PREVIEW / futures_5min / 2019-12-11

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-11.parquet
  size:    225 KB
  rows:    14,947

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
2019-12-11 00:00:00	ES	Futures	3404.89	3405.44	3404.89	3405.44	245.0
2019-12-11 00:05:00	ES	Futures	3405.44	3405.44	3404.89	3405.17	345.0
2019-12-11 00:10:00	ES	Futures	3405.44	3406.25	3405.44	3405.71	290.0
2019-12-11 00:15:00	ES	Futures	3405.71	3405.71	3405.17	3405.44	150.0
2019-12-11 00:20:00	ES	Futures	3405.17	3405.17	3404.62	3404.62	526.0
2019-12-11 00:25:00	ES	Futures	3404.89	3404.89	3404.35	3404.89	276.0
2019-12-11 00:30:00	ES	Futures	3404.62	3405.71	3404.62	3405.71	294.0
2019-12-11 00:35:00	ES	Futures	3405.71	3405.71	3405.17	3405.44	183.0
2019-12-11 00:40:00	ES	Futures	3405.44	3406.52	3405.44	3406.25	417.0
2019-12-11 00:45:00	ES	Futures	3406.52	3407.07	3406.25	3406.52	445.0
2019-12-11 00:50:00	ES	Futures	3406.52	3407.34	3406.52	3407.07	456.0
2019-12-11 00:55:00	ES	Futures	3407.07	3407.34	3406.52	3407.07	483.0
2019-12-11 01:00:00	ES	Futures	3407.07	3407.88	3407.07	3407.34	679.0
2019-12-11 01:05:00	ES	Futures	3407.34	3407.34	3405.71	3405.98	987.0
2019-12-11 01:10:00	ES	Futures	3405.98	3406.52	3405.98	3405.98	275.0
2019-12-11 01:15:00	ES	Futures	3405.98	3406.8	3405.98	3406.52	359.0
2019-12-11 01:20:00	ES	Futures	3406.52	3406.52	3405.98	3406.25	352.0
2019-12-11 01:25:00	ES	Futures	3406.25	3406.52	3406.25	3406.25	160.0
2019-12-11 01:30:00	ES	Futures	3406.25	3406.52	3406.25	3406.52	119.0
2019-12-11 01:35:00	ES	Futures	3406.52	3407.61	3406.52	3407.34	376.0
2019-12-11 01:40:00	ES	Futures	3407.34	3407.34	3406.8	3407.07	185.0
2019-12-11 01:45:00	ES	Futures	3407.07	3407.61	3406.8	3407.34	176.0
2019-12-11 01:50:00	ES	Futures	3407.34	3407.88	3407.34	3407.34	170.0
2019-12-11 01:55:00	ES	Futures	3407.34	3407.61	3406.8	3407.07	166.0
2019-12-11 02:00:00	ES	Futures	3407.34	3407.88	3406.8	3407.34	478.0
2019-12-11 02:05:00	ES	Futures	3407.34	3408.15	3407.07	3407.34	501.0
2019-12-11 02:10:00	ES	Futures	3407.34	3407.34	3406.52	3406.52	619.0
2019-12-11 02:15:00	ES	Futures	3406.8	3406.8	3406.25	3406.25	483.0
2019-12-11 02:20:00	ES	Futures	3406.25	3406.8	3406.25	3406.52	365.0
2019-12-11 02:25:00	ES	Futures	3406.25	3406.8	3406.25	3406.8	422.0
2019-12-11 02:30:00	ES	Futures	3406.52	3406.8	3404.08	3404.35	2756.0
2019-12-11 02:35:00	ES	Futures	3404.35	3405.17	3404.35	3404.89	827.0
2019-12-11 02:40:00	ES	Futures	3404.89	3405.44	3404.62	3405.44	542.0
2019-12-11 02:45:00	ES	Futures	3405.17	3405.71	3404.89	3405.44	778.0
2019-12-11 02:50:00	ES	Futures	3405.44	3405.98	3405.44	3405.71	311.0
2019-12-11 02:55:00	ES	Futures	3405.44	3405.71	3404.89	3405.17	519.0
2019-12-11 03:00:00	ES	Futures	3405.44	3411.14	3404.62	3410.06	5918.0
2019-12-11 03:05:00	ES	Futures	3410.06	3410.87	3409.51	3410.33	3244.0
2019-12-11 03:10:00	ES	Futures	3410.06	3410.33	3408.97	3410.06	2411.0
2019-12-11 03:15:00	ES	Futures	3410.33	3415.49	3408.7	3414.67	7154.0
2019-12-11 03:20:00	ES	Futures	3414.67	3414.67	3411.41	3411.41	4880.0
2019-12-11 03:25:00	ES	Futures	3411.41	3412.77	3410.87	3411.14	2609.0
2019-12-11 03:30:00	ES	Futures	3411.14	3411.96	3410.87	3411.41	1691.0
2019-12-11 03:35:00	ES	Futures	3411.41	3412.23	3410.87	3410.87	1524.0
2019-12-11 03:40:00	ES	Futures	3411.14	3411.41	3410.06	3410.33	2065.0
2019-12-11 03:45:00	ES	Futures	3410.33	3410.33	3408.15	3408.7	1820.0
2019-12-11 03:50:00	ES	Futures	3408.43	3409.24	3403.54	3405.71	4631.0
2019-12-11 03:55:00	ES	Futures	3405.44	3405.98	3403.26	3403.26	4805.0
2019-12-11 04:00:00	ES	Futures	3403.26	3405.17	3402.18	3404.89	3082.0
2019-12-11 04:05:00	ES	Futures	3404.89	3406.52	3404.89	3406.25	2753.0

> showing 50 of 14,947 rows — these rows as CSV

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