PREVIEW / futures_5min / 2019-12-16

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-16.parquet
  size:    264 KB
  rows:    17,398

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
2019-12-16 00:00:00	ES	Futures	3451.6	3451.6	3451.3	3451.3	124.0
2019-12-16 00:05:00	ES	Futures	3451.6	3451.6	3451.1	3451.1	172.0
2019-12-16 00:10:00	ES	Futures	3451.1	3451.3	3450.8	3450.8	775.0
2019-12-16 00:15:00	ES	Futures	3450.8	3451.6	3450.8	3451.6	257.0
2019-12-16 00:20:00	ES	Futures	3451.6	3451.6	3451.1	3451.3	376.0
2019-12-16 00:25:00	ES	Futures	3451.1	3451.3	3450.8	3451.1	179.0
2019-12-16 00:30:00	ES	Futures	3451.1	3451.3	3451.1	3451.1	440.0
2019-12-16 00:35:00	ES	Futures	3451.1	3451.3	3450.8	3451.1	89.0
2019-12-16 00:40:00	ES	Futures	3451.3	3451.3	3451.1	3451.3	32.0
2019-12-16 00:45:00	ES	Futures	3451.1	3451.3	3450.5	3450.8	168.0
2019-12-16 00:50:00	ES	Futures	3450.8	3450.8	3450.5	3450.5	269.0
2019-12-16 00:55:00	ES	Futures	3450.5	3450.8	3450.2	3450.2	256.0
2019-12-16 01:00:00	ES	Futures	3450.2	3450.5	3448.9	3448.9	1232.0
2019-12-16 01:05:00	ES	Futures	3449.2	3449.7	3448.9	3449.7	747.0
2019-12-16 01:10:00	ES	Futures	3449.7	3451.6	3449.7	3451.6	763.0
2019-12-16 01:15:00	ES	Futures	3451.6	3452.1	3451.3	3452.1	756.0
2019-12-16 01:20:00	ES	Futures	3452.4	3452.4	3451.9	3451.9	343.0
2019-12-16 01:25:00	ES	Futures	3451.9	3452.1	3451.3	3451.6	375.0
2019-12-16 01:30:00	ES	Futures	3451.3	3451.9	3451.3	3451.3	481.0
2019-12-16 01:35:00	ES	Futures	3451.3	3451.3	3450.5	3450.5	727.0
2019-12-16 01:40:00	ES	Futures	3450.8	3451.1	3450.8	3451.1	244.0
2019-12-16 01:45:00	ES	Futures	3451.1	3452.7	3450.8	3452.4	869.0
2019-12-16 01:50:00	ES	Futures	3452.1	3452.4	3451.1	3451.6	822.0
2019-12-16 01:55:00	ES	Futures	3451.6	3451.9	3451.1	3451.1	246.0
2019-12-16 02:00:00	ES	Futures	3451.3	3452.7	3451.1	3451.6	1490.0
2019-12-16 02:05:00	ES	Futures	3451.6	3451.6	3450.5	3450.5	1389.0
2019-12-16 02:10:00	ES	Futures	3450.8	3451.1	3450.5	3450.8	562.0
2019-12-16 02:15:00	ES	Futures	3450.8	3450.8	3450.2	3450.2	441.0
2019-12-16 02:20:00	ES	Futures	3450.2	3450.5	3450.0	3450.2	518.0
2019-12-16 02:25:00	ES	Futures	3450.2	3450.8	3450.2	3450.5	536.0
2019-12-16 02:30:00	ES	Futures	3450.5	3451.1	3450.2	3450.8	669.0
2019-12-16 02:35:00	ES	Futures	3450.8	3450.8	3450.0	3450.0	581.0
2019-12-16 02:40:00	ES	Futures	3450.0	3450.8	3450.0	3450.8	549.0
2019-12-16 02:45:00	ES	Futures	3450.8	3451.1	3450.5	3450.8	492.0
2019-12-16 02:50:00	ES	Futures	3450.8	3451.1	3450.0	3450.2	621.0
2019-12-16 02:55:00	ES	Futures	3450.2	3450.8	3450.0	3450.0	946.0
2019-12-16 03:00:00	ES	Futures	3450.2	3453.8	3450.0	3451.9	6391.0
2019-12-16 03:05:00	ES	Futures	3451.6	3452.7	3450.2	3451.1	2934.0
2019-12-16 03:10:00	ES	Futures	3451.3	3452.7	3451.3	3452.7	1684.0
2019-12-16 03:15:00	ES	Futures	3452.4	3453.5	3451.1	3452.1	4892.0
2019-12-16 03:20:00	ES	Futures	3452.4	3452.7	3451.6	3452.7	1508.0
2019-12-16 03:25:00	ES	Futures	3452.4	3453.2	3452.4	3452.7	1876.0
2019-12-16 03:30:00	ES	Futures	3452.4	3453.8	3451.6	3453.2	2092.0
2019-12-16 03:35:00	ES	Futures	3453.5	3454.0	3453.0	3453.2	1244.0
2019-12-16 03:40:00	ES	Futures	3453.2	3454.0	3453.2	3453.8	1244.0
2019-12-16 03:45:00	ES	Futures	3453.8	3454.0	3452.1	3452.4	1297.0
2019-12-16 03:50:00	ES	Futures	3452.7	3454.6	3452.4	3453.8	2106.0
2019-12-16 03:55:00	ES	Futures	3453.5	3453.5	3452.1	3453.0	1880.0
2019-12-16 04:00:00	ES	Futures	3453.0	3453.2	3451.6	3452.1	1261.0
2019-12-16 04:05:00	ES	Futures	3452.1	3452.1	3451.3	3451.3	968.0

> showing 50 of 17,398 rows — these rows as CSV

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