PREVIEW / futures_5min / 2019-12-09

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-09.parquet
  size:    233 KB
  rows:    16,919

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
2019-12-09 00:00:00	ES	Futures	3413.04	3413.31	3412.77	3413.04	281.0
2019-12-09 00:05:00	ES	Futures	3412.77	3413.31	3412.77	3413.04	280.0
2019-12-09 00:10:00	ES	Futures	3412.77	3413.04	3412.5	3412.77	306.0
2019-12-09 00:15:00	ES	Futures	3412.77	3413.04	3411.96	3412.23	318.0
2019-12-09 00:20:00	ES	Futures	3411.96	3412.77	3411.69	3412.5	398.0
2019-12-09 00:25:00	ES	Futures	3412.77	3413.04	3412.5	3412.5	395.0
2019-12-09 00:30:00	ES	Futures	3412.5	3413.31	3412.23	3413.04	367.0
2019-12-09 00:35:00	ES	Futures	3413.31	3413.31	3412.5	3412.5	417.0
2019-12-09 00:40:00	ES	Futures	3412.5	3413.04	3412.5	3412.77	181.0
2019-12-09 00:45:00	ES	Futures	3412.5	3412.77	3412.5	3412.5	31.0
2019-12-09 00:50:00	ES	Futures	3412.5	3413.31	3412.5	3413.04	285.0
2019-12-09 00:55:00	ES	Futures	3413.04	3413.31	3412.77	3413.04	344.0
2019-12-09 01:00:00	ES	Futures	3413.04	3414.13	3413.04	3413.04	811.0
2019-12-09 01:05:00	ES	Futures	3413.31	3413.31	3412.5	3412.77	284.0
2019-12-09 01:10:00	ES	Futures	3412.77	3413.04	3412.23	3412.77	254.0
2019-12-09 01:15:00	ES	Futures	3413.04	3413.86	3412.77	3413.59	325.0
2019-12-09 01:20:00	ES	Futures	3413.59	3414.13	3413.31	3414.13	492.0
2019-12-09 01:25:00	ES	Futures	3414.13	3414.4	3413.86	3414.4	748.0
2019-12-09 01:30:00	ES	Futures	3414.13	3414.4	3413.59	3413.59	418.0
2019-12-09 01:35:00	ES	Futures	3413.86	3413.86	3413.59	3413.59	68.0
2019-12-09 01:40:00	ES	Futures	3413.59	3413.86	3413.31	3413.59	600.0
2019-12-09 01:45:00	ES	Futures	3413.86	3414.4	3413.59	3414.4	479.0
2019-12-09 01:50:00	ES	Futures	3414.4	3416.03	3414.13	3415.49	1408.0
2019-12-09 01:55:00	ES	Futures	3415.49	3415.76	3415.22	3415.76	374.0
2019-12-09 02:00:00	ES	Futures	3415.49	3416.03	3415.49	3415.76	885.0
2019-12-09 02:05:00	ES	Futures	3415.76	3415.76	3415.22	3415.76	418.0
2019-12-09 02:10:00	ES	Futures	3415.76	3415.76	3415.22	3415.49	316.0
2019-12-09 02:15:00	ES	Futures	3415.49	3415.76	3414.94	3414.94	593.0
2019-12-09 02:20:00	ES	Futures	3414.94	3415.76	3414.94	3415.49	705.0
2019-12-09 02:25:00	ES	Futures	3415.49	3416.03	3415.49	3416.03	292.0
2019-12-09 02:30:00	ES	Futures	3416.03	3416.03	3415.49	3416.03	541.0
2019-12-09 02:35:00	ES	Futures	3416.3	3417.12	3416.03	3417.12	1744.0
2019-12-09 02:40:00	ES	Futures	3417.12	3417.66	3416.57	3416.85	758.0
2019-12-09 02:45:00	ES	Futures	3416.85	3417.39	3416.57	3417.12	587.0
2019-12-09 02:50:00	ES	Futures	3417.12	3417.39	3416.3	3416.57	800.0
2019-12-09 02:55:00	ES	Futures	3416.57	3417.12	3416.57	3416.85	406.0
2019-12-09 03:00:00	ES	Futures	3416.85	3417.66	3415.49	3417.66	4121.0
2019-12-09 03:05:00	ES	Futures	3417.66	3417.66	3415.49	3415.76	3425.0
2019-12-09 03:10:00	ES	Futures	3415.76	3416.3	3415.22	3415.76	2204.0
2019-12-09 03:15:00	ES	Futures	3415.49	3417.12	3415.49	3416.85	2135.0
2019-12-09 03:20:00	ES	Futures	3416.57	3416.85	3415.76	3416.03	1447.0
2019-12-09 03:25:00	ES	Futures	3416.03	3416.57	3415.49	3416.57	680.0
2019-12-09 03:30:00	ES	Futures	3416.3	3416.57	3415.49	3416.03	1224.0
2019-12-09 03:35:00	ES	Futures	3415.76	3416.3	3415.76	3416.3	666.0
2019-12-09 03:40:00	ES	Futures	3416.03	3416.03	3415.22	3415.49	1094.0
2019-12-09 03:45:00	ES	Futures	3415.22	3416.03	3415.22	3416.03	707.0
2019-12-09 03:50:00	ES	Futures	3415.76	3417.12	3415.22	3415.49	1437.0
2019-12-09 03:55:00	ES	Futures	3415.22	3415.22	3414.94	3414.94	836.0
2019-12-09 04:00:00	ES	Futures	3414.94	3414.94	3414.13	3414.67	1156.0
2019-12-09 04:05:00	ES	Futures	3414.94	3414.94	3412.77	3413.04	2474.0

> showing 50 of 16,919 rows — these rows as CSV

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