PREVIEW / futures_5min / 2019-12-02

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-02.parquet
  size:    292 KB
  rows:    17,766

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
2019-12-02 00:00:00	ES	Futures	3426.08	3426.08	3425.27	3425.81	858.0
2019-12-02 00:05:00	ES	Futures	3425.81	3426.08	3424.99	3425.27	820.0
2019-12-02 00:10:00	ES	Futures	3425.27	3425.81	3424.99	3425.54	659.0
2019-12-02 00:15:00	ES	Futures	3425.54	3425.81	3425.27	3425.27	347.0
2019-12-02 00:20:00	ES	Futures	3425.27	3425.54	3424.99	3425.27	366.0
2019-12-02 00:25:00	ES	Futures	3424.99	3425.54	3424.99	3425.27	244.0
2019-12-02 00:30:00	ES	Futures	3425.27	3425.54	3424.99	3425.54	751.0
2019-12-02 00:35:00	ES	Futures	3425.81	3425.81	3425.27	3425.54	327.0
2019-12-02 00:40:00	ES	Futures	3425.54	3425.81	3425.27	3425.81	265.0
2019-12-02 00:45:00	ES	Futures	3425.81	3426.35	3425.81	3426.08	350.0
2019-12-02 00:50:00	ES	Futures	3426.08	3426.35	3426.08	3426.35	196.0
2019-12-02 00:55:00	ES	Futures	3426.35	3426.35	3425.54	3425.81	417.0
2019-12-02 01:00:00	ES	Futures	3426.08	3426.08	3425.27	3425.81	524.0
2019-12-02 01:05:00	ES	Futures	3425.81	3425.81	3425.27	3425.27	635.0
2019-12-02 01:10:00	ES	Futures	3425.54	3425.81	3425.27	3425.27	563.0
2019-12-02 01:15:00	ES	Futures	3425.54	3425.54	3425.27	3425.27	444.0
2019-12-02 01:20:00	ES	Futures	3425.27	3425.54	3424.99	3425.27	78.0
2019-12-02 01:25:00	ES	Futures	3425.27	3425.27	3424.99	3425.27	190.0
2019-12-02 01:30:00	ES	Futures	3425.27	3425.27	3424.99	3424.99	254.0
2019-12-02 01:35:00	ES	Futures	3424.99	3424.99	3424.45	3424.99	585.0
2019-12-02 01:40:00	ES	Futures	3424.99	3424.99	3424.72	3424.99	118.0
2019-12-02 01:45:00	ES	Futures	3424.99	3424.99	3424.72	3424.99	59.0
2019-12-02 01:50:00	ES	Futures	3424.72	3424.99	3424.45	3424.45	333.0
2019-12-02 01:55:00	ES	Futures	3424.72	3424.99	3424.45	3424.72	513.0
2019-12-02 02:00:00	ES	Futures	3424.72	3424.99	3424.18	3424.45	1334.0
2019-12-02 02:05:00	ES	Futures	3424.45	3424.72	3424.18	3424.18	355.0
2019-12-02 02:10:00	ES	Futures	3424.45	3424.72	3423.91	3424.18	544.0
2019-12-02 02:15:00	ES	Futures	3424.18	3424.72	3424.18	3424.45	483.0
2019-12-02 02:20:00	ES	Futures	3424.45	3424.99	3423.64	3423.91	884.0
2019-12-02 02:25:00	ES	Futures	3423.91	3424.18	3423.37	3423.37	1255.0
2019-12-02 02:30:00	ES	Futures	3423.64	3423.64	3423.09	3423.37	1115.0
2019-12-02 02:35:00	ES	Futures	3423.37	3423.64	3423.09	3423.37	1101.0
2019-12-02 02:40:00	ES	Futures	3423.37	3424.45	3423.09	3423.91	1138.0
2019-12-02 02:45:00	ES	Futures	3423.91	3423.91	3423.37	3423.64	471.0
2019-12-02 02:50:00	ES	Futures	3423.64	3423.91	3423.09	3423.64	1253.0
2019-12-02 02:55:00	ES	Futures	3423.64	3424.18	3423.37	3423.91	698.0
2019-12-02 03:00:00	ES	Futures	3423.91	3426.08	3422.82	3425.81	2978.0
2019-12-02 03:05:00	ES	Futures	3426.08	3426.62	3425.54	3425.81	2439.0
2019-12-02 03:10:00	ES	Futures	3426.08	3426.08	3424.72	3425.54	1745.0
2019-12-02 03:15:00	ES	Futures	3425.81	3426.62	3425.54	3426.62	1740.0
2019-12-02 03:20:00	ES	Futures	3426.35	3430.7	3426.08	3429.34	5181.0
2019-12-02 03:25:00	ES	Futures	3429.61	3429.61	3428.25	3428.8	2763.0
2019-12-02 03:30:00	ES	Futures	3428.8	3428.8	3427.71	3428.25	1940.0
2019-12-02 03:35:00	ES	Futures	3428.53	3429.61	3428.25	3428.8	1899.0
2019-12-02 03:40:00	ES	Futures	3428.8	3430.16	3428.8	3429.34	2420.0
2019-12-02 03:45:00	ES	Futures	3429.61	3430.7	3429.34	3430.16	1441.0
2019-12-02 03:50:00	ES	Futures	3430.16	3431.24	3429.34	3430.16	2673.0
2019-12-02 03:55:00	ES	Futures	3430.16	3430.7	3429.34	3429.61	1441.0
2019-12-02 04:00:00	ES	Futures	3429.61	3430.16	3429.34	3429.61	1443.0
2019-12-02 04:05:00	ES	Futures	3429.61	3429.61	3428.8	3429.07	2039.0

> showing 50 of 17,766 rows — these rows as CSV

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