PREVIEW / futures_5min / 2020-06-19

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-19.parquet
  size:    259 KB
  rows:    14,436

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
2020-06-19 00:00:00	ES	Futures	3468.76	3470.44	3467.37	3469.32	978.0
2020-06-19 00:05:00	ES	Futures	3469.6	3470.16	3467.37	3468.2	554.0
2020-06-19 00:10:00	ES	Futures	3468.2	3470.16	3468.2	3468.2	307.0
2020-06-19 00:15:00	ES	Futures	3467.93	3469.88	3467.65	3469.32	246.0
2020-06-19 00:20:00	ES	Futures	3469.32	3469.88	3468.48	3468.48	446.0
2020-06-19 00:25:00	ES	Futures	3468.48	3468.76	3466.53	3466.81	502.0
2020-06-19 00:30:00	ES	Futures	3466.53	3469.32	3466.53	3468.76	314.0
2020-06-19 00:35:00	ES	Futures	3468.76	3469.04	3466.53	3468.2	463.0
2020-06-19 00:40:00	ES	Futures	3468.2	3468.76	3467.09	3467.93	424.0
2020-06-19 00:45:00	ES	Futures	3467.93	3469.04	3467.37	3468.2	266.0
2020-06-19 00:50:00	ES	Futures	3467.93	3467.93	3466.25	3466.81	468.0
2020-06-19 00:55:00	ES	Futures	3466.81	3466.81	3462.9	3464.3	791.0
2020-06-19 01:00:00	ES	Futures	3464.57	3465.41	3463.18	3464.85	505.0
2020-06-19 01:05:00	ES	Futures	3464.85	3465.97	3464.02	3464.3	409.0
2020-06-19 01:10:00	ES	Futures	3464.3	3465.97	3464.3	3465.69	213.0
2020-06-19 01:15:00	ES	Futures	3465.97	3466.53	3464.02	3464.3	402.0
2020-06-19 01:20:00	ES	Futures	3464.3	3467.09	3463.46	3465.41	451.0
2020-06-19 01:25:00	ES	Futures	3465.69	3466.25	3464.57	3465.41	334.0
2020-06-19 01:30:00	ES	Futures	3465.69	3466.53	3464.85	3465.41	487.0
2020-06-19 01:35:00	ES	Futures	3465.41	3468.2	3465.41	3467.37	503.0
2020-06-19 01:40:00	ES	Futures	3467.37	3468.2	3466.81	3467.93	513.0
2020-06-19 01:45:00	ES	Futures	3467.93	3468.2	3465.97	3466.81	665.0
2020-06-19 01:50:00	ES	Futures	3467.09	3469.6	3467.09	3469.6	780.0
2020-06-19 01:55:00	ES	Futures	3469.6	3470.16	3468.76	3469.88	601.0
2020-06-19 02:00:00	ES	Futures	3469.88	3475.74	3469.88	3473.79	2739.0
2020-06-19 02:05:00	ES	Futures	3473.79	3474.91	3472.67	3474.35	1486.0
2020-06-19 02:10:00	ES	Futures	3474.07	3474.35	3472.67	3472.95	1392.0
2020-06-19 02:15:00	ES	Futures	3473.23	3476.02	3472.95	3475.74	1272.0
2020-06-19 02:20:00	ES	Futures	3476.02	3481.33	3475.74	3479.09	3870.0
2020-06-19 02:25:00	ES	Futures	3478.82	3480.21	3478.82	3479.65	1227.0
2020-06-19 02:30:00	ES	Futures	3479.65	3488.87	3477.14	3487.75	5686.0
2020-06-19 02:35:00	ES	Futures	3487.75	3489.99	3482.45	3483.56	5808.0
2020-06-19 02:40:00	ES	Futures	3483.56	3484.96	3482.45	3483.0	1445.0
2020-06-19 02:45:00	ES	Futures	3483.0	3483.0	3476.02	3476.86	3565.0
2020-06-19 02:50:00	ES	Futures	3476.58	3478.54	3474.91	3477.14	1766.0
2020-06-19 02:55:00	ES	Futures	3476.86	3480.49	3476.86	3480.21	1673.0
2020-06-19 03:00:00	ES	Futures	3480.21	3481.05	3476.58	3478.54	3098.0
2020-06-19 03:05:00	ES	Futures	3478.54	3478.82	3476.58	3477.7	1483.0
2020-06-19 03:10:00	ES	Futures	3477.42	3482.17	3474.35	3479.93	2977.0
2020-06-19 03:15:00	ES	Futures	3480.21	3482.17	3479.09	3480.49	1758.0
2020-06-19 03:20:00	ES	Futures	3480.49	3481.33	3478.54	3479.37	1290.0
2020-06-19 03:25:00	ES	Futures	3479.37	3480.21	3477.7	3478.26	1438.0
2020-06-19 03:30:00	ES	Futures	3478.26	3478.54	3474.63	3476.58	1877.0
2020-06-19 03:35:00	ES	Futures	3476.58	3477.7	3474.35	3476.3	1535.0
2020-06-19 03:40:00	ES	Futures	3476.3	3481.33	3476.3	3480.21	1224.0
2020-06-19 03:45:00	ES	Futures	3480.21	3482.17	3477.7	3481.89	1625.0
2020-06-19 03:50:00	ES	Futures	3481.89	3482.17	3480.49	3480.77	1411.0
2020-06-19 03:55:00	ES	Futures	3480.77	3486.91	3480.21	3485.24	3165.0
2020-06-19 04:00:00	ES	Futures	3484.96	3485.24	3482.73	3483.28	1356.0
2020-06-19 04:05:00	ES	Futures	3483.0	3483.28	3476.58	3476.86	3198.0

> showing 50 of 14,436 rows — these rows as CSV

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