PREVIEW / futures_5min / 2020-06-09

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-09.parquet
  size:    306 KB
  rows:    17,747

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
2020-06-09 00:00:00	ES	Futures	3537.2	3537.47	3536.65	3536.65	317.0
2020-06-09 00:05:00	ES	Futures	3536.65	3537.47	3534.73	3534.73	419.0
2020-06-09 00:10:00	ES	Futures	3534.73	3536.38	3534.46	3535.55	674.0
2020-06-09 00:15:00	ES	Futures	3535.55	3536.1	3535.01	3535.83	510.0
2020-06-09 00:20:00	ES	Futures	3535.83	3537.2	3535.28	3537.2	337.0
2020-06-09 00:25:00	ES	Futures	3536.93	3537.75	3535.83	3537.2	403.0
2020-06-09 00:30:00	ES	Futures	3537.2	3537.47	3536.65	3536.65	278.0
2020-06-09 00:35:00	ES	Futures	3536.65	3538.85	3536.65	3538.02	639.0
2020-06-09 00:40:00	ES	Futures	3538.02	3538.85	3537.47	3538.85	391.0
2020-06-09 00:45:00	ES	Futures	3538.57	3539.12	3536.65	3536.93	352.0
2020-06-09 00:50:00	ES	Futures	3536.65	3537.47	3535.55	3535.83	431.0
2020-06-09 00:55:00	ES	Futures	3535.83	3537.2	3535.83	3536.65	343.0
2020-06-09 01:00:00	ES	Futures	3536.38	3538.3	3536.38	3536.93	503.0
2020-06-09 01:05:00	ES	Futures	3537.2	3538.85	3537.2	3538.02	396.0
2020-06-09 01:10:00	ES	Futures	3538.02	3538.57	3537.47	3537.75	367.0
2020-06-09 01:15:00	ES	Futures	3537.75	3539.94	3536.93	3539.67	677.0
2020-06-09 01:20:00	ES	Futures	3539.94	3539.94	3538.85	3539.4	463.0
2020-06-09 01:25:00	ES	Futures	3539.4	3540.22	3538.57	3539.94	593.0
2020-06-09 01:30:00	ES	Futures	3539.94	3540.49	3539.4	3540.22	707.0
2020-06-09 01:35:00	ES	Futures	3539.94	3540.22	3538.02	3538.3	557.0
2020-06-09 01:40:00	ES	Futures	3538.3	3541.87	3538.02	3541.87	802.0
2020-06-09 01:45:00	ES	Futures	3541.59	3542.41	3540.77	3542.14	889.0
2020-06-09 01:50:00	ES	Futures	3542.41	3544.34	3542.14	3542.41	1468.0
2020-06-09 01:55:00	ES	Futures	3542.41	3544.34	3542.41	3543.79	1353.0
2020-06-09 02:00:00	ES	Futures	3543.79	3546.53	3540.77	3542.41	3736.0
2020-06-09 02:05:00	ES	Futures	3542.14	3543.24	3539.4	3541.59	2050.0
2020-06-09 02:10:00	ES	Futures	3541.32	3542.41	3539.94	3540.22	981.0
2020-06-09 02:15:00	ES	Futures	3540.22	3540.49	3538.02	3538.02	1136.0
2020-06-09 02:20:00	ES	Futures	3538.3	3539.67	3537.75	3539.4	1180.0
2020-06-09 02:25:00	ES	Futures	3539.4	3541.32	3539.12	3539.4	1256.0
2020-06-09 02:30:00	ES	Futures	3539.12	3540.77	3536.38	3536.93	1687.0
2020-06-09 02:35:00	ES	Futures	3536.93	3538.02	3536.1	3536.93	969.0
2020-06-09 02:40:00	ES	Futures	3536.65	3537.75	3535.28	3535.55	1758.0
2020-06-09 02:45:00	ES	Futures	3535.55	3536.93	3535.01	3536.1	1495.0
2020-06-09 02:50:00	ES	Futures	3536.38	3536.93	3535.28	3535.55	884.0
2020-06-09 02:55:00	ES	Futures	3535.55	3536.65	3534.73	3535.83	2963.0
2020-06-09 03:00:00	ES	Futures	3536.1	3538.85	3535.55	3537.2	4347.0
2020-06-09 03:05:00	ES	Futures	3536.93	3536.93	3534.46	3535.01	4694.0
2020-06-09 03:10:00	ES	Futures	3534.73	3537.47	3534.73	3535.28	4380.0
2020-06-09 03:15:00	ES	Futures	3535.01	3536.65	3533.08	3533.36	4998.0
2020-06-09 03:20:00	ES	Futures	3533.36	3534.18	3531.71	3531.99	4848.0
2020-06-09 03:25:00	ES	Futures	3531.71	3532.26	3527.6	3528.14	7959.0
2020-06-09 03:30:00	ES	Futures	3528.14	3529.79	3527.05	3528.42	4467.0
2020-06-09 03:35:00	ES	Futures	3528.69	3530.07	3523.48	3523.48	6194.0
2020-06-09 03:40:00	ES	Futures	3523.48	3524.58	3519.09	3521.28	8602.0
2020-06-09 03:45:00	ES	Futures	3521.56	3521.83	3518.27	3520.19	6029.0
2020-06-09 03:50:00	ES	Futures	3520.19	3522.66	3519.64	3522.38	4401.0
2020-06-09 03:55:00	ES	Futures	3522.11	3523.75	3520.46	3521.28	3832.0
2020-06-09 04:00:00	ES	Futures	3521.28	3524.3	3521.28	3523.21	3024.0
2020-06-09 04:05:00	ES	Futures	3522.93	3522.93	3514.7	3514.7	7313.0

> showing 50 of 17,747 rows — these rows as CSV

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