PREVIEW / futures_5min / 2020-06-12

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-12.parquet
  size:    270 KB
  rows:    14,146

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
2020-06-12 00:00:00	ES	Futures	3341.27	3346.76	3340.99	3344.29	2670.0
2020-06-12 00:05:00	ES	Futures	3344.29	3346.48	3344.01	3346.48	1330.0
2020-06-12 00:10:00	ES	Futures	3346.48	3346.48	3343.74	3344.56	861.0
2020-06-12 00:15:00	ES	Futures	3344.56	3346.76	3344.56	3345.38	706.0
2020-06-12 00:20:00	ES	Futures	3345.66	3345.66	3340.99	3342.92	1356.0
2020-06-12 00:25:00	ES	Futures	3343.19	3344.84	3341.54	3344.84	804.0
2020-06-12 00:30:00	ES	Futures	3344.56	3346.48	3342.92	3345.66	803.0
2020-06-12 00:35:00	ES	Futures	3345.66	3346.48	3343.19	3345.66	755.0
2020-06-12 00:40:00	ES	Futures	3345.93	3345.93	3342.92	3343.19	662.0
2020-06-12 00:45:00	ES	Futures	3343.19	3343.19	3338.25	3340.17	2107.0
2020-06-12 00:50:00	ES	Futures	3340.17	3342.37	3339.35	3341.82	835.0
2020-06-12 00:55:00	ES	Futures	3342.09	3345.11	3341.82	3344.29	1112.0
2020-06-12 01:00:00	ES	Futures	3344.01	3345.93	3341.82	3344.84	1604.0
2020-06-12 01:05:00	ES	Futures	3345.11	3345.38	3340.99	3341.27	1370.0
2020-06-12 01:10:00	ES	Futures	3341.27	3344.01	3339.35	3339.35	1348.0
2020-06-12 01:15:00	ES	Futures	3339.35	3341.27	3337.15	3340.45	1362.0
2020-06-12 01:20:00	ES	Futures	3340.72	3345.11	3340.17	3344.84	1280.0
2020-06-12 01:25:00	ES	Futures	3344.56	3345.66	3342.09	3342.64	971.0
2020-06-12 01:30:00	ES	Futures	3342.64	3344.56	3342.09	3343.74	809.0
2020-06-12 01:35:00	ES	Futures	3343.74	3344.56	3340.72	3342.92	679.0
2020-06-12 01:40:00	ES	Futures	3342.92	3343.74	3339.62	3343.19	936.0
2020-06-12 01:45:00	ES	Futures	3343.19	3344.84	3342.37	3344.56	806.0
2020-06-12 01:50:00	ES	Futures	3344.84	3348.95	3341.82	3348.68	2704.0
2020-06-12 01:55:00	ES	Futures	3348.95	3351.42	3347.31	3350.6	3558.0
2020-06-12 02:00:00	ES	Futures	3350.32	3352.25	3347.31	3351.97	2591.0
2020-06-12 02:05:00	ES	Futures	3352.25	3352.52	3346.76	3350.32	2445.0
2020-06-12 02:10:00	ES	Futures	3350.32	3352.25	3345.38	3345.38	2127.0
2020-06-12 02:15:00	ES	Futures	3345.11	3346.21	3339.62	3340.45	3137.0
2020-06-12 02:20:00	ES	Futures	3340.45	3340.99	3331.12	3332.49	6651.0
2020-06-12 02:25:00	ES	Futures	3332.76	3334.41	3330.84	3334.41	3196.0
2020-06-12 02:30:00	ES	Futures	3334.41	3340.72	3333.04	3339.35	3196.0
2020-06-12 02:35:00	ES	Futures	3339.35	3341.27	3333.59	3340.45	2610.0
2020-06-12 02:40:00	ES	Futures	3340.45	3342.37	3336.6	3339.35	2225.0
2020-06-12 02:45:00	ES	Futures	3339.35	3340.99	3335.23	3336.05	2288.0
2020-06-12 02:50:00	ES	Futures	3336.33	3336.33	3322.88	3323.43	3586.0
2020-06-12 02:55:00	ES	Futures	3323.43	3328.37	3322.88	3322.88	4178.0
2020-06-12 03:00:00	ES	Futures	3322.88	3332.76	3322.88	3329.47	5407.0
2020-06-12 03:05:00	ES	Futures	3329.47	3334.41	3324.8	3333.31	3993.0
2020-06-12 03:10:00	ES	Futures	3333.31	3350.05	3333.31	3349.23	7180.0
2020-06-12 03:15:00	ES	Futures	3348.95	3354.99	3348.4	3351.7	6119.0
2020-06-12 03:20:00	ES	Futures	3351.7	3354.99	3350.05	3350.6	4444.0
2020-06-12 03:25:00	ES	Futures	3350.6	3352.52	3345.66	3346.21	3399.0
2020-06-12 03:30:00	ES	Futures	3345.93	3348.68	3341.27	3342.37	2909.0
2020-06-12 03:35:00	ES	Futures	3342.37	3343.19	3332.49	3337.15	4690.0
2020-06-12 03:40:00	ES	Futures	3337.15	3338.52	3331.94	3332.49	3452.0
2020-06-12 03:45:00	ES	Futures	3332.49	3341.27	3328.37	3341.27	4352.0
2020-06-12 03:50:00	ES	Futures	3341.54	3343.74	3337.43	3343.19	2804.0
2020-06-12 03:55:00	ES	Futures	3343.19	3345.66	3339.07	3339.62	2608.0
2020-06-12 04:00:00	ES	Futures	3339.62	3345.11	3339.35	3344.84	1757.0
2020-06-12 04:05:00	ES	Futures	3344.84	3350.6	3343.46	3348.95	2595.0

> showing 50 of 14,146 rows — these rows as CSV

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