PREVIEW / futures_5min / 2020-05-29

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-29.parquet
  size:    264 KB
  rows:    14,710

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
2020-05-29 00:00:00	ES	Futures	3322.33	3324.8	3322.33	3323.71	730.0
2020-05-29 00:05:00	ES	Futures	3323.71	3325.35	3322.88	3323.71	565.0
2020-05-29 00:10:00	ES	Futures	3323.71	3323.98	3322.88	3323.43	442.0
2020-05-29 00:15:00	ES	Futures	3323.71	3323.98	3319.32	3320.41	900.0
2020-05-29 00:20:00	ES	Futures	3320.69	3322.33	3319.59	3321.79	701.0
2020-05-29 00:25:00	ES	Futures	3322.06	3322.06	3317.39	3317.39	876.0
2020-05-29 00:30:00	ES	Futures	3317.39	3321.51	3315.47	3320.69	1590.0
2020-05-29 00:35:00	ES	Futures	3320.69	3323.16	3319.59	3322.33	731.0
2020-05-29 00:40:00	ES	Futures	3322.61	3323.43	3321.79	3323.16	367.0
2020-05-29 00:45:00	ES	Futures	3323.43	3325.08	3322.88	3324.8	545.0
2020-05-29 00:50:00	ES	Futures	3324.53	3326.45	3324.25	3325.9	709.0
2020-05-29 00:55:00	ES	Futures	3325.9	3328.1	3325.63	3327.82	761.0
2020-05-29 01:00:00	ES	Futures	3327.82	3328.37	3326.18	3327.0	899.0
2020-05-29 01:05:00	ES	Futures	3326.72	3328.92	3326.72	3328.37	768.0
2020-05-29 01:10:00	ES	Futures	3328.1	3330.84	3328.1	3329.19	1192.0
2020-05-29 01:15:00	ES	Futures	3329.19	3329.74	3326.72	3327.0	669.0
2020-05-29 01:20:00	ES	Futures	3327.0	3328.92	3327.0	3328.37	471.0
2020-05-29 01:25:00	ES	Futures	3328.1	3328.37	3325.9	3326.45	900.0
2020-05-29 01:30:00	ES	Futures	3326.45	3331.39	3325.35	3330.84	2133.0
2020-05-29 01:35:00	ES	Futures	3330.84	3331.66	3329.47	3330.57	1213.0
2020-05-29 01:40:00	ES	Futures	3330.57	3331.12	3328.37	3329.19	1133.0
2020-05-29 01:45:00	ES	Futures	3328.92	3330.02	3326.45	3327.55	1052.0
2020-05-29 01:50:00	ES	Futures	3327.55	3329.19	3325.9	3326.45	801.0
2020-05-29 01:55:00	ES	Futures	3326.72	3328.37	3323.98	3323.98	1739.0
2020-05-29 02:00:00	ES	Futures	3324.53	3331.12	3323.71	3330.57	3188.0
2020-05-29 02:05:00	ES	Futures	3330.29	3330.84	3319.04	3320.41	4046.0
2020-05-29 02:10:00	ES	Futures	3320.41	3322.06	3319.59	3320.96	2698.0
2020-05-29 02:15:00	ES	Futures	3321.24	3322.33	3319.32	3320.41	1611.0
2020-05-29 02:20:00	ES	Futures	3320.41	3321.79	3318.22	3320.14	2245.0
2020-05-29 02:25:00	ES	Futures	3320.14	3321.51	3318.77	3320.69	1280.0
2020-05-29 02:30:00	ES	Futures	3320.69	3320.69	3314.1	3316.57	2519.0
2020-05-29 02:35:00	ES	Futures	3316.57	3317.12	3313.55	3316.85	2162.0
2020-05-29 02:40:00	ES	Futures	3316.85	3317.94	3314.65	3316.3	2220.0
2020-05-29 02:45:00	ES	Futures	3316.3	3321.51	3315.47	3320.69	2270.0
2020-05-29 02:50:00	ES	Futures	3320.96	3321.24	3318.77	3320.69	1217.0
2020-05-29 02:55:00	ES	Futures	3320.69	3321.51	3320.14	3320.69	1459.0
2020-05-29 03:00:00	ES	Futures	3320.96	3324.8	3317.12	3321.24	5359.0
2020-05-29 03:05:00	ES	Futures	3320.96	3322.61	3318.49	3322.06	3093.0
2020-05-29 03:10:00	ES	Futures	3322.06	3322.61	3315.2	3317.67	3438.0
2020-05-29 03:15:00	ES	Futures	3317.67	3323.16	3315.75	3319.04	3220.0
2020-05-29 03:20:00	ES	Futures	3319.04	3325.63	3318.22	3324.53	2493.0
2020-05-29 03:25:00	ES	Futures	3324.8	3328.1	3320.96	3322.61	3443.0
2020-05-29 03:30:00	ES	Futures	3322.88	3324.25	3320.69	3322.33	2822.0
2020-05-29 03:35:00	ES	Futures	3322.33	3323.43	3319.86	3321.24	2731.0
2020-05-29 03:40:00	ES	Futures	3320.96	3320.96	3314.1	3316.85	4432.0
2020-05-29 03:45:00	ES	Futures	3316.85	3318.77	3311.91	3312.46	4588.0
2020-05-29 03:50:00	ES	Futures	3312.46	3314.65	3311.63	3312.73	5052.0
2020-05-29 03:55:00	ES	Futures	3312.73	3313.83	3309.44	3313.55	2790.0
2020-05-29 04:00:00	ES	Futures	3313.83	3314.65	3307.79	3308.61	3656.0
2020-05-29 04:05:00	ES	Futures	3308.61	3309.99	3307.79	3309.16	3529.0

> showing 50 of 14,710 rows — these rows as CSV

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