PREVIEW / futures_5min / 2019-11-25

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-25.parquet
  size:    251 KB
  rows:    17,344

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
2019-11-25 00:00:00	ES	Futures	3388.05	3388.6	3387.78	3388.6	187.0
2019-11-25 00:05:00	ES	Futures	3388.6	3389.14	3388.32	3388.6	402.0
2019-11-25 00:10:00	ES	Futures	3388.6	3388.6	3388.05	3388.05	491.0
2019-11-25 00:15:00	ES	Futures	3388.05	3388.05	3387.51	3388.05	668.0
2019-11-25 00:20:00	ES	Futures	3387.78	3388.32	3387.78	3388.32	299.0
2019-11-25 00:25:00	ES	Futures	3388.32	3389.41	3388.05	3389.14	730.0
2019-11-25 00:30:00	ES	Futures	3389.14	3389.95	3388.87	3389.68	865.0
2019-11-25 00:35:00	ES	Futures	3389.68	3389.95	3389.41	3389.68	279.0
2019-11-25 00:40:00	ES	Futures	3389.41	3389.95	3389.14	3389.68	572.0
2019-11-25 00:45:00	ES	Futures	3389.68	3390.5	3389.41	3389.95	643.0
2019-11-25 00:50:00	ES	Futures	3390.23	3390.5	3389.95	3389.95	301.0
2019-11-25 00:55:00	ES	Futures	3390.23	3390.5	3389.95	3390.23	447.0
2019-11-25 01:00:00	ES	Futures	3390.23	3390.77	3389.95	3390.23	1201.0
2019-11-25 01:05:00	ES	Futures	3390.23	3390.5	3389.95	3389.95	360.0
2019-11-25 01:10:00	ES	Futures	3389.95	3390.77	3389.95	3390.5	404.0
2019-11-25 01:15:00	ES	Futures	3390.77	3390.77	3389.95	3389.95	186.0
2019-11-25 01:20:00	ES	Futures	3390.23	3390.23	3389.95	3389.95	90.0
2019-11-25 01:25:00	ES	Futures	3390.23	3390.23	3389.68	3390.23	417.0
2019-11-25 01:30:00	ES	Futures	3389.95	3390.23	3389.68	3389.95	162.0
2019-11-25 01:35:00	ES	Futures	3389.95	3389.95	3389.68	3389.95	67.0
2019-11-25 01:40:00	ES	Futures	3389.95	3389.95	3389.14	3389.41	583.0
2019-11-25 01:45:00	ES	Futures	3389.41	3389.68	3389.41	3389.41	198.0
2019-11-25 01:50:00	ES	Futures	3389.68	3390.23	3389.68	3390.23	172.0
2019-11-25 01:55:00	ES	Futures	3389.95	3390.5	3389.95	3389.95	332.0
2019-11-25 02:00:00	ES	Futures	3390.23	3390.5	3389.41	3389.41	1244.0
2019-11-25 02:05:00	ES	Futures	3389.68	3390.23	3389.41	3389.95	753.0
2019-11-25 02:10:00	ES	Futures	3389.95	3389.95	3389.41	3389.95	518.0
2019-11-25 02:15:00	ES	Futures	3389.95	3389.95	3389.14	3389.68	653.0
2019-11-25 02:20:00	ES	Futures	3389.41	3389.68	3388.6	3388.6	929.0
2019-11-25 02:25:00	ES	Futures	3388.6	3389.68	3388.6	3389.14	1021.0
2019-11-25 02:30:00	ES	Futures	3389.41	3389.95	3389.41	3389.95	490.0
2019-11-25 02:35:00	ES	Futures	3389.95	3389.95	3389.14	3389.41	361.0
2019-11-25 02:40:00	ES	Futures	3389.41	3389.41	3388.6	3389.14	834.0
2019-11-25 02:45:00	ES	Futures	3389.14	3389.68	3388.87	3389.68	348.0
2019-11-25 02:50:00	ES	Futures	3389.41	3389.41	3389.14	3389.41	248.0
2019-11-25 02:55:00	ES	Futures	3389.14	3389.41	3388.32	3388.87	1052.0
2019-11-25 03:00:00	ES	Futures	3388.6	3389.41	3388.6	3389.14	2522.0
2019-11-25 03:05:00	ES	Futures	3389.14	3389.68	3388.87	3389.14	2027.0
2019-11-25 03:10:00	ES	Futures	3389.14	3389.95	3389.14	3389.68	1073.0
2019-11-25 03:15:00	ES	Futures	3389.68	3389.68	3388.87	3389.41	1409.0
2019-11-25 03:20:00	ES	Futures	3389.41	3389.68	3387.78	3388.05	2338.0
2019-11-25 03:25:00	ES	Futures	3388.05	3388.32	3387.51	3388.05	1027.0
2019-11-25 03:30:00	ES	Futures	3388.05	3389.41	3387.78	3388.6	1830.0
2019-11-25 03:35:00	ES	Futures	3388.32	3388.6	3387.78	3387.78	748.0
2019-11-25 03:40:00	ES	Futures	3387.78	3388.87	3387.51	3388.87	1144.0
2019-11-25 03:45:00	ES	Futures	3388.6	3389.14	3388.32	3388.87	1081.0
2019-11-25 03:50:00	ES	Futures	3388.87	3389.14	3388.32	3388.6	879.0
2019-11-25 03:55:00	ES	Futures	3388.6	3389.41	3388.6	3389.41	364.0
2019-11-25 04:00:00	ES	Futures	3389.14	3389.68	3388.32	3388.32	1054.0
2019-11-25 04:05:00	ES	Futures	3388.32	3389.14	3388.05	3388.32	837.0

> showing 50 of 17,344 rows — these rows as CSV

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