PREVIEW / futures_5min / 2020-05-26

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-26.parquet
  size:    297 KB
  rows:    17,819

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
2020-05-26 00:00:00	ES	Futures	3293.52	3294.62	3292.97	3293.79	865.0
2020-05-26 00:05:00	ES	Futures	3293.52	3294.89	3292.97	3294.62	721.0
2020-05-26 00:10:00	ES	Futures	3294.34	3294.62	3292.42	3292.42	908.0
2020-05-26 00:15:00	ES	Futures	3292.7	3293.25	3292.42	3292.97	538.0
2020-05-26 00:20:00	ES	Futures	3292.97	3299.83	3292.97	3297.64	3547.0
2020-05-26 00:25:00	ES	Futures	3297.64	3300.11	3297.36	3299.56	1768.0
2020-05-26 00:30:00	ES	Futures	3299.83	3303.4	3299.28	3301.48	2592.0
2020-05-26 00:35:00	ES	Futures	3301.48	3303.67	3301.48	3303.13	1373.0
2020-05-26 00:40:00	ES	Futures	3303.13	3306.69	3300.11	3301.2	3392.0
2020-05-26 00:45:00	ES	Futures	3301.2	3301.75	3299.01	3299.83	1243.0
2020-05-26 00:50:00	ES	Futures	3299.83	3300.38	3299.01	3299.56	812.0
2020-05-26 00:55:00	ES	Futures	3299.56	3300.11	3298.19	3299.01	990.0
2020-05-26 01:00:00	ES	Futures	3299.01	3300.93	3298.73	3299.83	671.0
2020-05-26 01:05:00	ES	Futures	3299.83	3300.93	3298.46	3299.01	856.0
2020-05-26 01:10:00	ES	Futures	3299.01	3299.01	3296.54	3297.64	1167.0
2020-05-26 01:15:00	ES	Futures	3297.36	3299.01	3297.36	3298.73	794.0
2020-05-26 01:20:00	ES	Futures	3298.46	3298.46	3295.72	3297.09	1147.0
2020-05-26 01:25:00	ES	Futures	3297.09	3297.91	3295.72	3296.81	783.0
2020-05-26 01:30:00	ES	Futures	3296.81	3297.36	3295.72	3295.72	690.0
2020-05-26 01:35:00	ES	Futures	3295.72	3300.38	3295.72	3299.83	1086.0
2020-05-26 01:40:00	ES	Futures	3299.56	3301.75	3299.01	3299.28	1331.0
2020-05-26 01:45:00	ES	Futures	3299.56	3300.11	3297.36	3300.11	994.0
2020-05-26 01:50:00	ES	Futures	3300.38	3301.75	3300.11	3300.93	846.0
2020-05-26 01:55:00	ES	Futures	3300.93	3302.58	3300.11	3300.93	1479.0
2020-05-26 02:00:00	ES	Futures	3300.93	3303.67	3298.46	3302.85	2853.0
2020-05-26 02:05:00	ES	Futures	3302.85	3303.67	3302.03	3303.4	1795.0
2020-05-26 02:10:00	ES	Futures	3303.4	3304.77	3302.03	3303.95	2220.0
2020-05-26 02:15:00	ES	Futures	3303.95	3304.5	3302.3	3303.67	1369.0
2020-05-26 02:20:00	ES	Futures	3303.67	3305.87	3302.85	3305.59	1888.0
2020-05-26 02:25:00	ES	Futures	3305.59	3307.24	3304.77	3305.59	3864.0
2020-05-26 02:30:00	ES	Futures	3305.59	3306.69	3304.77	3305.59	1937.0
2020-05-26 02:35:00	ES	Futures	3305.59	3305.59	3303.4	3303.95	1639.0
2020-05-26 02:40:00	ES	Futures	3303.67	3308.61	3302.85	3307.52	4023.0
2020-05-26 02:45:00	ES	Futures	3307.24	3308.06	3304.22	3304.77	2152.0
2020-05-26 02:50:00	ES	Futures	3304.5	3305.87	3303.95	3303.95	1117.0
2020-05-26 02:55:00	ES	Futures	3303.95	3305.32	3302.58	3303.95	1669.0
2020-05-26 03:00:00	ES	Futures	3303.95	3305.32	3301.2	3302.85	5960.0
2020-05-26 03:05:00	ES	Futures	3302.85	3304.22	3300.66	3303.95	3963.0
2020-05-26 03:10:00	ES	Futures	3303.95	3305.32	3301.2	3305.05	3394.0
2020-05-26 03:15:00	ES	Futures	3305.05	3305.87	3301.75	3302.58	2939.0
2020-05-26 03:20:00	ES	Futures	3302.58	3303.13	3300.38	3300.38	3127.0
2020-05-26 03:25:00	ES	Futures	3300.66	3301.75	3298.19	3298.73	2912.0
2020-05-26 03:30:00	ES	Futures	3298.46	3299.56	3297.09	3297.91	3436.0
2020-05-26 03:35:00	ES	Futures	3297.64	3302.3	3297.64	3300.11	2836.0
2020-05-26 03:40:00	ES	Futures	3300.11	3300.38	3298.19	3298.19	1944.0
2020-05-26 03:45:00	ES	Futures	3298.46	3298.73	3296.54	3298.46	2486.0
2020-05-26 03:50:00	ES	Futures	3298.46	3299.56	3297.64	3297.91	1825.0
2020-05-26 03:55:00	ES	Futures	3298.19	3299.56	3297.64	3298.73	1632.0
2020-05-26 04:00:00	ES	Futures	3298.73	3300.38	3297.64	3300.11	2900.0
2020-05-26 04:05:00	ES	Futures	3300.11	3301.75	3299.01	3300.66	2390.0

> showing 50 of 17,819 rows — these rows as CSV

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