PREVIEW / futures_5min / 2020-06-18

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-18.parquet
  size:    290 KB
  rows:    17,687

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
2020-06-18 00:00:00	ES	Futures	3447.26	3448.1	3444.75	3444.75	1022.0
2020-06-18 00:05:00	ES	Futures	3445.03	3446.42	3444.75	3446.14	921.0
2020-06-18 00:10:00	ES	Futures	3446.42	3446.7	3444.47	3445.03	464.0
2020-06-18 00:15:00	ES	Futures	3445.31	3446.42	3444.47	3446.14	371.0
2020-06-18 00:20:00	ES	Futures	3446.14	3448.1	3443.91	3445.59	852.0
2020-06-18 00:25:00	ES	Futures	3445.59	3446.14	3443.35	3445.03	707.0
2020-06-18 00:30:00	ES	Futures	3445.03	3446.42	3440.28	3442.23	1545.0
2020-06-18 00:35:00	ES	Futures	3442.23	3446.7	3442.23	3445.86	880.0
2020-06-18 00:40:00	ES	Futures	3446.14	3448.94	3446.14	3448.94	783.0
2020-06-18 00:45:00	ES	Futures	3448.66	3451.45	3447.82	3450.89	1483.0
2020-06-18 00:50:00	ES	Futures	3450.89	3456.2	3450.89	3454.52	2790.0
2020-06-18 00:55:00	ES	Futures	3454.24	3455.08	3452.57	3452.85	885.0
2020-06-18 01:00:00	ES	Futures	3453.13	3455.64	3451.73	3453.96	1419.0
2020-06-18 01:05:00	ES	Futures	3453.96	3454.52	3451.17	3451.73	788.0
2020-06-18 01:10:00	ES	Futures	3451.73	3452.29	3449.77	3451.17	1011.0
2020-06-18 01:15:00	ES	Futures	3451.17	3453.68	3451.17	3452.29	730.0
2020-06-18 01:20:00	ES	Futures	3452.57	3452.57	3449.5	3451.17	955.0
2020-06-18 01:25:00	ES	Futures	3450.89	3451.17	3444.19	3445.03	1572.0
2020-06-18 01:30:00	ES	Futures	3445.59	3449.22	3445.31	3449.22	819.0
2020-06-18 01:35:00	ES	Futures	3448.94	3448.94	3443.63	3445.86	1419.0
2020-06-18 01:40:00	ES	Futures	3445.86	3448.38	3444.75	3445.86	810.0
2020-06-18 01:45:00	ES	Futures	3445.59	3446.7	3441.96	3442.23	1066.0
2020-06-18 01:50:00	ES	Futures	3441.96	3448.94	3441.96	3448.94	1386.0
2020-06-18 01:55:00	ES	Futures	3448.66	3449.5	3446.98	3449.22	875.0
2020-06-18 02:00:00	ES	Futures	3448.94	3454.24	3445.03	3450.61	3815.0
2020-06-18 02:05:00	ES	Futures	3450.61	3452.01	3444.75	3445.59	2195.0
2020-06-18 02:10:00	ES	Futures	3445.59	3447.54	3444.47	3447.26	1432.0
2020-06-18 02:15:00	ES	Futures	3447.26	3451.17	3446.14	3450.89	1349.0
2020-06-18 02:20:00	ES	Futures	3450.61	3455.36	3450.61	3454.8	2184.0
2020-06-18 02:25:00	ES	Futures	3454.8	3461.5	3454.8	3461.5	4147.0
2020-06-18 02:30:00	ES	Futures	3461.78	3472.39	3461.22	3468.48	7150.0
2020-06-18 02:35:00	ES	Futures	3468.48	3469.88	3465.69	3466.81	2573.0
2020-06-18 02:40:00	ES	Futures	3466.81	3467.37	3464.02	3465.41	1884.0
2020-06-18 02:45:00	ES	Futures	3465.41	3465.97	3462.06	3462.62	2015.0
2020-06-18 02:50:00	ES	Futures	3462.62	3464.85	3460.66	3463.18	1877.0
2020-06-18 02:55:00	ES	Futures	3463.46	3465.97	3462.34	3462.9	1404.0
2020-06-18 03:00:00	ES	Futures	3463.18	3463.74	3458.99	3462.06	2540.0
2020-06-18 03:05:00	ES	Futures	3462.34	3464.3	3458.71	3459.83	2421.0
2020-06-18 03:10:00	ES	Futures	3459.55	3469.04	3457.59	3467.65	3633.0
2020-06-18 03:15:00	ES	Futures	3467.65	3471.56	3465.97	3468.2	3356.0
2020-06-18 03:20:00	ES	Futures	3468.2	3468.76	3460.11	3461.78	2992.0
2020-06-18 03:25:00	ES	Futures	3461.78	3463.46	3457.59	3463.46	2959.0
2020-06-18 03:30:00	ES	Futures	3463.46	3466.53	3458.99	3458.99	2283.0
2020-06-18 03:35:00	ES	Futures	3458.99	3460.94	3457.31	3459.27	2130.0
2020-06-18 03:40:00	ES	Futures	3459.27	3460.94	3455.64	3457.31	2218.0
2020-06-18 03:45:00	ES	Futures	3457.31	3460.94	3457.03	3457.59	1414.0
2020-06-18 03:50:00	ES	Futures	3457.31	3464.02	3457.31	3463.18	2347.0
2020-06-18 03:55:00	ES	Futures	3463.18	3465.97	3462.06	3465.13	2142.0
2020-06-18 04:00:00	ES	Futures	3465.13	3465.41	3458.99	3464.85	2086.0
2020-06-18 04:05:00	ES	Futures	3464.85	3472.11	3464.57	3469.04	3032.0

> showing 50 of 17,687 rows — these rows as CSV

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