PREVIEW / futures_5min / 2019-12-13

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-13.parquet
  size:    248 KB
  rows:    14,219

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
2019-12-13 00:00:00	ES	Futures	3455.15	3455.15	3454.33	3454.6	315.0
2019-12-13 00:05:00	ES	Futures	3454.6	3454.87	3454.06	3454.33	313.0
2019-12-13 00:10:00	ES	Futures	3454.06	3454.87	3454.06	3454.6	459.0
2019-12-13 00:15:00	ES	Futures	3454.33	3455.15	3454.33	3454.87	195.0
2019-12-13 00:20:00	ES	Futures	3454.6	3455.15	3454.33	3455.15	184.0
2019-12-13 00:25:00	ES	Futures	3455.15	3456.23	3455.15	3455.69	422.0
2019-12-13 00:30:00	ES	Futures	3455.69	3456.5	3455.69	3456.5	368.0
2019-12-13 00:35:00	ES	Futures	3456.23	3456.78	3456.23	3456.5	188.0
2019-12-13 00:40:00	ES	Futures	3456.23	3457.32	3456.23	3456.5	702.0
2019-12-13 00:45:00	ES	Futures	3456.23	3456.5	3455.42	3455.69	972.0
2019-12-13 00:50:00	ES	Futures	3455.69	3455.96	3455.69	3455.69	192.0
2019-12-13 00:55:00	ES	Futures	3455.69	3455.96	3455.42	3455.42	612.0
2019-12-13 01:00:00	ES	Futures	3455.69	3455.69	3454.6	3455.42	942.0
2019-12-13 01:05:00	ES	Futures	3455.42	3457.05	3455.42	3457.05	555.0
2019-12-13 01:10:00	ES	Futures	3457.05	3457.32	3456.23	3456.5	1115.0
2019-12-13 01:15:00	ES	Futures	3456.23	3456.5	3455.4	3455.4	531.0
2019-12-13 01:20:00	ES	Futures	3455.7	3455.7	3455.1	3455.4	279.0
2019-12-13 01:25:00	ES	Futures	3455.4	3455.4	3454.6	3454.6	560.0
2019-12-13 01:30:00	ES	Futures	3454.6	3455.4	3454.3	3455.4	318.0
2019-12-13 01:35:00	ES	Futures	3455.4	3456.2	3455.4	3456.0	628.0
2019-12-13 01:40:00	ES	Futures	3456.2	3456.8	3456.0	3456.8	409.0
2019-12-13 01:45:00	ES	Futures	3457.0	3457.3	3456.0	3457.3	735.0
2019-12-13 01:50:00	ES	Futures	3457.0	3457.6	3456.5	3457.0	596.0
2019-12-13 01:55:00	ES	Futures	3457.0	3457.6	3456.2	3456.2	754.0
2019-12-13 02:00:00	ES	Futures	3456.2	3457.0	3455.4	3456.8	1374.0
2019-12-13 02:05:00	ES	Futures	3456.8	3458.1	3456.2	3457.9	934.0
2019-12-13 02:10:00	ES	Futures	3457.9	3458.4	3455.7	3455.7	1690.0
2019-12-13 02:15:00	ES	Futures	3455.7	3456.2	3454.1	3455.4	1706.0
2019-12-13 02:20:00	ES	Futures	3455.1	3456.0	3455.1	3456.0	555.0
2019-12-13 02:25:00	ES	Futures	3456.2	3456.2	3455.1	3456.0	530.0
2019-12-13 02:30:00	ES	Futures	3456.0	3456.2	3454.9	3454.9	686.0
2019-12-13 02:35:00	ES	Futures	3455.1	3455.1	3454.3	3454.3	1061.0
2019-12-13 02:40:00	ES	Futures	3454.3	3456.0	3454.3	3456.0	849.0
2019-12-13 02:45:00	ES	Futures	3455.7	3456.2	3455.1	3456.0	674.0
2019-12-13 02:50:00	ES	Futures	3456.0	3456.2	3455.1	3456.0	1218.0
2019-12-13 02:55:00	ES	Futures	3456.0	3457.0	3456.0	3457.0	1183.0
2019-12-13 03:00:00	ES	Futures	3457.0	3457.6	3454.6	3454.9	3071.0
2019-12-13 03:05:00	ES	Futures	3454.6	3456.5	3454.1	3455.4	1983.0
2019-12-13 03:10:00	ES	Futures	3455.4	3456.2	3453.2	3453.2	2275.0
2019-12-13 03:15:00	ES	Futures	3453.2	3457.0	3452.7	3455.4	2689.0
2019-12-13 03:20:00	ES	Futures	3455.4	3456.5	3455.1	3456.0	1885.0
2019-12-13 03:25:00	ES	Futures	3456.0	3457.6	3455.7	3456.8	1512.0
2019-12-13 03:30:00	ES	Futures	3456.8	3457.6	3454.3	3456.8	4085.0
2019-12-13 03:35:00	ES	Futures	3456.8	3457.3	3454.9	3455.1	1817.0
2019-12-13 03:40:00	ES	Futures	3455.4	3457.6	3455.1	3456.2	1185.0
2019-12-13 03:45:00	ES	Futures	3456.5	3457.3	3455.4	3456.2	2276.0
2019-12-13 03:50:00	ES	Futures	3456.2	3457.3	3455.7	3456.0	1355.0
2019-12-13 03:55:00	ES	Futures	3456.0	3456.8	3455.4	3455.7	1711.0
2019-12-13 04:00:00	ES	Futures	3455.4	3456.8	3455.1	3456.8	2467.0
2019-12-13 04:05:00	ES	Futures	3456.8	3457.3	3455.7	3456.0	1864.0

> showing 50 of 14,219 rows — these rows as CSV

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