PREVIEW / futures_5min / 2020-05-31

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-05-31.parquet
  size:    75 KB
  rows:    3,401

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
2020-05-31 18:00:00	ES	Futures	3325.63	3331.12	3308.34	3309.44	17655.0
2020-05-31 18:05:00	ES	Futures	3309.44	3319.59	3309.16	3311.91	5971.0
2020-05-31 18:10:00	ES	Futures	3311.91	3317.12	3308.34	3311.36	3236.0
2020-05-31 18:15:00	ES	Futures	3311.36	3311.91	3301.75	3306.97	5313.0
2020-05-31 18:20:00	ES	Futures	3307.24	3310.26	3305.05	3309.99	1853.0
2020-05-31 18:25:00	ES	Futures	3309.99	3314.38	3309.99	3314.38	2329.0
2020-05-31 18:30:00	ES	Futures	3314.38	3314.92	3311.91	3313.55	1077.0
2020-05-31 18:35:00	ES	Futures	3313.28	3317.12	3312.46	3314.92	1541.0
2020-05-31 18:40:00	ES	Futures	3314.92	3314.92	3311.91	3311.91	1250.0
2020-05-31 18:45:00	ES	Futures	3312.18	3314.92	3309.71	3313.28	1446.0
2020-05-31 18:50:00	ES	Futures	3313.28	3316.85	3312.18	3314.65	1170.0
2020-05-31 18:55:00	ES	Futures	3314.65	3315.75	3313.0	3315.47	829.0
2020-05-31 19:00:00	ES	Futures	3315.2	3315.47	3313.83	3314.1	606.0
2020-05-31 19:05:00	ES	Futures	3314.1	3314.65	3311.36	3311.91	850.0
2020-05-31 19:10:00	ES	Futures	3312.18	3314.65	3310.81	3312.73	1101.0
2020-05-31 19:15:00	ES	Futures	3312.73	3313.0	3309.44	3311.63	1221.0
2020-05-31 19:20:00	ES	Futures	3311.63	3315.2	3311.63	3314.38	833.0
2020-05-31 19:25:00	ES	Futures	3314.65	3316.3	3313.0	3315.75	744.0
2020-05-31 19:30:00	ES	Futures	3316.02	3316.57	3312.18	3314.1	918.0
2020-05-31 19:35:00	ES	Futures	3314.1	3314.65	3313.28	3314.65	501.0
2020-05-31 19:40:00	ES	Futures	3314.38	3318.49	3313.83	3317.94	1643.0
2020-05-31 19:45:00	ES	Futures	3317.94	3318.49	3316.3	3317.67	1470.0
2020-05-31 19:50:00	ES	Futures	3317.67	3321.24	3317.12	3320.96	2567.0
2020-05-31 19:55:00	ES	Futures	3321.24	3322.06	3320.14	3320.96	2777.0
2020-05-31 20:00:00	ES	Futures	3320.69	3322.61	3319.04	3320.69	2926.0
2020-05-31 20:05:00	ES	Futures	3320.96	3323.43	3320.69	3322.88	2632.0
2020-05-31 20:10:00	ES	Futures	3323.16	3325.08	3322.33	3322.88	3093.0
2020-05-31 20:15:00	ES	Futures	3322.88	3333.59	3322.61	3330.57	4387.0
2020-05-31 20:20:00	ES	Futures	3330.29	3333.04	3330.29	3331.66	2311.0
2020-05-31 20:25:00	ES	Futures	3331.66	3332.76	3330.84	3331.39	1518.0
2020-05-31 20:30:00	ES	Futures	3331.66	3337.98	3330.57	3331.12	3635.0
2020-05-31 20:35:00	ES	Futures	3331.12	3331.39	3328.65	3329.19	1964.0
2020-05-31 20:40:00	ES	Futures	3329.19	3329.74	3327.55	3327.55	1500.0
2020-05-31 20:45:00	ES	Futures	3327.82	3328.1	3324.53	3327.27	2395.0
2020-05-31 20:50:00	ES	Futures	3327.55	3332.49	3327.55	3332.21	2045.0
2020-05-31 20:55:00	ES	Futures	3332.21	3332.21	3330.29	3331.94	1045.0
2020-05-31 21:00:00	ES	Futures	3331.94	3332.49	3326.18	3326.72	2209.0
2020-05-31 21:05:00	ES	Futures	3326.72	3330.29	3326.45	3330.02	1369.0
2020-05-31 21:10:00	ES	Futures	3330.02	3332.21	3328.92	3331.66	1287.0
2020-05-31 21:15:00	ES	Futures	3331.66	3333.86	3330.84	3332.49	2145.0
2020-05-31 21:20:00	ES	Futures	3332.21	3334.41	3329.19	3333.86	1729.0
2020-05-31 21:25:00	ES	Futures	3333.86	3336.88	3333.86	3336.88	2582.0
2020-05-31 21:30:00	ES	Futures	3336.88	3342.09	3336.88	3339.35	4326.0
2020-05-31 21:35:00	ES	Futures	3339.35	3344.01	3337.98	3342.37	2856.0
2020-05-31 21:40:00	ES	Futures	3342.09	3344.56	3340.72	3341.82	2154.0
2020-05-31 21:45:00	ES	Futures	3342.09	3343.46	3340.17	3341.82	2425.0
2020-05-31 21:50:00	ES	Futures	3341.82	3343.19	3338.8	3340.45	2099.0
2020-05-31 21:55:00	ES	Futures	3340.72	3342.37	3340.17	3341.82	1466.0
2020-05-31 22:00:00	ES	Futures	3342.09	3345.11	3340.45	3342.09	2037.0
2020-05-31 22:05:00	ES	Futures	3342.09	3343.46	3341.54	3342.64	911.0

> showing 50 of 3,401 rows — these rows as CSV

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