PREVIEW / futures_5min / 2020-06-28

all futures 5-min files

  file:    by_date/futures_5min/2020/2020-06-28.parquet
  size:    71 KB
  rows:    3,410

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
2020-06-28 18:00:00	ES	Futures	3335.56	3343.94	3332.49	3338.91	12619.0
2020-06-28 18:05:00	ES	Futures	3338.64	3340.31	3335.56	3338.36	3757.0
2020-06-28 18:10:00	ES	Futures	3338.36	3341.43	3336.4	3336.96	2688.0
2020-06-28 18:15:00	ES	Futures	3336.96	3345.06	3336.4	3341.99	3231.0
2020-06-28 18:20:00	ES	Futures	3342.27	3347.29	3341.99	3346.73	2408.0
2020-06-28 18:25:00	ES	Futures	3346.45	3347.01	3345.34	3345.62	1484.0
2020-06-28 18:30:00	ES	Futures	3345.62	3348.97	3345.34	3346.18	1849.0
2020-06-28 18:35:00	ES	Futures	3346.18	3348.97	3345.62	3347.01	1091.0
2020-06-28 18:40:00	ES	Futures	3346.73	3350.92	3346.73	3347.29	1910.0
2020-06-28 18:45:00	ES	Futures	3347.29	3347.85	3345.62	3347.01	1200.0
2020-06-28 18:50:00	ES	Futures	3347.01	3350.92	3347.01	3348.13	1379.0
2020-06-28 18:55:00	ES	Futures	3348.13	3348.41	3346.73	3347.01	713.0
2020-06-28 19:00:00	ES	Futures	3347.29	3349.53	3344.22	3347.29	2363.0
2020-06-28 19:05:00	ES	Futures	3347.01	3348.41	3341.99	3343.1	1706.0
2020-06-28 19:10:00	ES	Futures	3343.1	3347.85	3343.1	3347.85	1106.0
2020-06-28 19:15:00	ES	Futures	3347.85	3348.41	3342.82	3343.94	1249.0
2020-06-28 19:20:00	ES	Futures	3343.94	3345.62	3342.54	3343.1	895.0
2020-06-28 19:25:00	ES	Futures	3343.1	3345.34	3340.31	3340.87	1600.0
2020-06-28 19:30:00	ES	Futures	3340.59	3345.34	3340.31	3345.06	1376.0
2020-06-28 19:35:00	ES	Futures	3345.06	3350.08	3344.78	3350.08	1753.0
2020-06-28 19:40:00	ES	Futures	3350.08	3355.67	3349.81	3354.83	4046.0
2020-06-28 19:45:00	ES	Futures	3354.83	3355.39	3352.6	3353.71	1321.0
2020-06-28 19:50:00	ES	Futures	3353.71	3354.83	3352.04	3352.88	1486.0
2020-06-28 19:55:00	ES	Futures	3353.16	3356.23	3349.53	3351.2	2140.0
2020-06-28 20:00:00	ES	Futures	3351.2	3353.16	3345.9	3347.85	3495.0
2020-06-28 20:05:00	ES	Futures	3347.85	3353.16	3347.57	3351.48	1896.0
2020-06-28 20:10:00	ES	Futures	3351.48	3353.99	3347.01	3350.08	2083.0
2020-06-28 20:15:00	ES	Futures	3350.08	3350.08	3345.06	3345.06	2013.0
2020-06-28 20:20:00	ES	Futures	3345.34	3347.01	3343.1	3346.18	1749.0
2020-06-28 20:25:00	ES	Futures	3346.18	3349.53	3345.9	3347.29	1824.0
2020-06-28 20:30:00	ES	Futures	3347.29	3350.92	3346.45	3348.41	1975.0
2020-06-28 20:35:00	ES	Futures	3348.69	3348.69	3344.5	3346.18	1547.0
2020-06-28 20:40:00	ES	Futures	3346.45	3350.92	3345.9	3348.97	1579.0
2020-06-28 20:45:00	ES	Futures	3348.97	3353.71	3348.97	3353.16	2422.0
2020-06-28 20:50:00	ES	Futures	3352.88	3353.71	3351.2	3352.04	1410.0
2020-06-28 20:55:00	ES	Futures	3351.76	3357.62	3351.2	3357.07	2219.0
2020-06-28 21:00:00	ES	Futures	3356.79	3360.14	3356.23	3358.46	3331.0
2020-06-28 21:05:00	ES	Futures	3358.46	3360.7	3357.34	3360.14	2047.0
2020-06-28 21:10:00	ES	Futures	3359.86	3366.28	3358.74	3365.44	3121.0
2020-06-28 21:15:00	ES	Futures	3365.16	3369.63	3364.33	3367.12	3946.0
2020-06-28 21:20:00	ES	Futures	3367.12	3367.4	3363.77	3365.16	2443.0
2020-06-28 21:25:00	ES	Futures	3365.16	3368.51	3364.33	3367.4	1531.0
2020-06-28 21:30:00	ES	Futures	3367.12	3371.31	3364.88	3365.44	3084.0
2020-06-28 21:35:00	ES	Futures	3365.44	3365.72	3362.93	3364.88	1842.0
2020-06-28 21:40:00	ES	Futures	3364.61	3369.07	3363.21	3367.4	2330.0
2020-06-28 21:45:00	ES	Futures	3367.68	3369.91	3367.12	3368.51	1721.0
2020-06-28 21:50:00	ES	Futures	3368.51	3370.75	3367.68	3367.68	1371.0
2020-06-28 21:55:00	ES	Futures	3367.68	3370.75	3366.84	3370.19	2004.0
2020-06-28 22:00:00	ES	Futures	3369.91	3370.47	3366.28	3366.56	1514.0
2020-06-28 22:05:00	ES	Futures	3366.84	3369.07	3365.72	3368.79	1409.0

> showing 50 of 3,410 rows — these rows as CSV

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