PREVIEW / futures_5min / 2019-12-20

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-20.parquet
  size:    213 KB
  rows:    14,163

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
2019-12-20 00:00:00	ES	Futures	3480.6	3480.9	3480.1	3480.6	447.0
2019-12-20 00:05:00	ES	Futures	3480.9	3480.9	3480.3	3480.3	162.0
2019-12-20 00:10:00	ES	Futures	3480.3	3480.6	3480.1	3480.3	232.0
2019-12-20 00:15:00	ES	Futures	3480.3	3480.3	3480.1	3480.3	301.0
2019-12-20 00:20:00	ES	Futures	3480.6	3480.9	3480.3	3480.3	232.0
2019-12-20 00:25:00	ES	Futures	3480.3	3480.6	3480.1	3480.1	632.0
2019-12-20 00:30:00	ES	Futures	3480.1	3480.3	3479.8	3479.8	454.0
2019-12-20 00:35:00	ES	Futures	3480.1	3480.3	3479.8	3480.1	292.0
2019-12-20 00:40:00	ES	Futures	3480.1	3480.1	3479.8	3479.8	180.0
2019-12-20 00:45:00	ES	Futures	3479.8	3480.6	3479.8	3480.3	441.0
2019-12-20 00:50:00	ES	Futures	3480.3	3480.9	3480.3	3480.6	754.0
2019-12-20 00:55:00	ES	Futures	3480.6	3480.9	3480.1	3480.1	504.0
2019-12-20 01:00:00	ES	Futures	3480.3	3480.6	3479.8	3480.1	664.0
2019-12-20 01:05:00	ES	Futures	3479.8	3480.1	3479.2	3479.5	791.0
2019-12-20 01:10:00	ES	Futures	3479.2	3479.8	3479.0	3479.2	528.0
2019-12-20 01:15:00	ES	Futures	3479.0	3479.2	3478.7	3479.0	390.0
2019-12-20 01:20:00	ES	Futures	3479.0	3479.2	3478.7	3478.7	265.0
2019-12-20 01:25:00	ES	Futures	3478.7	3479.2	3478.7	3479.0	406.0
2019-12-20 01:30:00	ES	Futures	3479.0	3479.2	3479.0	3479.0	94.0
2019-12-20 01:35:00	ES	Futures	3479.2	3479.8	3479.2	3479.5	541.0
2019-12-20 01:40:00	ES	Futures	3479.8	3479.8	3479.0	3479.0	302.0
2019-12-20 01:45:00	ES	Futures	3479.0	3479.5	3479.0	3479.2	309.0
2019-12-20 01:50:00	ES	Futures	3479.2	3479.2	3478.7	3478.7	462.0
2019-12-20 01:55:00	ES	Futures	3478.7	3479.2	3478.7	3478.7	281.0
2019-12-20 02:00:00	ES	Futures	3478.7	3479.0	3477.9	3478.2	998.0
2019-12-20 02:05:00	ES	Futures	3478.4	3478.7	3477.9	3478.4	623.0
2019-12-20 02:10:00	ES	Futures	3478.4	3479.5	3478.2	3479.2	1074.0
2019-12-20 02:15:00	ES	Futures	3479.2	3479.2	3478.4	3478.7	739.0
2019-12-20 02:20:00	ES	Futures	3478.7	3479.0	3478.4	3479.0	430.0
2019-12-20 02:25:00	ES	Futures	3479.0	3479.2	3478.7	3479.0	357.0
2019-12-20 02:30:00	ES	Futures	3479.0	3479.2	3478.2	3478.2	750.0
2019-12-20 02:35:00	ES	Futures	3478.4	3479.0	3478.4	3479.0	423.0
2019-12-20 02:40:00	ES	Futures	3479.0	3479.2	3478.7	3479.0	406.0
2019-12-20 02:45:00	ES	Futures	3478.7	3479.5	3478.7	3479.5	388.0
2019-12-20 02:50:00	ES	Futures	3479.5	3479.8	3479.2	3479.5	449.0
2019-12-20 02:55:00	ES	Futures	3479.5	3480.1	3479.5	3479.8	733.0
2019-12-20 03:00:00	ES	Futures	3480.1	3480.9	3479.5	3480.1	3236.0
2019-12-20 03:05:00	ES	Futures	3479.8	3480.1	3479.2	3479.2	1746.0
2019-12-20 03:10:00	ES	Futures	3479.2	3480.3	3479.2	3479.5	1145.0
2019-12-20 03:15:00	ES	Futures	3479.2	3479.5	3478.7	3479.0	1163.0
2019-12-20 03:20:00	ES	Futures	3479.0	3479.5	3478.7	3479.2	1187.0
2019-12-20 03:25:00	ES	Futures	3479.2	3479.5	3479.0	3479.2	1113.0
2019-12-20 03:30:00	ES	Futures	3479.2	3479.5	3479.0	3479.2	1390.0
2019-12-20 03:35:00	ES	Futures	3479.2	3481.1	3479.2	3480.9	1960.0
2019-12-20 03:40:00	ES	Futures	3480.9	3481.4	3480.1	3480.3	2628.0
2019-12-20 03:45:00	ES	Futures	3480.3	3480.9	3480.3	3480.9	1680.0
2019-12-20 03:50:00	ES	Futures	3480.9	3481.4	3480.6	3481.1	1724.0
2019-12-20 03:55:00	ES	Futures	3481.1	3481.4	3480.9	3480.9	1172.0
2019-12-20 04:00:00	ES	Futures	3480.9	3481.1	3479.5	3479.8	1647.0
2019-12-20 04:05:00	ES	Futures	3479.8	3480.6	3479.8	3480.6	1362.0

> showing 50 of 14,163 rows — these rows as CSV

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