PREVIEW / futures_5min / 2019-12-17

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-17.parquet
  size:    256 KB
  rows:    17,434

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
2019-12-17 00:00:00	ES	Futures	3466.5	3467.6	3466.5	3467.0	410.0
2019-12-17 00:05:00	ES	Futures	3466.8	3467.0	3466.5	3466.8	309.0
2019-12-17 00:10:00	ES	Futures	3466.8	3467.3	3466.8	3467.0	207.0
2019-12-17 00:15:00	ES	Futures	3467.3	3467.3	3466.8	3467.3	130.0
2019-12-17 00:20:00	ES	Futures	3467.0	3467.6	3467.0	3467.6	155.0
2019-12-17 00:25:00	ES	Futures	3467.6	3468.4	3467.3	3468.1	506.0
2019-12-17 00:30:00	ES	Futures	3468.1	3468.9	3467.9	3468.4	837.0
2019-12-17 00:35:00	ES	Futures	3468.4	3469.5	3468.4	3468.9	698.0
2019-12-17 00:40:00	ES	Futures	3468.9	3469.2	3468.9	3469.2	442.0
2019-12-17 00:45:00	ES	Futures	3469.5	3469.5	3468.9	3468.9	377.0
2019-12-17 00:50:00	ES	Futures	3468.9	3469.5	3468.7	3469.5	438.0
2019-12-17 00:55:00	ES	Futures	3469.2	3469.8	3469.2	3469.5	341.0
2019-12-17 01:00:00	ES	Futures	3469.5	3469.8	3468.7	3468.9	376.0
2019-12-17 01:05:00	ES	Futures	3469.2	3469.5	3468.9	3468.9	484.0
2019-12-17 01:10:00	ES	Futures	3468.7	3468.9	3468.4	3468.7	312.0
2019-12-17 01:15:00	ES	Futures	3468.4	3468.7	3468.4	3468.4	307.0
2019-12-17 01:20:00	ES	Futures	3468.7	3469.2	3468.4	3469.2	197.0
2019-12-17 01:25:00	ES	Futures	3468.9	3469.2	3468.7	3468.9	246.0
2019-12-17 01:30:00	ES	Futures	3468.9	3468.9	3468.7	3468.7	309.0
2019-12-17 01:35:00	ES	Futures	3468.9	3469.2	3468.7	3468.7	201.0
2019-12-17 01:40:00	ES	Futures	3468.7	3468.9	3468.4	3468.7	269.0
2019-12-17 01:45:00	ES	Futures	3468.7	3468.9	3468.4	3468.9	198.0
2019-12-17 01:50:00	ES	Futures	3468.7	3469.2	3468.1	3468.1	691.0
2019-12-17 01:55:00	ES	Futures	3468.1	3468.7	3468.1	3468.4	346.0
2019-12-17 02:00:00	ES	Futures	3468.4	3468.9	3468.1	3468.7	692.0
2019-12-17 02:05:00	ES	Futures	3468.7	3469.2	3468.4	3468.9	818.0
2019-12-17 02:10:00	ES	Futures	3468.9	3469.2	3468.7	3469.2	410.0
2019-12-17 02:15:00	ES	Futures	3469.2	3469.8	3468.9	3469.2	971.0
2019-12-17 02:20:00	ES	Futures	3469.2	3469.5	3469.2	3469.5	827.0
2019-12-17 02:25:00	ES	Futures	3469.5	3469.8	3469.2	3469.5	167.0
2019-12-17 02:30:00	ES	Futures	3469.8	3470.3	3469.2	3469.8	913.0
2019-12-17 02:35:00	ES	Futures	3470.0	3471.1	3470.0	3471.1	1042.0
2019-12-17 02:40:00	ES	Futures	3470.8	3470.8	3470.3	3470.6	786.0
2019-12-17 02:45:00	ES	Futures	3470.3	3470.8	3470.3	3470.8	728.0
2019-12-17 02:50:00	ES	Futures	3470.8	3471.1	3470.3	3470.8	846.0
2019-12-17 02:55:00	ES	Futures	3470.6	3470.8	3469.5	3469.5	1269.0
2019-12-17 03:00:00	ES	Futures	3469.8	3470.3	3467.3	3467.3	2985.0
2019-12-17 03:05:00	ES	Futures	3467.3	3467.9	3465.7	3465.7	1948.0
2019-12-17 03:10:00	ES	Futures	3465.7	3466.5	3464.9	3464.9	1160.0
2019-12-17 03:15:00	ES	Futures	3464.9	3466.0	3464.9	3465.2	1382.0
2019-12-17 03:20:00	ES	Futures	3465.4	3465.4	3464.1	3464.6	1835.0
2019-12-17 03:25:00	ES	Futures	3464.6	3465.7	3464.1	3464.9	1541.0
2019-12-17 03:30:00	ES	Futures	3465.2	3465.4	3463.5	3464.9	1356.0
2019-12-17 03:35:00	ES	Futures	3464.6	3465.7	3464.3	3464.6	1010.0
2019-12-17 03:40:00	ES	Futures	3464.9	3464.9	3463.8	3464.1	810.0
2019-12-17 03:45:00	ES	Futures	3464.1	3465.4	3464.1	3464.9	747.0
2019-12-17 03:50:00	ES	Futures	3464.6	3465.4	3464.3	3465.2	856.0
2019-12-17 03:55:00	ES	Futures	3465.2	3466.0	3464.9	3466.0	575.0
2019-12-17 04:00:00	ES	Futures	3466.0	3466.0	3464.9	3465.7	715.0
2019-12-17 04:05:00	ES	Futures	3465.7	3466.5	3465.4	3466.0	1234.0

> showing 50 of 17,434 rows — these rows as CSV

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