PREVIEW / futures_5min / 2019-12-23

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-23.parquet
  size:    224 KB
  rows:    16,682

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
2019-12-23 00:00:00	ES	Futures	3499.0	3499.3	3499.0	3499.0	37.0
2019-12-23 00:05:00	ES	Futures	3499.0	3499.3	3499.0	3499.0	123.0
2019-12-23 00:10:00	ES	Futures	3499.0	3499.0	3498.8	3498.8	490.0
2019-12-23 00:15:00	ES	Futures	3498.8	3499.0	3498.8	3499.0	78.0
2019-12-23 00:20:00	ES	Futures	3499.0	3499.0	3498.5	3498.8	239.0
2019-12-23 00:25:00	ES	Futures	3498.5	3499.0	3498.5	3498.8	268.0
2019-12-23 00:30:00	ES	Futures	3498.5	3499.0	3498.5	3499.0	301.0
2019-12-23 00:35:00	ES	Futures	3499.0	3499.3	3498.8	3499.3	213.0
2019-12-23 00:40:00	ES	Futures	3499.3	3499.3	3499.0	3499.3	356.0
2019-12-23 00:45:00	ES	Futures	3499.3	3499.3	3498.8	3499.0	165.0
2019-12-23 00:50:00	ES	Futures	3499.0	3499.3	3498.8	3499.0	418.0
2019-12-23 00:55:00	ES	Futures	3499.0	3499.3	3498.8	3499.0	303.0
2019-12-23 01:00:00	ES	Futures	3499.0	3499.0	3498.5	3498.8	181.0
2019-12-23 01:05:00	ES	Futures	3498.8	3499.0	3498.5	3498.8	261.0
2019-12-23 01:10:00	ES	Futures	3498.8	3498.8	3498.2	3498.2	369.0
2019-12-23 01:15:00	ES	Futures	3498.2	3498.5	3497.9	3497.9	252.0
2019-12-23 01:20:00	ES	Futures	3497.9	3498.2	3497.7	3497.9	309.0
2019-12-23 01:25:00	ES	Futures	3497.9	3498.5	3497.9	3498.2	314.0
2019-12-23 01:30:00	ES	Futures	3498.2	3498.5	3497.9	3497.9	139.0
2019-12-23 01:35:00	ES	Futures	3497.9	3498.2	3497.7	3497.7	308.0
2019-12-23 01:40:00	ES	Futures	3497.7	3497.9	3497.4	3497.7	343.0
2019-12-23 01:45:00	ES	Futures	3497.7	3497.9	3497.4	3497.7	237.0
2019-12-23 01:50:00	ES	Futures	3497.7	3497.7	3497.1	3497.1	275.0
2019-12-23 01:55:00	ES	Futures	3497.4	3497.4	3497.1	3497.1	117.0
2019-12-23 02:00:00	ES	Futures	3497.4	3497.7	3497.1	3497.4	583.0
2019-12-23 02:05:00	ES	Futures	3497.7	3497.9	3497.4	3497.9	321.0
2019-12-23 02:10:00	ES	Futures	3497.9	3498.2	3497.9	3498.2	336.0
2019-12-23 02:15:00	ES	Futures	3498.2	3498.5	3497.7	3498.2	600.0
2019-12-23 02:20:00	ES	Futures	3498.2	3498.2	3497.9	3497.9	311.0
2019-12-23 02:25:00	ES	Futures	3497.9	3498.2	3497.7	3498.2	220.0
2019-12-23 02:30:00	ES	Futures	3498.2	3498.2	3497.7	3497.7	530.0
2019-12-23 02:35:00	ES	Futures	3497.4	3498.2	3497.4	3498.2	393.0
2019-12-23 02:40:00	ES	Futures	3498.2	3498.2	3497.9	3497.9	301.0
2019-12-23 02:45:00	ES	Futures	3497.9	3498.5	3497.4	3497.4	560.0
2019-12-23 02:50:00	ES	Futures	3497.4	3497.7	3497.1	3497.4	537.0
2019-12-23 02:55:00	ES	Futures	3497.7	3498.2	3497.4	3497.7	698.0
2019-12-23 03:00:00	ES	Futures	3497.9	3499.0	3497.4	3498.8	2070.0
2019-12-23 03:05:00	ES	Futures	3498.8	3498.8	3497.9	3497.9	1151.0
2019-12-23 03:10:00	ES	Futures	3497.7	3499.0	3497.7	3498.8	957.0
2019-12-23 03:15:00	ES	Futures	3498.5	3499.0	3498.2	3498.8	856.0
2019-12-23 03:20:00	ES	Futures	3498.8	3499.3	3498.5	3498.5	873.0
2019-12-23 03:25:00	ES	Futures	3498.5	3499.0	3498.2	3498.8	713.0
2019-12-23 03:30:00	ES	Futures	3498.8	3498.8	3498.5	3498.5	854.0
2019-12-23 03:35:00	ES	Futures	3498.8	3499.6	3498.5	3499.6	663.0
2019-12-23 03:40:00	ES	Futures	3499.3	3499.6	3499.0	3499.6	583.0
2019-12-23 03:45:00	ES	Futures	3499.6	3499.6	3498.8	3498.8	651.0
2019-12-23 03:50:00	ES	Futures	3498.8	3499.0	3498.5	3498.8	851.0
2019-12-23 03:55:00	ES	Futures	3498.8	3499.0	3498.5	3498.8	504.0
2019-12-23 04:00:00	ES	Futures	3498.5	3499.0	3498.2	3499.0	957.0
2019-12-23 04:05:00	ES	Futures	3499.0	3499.0	3498.8	3498.8	418.0

> showing 50 of 16,682 rows — these rows as CSV

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