PREVIEW / futures_5min / 2020-06-04

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-04.parquet
  size:    293 KB
  rows:    17,359

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
2020-06-04 00:00:00	ES	Futures	3413.99	3415.91	3413.99	3415.63	887.0
2020-06-04 00:05:00	ES	Futures	3415.63	3417.01	3415.63	3416.18	740.0
2020-06-04 00:10:00	ES	Futures	3415.91	3417.01	3414.54	3414.54	804.0
2020-06-04 00:15:00	ES	Futures	3414.81	3415.09	3413.17	3413.44	619.0
2020-06-04 00:20:00	ES	Futures	3413.44	3416.18	3413.17	3414.81	807.0
2020-06-04 00:25:00	ES	Futures	3414.54	3415.63	3413.17	3414.26	511.0
2020-06-04 00:30:00	ES	Futures	3414.26	3416.73	3413.71	3416.73	853.0
2020-06-04 00:35:00	ES	Futures	3416.46	3417.01	3415.63	3415.63	541.0
2020-06-04 00:40:00	ES	Futures	3415.63	3416.73	3415.36	3415.36	297.0
2020-06-04 00:45:00	ES	Futures	3415.63	3416.73	3414.54	3415.09	385.0
2020-06-04 00:50:00	ES	Futures	3415.09	3415.36	3414.26	3414.26	340.0
2020-06-04 00:55:00	ES	Futures	3414.26	3415.91	3413.44	3415.91	465.0
2020-06-04 01:00:00	ES	Futures	3416.18	3418.1	3416.18	3417.56	897.0
2020-06-04 01:05:00	ES	Futures	3417.56	3418.38	3417.01	3417.83	641.0
2020-06-04 01:10:00	ES	Futures	3417.83	3418.38	3417.56	3418.38	740.0
2020-06-04 01:15:00	ES	Futures	3418.38	3418.93	3417.28	3417.28	880.0
2020-06-04 01:20:00	ES	Futures	3417.28	3417.56	3416.73	3417.01	499.0
2020-06-04 01:25:00	ES	Futures	3417.01	3418.65	3416.73	3418.1	657.0
2020-06-04 01:30:00	ES	Futures	3418.1	3418.38	3414.54	3415.09	1364.0
2020-06-04 01:35:00	ES	Futures	3415.36	3415.91	3414.26	3414.54	546.0
2020-06-04 01:40:00	ES	Futures	3414.26	3416.18	3414.26	3415.36	659.0
2020-06-04 01:45:00	ES	Futures	3415.63	3416.46	3413.71	3413.99	743.0
2020-06-04 01:50:00	ES	Futures	3413.99	3416.18	3413.71	3414.54	701.0
2020-06-04 01:55:00	ES	Futures	3414.54	3415.09	3412.89	3414.81	1031.0
2020-06-04 02:00:00	ES	Futures	3415.09	3418.65	3413.17	3417.83	2596.0
2020-06-04 02:05:00	ES	Futures	3417.83	3418.1	3416.73	3417.56	1169.0
2020-06-04 02:10:00	ES	Futures	3417.28	3417.28	3415.36	3415.36	1298.0
2020-06-04 02:15:00	ES	Futures	3415.36	3415.91	3413.99	3414.81	1110.0
2020-06-04 02:20:00	ES	Futures	3414.81	3415.91	3413.99	3414.26	1086.0
2020-06-04 02:25:00	ES	Futures	3413.99	3415.09	3413.17	3413.99	1429.0
2020-06-04 02:30:00	ES	Futures	3413.99	3414.81	3413.17	3414.26	1329.0
2020-06-04 02:35:00	ES	Futures	3414.54	3414.81	3412.34	3412.62	1035.0
2020-06-04 02:40:00	ES	Futures	3412.62	3412.89	3410.42	3410.7	2485.0
2020-06-04 02:45:00	ES	Futures	3410.42	3411.24	3409.32	3409.6	1933.0
2020-06-04 02:50:00	ES	Futures	3409.6	3410.42	3408.77	3409.32	1252.0
2020-06-04 02:55:00	ES	Futures	3409.32	3409.87	3408.77	3408.77	1254.0
2020-06-04 03:00:00	ES	Futures	3408.77	3411.52	3408.5	3410.42	3607.0
2020-06-04 03:05:00	ES	Futures	3410.42	3411.24	3408.77	3408.77	2361.0
2020-06-04 03:10:00	ES	Futures	3408.77	3412.62	3408.23	3412.34	2903.0
2020-06-04 03:15:00	ES	Futures	3412.62	3413.17	3411.24	3411.24	2281.0
2020-06-04 03:20:00	ES	Futures	3411.24	3412.07	3408.23	3411.79	3441.0
2020-06-04 03:25:00	ES	Futures	3411.52	3414.54	3409.87	3410.15	3255.0
2020-06-04 03:30:00	ES	Futures	3410.42	3410.7	3408.23	3410.15	2209.0
2020-06-04 03:35:00	ES	Futures	3410.15	3411.24	3409.05	3410.15	1955.0
2020-06-04 03:40:00	ES	Futures	3410.15	3410.42	3408.23	3408.5	2547.0
2020-06-04 03:45:00	ES	Futures	3408.5	3411.79	3408.23	3410.42	1802.0
2020-06-04 03:50:00	ES	Futures	3410.15	3412.62	3409.87	3412.34	2457.0
2020-06-04 03:55:00	ES	Futures	3412.62	3413.44	3411.52	3412.89	1594.0
2020-06-04 04:00:00	ES	Futures	3413.17	3413.99	3410.7	3411.24	2549.0
2020-06-04 04:05:00	ES	Futures	3411.24	3414.81	3410.7	3414.26	3855.0

> showing 50 of 17,359 rows — these rows as CSV

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