PREVIEW / futures_5min / 2020-06-25

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-25.parquet
  size:    291 KB
  rows:    17,237

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
2020-06-25 00:00:00	ES	Futures	3390.57	3391.69	3389.18	3389.18	736.0
2020-06-25 00:05:00	ES	Futures	3389.46	3394.76	3388.9	3392.25	1538.0
2020-06-25 00:10:00	ES	Futures	3391.97	3392.81	3390.57	3390.85	559.0
2020-06-25 00:15:00	ES	Futures	3390.85	3391.41	3387.78	3388.06	958.0
2020-06-25 00:20:00	ES	Futures	3388.06	3390.3	3387.5	3388.34	506.0
2020-06-25 00:25:00	ES	Futures	3388.34	3389.74	3388.06	3388.06	253.0
2020-06-25 00:30:00	ES	Futures	3388.06	3388.34	3384.99	3387.78	844.0
2020-06-25 00:35:00	ES	Futures	3387.78	3388.06	3383.87	3384.71	729.0
2020-06-25 00:40:00	ES	Futures	3384.71	3386.94	3384.43	3385.55	618.0
2020-06-25 00:45:00	ES	Futures	3385.83	3386.39	3381.92	3382.76	1003.0
2020-06-25 00:50:00	ES	Futures	3383.04	3386.39	3382.48	3385.83	610.0
2020-06-25 00:55:00	ES	Futures	3385.83	3388.62	3383.31	3387.5	1067.0
2020-06-25 01:00:00	ES	Futures	3387.5	3389.46	3386.67	3388.34	703.0
2020-06-25 01:05:00	ES	Futures	3388.62	3390.85	3384.99	3389.74	1074.0
2020-06-25 01:10:00	ES	Futures	3389.46	3390.02	3385.83	3388.34	746.0
2020-06-25 01:15:00	ES	Futures	3388.34	3389.18	3386.67	3388.06	447.0
2020-06-25 01:20:00	ES	Futures	3387.78	3390.57	3387.22	3389.18	469.0
2020-06-25 01:25:00	ES	Futures	3389.46	3391.97	3388.9	3391.69	573.0
2020-06-25 01:30:00	ES	Futures	3391.41	3395.04	3390.3	3395.04	1443.0
2020-06-25 01:35:00	ES	Futures	3394.76	3397.28	3390.85	3391.97	1831.0
2020-06-25 01:40:00	ES	Futures	3391.69	3393.37	3389.74	3390.57	625.0
2020-06-25 01:45:00	ES	Futures	3390.57	3393.37	3390.57	3390.57	761.0
2020-06-25 01:50:00	ES	Futures	3390.57	3392.53	3388.9	3389.46	781.0
2020-06-25 01:55:00	ES	Futures	3389.46	3392.81	3389.46	3392.25	1039.0
2020-06-25 02:00:00	ES	Futures	3392.25	3398.39	3390.85	3392.81	3009.0
2020-06-25 02:05:00	ES	Futures	3392.81	3394.2	3388.06	3389.18	2019.0
2020-06-25 02:10:00	ES	Futures	3389.18	3390.85	3387.78	3388.06	1171.0
2020-06-25 02:15:00	ES	Futures	3388.06	3390.57	3387.5	3389.46	1749.0
2020-06-25 02:20:00	ES	Futures	3389.46	3390.57	3385.83	3386.11	1506.0
2020-06-25 02:25:00	ES	Futures	3386.39	3387.5	3384.43	3385.27	1939.0
2020-06-25 02:30:00	ES	Futures	3385.55	3389.46	3384.99	3389.18	1289.0
2020-06-25 02:35:00	ES	Futures	3389.18	3390.85	3387.78	3390.57	1512.0
2020-06-25 02:40:00	ES	Futures	3390.57	3392.25	3384.99	3385.27	1571.0
2020-06-25 02:45:00	ES	Futures	3385.27	3385.83	3381.92	3383.04	1864.0
2020-06-25 02:50:00	ES	Futures	3383.04	3383.04	3380.52	3382.2	1075.0
2020-06-25 02:55:00	ES	Futures	3382.2	3383.59	3379.68	3383.04	1369.0
2020-06-25 03:00:00	ES	Futures	3383.04	3385.55	3377.17	3379.96	3988.0
2020-06-25 03:05:00	ES	Futures	3379.68	3382.76	3377.17	3378.29	2627.0
2020-06-25 03:10:00	ES	Futures	3378.01	3378.57	3363.49	3364.88	9999.0
2020-06-25 03:15:00	ES	Futures	3364.61	3365.44	3357.07	3361.25	9095.0
2020-06-25 03:20:00	ES	Futures	3361.53	3362.37	3356.51	3360.42	5520.0
2020-06-25 03:25:00	ES	Futures	3360.42	3368.51	3359.86	3366.84	5435.0
2020-06-25 03:30:00	ES	Futures	3367.12	3370.19	3365.44	3368.24	3698.0
2020-06-25 03:35:00	ES	Futures	3367.96	3369.07	3364.88	3368.79	2836.0
2020-06-25 03:40:00	ES	Futures	3368.79	3372.14	3364.33	3365.16	3364.0
2020-06-25 03:45:00	ES	Futures	3365.44	3369.35	3364.33	3364.88	2816.0
2020-06-25 03:50:00	ES	Futures	3364.61	3365.44	3359.3	3363.77	4170.0
2020-06-25 03:55:00	ES	Futures	3363.49	3367.4	3361.53	3365.72	3146.0
2020-06-25 04:00:00	ES	Futures	3366.0	3372.42	3365.44	3371.31	4967.0
2020-06-25 04:05:00	ES	Futures	3371.03	3381.92	3369.63	3379.68	7577.0

> showing 50 of 17,237 rows — these rows as CSV

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