PREVIEW / futures_5min / 2020-06-05

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-05.parquet
  size:    276 KB
  rows:    14,268

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
2020-06-05 00:00:00	ES	Futures	3429.9	3430.73	3429.08	3429.9	1203.0
2020-06-05 00:05:00	ES	Futures	3429.63	3430.45	3429.36	3429.9	650.0
2020-06-05 00:10:00	ES	Futures	3429.63	3431.28	3429.08	3430.73	831.0
2020-06-05 00:15:00	ES	Futures	3430.73	3431.83	3430.45	3431.55	538.0
2020-06-05 00:20:00	ES	Futures	3431.55	3432.1	3430.73	3431.55	963.0
2020-06-05 00:25:00	ES	Futures	3431.83	3434.02	3431.83	3433.47	1634.0
2020-06-05 00:30:00	ES	Futures	3433.47	3433.75	3432.37	3432.92	669.0
2020-06-05 00:35:00	ES	Futures	3432.92	3433.47	3432.37	3432.92	466.0
2020-06-05 00:40:00	ES	Futures	3432.92	3434.3	3432.92	3433.2	817.0
2020-06-05 00:45:00	ES	Futures	3433.2	3434.02	3433.2	3433.75	459.0
2020-06-05 00:50:00	ES	Futures	3433.75	3434.02	3432.92	3433.2	377.0
2020-06-05 00:55:00	ES	Futures	3432.92	3432.92	3431.55	3431.83	637.0
2020-06-05 01:00:00	ES	Futures	3431.83	3432.37	3430.45	3432.37	1133.0
2020-06-05 01:05:00	ES	Futures	3432.37	3434.02	3431.83	3432.65	1291.0
2020-06-05 01:10:00	ES	Futures	3432.65	3433.2	3432.1	3432.1	470.0
2020-06-05 01:15:00	ES	Futures	3432.37	3432.37	3430.18	3430.45	713.0
2020-06-05 01:20:00	ES	Futures	3430.45	3431.83	3429.63	3431.83	548.0
2020-06-05 01:25:00	ES	Futures	3432.1	3433.2	3431.83	3432.65	783.0
2020-06-05 01:30:00	ES	Futures	3432.92	3433.75	3431.28	3431.55	716.0
2020-06-05 01:35:00	ES	Futures	3431.28	3433.2	3430.73	3431.28	764.0
2020-06-05 01:40:00	ES	Futures	3431.55	3433.2	3431.28	3432.65	440.0
2020-06-05 01:45:00	ES	Futures	3432.92	3444.17	3432.1	3440.33	7572.0
2020-06-05 01:50:00	ES	Futures	3440.33	3441.43	3439.23	3440.33	2471.0
2020-06-05 01:55:00	ES	Futures	3440.61	3441.43	3439.78	3440.88	1372.0
2020-06-05 02:00:00	ES	Futures	3441.16	3444.17	3439.23	3439.51	4275.0
2020-06-05 02:05:00	ES	Futures	3439.51	3440.33	3438.41	3438.41	1677.0
2020-06-05 02:10:00	ES	Futures	3438.69	3439.78	3438.14	3439.78	1087.0
2020-06-05 02:15:00	ES	Futures	3439.51	3441.43	3439.23	3440.06	1491.0
2020-06-05 02:20:00	ES	Futures	3440.06	3440.33	3438.69	3440.33	1006.0
2020-06-05 02:25:00	ES	Futures	3440.33	3441.43	3439.78	3441.16	1294.0
2020-06-05 02:30:00	ES	Futures	3441.16	3442.25	3440.33	3441.16	1754.0
2020-06-05 02:35:00	ES	Futures	3441.16	3442.25	3440.06	3440.61	2007.0
2020-06-05 02:40:00	ES	Futures	3440.61	3441.98	3440.06	3441.98	1296.0
2020-06-05 02:45:00	ES	Futures	3441.7	3443.08	3440.88	3442.8	1820.0
2020-06-05 02:50:00	ES	Futures	3442.8	3443.35	3440.61	3441.7	2082.0
2020-06-05 02:55:00	ES	Futures	3441.7	3441.98	3439.78	3440.88	988.0
2020-06-05 03:00:00	ES	Futures	3440.88	3440.88	3438.41	3440.33	3164.0
2020-06-05 03:05:00	ES	Futures	3440.33	3441.43	3438.41	3441.43	2570.0
2020-06-05 03:10:00	ES	Futures	3441.43	3445.0	3441.16	3444.45	4151.0
2020-06-05 03:15:00	ES	Futures	3444.45	3445.27	3443.35	3443.9	3822.0
2020-06-05 03:20:00	ES	Futures	3443.9	3449.11	3443.9	3448.29	6274.0
2020-06-05 03:25:00	ES	Futures	3448.29	3450.49	3446.92	3447.19	3815.0
2020-06-05 03:30:00	ES	Futures	3447.19	3448.02	3445.82	3446.92	2813.0
2020-06-05 03:35:00	ES	Futures	3446.92	3449.39	3445.82	3446.37	3549.0
2020-06-05 03:40:00	ES	Futures	3446.64	3451.03	3446.09	3449.66	3526.0
2020-06-05 03:45:00	ES	Futures	3449.94	3452.68	3449.11	3449.94	4282.0
2020-06-05 03:50:00	ES	Futures	3450.21	3450.21	3448.02	3449.66	2648.0
2020-06-05 03:55:00	ES	Futures	3449.94	3452.68	3449.66	3451.31	2464.0
2020-06-05 04:00:00	ES	Futures	3451.31	3452.13	3450.21	3451.03	2416.0
2020-06-05 04:05:00	ES	Futures	3451.03	3451.58	3446.64	3447.47	3787.0

> showing 50 of 14,268 rows — these rows as CSV

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