PREVIEW / futures_5min / 2019-12-18

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-18.parquet
  size:    256 KB
  rows:    17,369

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
2019-12-18 00:00:00	ES	Futures	3463.0	3463.3	3462.4	3463.0	586.0
2019-12-18 00:05:00	ES	Futures	3463.0	3463.3	3462.7	3463.0	276.0
2019-12-18 00:10:00	ES	Futures	3462.7	3463.0	3462.4	3462.7	202.0
2019-12-18 00:15:00	ES	Futures	3462.7	3463.0	3462.4	3462.4	111.0
2019-12-18 00:20:00	ES	Futures	3462.7	3463.3	3462.4	3463.0	224.0
2019-12-18 00:25:00	ES	Futures	3463.3	3463.3	3462.7	3462.7	152.0
2019-12-18 00:30:00	ES	Futures	3462.7	3463.3	3462.4	3462.4	315.0
2019-12-18 00:35:00	ES	Futures	3462.4	3463.0	3462.4	3463.0	168.0
2019-12-18 00:40:00	ES	Futures	3462.7	3463.8	3462.7	3463.5	268.0
2019-12-18 00:45:00	ES	Futures	3463.5	3463.5	3463.3	3463.5	212.0
2019-12-18 00:50:00	ES	Futures	3463.5	3463.8	3463.3	3463.5	256.0
2019-12-18 00:55:00	ES	Futures	3463.5	3463.8	3463.0	3463.3	406.0
2019-12-18 01:00:00	ES	Futures	3463.3	3463.3	3461.9	3462.4	667.0
2019-12-18 01:05:00	ES	Futures	3462.2	3462.7	3461.9	3461.9	750.0
2019-12-18 01:10:00	ES	Futures	3461.9	3462.2	3461.4	3461.4	620.0
2019-12-18 01:15:00	ES	Futures	3461.4	3461.6	3460.8	3460.8	639.0
2019-12-18 01:20:00	ES	Futures	3461.1	3461.4	3460.8	3461.4	422.0
2019-12-18 01:25:00	ES	Futures	3461.4	3461.6	3461.1	3461.4	156.0
2019-12-18 01:30:00	ES	Futures	3461.1	3461.6	3460.8	3461.1	434.0
2019-12-18 01:35:00	ES	Futures	3460.8	3461.1	3460.5	3460.8	282.0
2019-12-18 01:40:00	ES	Futures	3460.8	3461.1	3460.8	3461.1	123.0
2019-12-18 01:45:00	ES	Futures	3461.1	3461.1	3460.8	3460.8	228.0
2019-12-18 01:50:00	ES	Futures	3460.8	3460.8	3460.5	3460.5	108.0
2019-12-18 01:55:00	ES	Futures	3460.5	3461.4	3460.5	3461.1	161.0
2019-12-18 02:00:00	ES	Futures	3461.4	3461.9	3461.1	3461.4	731.0
2019-12-18 02:05:00	ES	Futures	3461.6	3461.6	3460.8	3460.8	1052.0
2019-12-18 02:10:00	ES	Futures	3460.8	3461.1	3460.0	3461.1	1360.0
2019-12-18 02:15:00	ES	Futures	3460.8	3461.4	3460.5	3461.1	490.0
2019-12-18 02:20:00	ES	Futures	3461.1	3461.9	3461.1	3461.4	393.0
2019-12-18 02:25:00	ES	Futures	3461.6	3461.6	3461.1	3461.1	272.0
2019-12-18 02:30:00	ES	Futures	3461.4	3462.4	3461.4	3462.2	624.0
2019-12-18 02:35:00	ES	Futures	3462.2	3462.4	3461.6	3461.9	215.0
2019-12-18 02:40:00	ES	Futures	3462.2	3462.2	3461.6	3461.6	261.0
2019-12-18 02:45:00	ES	Futures	3461.9	3462.4	3461.6	3461.9	663.0
2019-12-18 02:50:00	ES	Futures	3462.2	3462.2	3461.9	3461.9	161.0
2019-12-18 02:55:00	ES	Futures	3461.9	3462.2	3460.3	3460.5	802.0
2019-12-18 03:00:00	ES	Futures	3460.8	3463.8	3460.5	3463.0	5716.0
2019-12-18 03:05:00	ES	Futures	3463.3	3464.1	3462.4	3463.8	2677.0
2019-12-18 03:10:00	ES	Futures	3464.1	3465.2	3463.8	3464.6	2147.0
2019-12-18 03:15:00	ES	Futures	3464.6	3465.7	3464.6	3465.7	1597.0
2019-12-18 03:20:00	ES	Futures	3465.4	3465.4	3464.9	3465.2	968.0
2019-12-18 03:25:00	ES	Futures	3465.2	3465.2	3464.9	3464.9	778.0
2019-12-18 03:30:00	ES	Futures	3464.9	3465.2	3464.1	3464.3	879.0
2019-12-18 03:35:00	ES	Futures	3464.3	3464.6	3463.5	3464.1	1016.0
2019-12-18 03:40:00	ES	Futures	3464.1	3464.9	3464.1	3464.6	924.0
2019-12-18 03:45:00	ES	Futures	3464.9	3464.9	3464.3	3464.6	687.0
2019-12-18 03:50:00	ES	Futures	3464.9	3464.9	3464.1	3464.3	484.0
2019-12-18 03:55:00	ES	Futures	3464.3	3464.9	3464.1	3464.3	875.0
2019-12-18 04:00:00	ES	Futures	3464.3	3465.2	3464.1	3465.2	1146.0
2019-12-18 04:05:00	ES	Futures	3465.2	3466.0	3464.6	3464.9	1028.0

> showing 50 of 17,369 rows — these rows as CSV

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