PREVIEW / futures_5min / 2019-12-08

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-08.parquet
  size:    51 KB
  rows:    3,213

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
2019-12-08 18:00:00	ES	Futures	3418.75	3420.92	3418.2	3419.29	2315.0
2019-12-08 18:05:00	ES	Futures	3419.29	3419.56	3418.75	3419.02	654.0
2019-12-08 18:10:00	ES	Futures	3418.75	3420.11	3418.75	3420.11	702.0
2019-12-08 18:15:00	ES	Futures	3419.83	3420.38	3419.56	3419.83	395.0
2019-12-08 18:20:00	ES	Futures	3419.83	3420.11	3419.29	3419.56	423.0
2019-12-08 18:25:00	ES	Futures	3419.83	3419.83	3419.29	3419.29	303.0
2019-12-08 18:30:00	ES	Futures	3419.56	3419.56	3419.02	3419.02	665.0
2019-12-08 18:35:00	ES	Futures	3419.02	3419.56	3419.02	3419.02	242.0
2019-12-08 18:40:00	ES	Futures	3419.29	3419.29	3418.75	3419.02	326.0
2019-12-08 18:45:00	ES	Futures	3419.02	3419.56	3418.75	3418.75	278.0
2019-12-08 18:50:00	ES	Futures	3419.02	3419.29	3418.75	3418.75	610.0
2019-12-08 18:55:00	ES	Futures	3418.75	3419.02	3418.2	3418.48	439.0
2019-12-08 19:00:00	ES	Futures	3418.2	3418.48	3415.49	3416.57	2554.0
2019-12-08 19:05:00	ES	Futures	3416.3	3416.3	3412.23	3413.31	4041.0
2019-12-08 19:10:00	ES	Futures	3413.31	3415.22	3413.04	3414.13	1910.0
2019-12-08 19:15:00	ES	Futures	3414.13	3414.4	3412.77	3412.77	1539.0
2019-12-08 19:20:00	ES	Futures	3413.04	3413.86	3412.5	3412.77	1175.0
2019-12-08 19:25:00	ES	Futures	3413.04	3413.86	3412.5	3413.31	1156.0
2019-12-08 19:30:00	ES	Futures	3413.31	3413.59	3412.77	3413.31	788.0
2019-12-08 19:35:00	ES	Futures	3413.31	3413.59	3412.5	3413.04	683.0
2019-12-08 19:40:00	ES	Futures	3413.04	3414.13	3412.77	3414.13	994.0
2019-12-08 19:45:00	ES	Futures	3414.13	3414.4	3413.31	3413.31	941.0
2019-12-08 19:50:00	ES	Futures	3413.31	3413.59	3412.23	3412.5	1110.0
2019-12-08 19:55:00	ES	Futures	3412.77	3413.04	3411.69	3412.77	999.0
2019-12-08 20:00:00	ES	Futures	3412.5	3413.59	3412.5	3413.04	834.0
2019-12-08 20:05:00	ES	Futures	3412.77	3413.04	3411.14	3412.23	1483.0
2019-12-08 20:10:00	ES	Futures	3412.23	3412.5	3411.96	3411.96	625.0
2019-12-08 20:15:00	ES	Futures	3411.96	3413.86	3411.14	3413.59	1972.0
2019-12-08 20:20:00	ES	Futures	3413.31	3413.59	3412.77	3413.04	835.0
2019-12-08 20:25:00	ES	Futures	3413.04	3413.86	3412.5	3412.77	853.0
2019-12-08 20:30:00	ES	Futures	3413.04	3414.4	3412.77	3413.59	1895.0
2019-12-08 20:35:00	ES	Futures	3413.59	3414.13	3412.5	3412.77	1269.0
2019-12-08 20:40:00	ES	Futures	3412.77	3412.77	3411.69	3412.77	1304.0
2019-12-08 20:45:00	ES	Futures	3412.77	3412.77	3411.69	3412.23	351.0
2019-12-08 20:50:00	ES	Futures	3412.23	3412.5	3411.41	3412.23	732.0
2019-12-08 20:55:00	ES	Futures	3411.96	3412.5	3411.41	3411.96	369.0
2019-12-08 21:00:00	ES	Futures	3411.96	3413.31	3411.69	3412.77	1291.0
2019-12-08 21:05:00	ES	Futures	3412.77	3413.04	3412.23	3412.77	483.0
2019-12-08 21:10:00	ES	Futures	3412.5	3413.31	3412.23	3413.04	477.0
2019-12-08 21:15:00	ES	Futures	3413.04	3413.59	3412.77	3413.31	688.0
2019-12-08 21:20:00	ES	Futures	3413.31	3413.59	3412.77	3413.31	1188.0
2019-12-08 21:25:00	ES	Futures	3413.59	3413.86	3413.31	3413.59	601.0
2019-12-08 21:30:00	ES	Futures	3413.59	3414.94	3413.59	3414.94	885.0
2019-12-08 21:35:00	ES	Futures	3414.94	3415.22	3414.13	3414.67	1160.0
2019-12-08 21:40:00	ES	Futures	3414.67	3415.22	3414.67	3414.94	1010.0
2019-12-08 21:45:00	ES	Futures	3414.67	3415.22	3414.67	3414.94	500.0
2019-12-08 21:50:00	ES	Futures	3414.94	3415.22	3414.67	3414.94	1807.0
2019-12-08 21:55:00	ES	Futures	3414.94	3415.22	3414.13	3414.4	1036.0
2019-12-08 22:00:00	ES	Futures	3414.4	3414.4	3413.86	3414.4	637.0
2019-12-08 22:05:00	ES	Futures	3414.13	3414.13	3413.31	3413.31	409.0

> showing 50 of 3,213 rows — these rows as CSV

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