PREVIEW / futures_5min / 2020-05-24

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-24.parquet
  size:    56 KB
  rows:    2,872

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
2020-05-24 18:00:00	ES	Futures	3236.44	3243.3	3235.34	3240.01	3458.0
2020-05-24 18:05:00	ES	Futures	3240.01	3240.28	3238.09	3240.28	880.0
2020-05-24 18:10:00	ES	Futures	3240.28	3241.93	3239.19	3240.56	620.0
2020-05-24 18:15:00	ES	Futures	3240.28	3249.34	3240.28	3247.14	1958.0
2020-05-24 18:20:00	ES	Futures	3247.42	3247.69	3245.77	3246.87	572.0
2020-05-24 18:25:00	ES	Futures	3246.87	3248.24	3246.6	3247.97	414.0
2020-05-24 18:30:00	ES	Futures	3247.97	3248.52	3245.5	3246.6	557.0
2020-05-24 18:35:00	ES	Futures	3246.6	3247.97	3246.05	3247.14	341.0
2020-05-24 18:40:00	ES	Futures	3247.42	3254.0	3247.42	3253.18	1676.0
2020-05-24 18:45:00	ES	Futures	3253.46	3257.02	3252.91	3254.83	1272.0
2020-05-24 18:50:00	ES	Futures	3254.83	3258.4	3254.55	3255.38	840.0
2020-05-24 18:55:00	ES	Futures	3255.38	3255.93	3254.28	3255.38	667.0
2020-05-24 19:00:00	ES	Futures	3255.38	3255.38	3254.0	3255.38	335.0
2020-05-24 19:05:00	ES	Futures	3255.65	3255.65	3252.36	3254.0	486.0
2020-05-24 19:10:00	ES	Futures	3254.0	3254.55	3253.73	3254.0	182.0
2020-05-24 19:15:00	ES	Futures	3253.73	3254.28	3251.81	3251.81	498.0
2020-05-24 19:20:00	ES	Futures	3252.08	3254.0	3251.54	3252.91	457.0
2020-05-24 19:25:00	ES	Futures	3253.18	3255.1	3252.36	3254.28	466.0
2020-05-24 19:30:00	ES	Futures	3254.55	3254.83	3252.08	3252.91	514.0
2020-05-24 19:35:00	ES	Futures	3253.18	3254.28	3252.36	3252.63	232.0
2020-05-24 19:40:00	ES	Futures	3252.63	3254.0	3252.08	3254.0	317.0
2020-05-24 19:45:00	ES	Futures	3253.73	3255.93	3253.73	3255.65	628.0
2020-05-24 19:50:00	ES	Futures	3255.93	3259.49	3255.38	3258.12	1271.0
2020-05-24 19:55:00	ES	Futures	3257.85	3257.85	3256.2	3256.75	316.0
2020-05-24 20:00:00	ES	Futures	3256.75	3258.4	3254.0	3255.38	1014.0
2020-05-24 20:05:00	ES	Futures	3255.65	3256.75	3254.0	3254.28	688.0
2020-05-24 20:10:00	ES	Futures	3254.0	3255.1	3252.63	3254.0	701.0
2020-05-24 20:15:00	ES	Futures	3254.0	3257.57	3253.73	3255.1	721.0
2020-05-24 20:20:00	ES	Futures	3254.83	3255.38	3253.46	3254.83	442.0
2020-05-24 20:25:00	ES	Futures	3254.83	3254.83	3252.36	3253.18	535.0
2020-05-24 20:30:00	ES	Futures	3253.18	3254.28	3251.81	3252.36	476.0
2020-05-24 20:35:00	ES	Futures	3252.36	3253.18	3250.99	3252.63	573.0
2020-05-24 20:40:00	ES	Futures	3252.63	3252.63	3250.44	3252.36	556.0
2020-05-24 20:45:00	ES	Futures	3252.36	3254.28	3252.08	3253.18	514.0
2020-05-24 20:50:00	ES	Futures	3253.18	3253.18	3251.26	3251.54	390.0
2020-05-24 20:55:00	ES	Futures	3251.54	3252.08	3250.16	3251.26	527.0
2020-05-24 21:00:00	ES	Futures	3250.99	3252.36	3248.24	3248.24	1190.0
2020-05-24 21:05:00	ES	Futures	3248.79	3248.79	3246.32	3247.69	1324.0
2020-05-24 21:10:00	ES	Futures	3247.97	3248.24	3244.4	3244.67	826.0
2020-05-24 21:15:00	ES	Futures	3244.67	3247.97	3244.67	3247.14	1210.0
2020-05-24 21:20:00	ES	Futures	3247.14	3247.69	3244.4	3247.42	724.0
2020-05-24 21:25:00	ES	Futures	3247.42	3248.79	3246.6	3248.24	1020.0
2020-05-24 21:30:00	ES	Futures	3248.52	3248.79	3242.75	3244.4	1223.0
2020-05-24 21:35:00	ES	Futures	3244.13	3246.32	3243.58	3246.05	730.0
2020-05-24 21:40:00	ES	Futures	3246.05	3248.24	3245.5	3247.42	898.0
2020-05-24 21:45:00	ES	Futures	3247.69	3251.26	3247.42	3250.71	1664.0
2020-05-24 21:50:00	ES	Futures	3250.71	3252.36	3249.89	3251.54	1131.0
2020-05-24 21:55:00	ES	Futures	3251.54	3252.91	3250.16	3252.91	808.0
2020-05-24 22:00:00	ES	Futures	3252.91	3253.73	3251.26	3251.54	786.0
2020-05-24 22:05:00	ES	Futures	3251.54	3252.63	3250.71	3251.54	615.0

> showing 50 of 2,872 rows — these rows as CSV

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