PREVIEW / futures_5min / 2020-05-18

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-18.parquet
  size:    334 KB
  rows:    18,093

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
2020-05-18 00:00:00	ES	Futures	3160.16	3160.98	3159.88	3160.7	374.0
2020-05-18 00:05:00	ES	Futures	3160.7	3160.98	3158.23	3158.78	1141.0
2020-05-18 00:10:00	ES	Futures	3158.78	3159.33	3157.69	3157.96	577.0
2020-05-18 00:15:00	ES	Futures	3157.96	3158.78	3157.41	3158.23	566.0
2020-05-18 00:20:00	ES	Futures	3157.96	3160.43	3157.96	3160.16	561.0
2020-05-18 00:25:00	ES	Futures	3160.16	3160.43	3159.06	3160.16	394.0
2020-05-18 00:30:00	ES	Futures	3159.88	3161.8	3159.06	3160.43	524.0
2020-05-18 00:35:00	ES	Futures	3160.43	3161.25	3159.06	3160.43	333.0
2020-05-18 00:40:00	ES	Futures	3160.43	3161.8	3159.33	3159.88	592.0
2020-05-18 00:45:00	ES	Futures	3159.61	3160.16	3159.06	3160.16	295.0
2020-05-18 00:50:00	ES	Futures	3159.88	3160.43	3159.61	3159.61	433.0
2020-05-18 00:55:00	ES	Futures	3159.61	3162.35	3158.78	3161.53	1146.0
2020-05-18 01:00:00	ES	Futures	3161.53	3162.9	3160.7	3161.25	816.0
2020-05-18 01:05:00	ES	Futures	3161.25	3161.53	3160.16	3160.98	483.0
2020-05-18 01:10:00	ES	Futures	3160.7	3160.98	3156.86	3157.96	1008.0
2020-05-18 01:15:00	ES	Futures	3157.96	3158.78	3156.86	3156.86	717.0
2020-05-18 01:20:00	ES	Futures	3156.86	3158.51	3156.59	3157.69	530.0
2020-05-18 01:25:00	ES	Futures	3157.69	3158.51	3155.76	3156.31	829.0
2020-05-18 01:30:00	ES	Futures	3156.31	3156.86	3155.76	3156.31	452.0
2020-05-18 01:35:00	ES	Futures	3156.04	3158.51	3155.49	3158.23	746.0
2020-05-18 01:40:00	ES	Futures	3158.51	3158.78	3157.14	3157.69	486.0
2020-05-18 01:45:00	ES	Futures	3157.96	3158.78	3155.22	3155.49	736.0
2020-05-18 01:50:00	ES	Futures	3155.49	3157.14	3154.67	3156.31	958.0
2020-05-18 01:55:00	ES	Futures	3156.31	3156.86	3154.67	3154.94	675.0
2020-05-18 02:00:00	ES	Futures	3154.94	3156.31	3154.94	3156.31	959.0
2020-05-18 02:05:00	ES	Futures	3156.31	3157.96	3154.94	3156.04	1128.0
2020-05-18 02:10:00	ES	Futures	3156.04	3159.33	3156.04	3158.23	1232.0
2020-05-18 02:15:00	ES	Futures	3158.23	3159.33	3157.41	3159.06	961.0
2020-05-18 02:20:00	ES	Futures	3159.06	3162.08	3159.06	3161.8	1758.0
2020-05-18 02:25:00	ES	Futures	3161.8	3163.72	3161.53	3163.45	1097.0
2020-05-18 02:30:00	ES	Futures	3163.72	3167.84	3163.72	3165.37	3727.0
2020-05-18 02:35:00	ES	Futures	3165.64	3165.92	3162.35	3162.35	1368.0
2020-05-18 02:40:00	ES	Futures	3162.62	3164.0	3162.08	3163.17	842.0
2020-05-18 02:45:00	ES	Futures	3163.45	3163.45	3161.25	3161.8	1221.0
2020-05-18 02:50:00	ES	Futures	3162.08	3163.17	3161.25	3162.35	796.0
2020-05-18 02:55:00	ES	Futures	3162.35	3164.0	3162.08	3163.17	1030.0
2020-05-18 03:00:00	ES	Futures	3163.45	3168.66	3163.17	3167.84	3699.0
2020-05-18 03:05:00	ES	Futures	3167.84	3172.23	3167.02	3168.11	4763.0
2020-05-18 03:10:00	ES	Futures	3168.11	3168.94	3166.47	3168.66	1992.0
2020-05-18 03:15:00	ES	Futures	3168.66	3171.68	3166.19	3166.74	3234.0
2020-05-18 03:20:00	ES	Futures	3167.02	3168.66	3166.19	3167.84	1753.0
2020-05-18 03:25:00	ES	Futures	3167.84	3169.49	3165.09	3167.56	1998.0
2020-05-18 03:30:00	ES	Futures	3167.56	3169.76	3166.19	3167.84	3124.0
2020-05-18 03:35:00	ES	Futures	3167.84	3169.49	3164.55	3166.19	2563.0
2020-05-18 03:40:00	ES	Futures	3166.19	3170.03	3166.19	3169.49	2585.0
2020-05-18 03:45:00	ES	Futures	3169.49	3170.58	3168.39	3168.94	2358.0
2020-05-18 03:50:00	ES	Futures	3168.94	3170.03	3167.84	3169.49	2183.0
2020-05-18 03:55:00	ES	Futures	3169.49	3172.23	3169.49	3171.41	3029.0
2020-05-18 04:00:00	ES	Futures	3171.41	3176.62	3170.58	3175.8	6001.0
2020-05-18 04:05:00	ES	Futures	3175.8	3179.91	3175.8	3176.35	6339.0

> showing 50 of 18,093 rows — these rows as CSV

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