PREVIEW / futures_5min / 2020-06-22

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-22.parquet
  size:    304 KB
  rows:    17,731

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
2020-06-22 00:00:00	ES	Futures	3439.72	3442.79	3439.44	3441.12	955.0
2020-06-22 00:05:00	ES	Futures	3440.84	3442.23	3440.28	3441.12	593.0
2020-06-22 00:10:00	ES	Futures	3441.4	3441.96	3440.28	3440.56	466.0
2020-06-22 00:15:00	ES	Futures	3440.56	3441.12	3439.72	3440.56	316.0
2020-06-22 00:20:00	ES	Futures	3440.84	3441.12	3437.21	3437.77	1210.0
2020-06-22 00:25:00	ES	Futures	3437.77	3439.72	3437.77	3438.88	458.0
2020-06-22 00:30:00	ES	Futures	3439.16	3441.12	3438.33	3438.88	608.0
2020-06-22 00:35:00	ES	Futures	3439.16	3439.44	3437.49	3437.77	427.0
2020-06-22 00:40:00	ES	Futures	3437.77	3438.33	3436.09	3436.37	728.0
2020-06-22 00:45:00	ES	Futures	3436.37	3437.49	3433.3	3433.58	820.0
2020-06-22 00:50:00	ES	Futures	3433.58	3435.25	3431.9	3432.46	960.0
2020-06-22 00:55:00	ES	Futures	3432.18	3433.02	3430.79	3432.46	790.0
2020-06-22 01:00:00	ES	Futures	3432.18	3433.86	3430.79	3433.86	776.0
2020-06-22 01:05:00	ES	Futures	3433.58	3433.58	3426.6	3427.71	1409.0
2020-06-22 01:10:00	ES	Futures	3427.71	3428.55	3424.36	3425.48	1814.0
2020-06-22 01:15:00	ES	Futures	3425.2	3429.11	3425.2	3428.55	1053.0
2020-06-22 01:20:00	ES	Futures	3428.55	3430.79	3428.27	3430.51	1000.0
2020-06-22 01:25:00	ES	Futures	3430.51	3434.97	3430.23	3434.97	1647.0
2020-06-22 01:30:00	ES	Futures	3434.97	3435.25	3431.62	3434.42	1077.0
2020-06-22 01:35:00	ES	Futures	3434.42	3434.42	3432.74	3433.3	616.0
2020-06-22 01:40:00	ES	Futures	3433.3	3434.7	3431.9	3434.14	799.0
2020-06-22 01:45:00	ES	Futures	3434.14	3434.97	3432.74	3434.14	626.0
2020-06-22 01:50:00	ES	Futures	3434.42	3434.42	3429.39	3430.79	1227.0
2020-06-22 01:55:00	ES	Futures	3430.79	3431.07	3425.48	3427.71	1754.0
2020-06-22 02:00:00	ES	Futures	3427.71	3427.99	3420.45	3421.57	4057.0
2020-06-22 02:05:00	ES	Futures	3421.29	3423.53	3420.45	3422.69	1924.0
2020-06-22 02:10:00	ES	Futures	3422.69	3427.16	3422.69	3426.04	1701.0
2020-06-22 02:15:00	ES	Futures	3426.04	3427.16	3424.64	3426.04	1008.0
2020-06-22 02:20:00	ES	Futures	3426.32	3426.6	3422.41	3424.08	1007.0
2020-06-22 02:25:00	ES	Futures	3424.36	3427.43	3424.36	3425.76	1149.0
2020-06-22 02:30:00	ES	Futures	3425.48	3426.32	3421.29	3422.13	1608.0
2020-06-22 02:35:00	ES	Futures	3422.13	3425.2	3421.85	3425.2	1096.0
2020-06-22 02:40:00	ES	Futures	3424.92	3428.83	3422.69	3428.83	1531.0
2020-06-22 02:45:00	ES	Futures	3428.83	3430.79	3428.83	3429.95	1500.0
2020-06-22 02:50:00	ES	Futures	3429.67	3434.14	3429.67	3433.3	1955.0
2020-06-22 02:55:00	ES	Futures	3433.58	3437.49	3432.74	3435.53	2384.0
2020-06-22 03:00:00	ES	Futures	3435.53	3437.21	3430.79	3431.34	4198.0
2020-06-22 03:05:00	ES	Futures	3431.34	3432.18	3427.99	3428.83	3893.0
2020-06-22 03:10:00	ES	Futures	3428.83	3436.37	3426.04	3435.53	3925.0
2020-06-22 03:15:00	ES	Futures	3435.25	3436.37	3431.34	3434.14	2042.0
2020-06-22 03:20:00	ES	Futures	3434.14	3439.44	3432.74	3435.53	2655.0
2020-06-22 03:25:00	ES	Futures	3435.53	3448.1	3435.25	3445.59	5802.0
2020-06-22 03:30:00	ES	Futures	3445.86	3449.77	3444.19	3448.1	5176.0
2020-06-22 03:35:00	ES	Futures	3448.1	3448.66	3445.03	3445.31	2867.0
2020-06-22 03:40:00	ES	Futures	3445.59	3446.14	3441.96	3442.23	2327.0
2020-06-22 03:45:00	ES	Futures	3442.51	3445.03	3441.68	3443.63	2200.0
2020-06-22 03:50:00	ES	Futures	3443.63	3448.1	3441.96	3445.59	2031.0
2020-06-22 03:55:00	ES	Futures	3445.59	3446.98	3443.91	3445.31	1256.0
2020-06-22 04:00:00	ES	Futures	3445.03	3446.42	3441.96	3442.51	1755.0
2020-06-22 04:05:00	ES	Futures	3442.23	3445.86	3442.23	3445.03	1337.0

> showing 50 of 17,731 rows — these rows as CSV

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