PREVIEW / futures_5min / 2020-06-02

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-02.parquet
  size:    303 KB
  rows:    17,547

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
2020-06-02 00:00:00	ES	Futures	3337.98	3338.25	3336.6	3336.88	469.0
2020-06-02 00:05:00	ES	Futures	3337.15	3339.07	3336.88	3339.07	518.0
2020-06-02 00:10:00	ES	Futures	3338.8	3340.17	3338.8	3339.07	711.0
2020-06-02 00:15:00	ES	Futures	3338.8	3339.62	3337.98	3338.25	273.0
2020-06-02 00:20:00	ES	Futures	3338.25	3338.8	3337.7	3338.52	288.0
2020-06-02 00:25:00	ES	Futures	3338.52	3338.52	3335.78	3337.15	649.0
2020-06-02 00:30:00	ES	Futures	3336.88	3338.52	3336.6	3337.98	527.0
2020-06-02 00:35:00	ES	Futures	3337.98	3339.07	3337.43	3338.8	441.0
2020-06-02 00:40:00	ES	Futures	3339.07	3339.35	3338.52	3338.8	385.0
2020-06-02 00:45:00	ES	Futures	3338.52	3339.62	3338.52	3339.07	350.0
2020-06-02 00:50:00	ES	Futures	3339.07	3339.62	3338.52	3339.07	228.0
2020-06-02 00:55:00	ES	Futures	3338.8	3339.35	3338.25	3338.8	516.0
2020-06-02 01:00:00	ES	Futures	3339.07	3341.54	3338.52	3341.27	859.0
2020-06-02 01:05:00	ES	Futures	3341.27	3342.37	3340.72	3341.54	1005.0
2020-06-02 01:10:00	ES	Futures	3341.54	3345.66	3341.54	3345.11	2391.0
2020-06-02 01:15:00	ES	Futures	3345.38	3345.38	3344.01	3344.84	993.0
2020-06-02 01:20:00	ES	Futures	3344.84	3345.11	3343.46	3344.56	996.0
2020-06-02 01:25:00	ES	Futures	3344.84	3344.84	3342.92	3343.46	873.0
2020-06-02 01:30:00	ES	Futures	3343.46	3346.48	3343.46	3344.84	1328.0
2020-06-02 01:35:00	ES	Futures	3344.84	3345.93	3344.29	3345.11	909.0
2020-06-02 01:40:00	ES	Futures	3345.11	3347.58	3344.84	3346.48	1755.0
2020-06-02 01:45:00	ES	Futures	3346.48	3346.76	3345.38	3345.66	742.0
2020-06-02 01:50:00	ES	Futures	3345.66	3346.48	3343.19	3343.19	933.0
2020-06-02 01:55:00	ES	Futures	3343.19	3348.95	3343.19	3348.68	2157.0
2020-06-02 02:00:00	ES	Futures	3348.4	3348.95	3346.48	3348.68	2210.0
2020-06-02 02:05:00	ES	Futures	3348.4	3348.4	3344.56	3344.84	1117.0
2020-06-02 02:10:00	ES	Futures	3344.84	3347.03	3344.29	3345.38	1033.0
2020-06-02 02:15:00	ES	Futures	3345.38	3345.93	3344.29	3345.11	978.0
2020-06-02 02:20:00	ES	Futures	3345.11	3345.66	3344.01	3345.11	549.0
2020-06-02 02:25:00	ES	Futures	3345.11	3347.58	3344.84	3347.31	826.0
2020-06-02 02:30:00	ES	Futures	3347.03	3347.58	3345.66	3345.93	705.0
2020-06-02 02:35:00	ES	Futures	3346.21	3347.03	3345.66	3345.93	884.0
2020-06-02 02:40:00	ES	Futures	3345.93	3347.03	3345.11	3346.21	604.0
2020-06-02 02:45:00	ES	Futures	3346.21	3346.48	3344.29	3344.56	578.0
2020-06-02 02:50:00	ES	Futures	3344.56	3345.11	3343.74	3344.29	838.0
2020-06-02 02:55:00	ES	Futures	3344.29	3345.38	3343.19	3345.11	860.0
2020-06-02 03:00:00	ES	Futures	3345.38	3348.4	3343.46	3343.46	3871.0
2020-06-02 03:05:00	ES	Futures	3343.74	3346.76	3342.37	3346.76	3277.0
2020-06-02 03:10:00	ES	Futures	3346.48	3348.4	3345.66	3346.48	2425.0
2020-06-02 03:15:00	ES	Futures	3346.76	3347.03	3342.37	3343.46	2612.0
2020-06-02 03:20:00	ES	Futures	3343.46	3345.93	3342.64	3344.29	1704.0
2020-06-02 03:25:00	ES	Futures	3344.01	3350.87	3344.01	3349.78	7082.0
2020-06-02 03:30:00	ES	Futures	3349.78	3353.34	3349.78	3350.6	6325.0
2020-06-02 03:35:00	ES	Futures	3350.32	3352.79	3349.78	3350.87	2410.0
2020-06-02 03:40:00	ES	Futures	3351.15	3353.07	3348.95	3352.52	2894.0
2020-06-02 03:45:00	ES	Futures	3352.52	3353.34	3349.5	3350.87	2188.0
2020-06-02 03:50:00	ES	Futures	3350.87	3351.15	3348.4	3349.23	2073.0
2020-06-02 03:55:00	ES	Futures	3349.23	3350.6	3348.95	3350.05	1431.0
2020-06-02 04:00:00	ES	Futures	3350.05	3354.44	3349.78	3353.89	3660.0
2020-06-02 04:05:00	ES	Futures	3354.17	3356.36	3353.62	3356.36	4754.0

> showing 50 of 17,547 rows — these rows as CSV

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