PREVIEW / futures_5min / 2019-12-05

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-05.parquet
  size:    255 KB
  rows:    16,747

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
2019-12-05 00:00:00	ES	Futures	3379.9	3380.45	3379.63	3380.45	199.0
2019-12-05 00:05:00	ES	Futures	3380.45	3380.72	3380.18	3380.45	370.0
2019-12-05 00:10:00	ES	Futures	3380.45	3380.45	3379.9	3379.9	151.0
2019-12-05 00:15:00	ES	Futures	3379.9	3380.18	3379.36	3379.63	489.0
2019-12-05 00:20:00	ES	Futures	3379.63	3379.9	3379.36	3379.36	366.0
2019-12-05 00:25:00	ES	Futures	3379.09	3379.63	3378.82	3379.63	392.0
2019-12-05 00:30:00	ES	Futures	3379.36	3379.36	3378.0	3378.82	1073.0
2019-12-05 00:35:00	ES	Futures	3378.82	3379.09	3378.27	3378.27	629.0
2019-12-05 00:40:00	ES	Futures	3378.27	3379.09	3378.27	3378.82	602.0
2019-12-05 00:45:00	ES	Futures	3378.55	3379.36	3378.55	3379.36	411.0
2019-12-05 00:50:00	ES	Futures	3379.36	3379.63	3378.82	3378.82	443.0
2019-12-05 00:55:00	ES	Futures	3378.82	3379.09	3378.27	3378.82	438.0
2019-12-05 01:00:00	ES	Futures	3378.82	3379.9	3378.27	3379.9	933.0
2019-12-05 01:05:00	ES	Futures	3379.9	3380.18	3379.36	3379.9	1124.0
2019-12-05 01:10:00	ES	Futures	3379.63	3379.9	3379.36	3379.9	134.0
2019-12-05 01:15:00	ES	Futures	3379.63	3380.18	3379.36	3380.18	244.0
2019-12-05 01:20:00	ES	Futures	3380.18	3380.72	3379.9	3380.45	328.0
2019-12-05 01:25:00	ES	Futures	3380.72	3381.26	3380.45	3380.99	435.0
2019-12-05 01:30:00	ES	Futures	3380.99	3381.26	3380.45	3380.99	470.0
2019-12-05 01:35:00	ES	Futures	3380.99	3381.81	3380.72	3381.53	561.0
2019-12-05 01:40:00	ES	Futures	3381.53	3381.81	3381.26	3381.53	359.0
2019-12-05 01:45:00	ES	Futures	3381.53	3381.81	3381.26	3381.26	243.0
2019-12-05 01:50:00	ES	Futures	3381.26	3382.08	3381.26	3382.08	484.0
2019-12-05 01:55:00	ES	Futures	3381.81	3382.89	3381.81	3382.62	825.0
2019-12-05 02:00:00	ES	Futures	3382.62	3382.62	3380.72	3381.81	1346.0
2019-12-05 02:05:00	ES	Futures	3381.81	3386.7	3381.81	3384.52	8085.0
2019-12-05 02:10:00	ES	Futures	3384.25	3386.7	3384.25	3385.07	2641.0
2019-12-05 02:15:00	ES	Futures	3385.07	3386.42	3384.25	3385.88	2245.0
2019-12-05 02:20:00	ES	Futures	3385.88	3386.42	3385.07	3385.88	1252.0
2019-12-05 02:25:00	ES	Futures	3385.88	3386.15	3385.34	3385.61	1322.0
2019-12-05 02:30:00	ES	Futures	3385.88	3385.88	3385.07	3385.61	971.0
2019-12-05 02:35:00	ES	Futures	3385.61	3385.88	3385.34	3385.61	970.0
2019-12-05 02:40:00	ES	Futures	3385.61	3386.7	3385.34	3386.7	989.0
2019-12-05 02:45:00	ES	Futures	3386.42	3387.78	3386.15	3387.51	1794.0
2019-12-05 02:50:00	ES	Futures	3387.51	3387.78	3386.42	3387.24	1602.0
2019-12-05 02:55:00	ES	Futures	3386.97	3389.14	3386.97	3388.05	2536.0
2019-12-05 03:00:00	ES	Futures	3388.05	3388.32	3385.88	3387.78	5784.0
2019-12-05 03:05:00	ES	Futures	3387.51	3388.05	3386.97	3387.78	2542.0
2019-12-05 03:10:00	ES	Futures	3387.78	3388.87	3387.24	3388.32	2232.0
2019-12-05 03:15:00	ES	Futures	3388.32	3388.32	3386.15	3386.97	2282.0
2019-12-05 03:20:00	ES	Futures	3386.97	3386.97	3384.25	3384.79	3034.0
2019-12-05 03:25:00	ES	Futures	3384.52	3385.07	3382.89	3384.52	2896.0
2019-12-05 03:30:00	ES	Futures	3384.52	3386.15	3383.71	3384.79	2406.0
2019-12-05 03:35:00	ES	Futures	3384.52	3386.15	3384.52	3386.15	1311.0
2019-12-05 03:40:00	ES	Futures	3385.88	3386.15	3385.34	3385.61	1352.0
2019-12-05 03:45:00	ES	Futures	3385.61	3387.51	3384.52	3386.97	2063.0
2019-12-05 03:50:00	ES	Futures	3387.24	3387.24	3385.88	3386.15	1210.0
2019-12-05 03:55:00	ES	Futures	3386.15	3387.24	3385.07	3386.7	1411.0
2019-12-05 04:00:00	ES	Futures	3386.42	3387.24	3385.88	3386.15	1796.0
2019-12-05 04:05:00	ES	Futures	3386.15	3386.42	3385.61	3385.61	1706.0

> showing 50 of 16,747 rows — these rows as CSV

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