PREVIEW / futures_5min / 2019-11-26

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-26.parquet
  size:    243 KB
  rows:    17,374

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
2019-11-26 00:00:00	ES	Futures	3405.98	3406.25	3405.71	3406.25	432.0
2019-11-26 00:05:00	ES	Futures	3405.98	3406.8	3405.71	3406.8	952.0
2019-11-26 00:10:00	ES	Futures	3406.8	3407.07	3406.52	3406.8	414.0
2019-11-26 00:15:00	ES	Futures	3406.8	3407.07	3406.52	3406.52	537.0
2019-11-26 00:20:00	ES	Futures	3406.52	3406.8	3405.98	3406.8	415.0
2019-11-26 00:25:00	ES	Futures	3406.52	3406.52	3406.25	3406.25	315.0
2019-11-26 00:30:00	ES	Futures	3406.25	3406.25	3404.08	3404.35	1931.0
2019-11-26 00:35:00	ES	Futures	3404.35	3404.89	3404.35	3404.62	298.0
2019-11-26 00:40:00	ES	Futures	3404.62	3404.62	3404.35	3404.62	493.0
2019-11-26 00:45:00	ES	Futures	3404.62	3404.89	3404.08	3404.62	290.0
2019-11-26 00:50:00	ES	Futures	3404.35	3404.89	3404.08	3404.62	469.0
2019-11-26 00:55:00	ES	Futures	3404.35	3404.89	3404.08	3404.35	983.0
2019-11-26 01:00:00	ES	Futures	3404.35	3405.44	3404.35	3405.17	1027.0
2019-11-26 01:05:00	ES	Futures	3405.17	3405.17	3404.35	3404.62	615.0
2019-11-26 01:10:00	ES	Futures	3404.62	3405.44	3404.62	3405.17	424.0
2019-11-26 01:15:00	ES	Futures	3405.17	3405.44	3404.89	3404.89	142.0
2019-11-26 01:20:00	ES	Futures	3405.17	3405.17	3404.62	3404.62	153.0
2019-11-26 01:25:00	ES	Futures	3404.89	3404.89	3404.08	3404.08	228.0
2019-11-26 01:30:00	ES	Futures	3404.08	3404.35	3402.45	3402.72	1461.0
2019-11-26 01:35:00	ES	Futures	3402.99	3403.81	3402.99	3403.54	485.0
2019-11-26 01:40:00	ES	Futures	3403.26	3403.54	3402.99	3403.26	280.0
2019-11-26 01:45:00	ES	Futures	3403.26	3403.26	3402.99	3403.26	215.0
2019-11-26 01:50:00	ES	Futures	3403.54	3403.81	3402.99	3403.54	236.0
2019-11-26 01:55:00	ES	Futures	3403.54	3404.35	3403.54	3404.35	609.0
2019-11-26 02:00:00	ES	Futures	3404.08	3404.62	3403.81	3404.35	1140.0
2019-11-26 02:05:00	ES	Futures	3404.35	3404.89	3404.08	3404.89	423.0
2019-11-26 02:10:00	ES	Futures	3404.62	3405.17	3404.35	3404.62	619.0
2019-11-26 02:15:00	ES	Futures	3404.35	3405.17	3404.35	3404.89	649.0
2019-11-26 02:20:00	ES	Futures	3404.62	3405.44	3403.81	3404.89	651.0
2019-11-26 02:25:00	ES	Futures	3404.89	3405.44	3404.62	3405.44	585.0
2019-11-26 02:30:00	ES	Futures	3405.44	3405.71	3404.89	3405.44	1016.0
2019-11-26 02:35:00	ES	Futures	3405.71	3405.71	3405.17	3405.17	530.0
2019-11-26 02:40:00	ES	Futures	3405.17	3405.44	3404.62	3405.17	875.0
2019-11-26 02:45:00	ES	Futures	3405.17	3405.44	3404.89	3405.44	648.0
2019-11-26 02:50:00	ES	Futures	3405.44	3405.44	3404.89	3405.17	524.0
2019-11-26 02:55:00	ES	Futures	3404.89	3405.17	3404.62	3404.89	732.0
2019-11-26 03:00:00	ES	Futures	3404.62	3405.17	3402.99	3403.81	3035.0
2019-11-26 03:05:00	ES	Futures	3403.54	3404.35	3403.26	3403.54	1669.0
2019-11-26 03:10:00	ES	Futures	3403.54	3404.35	3403.26	3403.81	934.0
2019-11-26 03:15:00	ES	Futures	3403.81	3404.62	3403.81	3404.08	836.0
2019-11-26 03:20:00	ES	Futures	3404.35	3404.89	3404.08	3404.08	886.0
2019-11-26 03:25:00	ES	Futures	3404.08	3404.35	3401.63	3404.08	1893.0
2019-11-26 03:30:00	ES	Futures	3404.08	3405.17	3404.08	3404.89	1219.0
2019-11-26 03:35:00	ES	Futures	3404.62	3404.89	3403.81	3403.81	916.0
2019-11-26 03:40:00	ES	Futures	3404.08	3404.35	3403.26	3403.26	805.0
2019-11-26 03:45:00	ES	Futures	3403.54	3403.54	3401.91	3402.18	1552.0
2019-11-26 03:50:00	ES	Futures	3402.18	3402.18	3401.09	3401.63	1469.0
2019-11-26 03:55:00	ES	Futures	3401.63	3402.99	3401.63	3402.45	1210.0
2019-11-26 04:00:00	ES	Futures	3402.72	3402.72	3401.09	3401.63	1456.0
2019-11-26 04:05:00	ES	Futures	3401.63	3402.72	3400.28	3401.63	3241.0

> showing 50 of 17,374 rows — these rows as CSV

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