PREVIEW / futures_5min / 2020-05-13

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-13.parquet
  size:    314 KB
  rows:    18,053

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
2020-05-13 00:00:00	ES	Futures	3132.44	3132.71	3130.79	3131.34	663.0
2020-05-13 00:05:00	ES	Futures	3131.62	3131.89	3129.15	3129.15	1002.0
2020-05-13 00:10:00	ES	Futures	3129.15	3130.52	3129.15	3129.97	597.0
2020-05-13 00:15:00	ES	Futures	3129.97	3130.79	3129.7	3129.97	436.0
2020-05-13 00:20:00	ES	Futures	3129.97	3132.71	3129.42	3132.44	556.0
2020-05-13 00:25:00	ES	Futures	3132.71	3133.81	3131.89	3133.26	1152.0
2020-05-13 00:30:00	ES	Futures	3133.54	3135.73	3133.54	3134.09	1353.0
2020-05-13 00:35:00	ES	Futures	3134.09	3134.91	3133.54	3134.63	485.0
2020-05-13 00:40:00	ES	Futures	3134.91	3136.83	3134.36	3136.01	1030.0
2020-05-13 00:45:00	ES	Futures	3136.01	3137.93	3135.73	3137.38	867.0
2020-05-13 00:50:00	ES	Futures	3137.1	3137.93	3136.28	3137.1	856.0
2020-05-13 00:55:00	ES	Futures	3137.38	3138.2	3137.1	3137.65	634.0
2020-05-13 01:00:00	ES	Futures	3137.93	3139.03	3136.28	3136.83	1564.0
2020-05-13 01:05:00	ES	Futures	3137.1	3138.2	3136.83	3136.83	661.0
2020-05-13 01:10:00	ES	Futures	3136.56	3137.1	3135.46	3137.1	854.0
2020-05-13 01:15:00	ES	Futures	3136.83	3137.1	3134.91	3135.18	1137.0
2020-05-13 01:20:00	ES	Futures	3135.18	3136.56	3135.18	3136.28	856.0
2020-05-13 01:25:00	ES	Futures	3136.56	3136.56	3134.36	3135.73	627.0
2020-05-13 01:30:00	ES	Futures	3135.73	3139.3	3135.18	3137.93	1606.0
2020-05-13 01:35:00	ES	Futures	3137.93	3138.2	3135.18	3137.38	1103.0
2020-05-13 01:40:00	ES	Futures	3137.38	3138.48	3137.1	3137.65	808.0
2020-05-13 01:45:00	ES	Futures	3137.65	3138.2	3134.36	3134.36	1018.0
2020-05-13 01:50:00	ES	Futures	3134.36	3134.91	3123.38	3125.3	4368.0
2020-05-13 01:55:00	ES	Futures	3125.03	3131.07	3124.48	3130.24	1997.0
2020-05-13 02:00:00	ES	Futures	3130.52	3135.73	3128.6	3133.81	2541.0
2020-05-13 02:05:00	ES	Futures	3133.81	3135.46	3131.89	3135.18	2138.0
2020-05-13 02:10:00	ES	Futures	3135.18	3142.32	3134.91	3141.49	2965.0
2020-05-13 02:15:00	ES	Futures	3141.77	3143.69	3140.67	3143.69	1501.0
2020-05-13 02:20:00	ES	Futures	3143.42	3144.24	3140.95	3141.49	1816.0
2020-05-13 02:25:00	ES	Futures	3141.49	3143.14	3141.22	3142.32	820.0
2020-05-13 02:30:00	ES	Futures	3142.32	3143.69	3142.04	3143.42	1144.0
2020-05-13 02:35:00	ES	Futures	3143.14	3144.79	3142.04	3144.24	1194.0
2020-05-13 02:40:00	ES	Futures	3144.51	3144.79	3142.87	3144.24	856.0
2020-05-13 02:45:00	ES	Futures	3143.96	3144.51	3138.75	3139.3	1787.0
2020-05-13 02:50:00	ES	Futures	3139.3	3141.49	3137.93	3139.85	1261.0
2020-05-13 02:55:00	ES	Futures	3139.85	3144.24	3139.85	3143.14	1640.0
2020-05-13 03:00:00	ES	Futures	3143.42	3143.96	3137.93	3139.03	3560.0
2020-05-13 03:05:00	ES	Futures	3139.03	3141.49	3137.1	3137.38	2991.0
2020-05-13 03:10:00	ES	Futures	3137.38	3137.38	3132.16	3134.91	4138.0
2020-05-13 03:15:00	ES	Futures	3134.91	3134.91	3131.34	3133.54	2603.0
2020-05-13 03:20:00	ES	Futures	3133.54	3137.38	3131.34	3134.91	2498.0
2020-05-13 03:25:00	ES	Futures	3134.91	3136.56	3128.6	3129.7	3307.0
2020-05-13 03:30:00	ES	Futures	3129.7	3130.24	3126.4	3128.87	4586.0
2020-05-13 03:35:00	ES	Futures	3128.87	3128.87	3123.93	3125.85	4250.0
2020-05-13 03:40:00	ES	Futures	3125.58	3132.71	3123.93	3132.44	4896.0
2020-05-13 03:45:00	ES	Futures	3132.44	3132.44	3129.97	3131.89	3892.0
2020-05-13 03:50:00	ES	Futures	3131.89	3134.91	3130.79	3134.09	2964.0
2020-05-13 03:55:00	ES	Futures	3134.36	3135.73	3131.62	3131.89	3445.0
2020-05-13 04:00:00	ES	Futures	3132.16	3132.71	3126.4	3127.23	3500.0
2020-05-13 04:05:00	ES	Futures	3127.5	3133.26	3127.5	3132.16	3290.0

> showing 50 of 18,053 rows — these rows as CSV

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