PREVIEW / futures_5min / 2019-11-24

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-24.parquet
  size:    52 KB
  rows:    3,262

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
2019-11-24 18:00:00	ES	Futures	3388.87	3391.04	3386.15	3387.24	5445.0
2019-11-24 18:05:00	ES	Futures	3387.51	3388.32	3386.97	3386.97	989.0
2019-11-24 18:10:00	ES	Futures	3386.97	3387.51	3386.15	3386.97	948.0
2019-11-24 18:15:00	ES	Futures	3386.97	3387.78	3386.7	3387.51	601.0
2019-11-24 18:20:00	ES	Futures	3387.78	3387.78	3387.24	3387.24	223.0
2019-11-24 18:25:00	ES	Futures	3387.51	3387.78	3387.24	3387.24	93.0
2019-11-24 18:30:00	ES	Futures	3387.51	3388.6	3387.51	3388.05	647.0
2019-11-24 18:35:00	ES	Futures	3388.05	3388.32	3387.24	3387.51	307.0
2019-11-24 18:40:00	ES	Futures	3387.51	3388.05	3387.24	3387.51	490.0
2019-11-24 18:45:00	ES	Futures	3387.51	3388.6	3387.51	3388.6	574.0
2019-11-24 18:50:00	ES	Futures	3388.6	3389.14	3388.32	3388.87	584.0
2019-11-24 18:55:00	ES	Futures	3388.6	3389.14	3388.6	3388.87	533.0
2019-11-24 19:00:00	ES	Futures	3389.14	3389.41	3388.32	3388.6	1253.0
2019-11-24 19:05:00	ES	Futures	3388.87	3389.68	3388.32	3388.6	1757.0
2019-11-24 19:10:00	ES	Futures	3388.6	3389.14	3388.32	3388.32	1150.0
2019-11-24 19:15:00	ES	Futures	3388.6	3389.14	3388.05	3388.87	723.0
2019-11-24 19:20:00	ES	Futures	3389.14	3389.14	3388.32	3388.6	344.0
2019-11-24 19:25:00	ES	Futures	3388.87	3389.14	3388.6	3388.87	230.0
2019-11-24 19:30:00	ES	Futures	3388.87	3389.41	3388.32	3388.6	361.0
2019-11-24 19:35:00	ES	Futures	3388.6	3388.87	3388.32	3388.87	203.0
2019-11-24 19:40:00	ES	Futures	3388.87	3389.68	3388.32	3388.6	560.0
2019-11-24 19:45:00	ES	Futures	3388.87	3388.87	3388.6	3388.6	178.0
2019-11-24 19:50:00	ES	Futures	3388.6	3388.87	3388.32	3388.6	401.0
2019-11-24 19:55:00	ES	Futures	3388.6	3389.41	3388.6	3389.41	522.0
2019-11-24 20:00:00	ES	Futures	3389.14	3389.41	3388.87	3389.14	317.0
2019-11-24 20:05:00	ES	Futures	3389.14	3389.41	3388.87	3388.87	271.0
2019-11-24 20:10:00	ES	Futures	3389.14	3390.23	3388.87	3389.95	904.0
2019-11-24 20:15:00	ES	Futures	3390.23	3391.04	3389.95	3390.77	2587.0
2019-11-24 20:20:00	ES	Futures	3390.77	3391.31	3390.5	3390.77	1158.0
2019-11-24 20:25:00	ES	Futures	3390.77	3391.04	3390.23	3390.5	793.0
2019-11-24 20:30:00	ES	Futures	3390.23	3390.5	3389.41	3389.68	1430.0
2019-11-24 20:35:00	ES	Futures	3389.68	3390.5	3389.41	3390.23	932.0
2019-11-24 20:40:00	ES	Futures	3389.95	3390.23	3389.68	3389.95	835.0
2019-11-24 20:45:00	ES	Futures	3389.95	3390.5	3389.68	3390.23	830.0
2019-11-24 20:50:00	ES	Futures	3390.23	3390.23	3389.68	3389.95	484.0
2019-11-24 20:55:00	ES	Futures	3390.23	3390.77	3390.23	3390.23	657.0
2019-11-24 21:00:00	ES	Futures	3390.23	3390.5	3389.95	3390.23	687.0
2019-11-24 21:05:00	ES	Futures	3390.23	3390.23	3389.68	3389.95	119.0
2019-11-24 21:10:00	ES	Futures	3389.95	3390.5	3389.68	3390.23	342.0
2019-11-24 21:15:00	ES	Futures	3390.23	3390.77	3390.23	3390.5	361.0
2019-11-24 21:20:00	ES	Futures	3390.5	3390.77	3390.23	3390.77	577.0
2019-11-24 21:25:00	ES	Futures	3390.77	3390.77	3390.23	3390.5	691.0
2019-11-24 21:30:00	ES	Futures	3390.5	3390.77	3389.95	3390.5	491.0
2019-11-24 21:35:00	ES	Futures	3390.5	3390.5	3389.41	3389.41	525.0
2019-11-24 21:40:00	ES	Futures	3389.68	3389.95	3389.14	3389.68	620.0
2019-11-24 21:45:00	ES	Futures	3389.68	3389.95	3389.14	3389.14	527.0
2019-11-24 21:50:00	ES	Futures	3389.14	3389.68	3389.14	3389.41	503.0
2019-11-24 21:55:00	ES	Futures	3389.41	3389.95	3389.14	3389.68	247.0
2019-11-24 22:00:00	ES	Futures	3389.41	3389.95	3389.41	3389.68	626.0
2019-11-24 22:05:00	ES	Futures	3389.68	3389.95	3389.41	3389.95	207.0

> showing 50 of 3,262 rows — these rows as CSV

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