PREVIEW / futures_5min / 2020-05-19

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-19.parquet
  size:    306 KB
  rows:    18,124

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
2020-05-19 00:00:00	ES	Futures	3227.11	3235.34	3227.11	3232.87	2818.0
2020-05-19 00:05:00	ES	Futures	3232.87	3234.52	3232.33	3233.7	804.0
2020-05-19 00:10:00	ES	Futures	3233.7	3236.44	3232.33	3235.89	1174.0
2020-05-19 00:15:00	ES	Futures	3235.89	3235.89	3233.15	3234.8	413.0
2020-05-19 00:20:00	ES	Futures	3235.07	3235.34	3232.6	3232.6	572.0
2020-05-19 00:25:00	ES	Futures	3232.87	3233.7	3231.78	3232.6	702.0
2020-05-19 00:30:00	ES	Futures	3232.6	3234.52	3232.33	3233.42	464.0
2020-05-19 00:35:00	ES	Futures	3233.42	3234.52	3233.15	3234.25	456.0
2020-05-19 00:40:00	ES	Futures	3234.52	3234.52	3232.05	3233.42	425.0
2020-05-19 00:45:00	ES	Futures	3233.15	3238.64	3233.15	3238.64	1179.0
2020-05-19 00:50:00	ES	Futures	3238.36	3238.36	3236.99	3238.09	583.0
2020-05-19 00:55:00	ES	Futures	3238.09	3239.19	3236.99	3238.09	587.0
2020-05-19 01:00:00	ES	Futures	3237.81	3239.19	3234.25	3234.8	1079.0
2020-05-19 01:05:00	ES	Futures	3234.8	3235.34	3233.42	3233.97	519.0
2020-05-19 01:10:00	ES	Futures	3233.97	3235.62	3233.7	3235.34	473.0
2020-05-19 01:15:00	ES	Futures	3235.34	3237.54	3234.52	3236.99	724.0
2020-05-19 01:20:00	ES	Futures	3236.99	3236.99	3233.97	3233.97	372.0
2020-05-19 01:25:00	ES	Futures	3234.25	3237.27	3234.25	3236.44	502.0
2020-05-19 01:30:00	ES	Futures	3236.17	3236.17	3234.25	3235.34	324.0
2020-05-19 01:35:00	ES	Futures	3235.62	3235.62	3234.25	3235.34	403.0
2020-05-19 01:40:00	ES	Futures	3235.07	3235.34	3233.15	3234.8	559.0
2020-05-19 01:45:00	ES	Futures	3235.07	3235.34	3230.41	3231.23	1314.0
2020-05-19 01:50:00	ES	Futures	3231.23	3234.52	3230.68	3233.42	1094.0
2020-05-19 01:55:00	ES	Futures	3233.15	3235.34	3232.87	3233.15	541.0
2020-05-19 02:00:00	ES	Futures	3232.87	3238.64	3230.41	3235.89	2090.0
2020-05-19 02:05:00	ES	Futures	3235.62	3238.64	3233.97	3236.44	1512.0
2020-05-19 02:10:00	ES	Futures	3236.17	3240.83	3236.17	3239.46	1559.0
2020-05-19 02:15:00	ES	Futures	3239.46	3241.11	3238.36	3240.28	1098.0
2020-05-19 02:20:00	ES	Futures	3240.28	3243.03	3239.74	3242.21	1212.0
2020-05-19 02:25:00	ES	Futures	3242.21	3248.79	3241.66	3247.42	3850.0
2020-05-19 02:30:00	ES	Futures	3247.69	3252.08	3246.05	3249.34	3124.0
2020-05-19 02:35:00	ES	Futures	3249.34	3251.26	3247.97	3249.89	2227.0
2020-05-19 02:40:00	ES	Futures	3249.89	3252.36	3247.69	3251.81	1889.0
2020-05-19 02:45:00	ES	Futures	3251.81	3253.18	3248.52	3252.36	2991.0
2020-05-19 02:50:00	ES	Futures	3252.36	3260.87	3251.26	3257.57	6148.0
2020-05-19 02:55:00	ES	Futures	3257.85	3266.9	3256.2	3262.51	7042.0
2020-05-19 03:00:00	ES	Futures	3262.51	3263.06	3253.18	3253.73	7404.0
2020-05-19 03:05:00	ES	Futures	3253.46	3254.55	3248.24	3249.07	6256.0
2020-05-19 03:10:00	ES	Futures	3249.34	3254.55	3247.97	3252.63	4795.0
2020-05-19 03:15:00	ES	Futures	3252.63	3257.3	3252.36	3255.38	3430.0
2020-05-19 03:20:00	ES	Futures	3255.38	3256.2	3250.16	3250.71	3222.0
2020-05-19 03:25:00	ES	Futures	3250.71	3252.36	3244.67	3246.32	3683.0
2020-05-19 03:30:00	ES	Futures	3246.32	3246.6	3241.38	3243.03	6385.0
2020-05-19 03:35:00	ES	Futures	3243.03	3244.67	3239.19	3243.85	5009.0
2020-05-19 03:40:00	ES	Futures	3243.85	3245.5	3240.83	3244.67	3384.0
2020-05-19 03:45:00	ES	Futures	3244.4	3247.42	3239.74	3244.95	4169.0
2020-05-19 03:50:00	ES	Futures	3245.22	3246.05	3236.99	3237.27	3396.0
2020-05-19 03:55:00	ES	Futures	3237.54	3240.56	3236.99	3239.19	3549.0
2020-05-19 04:00:00	ES	Futures	3239.19	3241.93	3234.25	3234.25	3815.0
2020-05-19 04:05:00	ES	Futures	3234.25	3237.54	3227.66	3232.33	6348.0

> showing 50 of 18,124 rows — these rows as CSV

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