PREVIEW / futures_5min / 2020-06-21

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-21.parquet
  size:    73 KB
  rows:    3,442

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
2020-06-21 18:00:00	ES	Futures	3395.88	3407.05	3390.57	3402.02	11862.0
2020-06-21 18:05:00	ES	Futures	3402.02	3403.14	3381.36	3388.9	9383.0
2020-06-21 18:10:00	ES	Futures	3388.9	3393.09	3385.27	3391.13	3133.0
2020-06-21 18:15:00	ES	Futures	3391.13	3398.39	3388.34	3398.11	2534.0
2020-06-21 18:20:00	ES	Futures	3398.11	3399.23	3394.48	3395.6	2314.0
2020-06-21 18:25:00	ES	Futures	3395.88	3402.02	3395.6	3402.02	1711.0
2020-06-21 18:30:00	ES	Futures	3402.02	3405.1	3400.07	3403.7	1881.0
2020-06-21 18:35:00	ES	Futures	3403.98	3405.93	3402.58	3403.7	1138.0
2020-06-21 18:40:00	ES	Futures	3403.7	3405.65	3402.58	3402.58	793.0
2020-06-21 18:45:00	ES	Futures	3403.14	3403.14	3398.95	3399.51	1434.0
2020-06-21 18:50:00	ES	Futures	3399.23	3403.7	3397.28	3402.58	1595.0
2020-06-21 18:55:00	ES	Futures	3402.58	3413.19	3402.58	3409.28	4047.0
2020-06-21 19:00:00	ES	Futures	3409.56	3411.24	3408.73	3409.28	863.0
2020-06-21 19:05:00	ES	Futures	3409.28	3409.56	3407.33	3408.73	982.0
2020-06-21 19:10:00	ES	Futures	3408.73	3409.0	3402.3	3403.7	1666.0
2020-06-21 19:15:00	ES	Futures	3403.7	3403.7	3399.79	3400.63	1207.0
2020-06-21 19:20:00	ES	Futures	3400.35	3405.37	3399.23	3403.98	1253.0
2020-06-21 19:25:00	ES	Futures	3403.98	3403.98	3401.74	3403.14	477.0
2020-06-21 19:30:00	ES	Futures	3403.42	3407.61	3401.19	3405.65	1106.0
2020-06-21 19:35:00	ES	Futures	3405.93	3409.0	3404.82	3407.33	888.0
2020-06-21 19:40:00	ES	Futures	3407.05	3409.56	3405.93	3407.89	793.0
2020-06-21 19:45:00	ES	Futures	3407.89	3411.24	3407.89	3409.56	1364.0
2020-06-21 19:50:00	ES	Futures	3409.84	3412.08	3408.45	3410.12	1459.0
2020-06-21 19:55:00	ES	Futures	3410.68	3412.08	3410.12	3410.96	848.0
2020-06-21 20:00:00	ES	Futures	3411.24	3412.64	3405.65	3412.64	4039.0
2020-06-21 20:05:00	ES	Futures	3412.64	3413.47	3409.28	3411.52	2029.0
2020-06-21 20:10:00	ES	Futures	3411.8	3411.8	3406.77	3411.24	1628.0
2020-06-21 20:15:00	ES	Futures	3411.24	3417.66	3411.24	3416.27	3883.0
2020-06-21 20:20:00	ES	Futures	3416.27	3417.66	3414.03	3415.15	1483.0
2020-06-21 20:25:00	ES	Futures	3414.87	3416.27	3412.08	3414.03	1374.0
2020-06-21 20:30:00	ES	Futures	3414.31	3415.43	3409.28	3409.84	1457.0
2020-06-21 20:35:00	ES	Futures	3409.56	3413.47	3408.73	3410.12	1571.0
2020-06-21 20:40:00	ES	Futures	3410.12	3414.31	3409.0	3412.08	1223.0
2020-06-21 20:45:00	ES	Futures	3412.36	3415.43	3411.52	3413.19	1182.0
2020-06-21 20:50:00	ES	Futures	3413.19	3415.15	3412.08	3412.36	1264.0
2020-06-21 20:55:00	ES	Futures	3412.36	3416.54	3412.08	3415.15	1168.0
2020-06-21 21:00:00	ES	Futures	3415.15	3425.76	3414.87	3422.69	4617.0
2020-06-21 21:05:00	ES	Futures	3422.69	3424.64	3421.01	3422.13	2111.0
2020-06-21 21:10:00	ES	Futures	3422.13	3426.32	3422.13	3424.64	1935.0
2020-06-21 21:15:00	ES	Futures	3424.92	3426.88	3424.64	3426.32	1803.0
2020-06-21 21:20:00	ES	Futures	3426.32	3430.23	3426.04	3429.95	3601.0
2020-06-21 21:25:00	ES	Futures	3429.95	3429.95	3426.6	3427.99	1573.0
2020-06-21 21:30:00	ES	Futures	3427.99	3429.11	3425.2	3427.16	1959.0
2020-06-21 21:35:00	ES	Futures	3427.43	3433.58	3426.6	3429.95	3641.0
2020-06-21 21:40:00	ES	Futures	3429.95	3431.07	3429.67	3430.23	885.0
2020-06-21 21:45:00	ES	Futures	3430.51	3430.79	3428.27	3428.55	1171.0
2020-06-21 21:50:00	ES	Futures	3428.55	3430.51	3426.32	3426.32	1299.0
2020-06-21 21:55:00	ES	Futures	3426.32	3427.71	3423.25	3424.36	2451.0
2020-06-21 22:00:00	ES	Futures	3424.08	3428.55	3423.25	3427.99	1437.0
2020-06-21 22:05:00	ES	Futures	3427.71	3430.51	3427.16	3430.23	1236.0

> showing 50 of 3,442 rows — these rows as CSV

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