PREVIEW / futures_5min / 2020-06-11

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-11.parquet
  size:    330 KB
  rows:    16,917

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
2020-06-11 00:00:00	ES	Futures	3462.56	3465.85	3462.01	3464.76	1892.0
2020-06-11 00:05:00	ES	Futures	3464.48	3465.3	3455.7	3458.17	6170.0
2020-06-11 00:10:00	ES	Futures	3458.44	3459.82	3455.97	3457.07	2616.0
2020-06-11 00:15:00	ES	Futures	3457.07	3460.36	3456.25	3459.27	2058.0
2020-06-11 00:20:00	ES	Futures	3459.27	3461.19	3458.17	3459.54	1613.0
2020-06-11 00:25:00	ES	Futures	3459.54	3461.46	3459.27	3460.64	1253.0
2020-06-11 00:30:00	ES	Futures	3460.91	3462.29	3459.82	3461.19	1714.0
2020-06-11 00:35:00	ES	Futures	3461.46	3464.76	3459.82	3464.48	1456.0
2020-06-11 00:40:00	ES	Futures	3464.76	3467.22	3463.93	3465.3	1937.0
2020-06-11 00:45:00	ES	Futures	3465.3	3466.95	3462.29	3463.11	1598.0
2020-06-11 00:50:00	ES	Futures	3463.11	3463.66	3458.17	3459.27	2017.0
2020-06-11 00:55:00	ES	Futures	3458.99	3464.21	3458.17	3460.64	2282.0
2020-06-11 01:00:00	ES	Futures	3460.64	3462.56	3457.07	3457.35	1710.0
2020-06-11 01:05:00	ES	Futures	3457.07	3457.62	3452.68	3455.15	3777.0
2020-06-11 01:10:00	ES	Futures	3455.15	3455.7	3448.29	3451.03	6784.0
2020-06-11 01:15:00	ES	Futures	3451.03	3452.41	3444.45	3445.27	3667.0
2020-06-11 01:20:00	ES	Futures	3445.0	3450.21	3444.72	3448.56	3499.0
2020-06-11 01:25:00	ES	Futures	3448.56	3452.68	3448.02	3451.86	2800.0
2020-06-11 01:30:00	ES	Futures	3451.86	3452.68	3449.11	3449.11	1773.0
2020-06-11 01:35:00	ES	Futures	3449.11	3452.13	3447.19	3450.21	2039.0
2020-06-11 01:40:00	ES	Futures	3450.49	3450.49	3444.72	3445.0	2093.0
2020-06-11 01:45:00	ES	Futures	3445.0	3448.29	3445.0	3446.64	2748.0
2020-06-11 01:50:00	ES	Futures	3446.64	3449.39	3445.82	3448.56	2675.0
2020-06-11 01:55:00	ES	Futures	3448.56	3450.49	3447.19	3447.74	1879.0
2020-06-11 02:00:00	ES	Futures	3447.74	3450.49	3443.35	3448.02	6999.0
2020-06-11 02:05:00	ES	Futures	3448.02	3452.68	3447.47	3450.49	3640.0
2020-06-11 02:10:00	ES	Futures	3450.49	3451.86	3447.19	3451.58	3719.0
2020-06-11 02:15:00	ES	Futures	3451.58	3453.78	3448.84	3451.58	3359.0
2020-06-11 02:20:00	ES	Futures	3451.86	3455.7	3451.58	3453.5	2866.0
2020-06-11 02:25:00	ES	Futures	3453.23	3453.5	3445.55	3446.37	3348.0
2020-06-11 02:30:00	ES	Futures	3446.09	3448.56	3443.63	3447.47	5787.0
2020-06-11 02:35:00	ES	Futures	3447.47	3451.86	3447.19	3450.76	2845.0
2020-06-11 02:40:00	ES	Futures	3450.76	3453.23	3450.49	3451.31	1840.0
2020-06-11 02:45:00	ES	Futures	3451.31	3453.23	3449.66	3452.96	2503.0
2020-06-11 02:50:00	ES	Futures	3453.23	3453.78	3449.11	3450.49	1835.0
2020-06-11 02:55:00	ES	Futures	3450.76	3451.03	3447.19	3448.56	1903.0
2020-06-11 03:00:00	ES	Futures	3448.56	3449.94	3440.61	3442.8	8713.0
2020-06-11 03:05:00	ES	Futures	3443.08	3444.17	3437.31	3437.86	9126.0
2020-06-11 03:10:00	ES	Futures	3437.59	3438.96	3434.57	3436.49	9977.0
2020-06-11 03:15:00	ES	Futures	3436.22	3441.16	3435.39	3437.86	5941.0
2020-06-11 03:20:00	ES	Futures	3438.14	3440.33	3435.67	3437.86	4260.0
2020-06-11 03:25:00	ES	Futures	3437.59	3443.08	3437.59	3442.53	4335.0
2020-06-11 03:30:00	ES	Futures	3442.53	3444.72	3440.06	3443.63	3340.0
2020-06-11 03:35:00	ES	Futures	3443.63	3447.47	3443.63	3446.09	2847.0
2020-06-11 03:40:00	ES	Futures	3446.09	3446.92	3441.98	3443.08	2929.0
2020-06-11 03:45:00	ES	Futures	3443.08	3444.72	3436.76	3436.76	3778.0
2020-06-11 03:50:00	ES	Futures	3436.76	3439.23	3435.12	3438.41	4055.0
2020-06-11 03:55:00	ES	Futures	3438.41	3439.51	3432.65	3433.2	4353.0
2020-06-11 04:00:00	ES	Futures	3433.2	3434.57	3430.18	3433.2	5963.0
2020-06-11 04:05:00	ES	Futures	3433.2	3438.96	3432.65	3437.04	4764.0

> showing 50 of 16,917 rows — these rows as CSV

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