PREVIEW / futures_5min / 2020-05-27

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-27.parquet
  size:    321 KB
  rows:    18,010

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
2020-05-27 00:00:00	ES	Futures	3308.61	3310.81	3307.79	3309.71	1525.0
2020-05-27 00:05:00	ES	Futures	3309.71	3309.71	3307.52	3307.79	1015.0
2020-05-27 00:10:00	ES	Futures	3307.79	3308.34	3307.52	3307.79	701.0
2020-05-27 00:15:00	ES	Futures	3308.06	3309.71	3308.06	3308.89	611.0
2020-05-27 00:20:00	ES	Futures	3308.89	3310.81	3308.34	3310.26	924.0
2020-05-27 00:25:00	ES	Futures	3310.26	3313.0	3309.44	3312.73	1633.0
2020-05-27 00:30:00	ES	Futures	3313.0	3313.55	3309.71	3309.71	1294.0
2020-05-27 00:35:00	ES	Futures	3309.71	3310.26	3308.89	3308.89	479.0
2020-05-27 00:40:00	ES	Futures	3309.16	3309.71	3308.89	3309.71	300.0
2020-05-27 00:45:00	ES	Futures	3309.44	3310.81	3309.16	3310.53	680.0
2020-05-27 00:50:00	ES	Futures	3310.81	3310.81	3308.06	3308.34	953.0
2020-05-27 00:55:00	ES	Futures	3308.34	3309.16	3308.06	3308.61	486.0
2020-05-27 01:00:00	ES	Futures	3308.61	3309.16	3307.52	3307.79	1024.0
2020-05-27 01:05:00	ES	Futures	3307.52	3309.44	3307.52	3308.34	849.0
2020-05-27 01:10:00	ES	Futures	3308.61	3308.61	3306.14	3306.69	1165.0
2020-05-27 01:15:00	ES	Futures	3306.69	3307.79	3306.14	3307.79	845.0
2020-05-27 01:20:00	ES	Futures	3307.79	3308.61	3307.52	3307.52	488.0
2020-05-27 01:25:00	ES	Futures	3307.52	3309.71	3306.69	3309.71	746.0
2020-05-27 01:30:00	ES	Futures	3309.71	3309.71	3307.52	3308.06	941.0
2020-05-27 01:35:00	ES	Futures	3307.79	3310.81	3307.79	3310.53	928.0
2020-05-27 01:40:00	ES	Futures	3310.53	3311.36	3309.16	3309.99	1074.0
2020-05-27 01:45:00	ES	Futures	3309.99	3310.81	3308.89	3309.16	737.0
2020-05-27 01:50:00	ES	Futures	3309.16	3310.81	3306.69	3306.97	1440.0
2020-05-27 01:55:00	ES	Futures	3306.97	3307.24	3305.32	3306.69	1571.0
2020-05-27 02:00:00	ES	Futures	3306.42	3307.24	3305.05	3307.24	2036.0
2020-05-27 02:05:00	ES	Futures	3307.24	3307.24	3305.05	3306.14	1352.0
2020-05-27 02:10:00	ES	Futures	3306.14	3307.79	3305.87	3307.52	1295.0
2020-05-27 02:15:00	ES	Futures	3307.24	3308.34	3306.97	3307.79	1412.0
2020-05-27 02:20:00	ES	Futures	3307.79	3308.34	3304.77	3305.32	920.0
2020-05-27 02:25:00	ES	Futures	3305.32	3305.59	3302.58	3303.13	1453.0
2020-05-27 02:30:00	ES	Futures	3303.4	3303.95	3302.3	3303.13	1155.0
2020-05-27 02:35:00	ES	Futures	3303.13	3303.95	3302.3	3303.95	1019.0
2020-05-27 02:40:00	ES	Futures	3303.67	3303.95	3302.58	3303.13	491.0
2020-05-27 02:45:00	ES	Futures	3303.13	3304.5	3301.75	3304.22	1007.0
2020-05-27 02:50:00	ES	Futures	3303.95	3305.32	3303.4	3304.22	807.0
2020-05-27 02:55:00	ES	Futures	3304.5	3305.59	3302.58	3303.13	966.0
2020-05-27 03:00:00	ES	Futures	3303.13	3306.69	3301.2	3306.69	3525.0
2020-05-27 03:05:00	ES	Futures	3306.69	3309.71	3305.59	3309.16	3736.0
2020-05-27 03:10:00	ES	Futures	3309.16	3309.16	3306.42	3307.24	2030.0
2020-05-27 03:15:00	ES	Futures	3307.24	3309.16	3297.36	3302.03	8351.0
2020-05-27 03:20:00	ES	Futures	3301.48	3306.69	3300.93	3303.4	3867.0
2020-05-27 03:25:00	ES	Futures	3303.13	3306.69	3302.3	3306.14	2103.0
2020-05-27 03:30:00	ES	Futures	3306.42	3308.34	3304.77	3306.69	2290.0
2020-05-27 03:35:00	ES	Futures	3306.69	3311.36	3305.32	3309.99	2279.0
2020-05-27 03:40:00	ES	Futures	3309.99	3312.46	3309.16	3310.53	2833.0
2020-05-27 03:45:00	ES	Futures	3310.53	3314.65	3310.26	3312.18	3638.0
2020-05-27 03:50:00	ES	Futures	3312.18	3313.0	3311.08	3311.91	2178.0
2020-05-27 03:55:00	ES	Futures	3312.18	3312.46	3310.26	3310.81	1450.0
2020-05-27 04:00:00	ES	Futures	3310.53	3312.73	3310.26	3312.46	2066.0
2020-05-27 04:05:00	ES	Futures	3312.46	3313.28	3310.81	3311.36	1753.0

> showing 50 of 18,010 rows — these rows as CSV

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