12 00:45:00	ES	Futures	3188.42	3190.62	3188.15	3190.62	368.0
2020-05-12 00:50:00	ES	Futures	3190.62	3191.16	3188.97	3189.52	316.0
2020-05-12 00:55:00	ES	Futures	3189.79	3193.36	3189.52	3192.26	674.0
2020-05-12 01:00:00	ES	Futures	3191.99	3196.1	3191.71	3194.73	1706.0
2020-05-12 01:05:00	ES	Futures	3194.73	3195.83	3192.54	3193.08	960.0
2020-05-12 01:10:00	ES	Futures	3192.81	3193.63	3191.99	3193.63	557.0
2020-05-12 01:15:00	ES	Futures	3193.36	3195.28	3193.36	3195.01	386.0
2020-05-12 01:20:00	ES	Futures	3195.28	3199.12	3195.01	3198.3	1715.0
2020-05-12 01:25:00	ES	Futures	3198.57	3199.12	3197.48	3198.57	511.0
2020-05-12 01:30:00	ES	Futures	3198.57	3198.57	3196.38	3198.02	593.0
2020-05-12 01:35:00	ES	Futures	3198.3	3198.57	3195.83	3196.65	517.0
2020-05-12 01:40:00	ES	Futures	3196.65	3198.02	3196.65	3196.65	499.0
2020-05-12 01:45:00	ES	Futures	3196.65	3197.75	3195.28	3195.83	683.0
2020-05-12 01:50:00	ES	Futures	3195.55	3195.83	3192.54	3194.18	914.0
2020-05-12 01:55:00	ES	Futures	3194.18	3195.28	3193.63	3193.91	483.0
2020-05-12 02:00:00	ES	Futures	3193.63	3193.91	3184.03	3184.58	2859.0
2020-05-12 02:05:00	ES	Futures	3184.58	3185.95	3182.11	3184.03	1941.0
2020-05-12 02:10:00	ES	Futures	3184.03	3184.58	3179.64	3179.91	2331.0
2020-05-12 02:15:00	ES	Futures	3179.64	3184.3	3179.64	3183.75	1765.0
2020-05-12 02:20:00	ES	Futures	3183.48	3185.4	3182.66	3183.48	1005.0
2020-05-12 02:25:00	ES	Futures	3183.48	3183.75	3181.01	3182.38	1163.0
2020-05-12 02:30:00	ES	Futures	3182.38	3184.58	3182.11	3182.93	973.0
2020-05-12 02:35:00	ES	Futures	3182.93	3186.77	3182.66	3186.5	1034.0
2020-05-12 02:40:00	ES	Futures	3186.5	3190.07	3186.5	3189.24	1515.0
2020-05-12 02:45:00	ES	Futures	3189.24	3190.34	3184.85	3185.13	1550.0
2020-05-12 02:50:00	ES	Futures	3185.4	3187.32	3185.13	3186.22	720.0
2020-05-12 02:55:00	ES	Futures	3186.22	3189.52	3185.68	3187.6	989.0
2020-05-12 03:00:00	ES	Futures	3187.6	3193.36	3186.5	3193.08	2893.0
2020-05-12 03:05:00	ES	Futures	3193.08	3193.63	3190.89	3192.54	2450.0
2020-05-12 03:10:00	ES	Futures	3192.54	3196.93	3192.26	3196.38	3012.0
2020-05-12 03:15:00	ES	Futures	3196.38	3202.14	3195.83	3202.14	3512.0
2020-05-12 03:20:00	ES	Futures	3202.14	3202.69	3199.95	3202.14	3327.0
2020-05-12 03:25:00	ES	Futures	3202.41	3202.41	3198.57	3198.57	1993.0
2020-05-12 03:30:00	ES	Futures	3198.85	3199.4	3196.1	3196.93	1828.0
2020-05-12 03:35:00	ES	Futures	3196.65	3198.02	3195.01	3196.38	2308.0
2020-05-12 03:40:00	ES	Futures	3196.38	3198.02	3195.28	3196.1	1614.0
2020-05-12 03:45:00	ES	Futures	3196.1	3199.67	3195.83	3199.4	1711.0
2020-05-12 03:50:00	ES	Futures	3199.4	3201.04	3199.12	3200.49	2085.0
2020-05-12 03:55:00	ES	Futures	3200.49	3200.77	3198.57	3199.67	2287.0
2020-05-12 04:00:00	ES	Futures	3199.95	3200.49	3193.91	3195.83	2532.0
2020-05-12 04:05:00	ES	Futures	3195.83	3198.02	3194.18	3195.83	1982.0

> showing 50 of 18,184 rows — these rows as CSV

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