PREVIEW / futures_5min / 2020-05-20

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-20.parquet
  size:    307 KB
  rows:    17,975

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
2020-05-20 00:00:00	ES	Futures	3222.17	3223.54	3219.98	3221.35	549.0
2020-05-20 00:05:00	ES	Futures	3221.62	3223.54	3220.8	3223.54	465.0
2020-05-20 00:10:00	ES	Futures	3223.27	3228.48	3223.27	3227.66	3024.0
2020-05-20 00:15:00	ES	Futures	3227.66	3227.94	3226.01	3226.01	664.0
2020-05-20 00:20:00	ES	Futures	3226.29	3228.76	3225.74	3227.94	862.0
2020-05-20 00:25:00	ES	Futures	3227.66	3227.94	3226.01	3227.11	540.0
2020-05-20 00:30:00	ES	Futures	3227.11	3227.94	3226.01	3226.56	516.0
2020-05-20 00:35:00	ES	Futures	3227.11	3227.39	3225.74	3226.84	508.0
2020-05-20 00:40:00	ES	Futures	3226.84	3227.66	3226.01	3226.29	265.0
2020-05-20 00:45:00	ES	Futures	3226.29	3226.56	3224.37	3224.92	638.0
2020-05-20 00:50:00	ES	Futures	3225.19	3226.01	3224.37	3225.74	356.0
2020-05-20 00:55:00	ES	Futures	3225.74	3226.29	3223.82	3224.09	480.0
2020-05-20 01:00:00	ES	Futures	3224.37	3224.92	3223.0	3223.27	685.0
2020-05-20 01:05:00	ES	Futures	3223.27	3227.39	3223.27	3226.56	834.0
2020-05-20 01:10:00	ES	Futures	3226.29	3227.39	3226.01	3226.84	461.0
2020-05-20 01:15:00	ES	Futures	3227.11	3227.66	3225.19	3225.74	510.0
2020-05-20 01:20:00	ES	Futures	3225.74	3226.56	3224.92	3224.92	627.0
2020-05-20 01:25:00	ES	Futures	3224.92	3225.19	3223.0	3224.64	838.0
2020-05-20 01:30:00	ES	Futures	3224.37	3225.19	3220.25	3221.35	1427.0
2020-05-20 01:35:00	ES	Futures	3221.35	3222.17	3219.43	3219.98	998.0
2020-05-20 01:40:00	ES	Futures	3220.25	3221.35	3219.7	3220.53	680.0
2020-05-20 01:45:00	ES	Futures	3220.53	3222.17	3220.53	3221.35	621.0
2020-05-20 01:50:00	ES	Futures	3221.08	3221.35	3216.41	3216.96	1629.0
2020-05-20 01:55:00	ES	Futures	3216.96	3218.33	3215.31	3217.51	1238.0
2020-05-20 02:00:00	ES	Futures	3217.51	3218.88	3216.14	3218.06	1230.0
2020-05-20 02:05:00	ES	Futures	3217.78	3217.78	3211.47	3212.29	2376.0
2020-05-20 02:10:00	ES	Futures	3212.29	3213.39	3210.65	3211.47	1322.0
2020-05-20 02:15:00	ES	Futures	3211.47	3214.76	3210.92	3214.49	2064.0
2020-05-20 02:20:00	ES	Futures	3214.21	3216.14	3213.94	3215.04	1006.0
2020-05-20 02:25:00	ES	Futures	3215.04	3215.59	3213.12	3213.94	946.0
2020-05-20 02:30:00	ES	Futures	3213.67	3218.61	3213.67	3217.78	1408.0
2020-05-20 02:35:00	ES	Futures	3217.78	3217.78	3214.76	3214.76	749.0
2020-05-20 02:40:00	ES	Futures	3214.76	3216.41	3213.39	3215.31	931.0
2020-05-20 02:45:00	ES	Futures	3215.31	3217.78	3214.76	3216.68	988.0
2020-05-20 02:50:00	ES	Futures	3216.41	3217.51	3215.04	3215.86	461.0
2020-05-20 02:55:00	ES	Futures	3215.86	3217.51	3213.67	3215.31	918.0
2020-05-20 03:00:00	ES	Futures	3215.59	3223.82	3213.39	3223.0	4276.0
2020-05-20 03:05:00	ES	Futures	3223.27	3226.29	3221.9	3223.0	3641.0
2020-05-20 03:10:00	ES	Futures	3222.72	3225.19	3220.53	3222.45	2877.0
2020-05-20 03:15:00	ES	Futures	3222.45	3224.37	3220.53	3221.08	1796.0
2020-05-20 03:20:00	ES	Futures	3221.08	3221.62	3216.68	3218.06	3320.0
2020-05-20 03:25:00	ES	Futures	3218.33	3222.45	3217.51	3219.98	2734.0
2020-05-20 03:30:00	ES	Futures	3219.98	3220.8	3216.41	3216.68	2567.0
2020-05-20 03:35:00	ES	Futures	3216.41	3217.78	3213.94	3217.78	2472.0
2020-05-20 03:40:00	ES	Futures	3217.51	3220.8	3217.23	3220.53	1891.0
2020-05-20 03:45:00	ES	Futures	3220.53	3220.8	3218.06	3219.43	1407.0
2020-05-20 03:50:00	ES	Futures	3219.43	3223.0	3219.43	3220.8	1785.0
2020-05-20 03:55:00	ES	Futures	3220.8	3221.35	3216.68	3216.96	1682.0
2020-05-20 04:00:00	ES	Futures	3216.96	3221.35	3216.68	3218.88	1306.0
2020-05-20 04:05:00	ES	Futures	3218.88	3223.0	3218.61	3222.17	1315.0

> showing 50 of 17,975 rows — these rows as CSV

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