PREVIEW / futures_5min / 2020-05-15

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-15.parquet
  size:    267 KB
  rows:    14,779

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
2020-05-15 00:00:00	ES	Futures	3125.58	3129.42	3125.03	3126.13	1971.0
2020-05-15 00:05:00	ES	Futures	3126.13	3127.23	3124.76	3126.13	596.0
2020-05-15 00:10:00	ES	Futures	3126.13	3127.5	3124.21	3126.4	760.0
2020-05-15 00:15:00	ES	Futures	3126.68	3126.95	3123.66	3125.3	576.0
2020-05-15 00:20:00	ES	Futures	3125.03	3126.4	3124.76	3125.85	351.0
2020-05-15 00:25:00	ES	Futures	3126.13	3126.13	3122.29	3123.11	820.0
2020-05-15 00:30:00	ES	Futures	3123.11	3126.68	3122.83	3126.13	536.0
2020-05-15 00:35:00	ES	Futures	3126.4	3127.5	3125.58	3126.4	496.0
2020-05-15 00:40:00	ES	Futures	3126.4	3128.05	3126.13	3126.95	482.0
2020-05-15 00:45:00	ES	Futures	3126.95	3130.24	3124.76	3129.7	902.0
2020-05-15 00:50:00	ES	Futures	3129.97	3131.34	3128.05	3129.15	2175.0
2020-05-15 00:55:00	ES	Futures	3129.15	3129.15	3127.5	3128.87	1116.0
2020-05-15 01:00:00	ES	Futures	3128.87	3132.44	3128.05	3132.16	1072.0
2020-05-15 01:05:00	ES	Futures	3131.89	3134.09	3129.7	3129.97	1280.0
2020-05-15 01:10:00	ES	Futures	3130.24	3131.62	3128.87	3131.07	541.0
2020-05-15 01:15:00	ES	Futures	3131.07	3131.89	3128.87	3131.62	551.0
2020-05-15 01:20:00	ES	Futures	3131.34	3131.62	3128.87	3129.15	509.0
2020-05-15 01:25:00	ES	Futures	3129.42	3130.52	3126.68	3127.23	741.0
2020-05-15 01:30:00	ES	Futures	3127.23	3131.89	3127.23	3131.07	695.0
2020-05-15 01:35:00	ES	Futures	3131.07	3131.34	3128.32	3128.87	571.0
2020-05-15 01:40:00	ES	Futures	3128.6	3129.7	3127.5	3128.6	778.0
2020-05-15 01:45:00	ES	Futures	3128.32	3129.15	3126.68	3128.6	579.0
2020-05-15 01:50:00	ES	Futures	3128.32	3128.87	3127.23	3127.5	530.0
2020-05-15 01:55:00	ES	Futures	3127.23	3127.5	3122.83	3122.83	1441.0
2020-05-15 02:00:00	ES	Futures	3123.11	3126.13	3120.91	3125.58	2565.0
2020-05-15 02:05:00	ES	Futures	3125.3	3125.58	3119.54	3120.91	1902.0
2020-05-15 02:10:00	ES	Futures	3121.19	3123.38	3119.82	3122.56	1383.0
2020-05-15 02:15:00	ES	Futures	3122.56	3125.3	3122.29	3124.76	710.0
2020-05-15 02:20:00	ES	Futures	3124.48	3126.13	3122.56	3122.83	1097.0
2020-05-15 02:25:00	ES	Futures	3122.83	3125.85	3122.83	3124.76	803.0
2020-05-15 02:30:00	ES	Futures	3124.48	3125.03	3122.01	3123.66	900.0
2020-05-15 02:35:00	ES	Futures	3123.38	3124.48	3120.91	3122.56	1160.0
2020-05-15 02:40:00	ES	Futures	3122.29	3122.56	3121.19	3122.01	452.0
2020-05-15 02:45:00	ES	Futures	3121.74	3124.48	3121.46	3123.93	589.0
2020-05-15 02:50:00	ES	Futures	3124.21	3124.21	3122.01	3123.38	612.0
2020-05-15 02:55:00	ES	Futures	3123.66	3126.4	3123.38	3124.76	1146.0
2020-05-15 03:00:00	ES	Futures	3125.03	3135.46	3125.03	3134.91	5578.0
2020-05-15 03:05:00	ES	Futures	3134.63	3136.01	3132.44	3134.09	3709.0
2020-05-15 03:10:00	ES	Futures	3134.36	3137.1	3131.62	3132.71	3510.0
2020-05-15 03:15:00	ES	Futures	3132.44	3135.73	3130.79	3134.63	3385.0
2020-05-15 03:20:00	ES	Futures	3134.91	3136.01	3132.71	3134.09	2026.0
2020-05-15 03:25:00	ES	Futures	3133.81	3136.01	3133.26	3134.09	1961.0
2020-05-15 03:30:00	ES	Futures	3133.81	3134.63	3130.52	3132.44	3771.0
2020-05-15 03:35:00	ES	Futures	3132.44	3135.46	3131.34	3135.18	2944.0
2020-05-15 03:40:00	ES	Futures	3135.46	3136.56	3134.09	3135.18	2522.0
2020-05-15 03:45:00	ES	Futures	3135.46	3136.01	3132.71	3132.71	2320.0
2020-05-15 03:50:00	ES	Futures	3132.99	3141.22	3132.16	3140.67	5443.0
2020-05-15 03:55:00	ES	Futures	3140.4	3143.14	3139.03	3140.12	5003.0
2020-05-15 04:00:00	ES	Futures	3140.4	3140.95	3137.1	3138.75	3351.0
2020-05-15 04:05:00	ES	Futures	3138.75	3140.4	3133.81	3134.91	4257.0

> showing 50 of 14,779 rows — these rows as CSV

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