PREVIEW / futures_5min / 2020-05-22

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-22.parquet
  size:    255 KB
  rows:    14,544

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
2020-05-22 00:00:00	ES	Futures	3204.61	3205.16	3203.51	3204.06	1079.0
2020-05-22 00:05:00	ES	Futures	3203.79	3205.16	3203.79	3204.88	699.0
2020-05-22 00:10:00	ES	Futures	3205.16	3209.0	3204.61	3207.08	2187.0
2020-05-22 00:15:00	ES	Futures	3207.08	3207.63	3204.88	3205.16	894.0
2020-05-22 00:20:00	ES	Futures	3205.43	3205.43	3201.32	3202.96	1439.0
2020-05-22 00:25:00	ES	Futures	3203.24	3204.06	3202.14	3203.79	663.0
2020-05-22 00:30:00	ES	Futures	3203.79	3206.81	3203.79	3205.71	984.0
2020-05-22 00:35:00	ES	Futures	3205.71	3207.63	3205.16	3205.43	649.0
2020-05-22 00:40:00	ES	Futures	3205.43	3205.43	3202.96	3204.06	841.0
2020-05-22 00:45:00	ES	Futures	3204.34	3206.26	3204.34	3205.71	433.0
2020-05-22 00:50:00	ES	Futures	3205.71	3205.71	3202.41	3204.06	648.0
2020-05-22 00:55:00	ES	Futures	3204.06	3204.34	3201.32	3202.96	885.0
2020-05-22 01:00:00	ES	Futures	3202.96	3203.24	3200.77	3201.59	1291.0
2020-05-22 01:05:00	ES	Futures	3201.59	3203.51	3200.22	3201.32	2058.0
2020-05-22 01:10:00	ES	Futures	3201.32	3201.59	3196.93	3198.85	3111.0
2020-05-22 01:15:00	ES	Futures	3198.85	3199.12	3195.83	3196.65	1747.0
2020-05-22 01:20:00	ES	Futures	3196.38	3198.02	3196.1	3196.93	1067.0
2020-05-22 01:25:00	ES	Futures	3196.93	3197.48	3194.46	3195.28	1487.0
2020-05-22 01:30:00	ES	Futures	3195.01	3198.85	3194.73	3198.02	1782.0
2020-05-22 01:35:00	ES	Futures	3198.02	3199.95	3197.48	3198.85	1216.0
2020-05-22 01:40:00	ES	Futures	3199.12	3199.95	3196.93	3197.2	771.0
2020-05-22 01:45:00	ES	Futures	3197.2	3199.95	3195.55	3199.4	1447.0
2020-05-22 01:50:00	ES	Futures	3199.4	3202.14	3198.85	3199.95	1875.0
2020-05-22 01:55:00	ES	Futures	3199.95	3201.59	3199.4	3199.67	806.0
2020-05-22 02:00:00	ES	Futures	3199.67	3206.26	3198.85	3204.88	3285.0
2020-05-22 02:05:00	ES	Futures	3204.88	3207.08	3202.69	3205.43	1786.0
2020-05-22 02:10:00	ES	Futures	3205.71	3206.53	3204.06	3206.26	2249.0
2020-05-22 02:15:00	ES	Futures	3206.26	3207.35	3205.43	3206.81	1099.0
2020-05-22 02:20:00	ES	Futures	3206.53	3206.53	3204.34	3205.98	822.0
2020-05-22 02:25:00	ES	Futures	3205.98	3208.73	3205.16	3207.63	1439.0
2020-05-22 02:30:00	ES	Futures	3207.35	3207.63	3204.06	3204.88	1486.0
2020-05-22 02:35:00	ES	Futures	3204.88	3204.88	3200.77	3202.69	1645.0
2020-05-22 02:40:00	ES	Futures	3202.96	3202.96	3198.85	3200.22	1650.0
2020-05-22 02:45:00	ES	Futures	3199.95	3202.41	3199.12	3201.59	1193.0
2020-05-22 02:50:00	ES	Futures	3201.59	3203.51	3201.04	3201.87	992.0
2020-05-22 02:55:00	ES	Futures	3201.87	3202.41	3199.67	3200.49	1185.0
2020-05-22 03:00:00	ES	Futures	3200.49	3202.96	3197.2	3200.77	3829.0
2020-05-22 03:05:00	ES	Futures	3200.77	3200.77	3195.55	3199.12	3501.0
2020-05-22 03:10:00	ES	Futures	3199.12	3199.12	3190.34	3192.81	5475.0
2020-05-22 03:15:00	ES	Futures	3192.54	3192.81	3187.32	3191.99	6416.0
2020-05-22 03:20:00	ES	Futures	3191.71	3195.55	3191.44	3194.73	3552.0
2020-05-22 03:25:00	ES	Futures	3194.46	3199.12	3193.36	3196.93	3233.0
2020-05-22 03:30:00	ES	Futures	3196.93	3199.67	3195.83	3198.02	2577.0
2020-05-22 03:35:00	ES	Futures	3198.3	3198.3	3193.36	3194.18	3471.0
2020-05-22 03:40:00	ES	Futures	3194.46	3198.02	3193.36	3197.75	2196.0
2020-05-22 03:45:00	ES	Futures	3197.75	3199.4	3193.91	3194.46	2824.0
2020-05-22 03:50:00	ES	Futures	3194.46	3196.38	3191.99	3193.08	3038.0
2020-05-22 03:55:00	ES	Futures	3193.36	3193.63	3190.34	3191.16	2345.0
2020-05-22 04:00:00	ES	Futures	3191.44	3194.18	3191.16	3193.63	2461.0
2020-05-22 04:05:00	ES	Futures	3193.63	3194.46	3191.71	3193.08	2885.0

> showing 50 of 14,544 rows — these rows as CSV

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