PREVIEW / futures_5min / 2020-05-28

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-28.parquet
  size:    304 KB
  rows:    17,733

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
2020-05-28 00:00:00	ES	Futures	3330.02	3331.66	3328.65	3328.65	1891.0
2020-05-28 00:05:00	ES	Futures	3328.65	3333.31	3328.37	3333.04	2063.0
2020-05-28 00:10:00	ES	Futures	3333.04	3335.23	3331.12	3332.49	1946.0
2020-05-28 00:15:00	ES	Futures	3332.49	3333.04	3326.45	3326.45	1942.0
2020-05-28 00:20:00	ES	Futures	3326.45	3327.55	3323.98	3325.63	2499.0
2020-05-28 00:25:00	ES	Futures	3325.63	3326.72	3324.53	3325.9	1054.0
2020-05-28 00:30:00	ES	Futures	3326.18	3329.47	3325.08	3328.65	1605.0
2020-05-28 00:35:00	ES	Futures	3328.92	3333.86	3328.1	3333.59	2495.0
2020-05-28 00:40:00	ES	Futures	3333.59	3335.51	3331.94	3335.51	1647.0
2020-05-28 00:45:00	ES	Futures	3335.23	3335.51	3333.04	3335.51	1043.0
2020-05-28 00:50:00	ES	Futures	3335.23	3337.43	3332.21	3332.76	2092.0
2020-05-28 00:55:00	ES	Futures	3333.04	3334.13	3332.21	3333.59	885.0
2020-05-28 01:00:00	ES	Futures	3333.59	3336.6	3328.65	3336.05	2524.0
2020-05-28 01:05:00	ES	Futures	3335.78	3339.07	3334.96	3337.15	2008.0
2020-05-28 01:10:00	ES	Futures	3337.43	3341.54	3335.23	3340.72	1999.0
2020-05-28 01:15:00	ES	Futures	3340.99	3342.37	3339.35	3340.99	1620.0
2020-05-28 01:20:00	ES	Futures	3340.99	3342.09	3339.07	3341.54	959.0
2020-05-28 01:25:00	ES	Futures	3341.82	3342.64	3339.62	3342.64	1296.0
2020-05-28 01:30:00	ES	Futures	3342.64	3344.01	3337.98	3339.62	1656.0
2020-05-28 01:35:00	ES	Futures	3339.35	3341.27	3338.25	3339.62	1064.0
2020-05-28 01:40:00	ES	Futures	3339.35	3342.92	3339.35	3339.35	1274.0
2020-05-28 01:45:00	ES	Futures	3339.62	3342.92	3339.35	3341.54	1127.0
2020-05-28 01:50:00	ES	Futures	3341.27	3341.82	3338.25	3340.99	1107.0
2020-05-28 01:55:00	ES	Futures	3341.27	3345.66	3340.45	3345.11	1803.0
2020-05-28 02:00:00	ES	Futures	3345.38	3347.85	3340.17	3346.76	3765.0
2020-05-28 02:05:00	ES	Futures	3346.76	3348.95	3345.11	3347.31	3424.0
2020-05-28 02:10:00	ES	Futures	3347.58	3349.5	3346.76	3348.4	2189.0
2020-05-28 02:15:00	ES	Futures	3348.13	3350.05	3345.11	3347.31	2864.0
2020-05-28 02:20:00	ES	Futures	3347.31	3348.4	3345.66	3345.93	1723.0
2020-05-28 02:25:00	ES	Futures	3345.66	3346.76	3344.84	3345.38	1366.0
2020-05-28 02:30:00	ES	Futures	3345.66	3347.31	3344.56	3345.66	1214.0
2020-05-28 02:35:00	ES	Futures	3345.38	3345.66	3340.99	3343.19	2201.0
2020-05-28 02:40:00	ES	Futures	3342.92	3343.19	3340.45	3340.99	1170.0
2020-05-28 02:45:00	ES	Futures	3340.99	3342.92	3337.15	3338.52	1928.0
2020-05-28 02:50:00	ES	Futures	3338.52	3338.8	3336.33	3337.7	1558.0
2020-05-28 02:55:00	ES	Futures	3337.43	3339.62	3336.33	3337.15	1683.0
2020-05-28 03:00:00	ES	Futures	3337.15	3339.9	3336.05	3337.15	3702.0
2020-05-28 03:05:00	ES	Futures	3337.15	3338.52	3331.39	3331.94	3977.0
2020-05-28 03:10:00	ES	Futures	3332.21	3333.86	3330.02	3333.86	4010.0
2020-05-28 03:15:00	ES	Futures	3333.86	3334.13	3327.27	3332.49	3608.0
2020-05-28 03:20:00	ES	Futures	3332.49	3337.43	3330.02	3336.88	3098.0
2020-05-28 03:25:00	ES	Futures	3337.15	3337.15	3333.59	3336.88	2217.0
2020-05-28 03:30:00	ES	Futures	3336.88	3340.45	3334.13	3336.6	4035.0
2020-05-28 03:35:00	ES	Futures	3336.88	3341.54	3336.33	3339.35	3908.0
2020-05-28 03:40:00	ES	Futures	3339.35	3340.72	3334.41	3339.07	4064.0
2020-05-28 03:45:00	ES	Futures	3339.07	3342.64	3337.7	3342.64	3975.0
2020-05-28 03:50:00	ES	Futures	3342.64	3345.66	3340.99	3343.46	4284.0
2020-05-28 03:55:00	ES	Futures	3343.74	3344.01	3340.45	3341.54	2955.0
2020-05-28 04:00:00	ES	Futures	3341.54	3344.56	3340.72	3343.19	3243.0
2020-05-28 04:05:00	ES	Futures	3343.46	3344.01	3339.9	3341.27	2246.0

> showing 50 of 17,733 rows — these rows as CSV

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