PREVIEW / futures_5min / 2020-06-17

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-17.parquet
  size:    302 KB
  rows:    17,770

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
2020-06-17 00:00:00	ES	Futures	3472.67	3477.7	3471.28	3477.7	1369.0
2020-06-17 00:05:00	ES	Futures	3477.7	3480.21	3476.86	3479.93	1975.0
2020-06-17 00:10:00	ES	Futures	3479.93	3480.21	3478.26	3479.37	589.0
2020-06-17 00:15:00	ES	Futures	3479.65	3479.93	3477.7	3478.26	506.0
2020-06-17 00:20:00	ES	Futures	3478.54	3484.4	3478.26	3483.0	1153.0
2020-06-17 00:25:00	ES	Futures	3482.73	3485.24	3482.45	3484.12	1284.0
2020-06-17 00:30:00	ES	Futures	3484.12	3485.8	3482.45	3483.0	1047.0
2020-06-17 00:35:00	ES	Futures	3483.0	3484.68	3483.0	3483.56	499.0
2020-06-17 00:40:00	ES	Futures	3483.56	3485.52	3481.33	3484.12	944.0
2020-06-17 00:45:00	ES	Futures	3484.4	3484.4	3479.37	3481.61	919.0
2020-06-17 00:50:00	ES	Futures	3481.61	3483.0	3479.65	3479.93	465.0
2020-06-17 00:55:00	ES	Futures	3479.93	3483.28	3479.37	3481.05	502.0
2020-06-17 01:00:00	ES	Futures	3481.05	3484.4	3477.98	3483.56	907.0
2020-06-17 01:05:00	ES	Futures	3483.84	3484.12	3472.95	3474.63	1780.0
2020-06-17 01:10:00	ES	Futures	3474.63	3477.14	3470.44	3472.11	1966.0
2020-06-17 01:15:00	ES	Futures	3471.83	3474.07	3470.72	3473.79	830.0
2020-06-17 01:20:00	ES	Futures	3473.79	3476.86	3472.39	3476.86	1158.0
2020-06-17 01:25:00	ES	Futures	3476.86	3476.86	3471.83	3474.07	1105.0
2020-06-17 01:30:00	ES	Futures	3474.35	3477.98	3472.11	3473.23	1104.0
2020-06-17 01:35:00	ES	Futures	3473.51	3475.46	3469.6	3474.35	1480.0
2020-06-17 01:40:00	ES	Futures	3474.07	3476.58	3473.79	3474.63	892.0
2020-06-17 01:45:00	ES	Futures	3474.63	3477.7	3472.11	3477.42	970.0
2020-06-17 01:50:00	ES	Futures	3477.98	3479.09	3474.63	3478.26	830.0
2020-06-17 01:55:00	ES	Futures	3478.26	3478.54	3476.3	3477.14	634.0
2020-06-17 02:00:00	ES	Futures	3477.14	3483.56	3474.07	3482.17	2672.0
2020-06-17 02:05:00	ES	Futures	3482.17	3488.87	3481.33	3487.19	2905.0
2020-06-17 02:10:00	ES	Futures	3486.91	3490.82	3486.36	3488.59	2093.0
2020-06-17 02:15:00	ES	Futures	3488.87	3490.26	3486.63	3487.19	1306.0
2020-06-17 02:20:00	ES	Futures	3487.47	3494.73	3486.91	3494.17	1902.0
2020-06-17 02:25:00	ES	Futures	3493.89	3496.69	3489.43	3489.71	2876.0
2020-06-17 02:30:00	ES	Futures	3489.99	3491.1	3483.84	3485.52	3140.0
2020-06-17 02:35:00	ES	Futures	3485.52	3488.31	3485.52	3488.03	1183.0
2020-06-17 02:40:00	ES	Futures	3488.03	3489.15	3486.08	3486.36	1431.0
2020-06-17 02:45:00	ES	Futures	3486.08	3488.59	3485.24	3485.52	1278.0
2020-06-17 02:50:00	ES	Futures	3485.8	3488.31	3484.4	3485.52	1765.0
2020-06-17 02:55:00	ES	Futures	3485.24	3489.15	3482.45	3483.0	1767.0
2020-06-17 03:00:00	ES	Futures	3483.0	3491.66	3480.21	3489.43	5067.0
2020-06-17 03:05:00	ES	Futures	3489.43	3493.89	3487.47	3492.78	3664.0
2020-06-17 03:10:00	ES	Futures	3492.78	3495.29	3488.03	3489.43	3024.0
2020-06-17 03:15:00	ES	Futures	3489.43	3494.73	3486.08	3491.38	3615.0
2020-06-17 03:20:00	ES	Futures	3491.1	3493.89	3488.59	3491.66	2527.0
2020-06-17 03:25:00	ES	Futures	3491.66	3506.18	3490.26	3504.23	6473.0
2020-06-17 03:30:00	ES	Futures	3504.23	3507.02	3502.55	3505.34	3360.0
2020-06-17 03:35:00	ES	Futures	3505.34	3508.69	3503.95	3508.14	3038.0
2020-06-17 03:40:00	ES	Futures	3508.42	3509.25	3505.62	3507.02	2691.0
2020-06-17 03:45:00	ES	Futures	3507.02	3507.58	3503.95	3506.46	2473.0
2020-06-17 03:50:00	ES	Futures	3506.74	3507.3	3503.95	3506.46	1698.0
2020-06-17 03:55:00	ES	Futures	3506.74	3506.74	3501.16	3502.55	1964.0
2020-06-17 04:00:00	ES	Futures	3502.83	3504.79	3500.32	3500.88	1996.0
2020-06-17 04:05:00	ES	Futures	3501.16	3504.51	3499.48	3503.67	2084.0

> showing 50 of 17,770 rows — these rows as CSV

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