PREVIEW / futures_5min / 2020-05-21

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-21.parquet
  size:    299 KB
  rows:    17,926

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
2020-05-21 00:00:00	ES	Futures	3239.74	3240.01	3236.44	3236.99	657.0
2020-05-21 00:05:00	ES	Futures	3237.27	3238.09	3236.17	3238.09	598.0
2020-05-21 00:10:00	ES	Futures	3237.81	3239.74	3237.54	3238.91	641.0
2020-05-21 00:15:00	ES	Futures	3239.19	3241.66	3239.19	3241.11	696.0
2020-05-21 00:20:00	ES	Futures	3240.83	3241.66	3240.28	3241.66	289.0
2020-05-21 00:25:00	ES	Futures	3241.66	3241.93	3239.74	3240.56	323.0
2020-05-21 00:30:00	ES	Futures	3240.83	3243.03	3240.83	3243.03	598.0
2020-05-21 00:35:00	ES	Futures	3243.03	3243.3	3242.48	3242.75	429.0
2020-05-21 00:40:00	ES	Futures	3242.75	3242.75	3241.11	3241.11	347.0
2020-05-21 00:45:00	ES	Futures	3241.38	3242.21	3240.56	3240.83	260.0
2020-05-21 00:50:00	ES	Futures	3240.56	3243.03	3240.28	3242.75	389.0
2020-05-21 00:55:00	ES	Futures	3242.75	3244.67	3242.48	3243.58	943.0
2020-05-21 01:00:00	ES	Futures	3243.85	3246.32	3242.75	3245.77	1411.0
2020-05-21 01:05:00	ES	Futures	3245.77	3246.05	3244.67	3244.95	430.0
2020-05-21 01:10:00	ES	Futures	3244.95	3244.95	3243.85	3244.4	506.0
2020-05-21 01:15:00	ES	Futures	3244.4	3244.67	3243.85	3244.67	274.0
2020-05-21 01:20:00	ES	Futures	3244.67	3245.77	3244.13	3244.4	471.0
2020-05-21 01:25:00	ES	Futures	3244.4	3244.4	3242.75	3242.75	463.0
2020-05-21 01:30:00	ES	Futures	3242.75	3246.05	3242.75	3245.5	470.0
2020-05-21 01:35:00	ES	Futures	3245.22	3245.5	3243.03	3243.3	317.0
2020-05-21 01:40:00	ES	Futures	3243.3	3243.58	3240.28	3240.83	799.0
2020-05-21 01:45:00	ES	Futures	3240.83	3240.83	3238.36	3239.74	819.0
2020-05-21 01:50:00	ES	Futures	3239.74	3240.83	3238.64	3238.91	644.0
2020-05-21 01:55:00	ES	Futures	3239.19	3241.11	3238.91	3239.46	494.0
2020-05-21 02:00:00	ES	Futures	3239.74	3241.93	3236.44	3239.74	1558.0
2020-05-21 02:05:00	ES	Futures	3240.01	3240.83	3237.81	3238.09	1168.0
2020-05-21 02:10:00	ES	Futures	3238.09	3240.28	3237.27	3239.74	503.0
2020-05-21 02:15:00	ES	Futures	3239.74	3241.38	3238.36	3240.28	710.0
2020-05-21 02:20:00	ES	Futures	3240.28	3240.56	3238.36	3239.19	641.0
2020-05-21 02:25:00	ES	Futures	3238.91	3239.19	3236.72	3237.54	799.0
2020-05-21 02:30:00	ES	Futures	3237.54	3238.09	3235.62	3237.54	1073.0
2020-05-21 02:35:00	ES	Futures	3237.54	3238.09	3236.44	3236.72	674.0
2020-05-21 02:40:00	ES	Futures	3236.72	3236.99	3234.8	3236.72	1062.0
2020-05-21 02:45:00	ES	Futures	3236.72	3237.27	3236.44	3236.99	623.0
2020-05-21 02:50:00	ES	Futures	3236.72	3238.09	3236.72	3237.54	698.0
2020-05-21 02:55:00	ES	Futures	3237.81	3238.64	3235.62	3235.89	919.0
2020-05-21 03:00:00	ES	Futures	3236.17	3236.72	3230.13	3233.15	6020.0
2020-05-21 03:05:00	ES	Futures	3233.15	3233.42	3230.13	3232.6	2655.0
2020-05-21 03:10:00	ES	Futures	3232.6	3235.89	3232.33	3235.07	1912.0
2020-05-21 03:15:00	ES	Futures	3234.8	3236.99	3233.7	3235.62	1283.0
2020-05-21 03:20:00	ES	Futures	3235.62	3236.44	3233.42	3233.7	932.0
2020-05-21 03:25:00	ES	Futures	3233.42	3237.54	3233.42	3237.27	1151.0
2020-05-21 03:30:00	ES	Futures	3237.54	3243.03	3235.07	3241.11	2391.0
2020-05-21 03:35:00	ES	Futures	3241.11	3244.13	3240.83	3242.21	2039.0
2020-05-21 03:40:00	ES	Futures	3242.21	3242.48	3239.19	3240.28	1263.0
2020-05-21 03:45:00	ES	Futures	3240.01	3240.56	3237.54	3240.01	1399.0
2020-05-21 03:50:00	ES	Futures	3240.01	3240.83	3238.36	3238.91	696.0
2020-05-21 03:55:00	ES	Futures	3238.64	3238.91	3235.89	3237.81	1087.0
2020-05-21 04:00:00	ES	Futures	3237.54	3241.93	3237.54	3239.74	1645.0
2020-05-21 04:05:00	ES	Futures	3240.01	3240.01	3232.6	3232.87	2335.0

> showing 50 of 17,926 rows — these rows as CSV

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