PREVIEW / futures_5min / 2020-06-01

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-01.parquet
  size:    294 KB
  rows:    17,366

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
2020-06-01 00:00:00	ES	Futures	3332.21	3334.13	3331.94	3333.86	548.0
2020-06-01 00:05:00	ES	Futures	3334.13	3334.13	3333.04	3333.59	276.0
2020-06-01 00:10:00	ES	Futures	3333.86	3337.43	3333.86	3336.6	669.0
2020-06-01 00:15:00	ES	Futures	3336.6	3336.6	3334.68	3335.78	394.0
2020-06-01 00:20:00	ES	Futures	3335.78	3337.7	3334.96	3337.43	440.0
2020-06-01 00:25:00	ES	Futures	3337.43	3339.35	3337.15	3338.8	618.0
2020-06-01 00:30:00	ES	Futures	3338.8	3339.9	3337.98	3339.07	550.0
2020-06-01 00:35:00	ES	Futures	3338.8	3339.07	3336.6	3336.88	509.0
2020-06-01 00:40:00	ES	Futures	3336.88	3337.98	3336.6	3337.15	241.0
2020-06-01 00:45:00	ES	Futures	3337.15	3339.07	3335.78	3336.88	582.0
2020-06-01 00:50:00	ES	Futures	3337.15	3337.7	3336.05	3337.15	300.0
2020-06-01 00:55:00	ES	Futures	3337.15	3339.35	3336.6	3338.8	539.0
2020-06-01 01:00:00	ES	Futures	3338.8	3340.72	3337.43	3338.25	857.0
2020-06-01 01:05:00	ES	Futures	3338.25	3338.25	3332.76	3334.68	1727.0
2020-06-01 01:10:00	ES	Futures	3334.68	3337.43	3334.13	3336.88	831.0
2020-06-01 01:15:00	ES	Futures	3336.88	3338.52	3336.33	3336.6	649.0
2020-06-01 01:20:00	ES	Futures	3336.6	3340.72	3335.78	3340.17	894.0
2020-06-01 01:25:00	ES	Futures	3339.9	3340.45	3339.07	3339.35	581.0
2020-06-01 01:30:00	ES	Futures	3339.07	3342.64	3338.52	3341.54	848.0
2020-06-01 01:35:00	ES	Futures	3341.54	3341.82	3340.17	3340.99	481.0
2020-06-01 01:40:00	ES	Futures	3340.99	3341.27	3339.07	3339.35	691.0
2020-06-01 01:45:00	ES	Futures	3339.35	3341.27	3337.15	3337.98	895.0
2020-06-01 01:50:00	ES	Futures	3337.98	3339.35	3336.33	3339.07	672.0
2020-06-01 01:55:00	ES	Futures	3339.07	3339.9	3337.7	3337.98	568.0
2020-06-01 02:00:00	ES	Futures	3337.98	3339.62	3334.96	3338.8	2664.0
2020-06-01 02:05:00	ES	Futures	3338.52	3344.29	3338.52	3343.19	1922.0
2020-06-01 02:10:00	ES	Futures	3343.19	3344.01	3341.27	3342.92	1516.0
2020-06-01 02:15:00	ES	Futures	3342.64	3344.29	3342.09	3344.01	1112.0
2020-06-01 02:20:00	ES	Futures	3343.74	3345.38	3342.64	3344.29	1212.0
2020-06-01 02:25:00	ES	Futures	3344.29	3346.48	3343.74	3345.93	1026.0
2020-06-01 02:30:00	ES	Futures	3345.93	3346.21	3343.19	3343.19	1267.0
2020-06-01 02:35:00	ES	Futures	3342.92	3346.21	3342.37	3345.93	1193.0
2020-06-01 02:40:00	ES	Futures	3346.21	3351.42	3344.84	3351.42	3734.0
2020-06-01 02:45:00	ES	Futures	3351.42	3353.07	3348.95	3350.32	2823.0
2020-06-01 02:50:00	ES	Futures	3350.32	3351.42	3349.23	3351.42	1185.0
2020-06-01 02:55:00	ES	Futures	3351.15	3351.15	3349.23	3350.32	1233.0
2020-06-01 03:00:00	ES	Futures	3350.32	3353.62	3348.68	3351.97	5468.0
2020-06-01 03:05:00	ES	Futures	3351.97	3352.79	3348.4	3348.68	3320.0
2020-06-01 03:10:00	ES	Futures	3348.95	3349.78	3347.85	3348.13	1627.0
2020-06-01 03:15:00	ES	Futures	3348.13	3349.78	3347.31	3349.5	1924.0
2020-06-01 03:20:00	ES	Futures	3349.23	3352.25	3348.68	3351.7	1734.0
2020-06-01 03:25:00	ES	Futures	3351.7	3352.79	3349.23	3350.6	1544.0
2020-06-01 03:30:00	ES	Futures	3350.32	3350.87	3347.85	3349.5	1970.0
2020-06-01 03:35:00	ES	Futures	3349.5	3350.05	3346.76	3347.85	1453.0
2020-06-01 03:40:00	ES	Futures	3347.85	3351.7	3347.31	3351.7	1631.0
2020-06-01 03:45:00	ES	Futures	3351.97	3353.34	3350.05	3351.7	1745.0
2020-06-01 03:50:00	ES	Futures	3351.7	3352.52	3348.13	3349.78	1551.0
2020-06-01 03:55:00	ES	Futures	3349.5	3350.05	3347.03	3347.58	2568.0
2020-06-01 04:00:00	ES	Futures	3347.58	3348.4	3344.84	3345.93	3075.0
2020-06-01 04:05:00	ES	Futures	3346.21	3347.58	3328.37	3331.66	12839.0

> showing 50 of 17,366 rows — these rows as CSV

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