PREVIEW / futures_5min / 2019-12-10

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-10.parquet
  size:    216 KB
  rows:    14,552

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
2019-12-10 00:00:00	ES	Futures	3407.61	3408.43	3407.34	3408.15	385.0
2019-12-10 00:05:00	ES	Futures	3408.15	3408.43	3407.88	3407.88	185.0
2019-12-10 00:10:00	ES	Futures	3407.88	3408.15	3407.61	3407.61	206.0
2019-12-10 00:15:00	ES	Futures	3407.88	3408.7	3407.88	3408.15	482.0
2019-12-10 00:20:00	ES	Futures	3408.43	3408.97	3408.43	3408.7	257.0
2019-12-10 00:25:00	ES	Futures	3408.43	3408.7	3408.15	3408.7	376.0
2019-12-10 00:30:00	ES	Futures	3408.7	3408.97	3407.88	3408.15	426.0
2019-12-10 00:35:00	ES	Futures	3408.15	3408.15	3407.34	3407.34	221.0
2019-12-10 00:40:00	ES	Futures	3407.61	3408.15	3407.34	3408.15	432.0
2019-12-10 00:45:00	ES	Futures	3408.15	3408.7	3407.88	3407.88	242.0
2019-12-10 00:50:00	ES	Futures	3407.88	3408.7	3407.88	3408.43	629.0
2019-12-10 00:55:00	ES	Futures	3408.43	3408.7	3408.15	3408.15	366.0
2019-12-10 01:00:00	ES	Futures	3408.15	3409.78	3407.88	3409.78	867.0
2019-12-10 01:05:00	ES	Futures	3409.51	3409.78	3408.97	3408.97	566.0
2019-12-10 01:10:00	ES	Futures	3408.97	3409.51	3408.97	3409.51	670.0
2019-12-10 01:15:00	ES	Futures	3409.51	3410.06	3408.97	3409.78	305.0
2019-12-10 01:20:00	ES	Futures	3409.78	3410.33	3409.24	3409.24	560.0
2019-12-10 01:25:00	ES	Futures	3409.24	3409.51	3408.7	3409.24	201.0
2019-12-10 01:30:00	ES	Futures	3409.24	3409.24	3408.7	3408.7	342.0
2019-12-10 01:35:00	ES	Futures	3408.7	3408.97	3408.15	3408.43	219.0
2019-12-10 01:40:00	ES	Futures	3408.43	3408.7	3407.88	3408.7	258.0
2019-12-10 01:45:00	ES	Futures	3408.7	3408.97	3408.43	3408.43	684.0
2019-12-10 01:50:00	ES	Futures	3408.7	3408.7	3408.15	3408.15	61.0
2019-12-10 01:55:00	ES	Futures	3408.15	3408.7	3408.15	3408.43	257.0
2019-12-10 02:00:00	ES	Futures	3408.43	3408.97	3407.88	3408.43	805.0
2019-12-10 02:05:00	ES	Futures	3408.43	3408.7	3408.15	3408.15	203.0
2019-12-10 02:10:00	ES	Futures	3408.15	3408.43	3407.61	3407.88	642.0
2019-12-10 02:15:00	ES	Futures	3407.88	3408.7	3407.88	3408.43	578.0
2019-12-10 02:20:00	ES	Futures	3408.7	3408.7	3408.15	3408.43	312.0
2019-12-10 02:25:00	ES	Futures	3408.7	3408.97	3407.88	3408.97	1261.0
2019-12-10 02:30:00	ES	Futures	3408.7	3409.24	3408.43	3408.97	1084.0
2019-12-10 02:35:00	ES	Futures	3408.97	3409.78	3408.97	3409.24	673.0
2019-12-10 02:40:00	ES	Futures	3409.24	3410.06	3409.24	3409.51	598.0
2019-12-10 02:45:00	ES	Futures	3409.51	3409.78	3409.24	3409.24	319.0
2019-12-10 02:50:00	ES	Futures	3409.24	3409.51	3408.7	3408.7	513.0
2019-12-10 02:55:00	ES	Futures	3408.7	3409.24	3408.7	3408.7	638.0
2019-12-10 03:00:00	ES	Futures	3408.7	3409.24	3404.62	3405.98	6322.0
2019-12-10 03:05:00	ES	Futures	3405.98	3406.25	3404.35	3404.62	3064.0
2019-12-10 03:10:00	ES	Futures	3404.35	3407.07	3404.35	3405.44	2969.0
2019-12-10 03:15:00	ES	Futures	3405.44	3406.8	3405.17	3406.25	1467.0
2019-12-10 03:20:00	ES	Futures	3406.52	3406.8	3405.71	3406.25	1251.0
2019-12-10 03:25:00	ES	Futures	3406.52	3406.52	3402.99	3404.35	2435.0
2019-12-10 03:30:00	ES	Futures	3404.35	3404.35	3402.18	3403.26	2552.0
2019-12-10 03:35:00	ES	Futures	3403.26	3404.08	3402.99	3403.54	1035.0
2019-12-10 03:40:00	ES	Futures	3403.54	3403.81	3401.09	3401.63	2736.0
2019-12-10 03:45:00	ES	Futures	3401.36	3402.18	3400.0	3400.28	2410.0
2019-12-10 03:50:00	ES	Futures	3400.0	3400.0	3394.03	3394.57	9906.0
2019-12-10 03:55:00	ES	Futures	3394.57	3395.66	3392.4	3395.39	5910.0
2019-12-10 04:00:00	ES	Futures	3395.39	3395.39	3392.67	3393.21	4500.0
2019-12-10 04:05:00	ES	Futures	3393.21	3394.03	3391.86	3392.67	4099.0

> showing 50 of 14,552 rows — these rows as CSV

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