PREVIEW / futures_5min / 2019-11-20

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-20.parquet
  size:    283 KB
  rows:    18,083

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
2019-11-20 00:00:00	ES	Futures	3383.71	3384.25	3383.44	3384.25	917.0
2019-11-20 00:05:00	ES	Futures	3384.25	3384.52	3383.44	3383.71	626.0
2019-11-20 00:10:00	ES	Futures	3383.98	3383.98	3382.89	3383.44	394.0
2019-11-20 00:15:00	ES	Futures	3383.16	3383.44	3382.89	3383.16	283.0
2019-11-20 00:20:00	ES	Futures	3383.44	3383.98	3383.16	3383.16	384.0
2019-11-20 00:25:00	ES	Futures	3383.16	3383.44	3382.89	3382.89	342.0
2019-11-20 00:30:00	ES	Futures	3383.16	3383.16	3382.08	3382.35	865.0
2019-11-20 00:35:00	ES	Futures	3382.35	3383.44	3382.35	3382.89	415.0
2019-11-20 00:40:00	ES	Futures	3382.89	3382.89	3382.08	3382.89	341.0
2019-11-20 00:45:00	ES	Futures	3382.89	3383.44	3382.62	3382.89	604.0
2019-11-20 00:50:00	ES	Futures	3382.89	3383.98	3382.62	3383.44	472.0
2019-11-20 00:55:00	ES	Futures	3383.71	3383.98	3383.44	3383.44	641.0
2019-11-20 01:00:00	ES	Futures	3383.44	3383.71	3382.62	3382.62	546.0
2019-11-20 01:05:00	ES	Futures	3382.89	3383.44	3382.62	3383.44	420.0
2019-11-20 01:10:00	ES	Futures	3383.44	3383.44	3382.89	3383.16	441.0
2019-11-20 01:15:00	ES	Futures	3383.16	3383.44	3382.62	3382.62	190.0
2019-11-20 01:20:00	ES	Futures	3382.62	3382.89	3382.35	3382.35	302.0
2019-11-20 01:25:00	ES	Futures	3382.62	3382.62	3382.08	3382.08	298.0
2019-11-20 01:30:00	ES	Futures	3382.08	3382.35	3381.81	3382.35	568.0
2019-11-20 01:35:00	ES	Futures	3382.08	3382.08	3381.53	3381.81	333.0
2019-11-20 01:40:00	ES	Futures	3382.08	3382.08	3381.26	3381.26	440.0
2019-11-20 01:45:00	ES	Futures	3381.26	3382.35	3381.26	3382.08	631.0
2019-11-20 01:50:00	ES	Futures	3382.08	3382.35	3381.53	3381.81	552.0
2019-11-20 01:55:00	ES	Futures	3382.08	3382.35	3381.81	3382.08	381.0
2019-11-20 02:00:00	ES	Futures	3381.81	3382.62	3381.26	3382.08	837.0
2019-11-20 02:05:00	ES	Futures	3382.35	3383.16	3382.08	3382.62	899.0
2019-11-20 02:10:00	ES	Futures	3382.62	3384.52	3382.62	3383.98	1817.0
2019-11-20 02:15:00	ES	Futures	3384.25	3384.25	3383.44	3383.98	983.0
2019-11-20 02:20:00	ES	Futures	3384.25	3385.07	3383.98	3384.25	1324.0
2019-11-20 02:25:00	ES	Futures	3384.25	3385.61	3384.25	3385.34	1295.0
2019-11-20 02:30:00	ES	Futures	3385.34	3385.61	3385.07	3385.61	903.0
2019-11-20 02:35:00	ES	Futures	3385.34	3385.61	3384.52	3385.07	772.0
2019-11-20 02:40:00	ES	Futures	3384.79	3384.79	3378.27	3382.89	9295.0
2019-11-20 02:45:00	ES	Futures	3382.89	3383.16	3380.72	3381.81	2856.0
2019-11-20 02:50:00	ES	Futures	3381.81	3382.89	3380.99	3382.08	1690.0
2019-11-20 02:55:00	ES	Futures	3381.81	3382.08	3380.18	3380.18	2050.0
2019-11-20 03:00:00	ES	Futures	3380.18	3380.72	3376.37	3378.0	8733.0
2019-11-20 03:05:00	ES	Futures	3378.27	3379.63	3377.46	3378.82	3453.0
2019-11-20 03:10:00	ES	Futures	3378.82	3379.09	3375.29	3377.46	4998.0
2019-11-20 03:15:00	ES	Futures	3377.19	3378.0	3376.92	3377.46	2131.0
2019-11-20 03:20:00	ES	Futures	3377.46	3377.73	3375.83	3375.83	2500.0
2019-11-20 03:25:00	ES	Futures	3376.1	3378.0	3375.83	3377.46	1961.0
2019-11-20 03:30:00	ES	Futures	3377.46	3378.0	3376.92	3378.0	1510.0
2019-11-20 03:35:00	ES	Futures	3378.27	3378.82	3376.37	3376.37	2629.0
2019-11-20 03:40:00	ES	Futures	3376.1	3376.92	3375.56	3376.37	2300.0
2019-11-20 03:45:00	ES	Futures	3376.64	3376.92	3375.83	3376.64	1991.0
2019-11-20 03:50:00	ES	Futures	3376.64	3376.92	3374.74	3375.29	3313.0
2019-11-20 03:55:00	ES	Futures	3375.56	3375.83	3374.47	3375.56	3166.0
2019-11-20 04:00:00	ES	Futures	3375.29	3375.56	3373.66	3373.93	2708.0
2019-11-20 04:05:00	ES	Futures	3374.2	3375.56	3373.11	3373.93	3521.0

> showing 50 of 18,083 rows — these rows as CSV

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