PREVIEW / futures_5min / 2020-06-15

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-15.parquet
  size:    345 KB
  rows:    17,907

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
2020-06-15 00:00:00	ES	Futures	3335.56	3335.56	3331.1	3331.65	756.0
2020-06-15 00:05:00	ES	Futures	3331.65	3331.93	3329.7	3330.82	697.0
2020-06-15 00:10:00	ES	Futures	3330.54	3332.21	3329.98	3330.54	508.0
2020-06-15 00:15:00	ES	Futures	3330.82	3333.61	3330.82	3332.77	417.0
2020-06-15 00:20:00	ES	Futures	3333.05	3333.33	3330.54	3331.1	372.0
2020-06-15 00:25:00	ES	Futures	3331.1	3331.65	3329.42	3329.98	414.0
2020-06-15 00:30:00	ES	Futures	3329.98	3332.49	3329.42	3330.26	771.0
2020-06-15 00:35:00	ES	Futures	3330.26	3331.65	3329.42	3330.82	499.0
2020-06-15 00:40:00	ES	Futures	3330.54	3331.1	3325.51	3327.19	1050.0
2020-06-15 00:45:00	ES	Futures	3326.91	3328.02	3320.21	3323.0	3084.0
2020-06-15 00:50:00	ES	Futures	3322.72	3323.84	3319.09	3320.21	1748.0
2020-06-15 00:55:00	ES	Futures	3320.21	3321.6	3318.53	3319.65	1389.0
2020-06-15 01:00:00	ES	Futures	3319.65	3320.48	3309.87	3310.99	4989.0
2020-06-15 01:05:00	ES	Futures	3310.71	3312.95	3304.29	3306.24	4858.0
2020-06-15 01:10:00	ES	Futures	3306.24	3310.43	3306.24	3309.87	2346.0
2020-06-15 01:15:00	ES	Futures	3310.43	3312.95	3304.57	3304.85	2936.0
2020-06-15 01:20:00	ES	Futures	3304.85	3310.15	3304.57	3309.31	2446.0
2020-06-15 01:25:00	ES	Futures	3309.59	3312.11	3305.13	3306.24	1819.0
2020-06-15 01:30:00	ES	Futures	3306.24	3308.76	3304.29	3304.85	3467.0
2020-06-15 01:35:00	ES	Futures	3305.13	3305.13	3295.91	3296.19	4011.0
2020-06-15 01:40:00	ES	Futures	3296.19	3298.42	3288.09	3293.12	4990.0
2020-06-15 01:45:00	ES	Futures	3292.84	3297.03	3292.0	3292.56	2512.0
2020-06-15 01:50:00	ES	Futures	3292.56	3293.68	3286.7	3288.37	3636.0
2020-06-15 01:55:00	ES	Futures	3288.37	3290.33	3277.76	3279.72	5862.0
2020-06-15 02:00:00	ES	Futures	3279.99	3285.3	3273.85	3274.41	6963.0
2020-06-15 02:05:00	ES	Futures	3274.41	3276.36	3265.75	3276.08	7256.0
2020-06-15 02:10:00	ES	Futures	3276.08	3282.23	3275.81	3278.6	5370.0
2020-06-15 02:15:00	ES	Futures	3278.32	3289.49	3276.64	3285.58	6067.0
2020-06-15 02:20:00	ES	Futures	3285.3	3286.42	3276.08	3279.16	3814.0
2020-06-15 02:25:00	ES	Futures	3278.88	3279.44	3269.38	3276.64	4462.0
2020-06-15 02:30:00	ES	Futures	3276.64	3285.58	3273.57	3284.74	3858.0
2020-06-15 02:35:00	ES	Futures	3284.46	3287.53	3280.55	3282.51	3644.0
2020-06-15 02:40:00	ES	Futures	3282.23	3282.51	3267.15	3272.18	3824.0
2020-06-15 02:45:00	ES	Futures	3271.9	3276.36	3269.66	3273.85	3287.0
2020-06-15 02:50:00	ES	Futures	3273.85	3278.32	3271.62	3275.53	2874.0
2020-06-15 02:55:00	ES	Futures	3275.53	3282.51	3271.62	3281.95	3675.0
2020-06-15 03:00:00	ES	Futures	3281.95	3287.81	3278.6	3284.46	6538.0
2020-06-15 03:05:00	ES	Futures	3284.18	3287.25	3272.18	3273.57	6739.0
2020-06-15 03:10:00	ES	Futures	3273.85	3285.02	3272.45	3277.48	6430.0
2020-06-15 03:15:00	ES	Futures	3277.2	3284.74	3271.62	3283.62	7248.0
2020-06-15 03:20:00	ES	Futures	3283.9	3292.84	3280.27	3291.72	6899.0
2020-06-15 03:25:00	ES	Futures	3291.44	3291.44	3285.3	3286.14	5359.0
2020-06-15 03:30:00	ES	Futures	3285.86	3285.86	3278.6	3279.44	3241.0
2020-06-15 03:35:00	ES	Futures	3279.44	3289.77	3278.04	3286.14	2956.0
2020-06-15 03:40:00	ES	Futures	3286.14	3290.88	3284.18	3287.25	3376.0
2020-06-15 03:45:00	ES	Futures	3287.25	3292.56	3286.42	3288.09	3157.0
2020-06-15 03:50:00	ES	Futures	3288.09	3293.4	3286.42	3293.12	2070.0
2020-06-15 03:55:00	ES	Futures	3292.84	3294.79	3291.44	3292.56	2858.0
2020-06-15 04:00:00	ES	Futures	3292.84	3297.31	3292.28	3294.24	3914.0
2020-06-15 04:05:00	ES	Futures	3293.96	3295.35	3288.37	3289.77	4224.0

> showing 50 of 17,907 rows — these rows as CSV

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