PREVIEW / futures_5min / 2019-12-06

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-06.parquet
  size:    228 KB
  rows:    13,774

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
2019-12-06 00:00:00	ES	Futures	3391.31	3391.58	3391.04	3391.58	363.0
2019-12-06 00:05:00	ES	Futures	3391.31	3391.86	3391.31	3391.31	249.0
2019-12-06 00:10:00	ES	Futures	3391.31	3392.13	3391.31	3391.86	245.0
2019-12-06 00:15:00	ES	Futures	3391.86	3391.86	3391.31	3391.58	349.0
2019-12-06 00:20:00	ES	Futures	3391.58	3391.86	3391.58	3391.58	141.0
2019-12-06 00:25:00	ES	Futures	3391.58	3391.58	3391.04	3391.04	169.0
2019-12-06 00:30:00	ES	Futures	3391.04	3391.31	3389.68	3390.23	784.0
2019-12-06 00:35:00	ES	Futures	3390.23	3390.5	3389.95	3390.5	153.0
2019-12-06 00:40:00	ES	Futures	3390.23	3390.5	3390.23	3390.5	326.0
2019-12-06 00:45:00	ES	Futures	3390.23	3390.5	3390.23	3390.5	71.0
2019-12-06 00:50:00	ES	Futures	3390.23	3390.23	3389.68	3390.23	325.0
2019-12-06 00:55:00	ES	Futures	3390.23	3390.5	3389.95	3390.5	441.0
2019-12-06 01:00:00	ES	Futures	3390.23	3396.75	3390.23	3395.12	6993.0
2019-12-06 01:05:00	ES	Futures	3395.12	3398.1	3395.12	3397.56	2634.0
2019-12-06 01:10:00	ES	Futures	3397.56	3398.1	3396.2	3396.2	1743.0
2019-12-06 01:15:00	ES	Futures	3396.47	3396.47	3395.66	3396.2	1194.0
2019-12-06 01:20:00	ES	Futures	3395.93	3396.2	3395.66	3395.66	614.0
2019-12-06 01:25:00	ES	Futures	3395.66	3395.93	3394.84	3395.93	1135.0
2019-12-06 01:30:00	ES	Futures	3395.66	3395.93	3395.12	3395.39	1975.0
2019-12-06 01:35:00	ES	Futures	3395.66	3395.93	3394.84	3394.84	861.0
2019-12-06 01:40:00	ES	Futures	3394.84	3395.39	3394.57	3395.12	626.0
2019-12-06 01:45:00	ES	Futures	3395.12	3395.39	3394.3	3394.3	730.0
2019-12-06 01:50:00	ES	Futures	3394.3	3394.57	3394.03	3394.3	386.0
2019-12-06 01:55:00	ES	Futures	3394.3	3394.84	3394.03	3394.57	494.0
2019-12-06 02:00:00	ES	Futures	3394.57	3395.12	3392.94	3394.3	2366.0
2019-12-06 02:05:00	ES	Futures	3394.3	3394.84	3394.03	3394.3	735.0
2019-12-06 02:10:00	ES	Futures	3394.3	3395.66	3394.03	3394.84	1524.0
2019-12-06 02:15:00	ES	Futures	3394.84	3395.12	3394.3	3394.84	667.0
2019-12-06 02:20:00	ES	Futures	3394.57	3395.39	3394.57	3394.84	700.0
2019-12-06 02:25:00	ES	Futures	3395.12	3395.39	3394.3	3394.84	1324.0
2019-12-06 02:30:00	ES	Futures	3395.12	3395.39	3393.76	3394.3	1328.0
2019-12-06 02:35:00	ES	Futures	3394.03	3394.84	3393.76	3394.3	1340.0
2019-12-06 02:40:00	ES	Futures	3394.3	3394.57	3394.03	3394.3	833.0
2019-12-06 02:45:00	ES	Futures	3394.57	3394.84	3393.76	3394.03	805.0
2019-12-06 02:50:00	ES	Futures	3394.03	3394.84	3393.76	3394.57	710.0
2019-12-06 02:55:00	ES	Futures	3394.3	3394.84	3393.76	3394.3	790.0
2019-12-06 03:00:00	ES	Futures	3394.03	3394.84	3392.94	3394.03	3454.0
2019-12-06 03:05:00	ES	Futures	3394.03	3395.39	3393.76	3394.57	1703.0
2019-12-06 03:10:00	ES	Futures	3394.3	3394.57	3393.49	3394.03	1268.0
2019-12-06 03:15:00	ES	Futures	3394.03	3394.3	3392.67	3392.94	1922.0
2019-12-06 03:20:00	ES	Futures	3393.21	3394.03	3392.94	3393.49	1046.0
2019-12-06 03:25:00	ES	Futures	3393.49	3393.76	3392.4	3392.67	974.0
2019-12-06 03:30:00	ES	Futures	3392.67	3392.94	3391.31	3392.67	1444.0
2019-12-06 03:35:00	ES	Futures	3392.4	3392.67	3392.13	3392.4	879.0
2019-12-06 03:40:00	ES	Futures	3392.4	3393.21	3392.4	3393.21	947.0
2019-12-06 03:45:00	ES	Futures	3393.21	3393.76	3392.67	3392.94	1344.0
2019-12-06 03:50:00	ES	Futures	3392.94	3393.49	3392.13	3392.94	1303.0
2019-12-06 03:55:00	ES	Futures	3392.94	3395.12	3392.94	3394.84	1209.0
2019-12-06 04:00:00	ES	Futures	3394.84	3395.39	3394.03	3394.57	1082.0
2019-12-06 04:05:00	ES	Futures	3394.57	3395.66	3394.57	3395.66	825.0

> showing 50 of 13,774 rows — these rows as CSV

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