PREVIEW / futures_5min / 2019-12-03

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-03.parquet
  size:    293 KB
  rows:    17,776

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
2019-12-03 00:00:00	ES	Futures	3390.23	3390.5	3389.68	3390.23	463.0
2019-12-03 00:05:00	ES	Futures	3390.23	3390.5	3389.68	3390.23	456.0
2019-12-03 00:10:00	ES	Futures	3389.95	3390.23	3389.41	3389.41	427.0
2019-12-03 00:15:00	ES	Futures	3389.41	3389.95	3389.41	3389.68	414.0
2019-12-03 00:20:00	ES	Futures	3389.68	3389.95	3389.41	3389.68	808.0
2019-12-03 00:25:00	ES	Futures	3389.68	3390.5	3389.68	3390.23	595.0
2019-12-03 00:30:00	ES	Futures	3390.23	3391.58	3390.23	3391.58	1111.0
2019-12-03 00:35:00	ES	Futures	3391.86	3391.86	3390.23	3390.23	845.0
2019-12-03 00:40:00	ES	Futures	3390.23	3390.5	3389.14	3389.14	825.0
2019-12-03 00:45:00	ES	Futures	3389.14	3389.95	3389.14	3389.95	708.0
2019-12-03 00:50:00	ES	Futures	3389.68	3390.77	3389.68	3390.5	372.0
2019-12-03 00:55:00	ES	Futures	3390.77	3391.31	3390.77	3390.77	506.0
2019-12-03 01:00:00	ES	Futures	3391.04	3391.31	3390.23	3390.23	891.0
2019-12-03 01:05:00	ES	Futures	3390.23	3390.5	3389.68	3390.23	541.0
2019-12-03 01:10:00	ES	Futures	3389.95	3390.5	3389.68	3389.68	423.0
2019-12-03 01:15:00	ES	Futures	3389.68	3389.95	3388.6	3388.87	576.0
2019-12-03 01:20:00	ES	Futures	3388.6	3388.87	3388.05	3388.6	588.0
2019-12-03 01:25:00	ES	Futures	3388.6	3388.87	3388.32	3388.87	212.0
2019-12-03 01:30:00	ES	Futures	3388.6	3389.41	3388.6	3389.41	528.0
2019-12-03 01:35:00	ES	Futures	3389.41	3389.41	3388.87	3388.87	351.0
2019-12-03 01:40:00	ES	Futures	3389.14	3389.14	3388.05	3388.05	406.0
2019-12-03 01:45:00	ES	Futures	3388.05	3388.87	3388.05	3388.6	202.0
2019-12-03 01:50:00	ES	Futures	3388.6	3389.14	3388.6	3388.87	326.0
2019-12-03 01:55:00	ES	Futures	3388.87	3389.68	3388.87	3389.68	236.0
2019-12-03 02:00:00	ES	Futures	3389.41	3390.5	3388.6	3390.5	1151.0
2019-12-03 02:05:00	ES	Futures	3390.5	3390.77	3389.95	3389.95	675.0
2019-12-03 02:10:00	ES	Futures	3390.23	3390.23	3388.87	3389.68	751.0
2019-12-03 02:15:00	ES	Futures	3389.95	3389.95	3388.6	3389.14	745.0
2019-12-03 02:20:00	ES	Futures	3389.14	3389.68	3388.87	3389.14	686.0
2019-12-03 02:25:00	ES	Futures	3389.14	3389.68	3388.6	3388.87	763.0
2019-12-03 02:30:00	ES	Futures	3388.87	3389.41	3387.78	3388.6	1399.0
2019-12-03 02:35:00	ES	Futures	3388.6	3388.87	3388.05	3388.05	651.0
2019-12-03 02:40:00	ES	Futures	3388.05	3388.32	3387.24	3387.51	986.0
2019-12-03 02:45:00	ES	Futures	3387.51	3388.05	3386.7	3388.05	1245.0
2019-12-03 02:50:00	ES	Futures	3388.05	3388.05	3386.97	3387.24	688.0
2019-12-03 02:55:00	ES	Futures	3386.97	3387.24	3386.42	3386.7	865.0
2019-12-03 03:00:00	ES	Futures	3386.7	3388.87	3386.7	3387.78	4114.0
2019-12-03 03:05:00	ES	Futures	3388.05	3388.32	3386.42	3387.24	2505.0
2019-12-03 03:10:00	ES	Futures	3387.24	3390.23	3386.97	3389.68	2975.0
2019-12-03 03:15:00	ES	Futures	3389.68	3389.95	3388.87	3389.95	2715.0
2019-12-03 03:20:00	ES	Futures	3389.95	3390.5	3388.32	3388.6	2442.0
2019-12-03 03:25:00	ES	Futures	3388.6	3388.87	3388.05	3388.05	1326.0
2019-12-03 03:30:00	ES	Futures	3388.05	3389.41	3387.78	3389.41	1429.0
2019-12-03 03:35:00	ES	Futures	3389.41	3390.5	3388.87	3389.95	1655.0
2019-12-03 03:40:00	ES	Futures	3390.23	3390.23	3388.87	3389.41	1105.0
2019-12-03 03:45:00	ES	Futures	3389.41	3389.68	3388.6	3389.14	1356.0
2019-12-03 03:50:00	ES	Futures	3388.87	3389.68	3388.6	3389.41	867.0
2019-12-03 03:55:00	ES	Futures	3389.41	3389.95	3389.14	3389.41	1333.0
2019-12-03 04:00:00	ES	Futures	3389.14	3391.31	3389.14	3391.31	1364.0
2019-12-03 04:05:00	ES	Futures	3391.31	3391.31	3390.5	3390.77	634.0

> showing 50 of 17,776 rows — these rows as CSV

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