PREVIEW / futures_5min / 2020-05-14

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-14.parquet
  size:    322 KB
  rows:    18,363

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
2020-05-14 00:00:00	ES	Futures	3087.71	3089.91	3087.44	3089.36	1269.0
2020-05-14 00:05:00	ES	Futures	3089.36	3094.3	3089.36	3092.37	2320.0
2020-05-14 00:10:00	ES	Futures	3092.1	3093.47	3091.83	3092.92	469.0
2020-05-14 00:15:00	ES	Futures	3093.2	3094.3	3092.1	3094.02	649.0
2020-05-14 00:20:00	ES	Futures	3094.02	3094.3	3090.73	3091.28	559.0
2020-05-14 00:25:00	ES	Futures	3091.55	3092.1	3089.08	3089.08	494.0
2020-05-14 00:30:00	ES	Futures	3089.36	3089.91	3082.77	3084.97	1787.0
2020-05-14 00:35:00	ES	Futures	3084.97	3086.61	3082.5	3085.24	1244.0
2020-05-14 00:40:00	ES	Futures	3085.51	3086.06	3080.03	3083.04	1202.0
2020-05-14 00:45:00	ES	Futures	3082.77	3084.69	3080.3	3083.04	728.0
2020-05-14 00:50:00	ES	Futures	3083.04	3087.16	3083.04	3086.34	843.0
2020-05-14 00:55:00	ES	Futures	3086.06	3086.34	3079.48	3080.3	916.0
2020-05-14 01:00:00	ES	Futures	3080.58	3082.22	3077.56	3080.03	1593.0
2020-05-14 01:05:00	ES	Futures	3080.03	3081.12	3079.2	3080.3	868.0
2020-05-14 01:10:00	ES	Futures	3080.58	3083.87	3080.03	3083.04	1473.0
2020-05-14 01:15:00	ES	Futures	3083.32	3084.69	3080.85	3081.4	1525.0
2020-05-14 01:20:00	ES	Futures	3081.12	3085.79	3080.58	3084.42	990.0
2020-05-14 01:25:00	ES	Futures	3084.42	3084.97	3082.22	3083.32	603.0
2020-05-14 01:30:00	ES	Futures	3083.32	3084.14	3078.11	3078.11	866.0
2020-05-14 01:35:00	ES	Futures	3078.11	3081.4	3076.46	3079.48	2295.0
2020-05-14 01:40:00	ES	Futures	3079.75	3082.77	3079.75	3081.95	2540.0
2020-05-14 01:45:00	ES	Futures	3081.95	3083.32	3077.56	3077.83	1307.0
2020-05-14 01:50:00	ES	Futures	3077.56	3079.48	3076.18	3076.73	1262.0
2020-05-14 01:55:00	ES	Futures	3076.46	3078.11	3074.54	3074.81	1398.0
2020-05-14 02:00:00	ES	Futures	3074.81	3078.65	3070.42	3070.97	3965.0
2020-05-14 02:05:00	ES	Futures	3070.7	3074.54	3069.32	3073.17	3365.0
2020-05-14 02:10:00	ES	Futures	3073.17	3076.18	3069.6	3071.24	2476.0
2020-05-14 02:15:00	ES	Futures	3071.24	3074.81	3071.24	3072.07	1795.0
2020-05-14 02:20:00	ES	Futures	3072.07	3074.81	3071.79	3074.54	1293.0
2020-05-14 02:25:00	ES	Futures	3074.54	3075.91	3073.71	3073.99	1046.0
2020-05-14 02:30:00	ES	Futures	3073.99	3077.56	3073.71	3076.18	1743.0
2020-05-14 02:35:00	ES	Futures	3075.91	3075.91	3071.24	3074.26	1507.0
2020-05-14 02:40:00	ES	Futures	3074.26	3080.03	3073.44	3073.71	2934.0
2020-05-14 02:45:00	ES	Futures	3073.71	3073.71	3069.32	3072.62	1858.0
2020-05-14 02:50:00	ES	Futures	3072.62	3073.17	3070.7	3071.79	1167.0
2020-05-14 02:55:00	ES	Futures	3071.79	3075.64	3071.24	3075.36	1674.0
2020-05-14 03:00:00	ES	Futures	3075.64	3081.67	3075.36	3081.12	4796.0
2020-05-14 03:05:00	ES	Futures	3081.12	3081.95	3078.93	3079.48	2650.0
2020-05-14 03:10:00	ES	Futures	3079.48	3088.26	3078.65	3086.89	4315.0
2020-05-14 03:15:00	ES	Futures	3086.61	3092.1	3086.06	3090.18	4433.0
2020-05-14 03:20:00	ES	Futures	3090.18	3094.3	3090.18	3091.83	3366.0
2020-05-14 03:25:00	ES	Futures	3091.83	3092.1	3088.53	3088.53	2636.0
2020-05-14 03:30:00	ES	Futures	3088.53	3095.12	3088.53	3092.37	5027.0
2020-05-14 03:35:00	ES	Futures	3092.1	3095.39	3091.28	3094.84	3307.0
2020-05-14 03:40:00	ES	Futures	3094.84	3095.39	3091.55	3091.83	2906.0
2020-05-14 03:45:00	ES	Futures	3092.1	3093.75	3090.73	3090.73	2523.0
2020-05-14 03:50:00	ES	Futures	3091.0	3091.55	3084.14	3085.24	4206.0
2020-05-14 03:55:00	ES	Futures	3085.24	3087.44	3081.12	3083.32	4676.0
2020-05-14 04:00:00	ES	Futures	3083.59	3083.87	3079.2	3081.4	6770.0
2020-05-14 04:05:00	ES	Futures	3081.4	3081.95	3077.83	3079.2	4276.0

> showing 50 of 18,363 rows — these rows as CSV

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