PREVIEW / futures_5min / 2019-12-19

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-19.parquet
  size:    258 KB
  rows:    17,310

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
2019-12-19 00:00:00	ES	Futures	3466.0	3466.2	3465.7	3465.7	346.0
2019-12-19 00:05:00	ES	Futures	3466.0	3466.0	3465.7	3465.7	91.0
2019-12-19 00:10:00	ES	Futures	3465.7	3466.0	3465.4	3465.7	405.0
2019-12-19 00:15:00	ES	Futures	3465.7	3466.2	3465.7	3465.7	293.0
2019-12-19 00:20:00	ES	Futures	3465.7	3466.2	3465.7	3466.0	305.0
2019-12-19 00:25:00	ES	Futures	3466.0	3466.2	3465.7	3466.0	196.0
2019-12-19 00:30:00	ES	Futures	3466.0	3466.2	3465.7	3466.0	412.0
2019-12-19 00:35:00	ES	Futures	3466.0	3466.8	3466.0	3466.8	391.0
2019-12-19 00:40:00	ES	Futures	3466.5	3466.8	3466.2	3466.2	420.0
2019-12-19 00:45:00	ES	Futures	3466.2	3466.8	3466.2	3466.5	560.0
2019-12-19 00:50:00	ES	Futures	3466.2	3467.0	3466.2	3467.0	319.0
2019-12-19 00:55:00	ES	Futures	3466.8	3467.0	3466.5	3466.8	239.0
2019-12-19 01:00:00	ES	Futures	3467.0	3467.3	3466.8	3467.3	1076.0
2019-12-19 01:05:00	ES	Futures	3467.3	3468.1	3467.0	3467.6	807.0
2019-12-19 01:10:00	ES	Futures	3467.6	3467.9	3467.0	3467.3	615.0
2019-12-19 01:15:00	ES	Futures	3467.3	3467.6	3467.0	3467.3	454.0
2019-12-19 01:20:00	ES	Futures	3467.0	3467.6	3467.0	3467.0	231.0
2019-12-19 01:25:00	ES	Futures	3467.0	3467.6	3467.0	3467.6	119.0
2019-12-19 01:30:00	ES	Futures	3467.3	3467.9	3467.3	3467.6	477.0
2019-12-19 01:35:00	ES	Futures	3467.6	3467.9	3467.3	3467.3	185.0
2019-12-19 01:40:00	ES	Futures	3467.3	3467.6	3467.0	3467.0	148.0
2019-12-19 01:45:00	ES	Futures	3467.0	3467.6	3467.0	3467.6	208.0
2019-12-19 01:50:00	ES	Futures	3467.3	3467.9	3467.3	3467.6	116.0
2019-12-19 01:55:00	ES	Futures	3467.6	3467.9	3467.6	3467.9	30.0
2019-12-19 02:00:00	ES	Futures	3467.6	3467.9	3466.8	3467.0	1036.0
2019-12-19 02:05:00	ES	Futures	3467.0	3467.0	3466.5	3466.8	567.0
2019-12-19 02:10:00	ES	Futures	3466.8	3467.0	3466.5	3466.5	608.0
2019-12-19 02:15:00	ES	Futures	3466.8	3467.3	3466.8	3467.3	539.0
2019-12-19 02:20:00	ES	Futures	3467.0	3467.3	3466.5	3466.8	276.0
2019-12-19 02:25:00	ES	Futures	3467.0	3467.3	3466.8	3467.0	352.0
2019-12-19 02:30:00	ES	Futures	3467.3	3467.6	3467.0	3467.0	475.0
2019-12-19 02:35:00	ES	Futures	3467.0	3467.9	3467.0	3467.0	640.0
2019-12-19 02:40:00	ES	Futures	3467.0	3467.3	3466.5	3467.0	499.0
2019-12-19 02:45:00	ES	Futures	3466.8	3467.0	3466.5	3466.8	347.0
2019-12-19 02:50:00	ES	Futures	3467.0	3467.0	3466.8	3467.0	183.0
2019-12-19 02:55:00	ES	Futures	3466.8	3467.6	3466.8	3467.6	359.0
2019-12-19 03:00:00	ES	Futures	3467.6	3468.1	3466.8	3467.9	2564.0
2019-12-19 03:05:00	ES	Futures	3467.9	3468.4	3467.6	3468.1	943.0
2019-12-19 03:10:00	ES	Futures	3468.4	3468.4	3467.9	3468.1	850.0
2019-12-19 03:15:00	ES	Futures	3468.4	3469.8	3467.6	3467.6	2169.0
2019-12-19 03:20:00	ES	Futures	3467.9	3468.9	3467.9	3468.4	1014.0
2019-12-19 03:25:00	ES	Futures	3468.4	3468.9	3467.6	3467.6	805.0
2019-12-19 03:30:00	ES	Futures	3467.6	3467.9	3466.2	3466.8	2232.0
2019-12-19 03:35:00	ES	Futures	3466.8	3467.3	3466.5	3466.8	1211.0
2019-12-19 03:40:00	ES	Futures	3466.8	3466.8	3464.9	3465.2	3123.0
2019-12-19 03:45:00	ES	Futures	3464.9	3465.2	3464.1	3465.2	1985.0
2019-12-19 03:50:00	ES	Futures	3465.2	3466.0	3464.9	3466.0	1074.0
2019-12-19 03:55:00	ES	Futures	3466.0	3467.0	3466.0	3466.8	1294.0
2019-12-19 04:00:00	ES	Futures	3466.8	3468.7	3466.8	3468.1	1741.0
2019-12-19 04:05:00	ES	Futures	3468.1	3468.9	3467.9	3468.1	1088.0

> showing 50 of 17,310 rows — these rows as CSV

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