PREVIEW / futures_5min / 2020-05-17

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-17.parquet
  size:    71 KB
  rows:    3,486

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
2020-05-17 18:00:00	ES	Futures	3139.03	3139.3	3128.32	3129.97	5483.0
2020-05-17 18:05:00	ES	Futures	3129.97	3133.54	3128.6	3132.44	1274.0
2020-05-17 18:10:00	ES	Futures	3131.89	3133.54	3129.97	3132.16	1263.0
2020-05-17 18:15:00	ES	Futures	3132.16	3132.16	3128.87	3131.34	1180.0
2020-05-17 18:20:00	ES	Futures	3131.07	3134.91	3130.79	3134.63	1044.0
2020-05-17 18:25:00	ES	Futures	3134.63	3137.1	3133.54	3135.18	1313.0
2020-05-17 18:30:00	ES	Futures	3135.18	3135.73	3131.62	3132.99	1050.0
2020-05-17 18:35:00	ES	Futures	3133.26	3136.83	3133.26	3135.46	813.0
2020-05-17 18:40:00	ES	Futures	3135.18	3137.93	3135.18	3136.56	995.0
2020-05-17 18:45:00	ES	Futures	3136.83	3148.08	3136.83	3147.53	3113.0
2020-05-17 18:50:00	ES	Futures	3147.53	3153.02	3144.79	3147.81	5350.0
2020-05-17 18:55:00	ES	Futures	3147.81	3151.37	3146.43	3147.53	1554.0
2020-05-17 19:00:00	ES	Futures	3147.53	3152.2	3146.43	3150.55	1488.0
2020-05-17 19:05:00	ES	Futures	3150.83	3151.37	3147.26	3149.73	1309.0
2020-05-17 19:10:00	ES	Futures	3149.73	3150.0	3147.26	3148.36	875.0
2020-05-17 19:15:00	ES	Futures	3148.36	3151.65	3146.71	3151.1	1283.0
2020-05-17 19:20:00	ES	Futures	3150.83	3154.39	3149.45	3153.02	1341.0
2020-05-17 19:25:00	ES	Futures	3153.02	3153.57	3150.83	3151.1	1022.0
2020-05-17 19:30:00	ES	Futures	3151.37	3151.65	3146.98	3149.73	1657.0
2020-05-17 19:35:00	ES	Futures	3150.0	3150.28	3147.53	3147.81	813.0
2020-05-17 19:40:00	ES	Futures	3147.53	3150.28	3147.53	3148.36	653.0
2020-05-17 19:45:00	ES	Futures	3148.63	3151.1	3146.98	3149.18	954.0
2020-05-17 19:50:00	ES	Futures	3149.18	3152.2	3149.18	3151.1	840.0
2020-05-17 19:55:00	ES	Futures	3151.1	3151.1	3148.36	3148.36	905.0
2020-05-17 20:00:00	ES	Futures	3148.36	3149.73	3145.06	3146.16	2314.0
2020-05-17 20:05:00	ES	Futures	3145.89	3148.36	3145.06	3147.26	1584.0
2020-05-17 20:10:00	ES	Futures	3147.26	3148.08	3145.06	3146.43	1044.0
2020-05-17 20:15:00	ES	Futures	3146.43	3150.83	3146.16	3150.0	1338.0
2020-05-17 20:20:00	ES	Futures	3150.0	3150.83	3148.9	3150.0	819.0
2020-05-17 20:25:00	ES	Futures	3150.0	3152.75	3149.73	3151.1	1142.0
2020-05-17 20:30:00	ES	Futures	3151.1	3152.2	3148.63	3151.37	767.0
2020-05-17 20:35:00	ES	Futures	3151.37	3151.92	3149.45	3149.73	653.0
2020-05-17 20:40:00	ES	Futures	3149.73	3151.1	3149.45	3150.0	750.0
2020-05-17 20:45:00	ES	Futures	3150.28	3150.83	3148.36	3148.9	699.0
2020-05-17 20:50:00	ES	Futures	3148.9	3149.45	3146.71	3147.53	947.0
2020-05-17 20:55:00	ES	Futures	3147.81	3149.73	3147.26	3148.9	559.0
2020-05-17 21:00:00	ES	Futures	3149.18	3151.1	3147.53	3150.83	1304.0
2020-05-17 21:05:00	ES	Futures	3150.83	3151.92	3149.73	3150.28	833.0
2020-05-17 21:10:00	ES	Futures	3150.28	3151.92	3150.0	3150.83	498.0
2020-05-17 21:15:00	ES	Futures	3151.1	3155.22	3151.1	3153.57	2516.0
2020-05-17 21:20:00	ES	Futures	3153.29	3154.94	3151.37	3151.92	1367.0
2020-05-17 21:25:00	ES	Futures	3151.65	3153.29	3150.55	3150.83	1172.0
2020-05-17 21:30:00	ES	Futures	3151.1	3151.92	3149.18	3150.0	1214.0
2020-05-17 21:35:00	ES	Futures	3150.0	3151.92	3148.63	3151.37	995.0
2020-05-17 21:40:00	ES	Futures	3151.37	3153.29	3150.83	3152.47	955.0
2020-05-17 21:45:00	ES	Futures	3152.47	3153.29	3151.1	3151.1	872.0
2020-05-17 21:50:00	ES	Futures	3151.1	3151.92	3149.73	3151.37	836.0
2020-05-17 21:55:00	ES	Futures	3151.37	3153.02	3151.37	3151.92	612.0
2020-05-17 22:00:00	ES	Futures	3151.65	3153.02	3151.1	3151.65	579.0
2020-05-17 22:05:00	ES	Futures	3151.92	3153.02	3151.37	3151.65	590.0

> showing 50 of 3,486 rows — these rows as CSV

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