PREVIEW / futures_5min / 2020-06-16

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-16.parquet
  size:    308 KB
  rows:    17,805

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
2020-06-16 00:00:00	ES	Futures	3469.88	3470.16	3465.41	3467.65	1998.0
2020-06-16 00:05:00	ES	Futures	3467.65	3470.72	3467.09	3469.32	629.0
2020-06-16 00:10:00	ES	Futures	3469.32	3470.16	3467.65	3469.04	493.0
2020-06-16 00:15:00	ES	Futures	3469.04	3471.56	3469.04	3470.44	851.0
2020-06-16 00:20:00	ES	Futures	3469.88	3470.44	3467.93	3468.76	517.0
2020-06-16 00:25:00	ES	Futures	3468.48	3471.0	3468.48	3469.32	717.0
2020-06-16 00:30:00	ES	Futures	3469.32	3469.6	3467.37	3468.2	607.0
2020-06-16 00:35:00	ES	Futures	3468.2	3468.48	3462.62	3462.9	1379.0
2020-06-16 00:40:00	ES	Futures	3462.62	3465.97	3462.62	3465.41	870.0
2020-06-16 00:45:00	ES	Futures	3465.69	3467.37	3463.18	3467.37	602.0
2020-06-16 00:50:00	ES	Futures	3467.65	3468.76	3466.53	3468.2	677.0
2020-06-16 00:55:00	ES	Futures	3468.2	3469.32	3465.41	3466.25	616.0
2020-06-16 01:00:00	ES	Futures	3466.53	3473.23	3466.25	3472.67	1433.0
2020-06-16 01:05:00	ES	Futures	3472.67	3476.86	3471.28	3475.19	1998.0
2020-06-16 01:10:00	ES	Futures	3475.46	3475.74	3471.0	3471.83	1009.0
2020-06-16 01:15:00	ES	Futures	3471.83	3472.95	3470.16	3471.56	1014.0
2020-06-16 01:20:00	ES	Futures	3471.56	3474.91	3471.56	3474.63	1812.0
2020-06-16 01:25:00	ES	Futures	3474.63	3475.19	3472.95	3474.07	978.0
2020-06-16 01:30:00	ES	Futures	3474.35	3475.19	3470.16	3472.39	1332.0
2020-06-16 01:35:00	ES	Futures	3472.39	3474.07	3471.28	3473.23	715.0
2020-06-16 01:40:00	ES	Futures	3472.95	3473.23	3467.93	3470.44	1025.0
2020-06-16 01:45:00	ES	Futures	3470.44	3471.0	3466.81	3468.76	1414.0
2020-06-16 01:50:00	ES	Futures	3468.76	3469.88	3465.69	3469.04	1074.0
2020-06-16 01:55:00	ES	Futures	3468.76	3470.44	3465.41	3465.69	1418.0
2020-06-16 02:00:00	ES	Futures	3465.97	3465.97	3453.96	3457.03	4945.0
2020-06-16 02:05:00	ES	Futures	3456.76	3460.94	3454.52	3457.87	4083.0
2020-06-16 02:10:00	ES	Futures	3457.87	3462.06	3455.92	3460.11	4079.0
2020-06-16 02:15:00	ES	Futures	3459.83	3460.94	3457.03	3459.27	1914.0
2020-06-16 02:20:00	ES	Futures	3459.55	3460.94	3456.76	3460.94	1715.0
2020-06-16 02:25:00	ES	Futures	3460.94	3463.46	3458.43	3461.5	1780.0
2020-06-16 02:30:00	ES	Futures	3461.5	3465.13	3459.83	3463.18	1976.0
2020-06-16 02:35:00	ES	Futures	3463.18	3463.74	3446.42	3448.66	6114.0
2020-06-16 02:40:00	ES	Futures	3448.38	3454.52	3446.98	3452.29	4235.0
2020-06-16 02:45:00	ES	Futures	3452.57	3453.96	3446.7	3452.85	3541.0
2020-06-16 02:50:00	ES	Futures	3453.13	3455.64	3448.38	3448.94	2634.0
2020-06-16 02:55:00	ES	Futures	3448.94	3452.29	3446.98	3451.45	2012.0
2020-06-16 03:00:00	ES	Futures	3451.73	3453.4	3442.51	3447.82	7291.0
2020-06-16 03:05:00	ES	Futures	3448.1	3452.57	3445.86	3450.33	5689.0
2020-06-16 03:10:00	ES	Futures	3450.33	3453.96	3448.66	3450.61	5163.0
2020-06-16 03:15:00	ES	Futures	3450.61	3450.61	3442.79	3446.14	3385.0
2020-06-16 03:20:00	ES	Futures	3446.14	3455.36	3444.75	3453.4	3162.0
2020-06-16 03:25:00	ES	Futures	3453.4	3456.76	3448.38	3454.52	3307.0
2020-06-16 03:30:00	ES	Futures	3454.8	3457.59	3449.22	3457.31	3441.0
2020-06-16 03:35:00	ES	Futures	3457.03	3463.46	3455.64	3460.94	3499.0
2020-06-16 03:40:00	ES	Futures	3460.66	3462.9	3455.64	3458.15	3389.0
2020-06-16 03:45:00	ES	Futures	3458.15	3459.27	3454.24	3456.48	2766.0
2020-06-16 03:50:00	ES	Futures	3456.2	3457.59	3452.29	3453.4	2267.0
2020-06-16 03:55:00	ES	Futures	3453.4	3454.52	3445.59	3448.1	3758.0
2020-06-16 04:00:00	ES	Futures	3448.1	3450.89	3443.63	3446.98	4355.0
2020-06-16 04:05:00	ES	Futures	3446.98	3448.1	3440.28	3444.47	5475.0

> showing 50 of 17,805 rows — these rows as CSV

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