PREVIEW / futures_5min / 2019-12-15

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-15.parquet
  size:    50 KB
  rows:    3,142

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
2019-12-15 18:00:00	ES	Futures	3446.5	3447.5	3444.3	3444.8	2432.0
2019-12-15 18:05:00	ES	Futures	3444.8	3445.1	3443.7	3444.8	978.0
2019-12-15 18:10:00	ES	Futures	3444.8	3445.6	3444.3	3444.8	1015.0
2019-12-15 18:15:00	ES	Futures	3444.8	3445.1	3444.6	3444.8	162.0
2019-12-15 18:20:00	ES	Futures	3444.8	3445.6	3444.6	3445.6	376.0
2019-12-15 18:25:00	ES	Futures	3445.6	3446.2	3445.1	3445.6	563.0
2019-12-15 18:30:00	ES	Futures	3445.6	3445.9	3445.1	3445.4	402.0
2019-12-15 18:35:00	ES	Futures	3445.4	3447.0	3445.4	3446.5	725.0
2019-12-15 18:40:00	ES	Futures	3446.5	3446.7	3445.9	3446.5	366.0
2019-12-15 18:45:00	ES	Futures	3446.2	3446.7	3445.6	3445.9	500.0
2019-12-15 18:50:00	ES	Futures	3446.2	3446.2	3445.1	3445.4	693.0
2019-12-15 18:55:00	ES	Futures	3445.4	3446.2	3445.4	3445.4	326.0
2019-12-15 19:00:00	ES	Futures	3445.4	3446.2	3445.1	3446.2	527.0
2019-12-15 19:05:00	ES	Futures	3445.9	3446.7	3445.9	3445.9	352.0
2019-12-15 19:10:00	ES	Futures	3446.2	3446.2	3445.4	3445.9	470.0
2019-12-15 19:15:00	ES	Futures	3445.9	3447.8	3445.9	3447.0	1048.0
2019-12-15 19:20:00	ES	Futures	3447.0	3447.8	3446.5	3447.5	528.0
2019-12-15 19:25:00	ES	Futures	3447.8	3447.8	3446.2	3446.2	500.0
2019-12-15 19:30:00	ES	Futures	3446.2	3446.7	3445.6	3446.2	591.0
2019-12-15 19:35:00	ES	Futures	3446.2	3446.7	3445.9	3446.2	227.0
2019-12-15 19:40:00	ES	Futures	3446.2	3447.5	3446.2	3447.3	358.0
2019-12-15 19:45:00	ES	Futures	3447.5	3447.8	3447.0	3447.5	588.0
2019-12-15 19:50:00	ES	Futures	3447.5	3447.8	3447.0	3447.8	334.0
2019-12-15 19:55:00	ES	Futures	3447.8	3448.1	3447.0	3447.0	316.0
2019-12-15 20:00:00	ES	Futures	3447.0	3447.8	3447.0	3447.5	529.0
2019-12-15 20:05:00	ES	Futures	3447.5	3447.8	3446.7	3447.0	464.0
2019-12-15 20:10:00	ES	Futures	3447.3	3448.1	3447.0	3447.5	595.0
2019-12-15 20:15:00	ES	Futures	3447.5	3448.4	3447.3	3447.5	797.0
2019-12-15 20:20:00	ES	Futures	3447.3	3448.1	3447.3	3447.5	507.0
2019-12-15 20:25:00	ES	Futures	3447.3	3447.8	3447.3	3447.8	398.0
2019-12-15 20:30:00	ES	Futures	3447.8	3448.6	3447.3	3447.5	679.0
2019-12-15 20:35:00	ES	Futures	3447.5	3448.1	3447.3	3448.1	617.0
2019-12-15 20:40:00	ES	Futures	3448.4	3449.2	3448.1	3449.2	726.0
2019-12-15 20:45:00	ES	Futures	3448.9	3449.7	3448.9	3449.4	688.0
2019-12-15 20:50:00	ES	Futures	3449.7	3449.7	3449.2	3449.4	1181.0
2019-12-15 20:55:00	ES	Futures	3449.4	3449.7	3448.6	3449.2	591.0
2019-12-15 21:00:00	ES	Futures	3449.2	3451.3	3449.2	3450.0	3060.0
2019-12-15 21:05:00	ES	Futures	3450.2	3450.8	3450.0	3450.2	807.0
2019-12-15 21:10:00	ES	Futures	3450.2	3450.5	3450.2	3450.2	566.0
2019-12-15 21:15:00	ES	Futures	3450.5	3450.5	3450.0	3450.2	478.0
2019-12-15 21:20:00	ES	Futures	3450.2	3451.1	3450.2	3450.8	408.0
2019-12-15 21:25:00	ES	Futures	3451.1	3451.3	3450.5	3451.1	490.0
2019-12-15 21:30:00	ES	Futures	3451.1	3451.9	3451.1	3451.3	947.0
2019-12-15 21:35:00	ES	Futures	3451.6	3451.6	3450.5	3450.5	566.0
2019-12-15 21:40:00	ES	Futures	3450.5	3450.8	3450.2	3450.2	348.0
2019-12-15 21:45:00	ES	Futures	3450.5	3450.8	3450.2	3450.8	190.0
2019-12-15 21:50:00	ES	Futures	3450.5	3450.8	3450.2	3450.2	737.0
2019-12-15 21:55:00	ES	Futures	3450.2	3450.5	3450.2	3450.5	399.0
2019-12-15 22:00:00	ES	Futures	3450.5	3450.8	3450.2	3450.8	268.0
2019-12-15 22:05:00	ES	Futures	3450.8	3450.8	3450.5	3450.8	293.0

> showing 50 of 3,142 rows — these rows as CSV

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