PREVIEW / futures_5min / 2020-06-07

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-07.parquet
  size:    70 KB
  rows:    3,310

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
2020-06-07 18:00:00	ES	Futures	3504.27	3512.5	3498.78	3511.95	7141.0
2020-06-07 18:05:00	ES	Futures	3512.23	3517.72	3510.03	3515.25	4173.0
2020-06-07 18:10:00	ES	Futures	3515.52	3517.17	3513.33	3516.34	2181.0
2020-06-07 18:15:00	ES	Futures	3516.34	3516.89	3513.88	3514.7	1827.0
2020-06-07 18:20:00	ES	Futures	3514.97	3518.54	3514.7	3515.52	2262.0
2020-06-07 18:25:00	ES	Futures	3515.52	3517.44	3514.97	3516.07	816.0
2020-06-07 18:30:00	ES	Futures	3515.8	3516.07	3513.33	3514.7	1154.0
2020-06-07 18:35:00	ES	Futures	3514.7	3515.52	3513.88	3514.7	560.0
2020-06-07 18:40:00	ES	Futures	3514.97	3517.44	3514.7	3516.07	850.0
2020-06-07 18:45:00	ES	Futures	3516.07	3517.44	3513.88	3515.25	761.0
2020-06-07 18:50:00	ES	Futures	3515.25	3516.07	3514.97	3515.25	275.0
2020-06-07 18:55:00	ES	Futures	3515.25	3515.8	3513.6	3514.42	580.0
2020-06-07 19:00:00	ES	Futures	3514.42	3516.34	3513.6	3516.07	688.0
2020-06-07 19:05:00	ES	Futures	3516.07	3521.28	3515.8	3519.64	3415.0
2020-06-07 19:10:00	ES	Futures	3519.64	3520.46	3517.72	3519.36	1677.0
2020-06-07 19:15:00	ES	Futures	3519.64	3521.28	3518.27	3519.36	1378.0
2020-06-07 19:20:00	ES	Futures	3519.09	3522.11	3518.54	3521.28	1233.0
2020-06-07 19:25:00	ES	Futures	3521.01	3523.21	3520.74	3521.83	1365.0
2020-06-07 19:30:00	ES	Futures	3521.83	3523.48	3521.83	3522.38	1454.0
2020-06-07 19:35:00	ES	Futures	3522.38	3525.13	3521.56	3522.66	1943.0
2020-06-07 19:40:00	ES	Futures	3522.66	3523.21	3521.01	3522.93	1192.0
2020-06-07 19:45:00	ES	Futures	3522.93	3522.93	3521.56	3522.11	1232.0
2020-06-07 19:50:00	ES	Futures	3522.11	3523.21	3521.28	3522.93	828.0
2020-06-07 19:55:00	ES	Futures	3522.93	3523.21	3521.01	3521.56	1593.0
2020-06-07 20:00:00	ES	Futures	3521.83	3521.83	3509.48	3511.41	6494.0
2020-06-07 20:05:00	ES	Futures	3511.13	3514.42	3508.66	3510.86	4354.0
2020-06-07 20:10:00	ES	Futures	3511.13	3514.15	3511.13	3511.95	2350.0
2020-06-07 20:15:00	ES	Futures	3512.23	3514.7	3511.68	3513.05	1913.0
2020-06-07 20:20:00	ES	Futures	3513.05	3514.42	3510.58	3513.88	2096.0
2020-06-07 20:25:00	ES	Futures	3513.88	3517.99	3513.6	3517.44	2111.0
2020-06-07 20:30:00	ES	Futures	3517.17	3517.17	3510.58	3512.23	2375.0
2020-06-07 20:35:00	ES	Futures	3512.23	3512.23	3509.76	3510.03	2053.0
2020-06-07 20:40:00	ES	Futures	3509.76	3510.86	3509.76	3510.03	1658.0
2020-06-07 20:45:00	ES	Futures	3509.76	3511.13	3508.11	3510.03	2357.0
2020-06-07 20:50:00	ES	Futures	3510.03	3510.86	3508.11	3508.39	1849.0
2020-06-07 20:55:00	ES	Futures	3508.66	3510.03	3507.56	3508.94	2569.0
2020-06-07 21:00:00	ES	Futures	3508.66	3510.31	3507.01	3507.56	2034.0
2020-06-07 21:05:00	ES	Futures	3507.84	3509.48	3507.56	3508.94	2107.0
2020-06-07 21:10:00	ES	Futures	3508.94	3509.76	3503.72	3503.72	2958.0
2020-06-07 21:15:00	ES	Futures	3504.0	3505.64	3503.45	3504.27	2030.0
2020-06-07 21:20:00	ES	Futures	3504.27	3505.64	3503.17	3504.55	2319.0
2020-06-07 21:25:00	ES	Futures	3504.27	3507.01	3504.27	3506.74	1888.0
2020-06-07 21:30:00	ES	Futures	3506.74	3507.84	3505.92	3507.01	2814.0
2020-06-07 21:35:00	ES	Futures	3507.01	3507.56	3503.17	3503.17	2325.0
2020-06-07 21:40:00	ES	Futures	3503.45	3503.72	3499.33	3499.88	4152.0
2020-06-07 21:45:00	ES	Futures	3499.88	3502.35	3499.33	3501.8	1843.0
2020-06-07 21:50:00	ES	Futures	3501.8	3503.17	3500.7	3502.35	1467.0
2020-06-07 21:55:00	ES	Futures	3502.62	3504.0	3501.25	3502.08	1624.0
2020-06-07 22:00:00	ES	Futures	3502.35	3502.9	3497.41	3499.61	2448.0
2020-06-07 22:05:00	ES	Futures	3499.88	3502.62	3499.06	3502.08	1445.0

> showing 50 of 3,310 rows — these rows as CSV

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