PREVIEW / futures_5min / 2020-06-03

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-03.parquet
  size:    302 KB
  rows:    17,734

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
2020-06-03 00:00:00	ES	Futures	3385.72	3387.37	3385.72	3387.37	482.0
2020-06-03 00:05:00	ES	Futures	3387.1	3387.92	3386.27	3386.82	639.0
2020-06-03 00:10:00	ES	Futures	3386.82	3387.37	3386.0	3387.1	564.0
2020-06-03 00:15:00	ES	Futures	3387.1	3388.47	3386.27	3387.37	774.0
2020-06-03 00:20:00	ES	Futures	3387.37	3387.64	3386.27	3386.82	542.0
2020-06-03 00:25:00	ES	Futures	3386.82	3388.47	3386.55	3387.92	501.0
2020-06-03 00:30:00	ES	Futures	3388.19	3389.84	3387.92	3389.84	832.0
2020-06-03 00:35:00	ES	Futures	3389.84	3390.39	3389.29	3389.84	712.0
2020-06-03 00:40:00	ES	Futures	3389.57	3389.84	3388.47	3388.74	929.0
2020-06-03 00:45:00	ES	Futures	3388.47	3390.66	3388.47	3389.84	456.0
2020-06-03 00:50:00	ES	Futures	3389.57	3390.39	3388.74	3390.11	539.0
2020-06-03 00:55:00	ES	Futures	3390.11	3390.94	3389.02	3389.57	569.0
2020-06-03 01:00:00	ES	Futures	3389.84	3390.94	3389.02	3390.66	659.0
2020-06-03 01:05:00	ES	Futures	3390.66	3392.04	3390.39	3391.76	863.0
2020-06-03 01:10:00	ES	Futures	3392.04	3392.58	3390.66	3391.21	1407.0
2020-06-03 01:15:00	ES	Futures	3391.21	3391.76	3390.66	3390.94	365.0
2020-06-03 01:20:00	ES	Futures	3390.94	3391.21	3388.74	3389.84	802.0
2020-06-03 01:25:00	ES	Futures	3389.84	3389.84	3386.82	3387.37	809.0
2020-06-03 01:30:00	ES	Futures	3387.1	3388.47	3386.27	3388.19	1067.0
2020-06-03 01:35:00	ES	Futures	3388.47	3391.49	3387.92	3390.66	1136.0
2020-06-03 01:40:00	ES	Futures	3390.66	3390.94	3389.57	3390.66	628.0
2020-06-03 01:45:00	ES	Futures	3390.39	3390.94	3389.02	3390.11	697.0
2020-06-03 01:50:00	ES	Futures	3389.84	3390.11	3388.19	3389.84	1002.0
2020-06-03 01:55:00	ES	Futures	3389.84	3392.04	3389.02	3391.49	1696.0
2020-06-03 02:00:00	ES	Futures	3391.49	3396.97	3390.39	3391.49	6389.0
2020-06-03 02:05:00	ES	Futures	3391.49	3393.96	3390.94	3393.41	2112.0
2020-06-03 02:10:00	ES	Futures	3393.13	3395.05	3391.21	3392.04	2864.0
2020-06-03 02:15:00	ES	Futures	3391.76	3392.04	3390.39	3392.04	1370.0
2020-06-03 02:20:00	ES	Futures	3391.76	3393.41	3390.94	3393.41	1249.0
2020-06-03 02:25:00	ES	Futures	3393.13	3393.13	3390.39	3390.66	1266.0
2020-06-03 02:30:00	ES	Futures	3390.66	3391.49	3388.74	3391.49	1680.0
2020-06-03 02:35:00	ES	Futures	3391.21	3392.58	3390.39	3390.94	1093.0
2020-06-03 02:40:00	ES	Futures	3390.94	3392.04	3389.84	3390.66	674.0
2020-06-03 02:45:00	ES	Futures	3390.66	3393.13	3389.57	3392.58	2069.0
2020-06-03 02:50:00	ES	Futures	3392.31	3392.86	3389.02	3389.29	1261.0
2020-06-03 02:55:00	ES	Futures	3389.02	3390.66	3388.47	3388.47	1204.0
2020-06-03 03:00:00	ES	Futures	3388.47	3389.84	3387.64	3388.74	4318.0
2020-06-03 03:05:00	ES	Futures	3388.74	3390.39	3388.19	3389.02	2730.0
2020-06-03 03:10:00	ES	Futures	3389.02	3389.02	3386.0	3388.74	2559.0
2020-06-03 03:15:00	ES	Futures	3388.74	3390.94	3388.19	3390.66	1737.0
2020-06-03 03:20:00	ES	Futures	3390.39	3391.76	3389.29	3390.66	2182.0
2020-06-03 03:25:00	ES	Futures	3390.66	3391.49	3390.11	3390.94	1445.0
2020-06-03 03:30:00	ES	Futures	3391.21	3391.76	3387.92	3389.02	1948.0
2020-06-03 03:35:00	ES	Futures	3389.02	3393.13	3388.74	3392.58	2733.0
2020-06-03 03:40:00	ES	Futures	3392.58	3392.58	3390.11	3390.39	1805.0
2020-06-03 03:45:00	ES	Futures	3390.66	3393.13	3390.39	3393.13	1302.0
2020-06-03 03:50:00	ES	Futures	3393.13	3393.41	3390.94	3391.76	1874.0
2020-06-03 03:55:00	ES	Futures	3391.76	3392.31	3390.66	3391.49	2208.0
2020-06-03 04:00:00	ES	Futures	3391.49	3393.13	3389.84	3391.49	2575.0
2020-06-03 04:05:00	ES	Futures	3391.49	3392.04	3387.64	3388.47	2196.0

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