PREVIEW / futures_5min / 2019-12-22

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-22.parquet
  size:    50 KB
  rows:    3,246

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
2019-12-22 18:00:00	ES	Futures	3497.9	3498.8	3495.5	3498.5	2319.0
2019-12-22 18:05:00	ES	Futures	3498.5	3498.5	3497.4	3497.4	564.0
2019-12-22 18:10:00	ES	Futures	3497.7	3497.9	3497.4	3497.7	325.0
2019-12-22 18:15:00	ES	Futures	3497.7	3498.2	3497.1	3497.9	659.0
2019-12-22 18:20:00	ES	Futures	3497.9	3498.8	3497.9	3498.5	344.0
2019-12-22 18:25:00	ES	Futures	3498.8	3499.3	3498.5	3499.3	520.0
2019-12-22 18:30:00	ES	Futures	3499.3	3499.3	3498.5	3498.8	592.0
2019-12-22 18:35:00	ES	Futures	3499.0	3500.1	3498.8	3499.6	1122.0
2019-12-22 18:40:00	ES	Futures	3499.8	3499.8	3498.8	3499.0	875.0
2019-12-22 18:45:00	ES	Futures	3499.3	3499.8	3498.8	3499.8	749.0
2019-12-22 18:50:00	ES	Futures	3499.8	3500.1	3499.3	3499.3	544.0
2019-12-22 18:55:00	ES	Futures	3499.6	3499.6	3499.0	3499.3	369.0
2019-12-22 19:00:00	ES	Futures	3499.3	3499.6	3498.5	3499.0	1029.0
2019-12-22 19:05:00	ES	Futures	3499.3	3499.6	3498.8	3499.0	515.0
2019-12-22 19:10:00	ES	Futures	3498.8	3499.0	3497.9	3498.5	675.0
2019-12-22 19:15:00	ES	Futures	3498.5	3499.0	3498.5	3498.5	500.0
2019-12-22 19:20:00	ES	Futures	3498.8	3499.0	3498.5	3498.5	260.0
2019-12-22 19:25:00	ES	Futures	3498.2	3498.8	3498.2	3498.5	431.0
2019-12-22 19:30:00	ES	Futures	3498.5	3498.8	3498.2	3498.2	268.0
2019-12-22 19:35:00	ES	Futures	3498.2	3498.5	3497.9	3498.2	311.0
2019-12-22 19:40:00	ES	Futures	3498.2	3498.2	3497.4	3497.9	538.0
2019-12-22 19:45:00	ES	Futures	3497.7	3498.2	3497.7	3497.9	184.0
2019-12-22 19:50:00	ES	Futures	3497.9	3498.2	3497.9	3497.9	162.0
2019-12-22 19:55:00	ES	Futures	3497.9	3498.8	3497.9	3498.5	523.0
2019-12-22 20:00:00	ES	Futures	3498.5	3499.3	3498.2	3499.0	597.0
2019-12-22 20:05:00	ES	Futures	3498.8	3499.6	3498.8	3499.6	443.0
2019-12-22 20:10:00	ES	Futures	3499.6	3499.8	3499.3	3499.6	388.0
2019-12-22 20:15:00	ES	Futures	3499.6	3499.8	3499.3	3499.6	480.0
2019-12-22 20:20:00	ES	Futures	3499.6	3499.6	3498.8	3498.8	324.0
2019-12-22 20:25:00	ES	Futures	3499.0	3499.3	3498.5	3499.0	328.0
2019-12-22 20:30:00	ES	Futures	3499.0	3499.3	3498.2	3498.5	567.0
2019-12-22 20:35:00	ES	Futures	3498.2	3499.0	3498.2	3498.2	351.0
2019-12-22 20:40:00	ES	Futures	3498.2	3499.0	3498.2	3499.0	503.0
2019-12-22 20:45:00	ES	Futures	3499.0	3499.3	3498.5	3498.8	486.0
2019-12-22 20:50:00	ES	Futures	3498.8	3499.0	3498.8	3499.0	445.0
2019-12-22 20:55:00	ES	Futures	3499.0	3499.6	3499.0	3499.6	383.0
2019-12-22 21:00:00	ES	Futures	3499.3	3499.8	3499.3	3499.3	400.0
2019-12-22 21:05:00	ES	Futures	3499.3	3499.6	3499.0	3499.6	246.0
2019-12-22 21:10:00	ES	Futures	3499.6	3499.8	3499.3	3499.6	259.0
2019-12-22 21:15:00	ES	Futures	3499.6	3499.6	3499.0	3499.3	246.0
2019-12-22 21:20:00	ES	Futures	3499.3	3499.6	3499.0	3499.0	212.0
2019-12-22 21:25:00	ES	Futures	3499.0	3499.6	3499.0	3499.3	318.0
2019-12-22 21:30:00	ES	Futures	3499.3	3499.3	3499.0	3499.0	171.0
2019-12-22 21:35:00	ES	Futures	3499.0	3499.6	3499.0	3499.3	141.0
2019-12-22 21:40:00	ES	Futures	3499.3	3499.3	3499.0	3499.0	192.0
2019-12-22 21:45:00	ES	Futures	3499.0	3499.0	3498.5	3498.8	378.0
2019-12-22 21:50:00	ES	Futures	3498.8	3499.3	3498.8	3499.0	293.0
2019-12-22 21:55:00	ES	Futures	3499.0	3499.0	3498.5	3498.5	574.0
2019-12-22 22:00:00	ES	Futures	3498.5	3498.8	3498.2	3498.5	191.0
2019-12-22 22:05:00	ES	Futures	3498.8	3498.8	3498.5	3498.5	291.0

> showing 50 of 3,246 rows — these rows as CSV

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