PREVIEW / futures_5min / 2019-12-04

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-04.parquet
  size:    277 KB
  rows:    17,256

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
2019-12-04 00:00:00	ES	Futures	3361.43	3361.7	3360.89	3360.89	1388.0
2019-12-04 00:05:00	ES	Futures	3360.89	3360.89	3360.08	3360.35	1004.0
2019-12-04 00:10:00	ES	Futures	3360.62	3360.62	3360.08	3360.62	822.0
2019-12-04 00:15:00	ES	Futures	3360.35	3361.98	3360.35	3361.7	947.0
2019-12-04 00:20:00	ES	Futures	3361.7	3361.7	3360.89	3360.89	873.0
2019-12-04 00:25:00	ES	Futures	3360.89	3361.16	3360.62	3360.89	154.0
2019-12-04 00:30:00	ES	Futures	3360.62	3361.16	3360.62	3360.89	467.0
2019-12-04 00:35:00	ES	Futures	3360.89	3361.7	3360.89	3361.43	1003.0
2019-12-04 00:40:00	ES	Futures	3361.43	3361.98	3361.16	3361.16	1489.0
2019-12-04 00:45:00	ES	Futures	3361.43	3361.7	3360.89	3361.16	759.0
2019-12-04 00:50:00	ES	Futures	3361.16	3361.98	3360.89	3361.43	1396.0
2019-12-04 00:55:00	ES	Futures	3361.43	3361.7	3360.08	3360.62	1470.0
2019-12-04 01:00:00	ES	Futures	3360.62	3361.98	3360.08	3360.35	2004.0
2019-12-04 01:05:00	ES	Futures	3360.35	3360.62	3359.8	3360.35	822.0
2019-12-04 01:10:00	ES	Futures	3360.35	3360.62	3359.8	3360.35	1555.0
2019-12-04 01:15:00	ES	Futures	3360.62	3361.43	3360.35	3361.16	1191.0
2019-12-04 01:20:00	ES	Futures	3361.43	3361.43	3361.16	3361.43	557.0
2019-12-04 01:25:00	ES	Futures	3361.16	3361.43	3360.62	3361.16	311.0
2019-12-04 01:30:00	ES	Futures	3361.43	3361.98	3361.16	3361.43	375.0
2019-12-04 01:35:00	ES	Futures	3361.43	3362.25	3361.43	3361.98	373.0
2019-12-04 01:40:00	ES	Futures	3362.25	3362.25	3361.7	3361.7	346.0
2019-12-04 01:45:00	ES	Futures	3361.7	3361.98	3361.16	3361.16	361.0
2019-12-04 01:50:00	ES	Futures	3361.43	3361.7	3361.16	3361.43	217.0
2019-12-04 01:55:00	ES	Futures	3361.43	3361.7	3361.16	3361.43	198.0
2019-12-04 02:00:00	ES	Futures	3361.43	3361.7	3358.45	3359.26	2385.0
2019-12-04 02:05:00	ES	Futures	3359.26	3359.53	3357.9	3358.17	918.0
2019-12-04 02:10:00	ES	Futures	3358.17	3358.99	3357.9	3358.45	1231.0
2019-12-04 02:15:00	ES	Futures	3358.45	3358.45	3357.09	3357.09	2217.0
2019-12-04 02:20:00	ES	Futures	3357.36	3358.72	3357.36	3357.9	1233.0
2019-12-04 02:25:00	ES	Futures	3358.17	3358.17	3353.56	3354.37	4451.0
2019-12-04 02:30:00	ES	Futures	3354.37	3354.37	3352.2	3353.56	6811.0
2019-12-04 02:35:00	ES	Futures	3353.56	3353.56	3350.84	3351.38	4991.0
2019-12-04 02:40:00	ES	Futures	3351.38	3352.47	3351.11	3351.65	2740.0
2019-12-04 02:45:00	ES	Futures	3351.65	3352.47	3351.11	3352.2	2138.0
2019-12-04 02:50:00	ES	Futures	3352.2	3352.2	3350.84	3350.84	2025.0
2019-12-04 02:55:00	ES	Futures	3350.84	3351.11	3348.94	3349.21	3238.0
2019-12-04 03:00:00	ES	Futures	3349.48	3352.74	3348.4	3351.65	9562.0
2019-12-04 03:05:00	ES	Futures	3351.65	3351.65	3348.94	3350.84	6123.0
2019-12-04 03:10:00	ES	Futures	3350.84	3353.01	3350.57	3352.47	4893.0
2019-12-04 03:15:00	ES	Futures	3352.47	3354.37	3352.2	3353.28	3892.0
2019-12-04 03:20:00	ES	Futures	3353.01	3354.1	3352.2	3353.83	3861.0
2019-12-04 03:25:00	ES	Futures	3353.56	3355.19	3353.28	3354.64	2890.0
2019-12-04 03:30:00	ES	Futures	3354.64	3356.0	3354.37	3356.0	3132.0
2019-12-04 03:35:00	ES	Futures	3355.73	3356.0	3354.64	3354.91	1847.0
2019-12-04 03:40:00	ES	Futures	3354.91	3356.27	3354.64	3355.19	2279.0
2019-12-04 03:45:00	ES	Futures	3354.91	3357.09	3354.37	3357.09	3228.0
2019-12-04 03:50:00	ES	Futures	3356.82	3357.36	3356.27	3356.54	2386.0
2019-12-04 03:55:00	ES	Futures	3356.54	3357.09	3356.0	3356.82	2353.0
2019-12-04 04:00:00	ES	Futures	3356.54	3360.08	3356.54	3359.53	6217.0
2019-12-04 04:05:00	ES	Futures	3359.53	3377.46	3357.9	3368.77	50033.0

> showing 50 of 17,256 rows — these rows as CSV

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