PREVIEW / futures_5min / 2019-12-01

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-01.parquet
  size:    57 KB
  rows:    3,319

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
2019-12-01 18:00:00	ES	Futures	3418.48	3420.38	3417.39	3420.11	3016.0
2019-12-01 18:05:00	ES	Futures	3419.83	3420.38	3418.75	3419.02	853.0
2019-12-01 18:10:00	ES	Futures	3419.02	3420.38	3418.75	3419.56	1134.0
2019-12-01 18:15:00	ES	Futures	3419.56	3419.83	3417.66	3417.66	1097.0
2019-12-01 18:20:00	ES	Futures	3417.93	3417.93	3416.3	3417.39	1273.0
2019-12-01 18:25:00	ES	Futures	3417.66	3417.66	3416.85	3417.12	511.0
2019-12-01 18:30:00	ES	Futures	3417.12	3417.93	3417.12	3417.39	643.0
2019-12-01 18:35:00	ES	Futures	3417.66	3417.93	3417.39	3417.66	289.0
2019-12-01 18:40:00	ES	Futures	3417.66	3417.93	3416.85	3417.39	1484.0
2019-12-01 18:45:00	ES	Futures	3417.39	3419.56	3417.12	3419.56	2439.0
2019-12-01 18:50:00	ES	Futures	3419.56	3420.11	3419.29	3419.83	1055.0
2019-12-01 18:55:00	ES	Futures	3420.11	3420.38	3419.56	3419.83	1131.0
2019-12-01 19:00:00	ES	Futures	3420.11	3422.01	3419.56	3422.01	2097.0
2019-12-01 19:05:00	ES	Futures	3422.01	3425.54	3422.01	3424.99	6266.0
2019-12-01 19:10:00	ES	Futures	3424.99	3425.27	3423.64	3423.91	3816.0
2019-12-01 19:15:00	ES	Futures	3423.64	3425.54	3423.64	3425.54	2433.0
2019-12-01 19:20:00	ES	Futures	3425.54	3426.62	3424.99	3425.54	4860.0
2019-12-01 19:25:00	ES	Futures	3425.54	3426.35	3424.99	3426.08	1772.0
2019-12-01 19:30:00	ES	Futures	3426.08	3426.62	3425.27	3425.81	1201.0
2019-12-01 19:35:00	ES	Futures	3425.81	3425.81	3425.27	3425.27	871.0
2019-12-01 19:40:00	ES	Futures	3425.54	3425.81	3424.45	3424.99	1182.0
2019-12-01 19:45:00	ES	Futures	3424.99	3425.27	3424.72	3425.27	606.0
2019-12-01 19:50:00	ES	Futures	3424.99	3425.54	3424.72	3424.99	633.0
2019-12-01 19:55:00	ES	Futures	3424.99	3425.54	3424.99	3425.27	836.0
2019-12-01 20:00:00	ES	Futures	3425.54	3425.54	3424.18	3424.45	824.0
2019-12-01 20:05:00	ES	Futures	3424.18	3424.72	3423.91	3424.45	808.0
2019-12-01 20:10:00	ES	Futures	3424.45	3424.99	3424.18	3424.45	419.0
2019-12-01 20:15:00	ES	Futures	3424.72	3425.27	3424.18	3424.72	861.0
2019-12-01 20:20:00	ES	Futures	3424.45	3425.27	3424.45	3424.99	432.0
2019-12-01 20:25:00	ES	Futures	3424.99	3425.81	3424.99	3425.54	814.0
2019-12-01 20:30:00	ES	Futures	3425.54	3425.54	3424.99	3425.27	978.0
2019-12-01 20:35:00	ES	Futures	3425.27	3425.54	3424.18	3424.45	782.0
2019-12-01 20:40:00	ES	Futures	3424.45	3424.99	3423.91	3424.72	749.0
2019-12-01 20:45:00	ES	Futures	3424.72	3425.81	3424.72	3425.81	1202.0
2019-12-01 20:50:00	ES	Futures	3425.54	3425.81	3424.99	3425.27	624.0
2019-12-01 20:55:00	ES	Futures	3425.27	3425.54	3424.99	3425.27	333.0
2019-12-01 21:00:00	ES	Futures	3425.27	3425.81	3424.99	3425.27	702.0
2019-12-01 21:05:00	ES	Futures	3425.27	3425.81	3425.27	3425.54	397.0
2019-12-01 21:10:00	ES	Futures	3425.54	3425.81	3425.27	3425.54	436.0
2019-12-01 21:15:00	ES	Futures	3425.54	3425.81	3425.54	3425.54	329.0
2019-12-01 21:20:00	ES	Futures	3425.81	3426.08	3425.54	3426.08	342.0
2019-12-01 21:25:00	ES	Futures	3425.81	3426.62	3425.81	3426.35	1488.0
2019-12-01 21:30:00	ES	Futures	3426.62	3426.62	3425.81	3425.81	458.0
2019-12-01 21:35:00	ES	Futures	3425.81	3426.35	3425.54	3426.08	614.0
2019-12-01 21:40:00	ES	Futures	3426.08	3426.9	3425.81	3426.62	852.0
2019-12-01 21:45:00	ES	Futures	3426.35	3427.17	3426.35	3426.9	1107.0
2019-12-01 21:50:00	ES	Futures	3426.9	3427.17	3426.35	3426.35	507.0
2019-12-01 21:55:00	ES	Futures	3426.35	3426.35	3425.54	3425.81	547.0
2019-12-01 22:00:00	ES	Futures	3425.81	3426.35	3425.81	3426.08	524.0
2019-12-01 22:05:00	ES	Futures	3426.08	3426.35	3425.81	3426.08	390.0

> showing 50 of 3,319 rows — these rows as CSV

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