PREVIEW / futures_5min / 2019-12-24

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-24.parquet
  size:    131 KB
  rows:    8,590

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
2019-12-24 00:00:00	ES	Futures	3498.8	3498.8	3498.5	3498.8	73.0
2019-12-24 00:05:00	ES	Futures	3498.8	3499.0	3498.8	3499.0	148.0
2019-12-24 00:10:00	ES	Futures	3499.0	3499.0	3498.8	3499.0	175.0
2019-12-24 00:15:00	ES	Futures	3499.0	3499.0	3498.8	3499.0	53.0
2019-12-24 00:20:00	ES	Futures	3498.8	3499.0	3498.8	3499.0	56.0
2019-12-24 00:25:00	ES	Futures	3499.0	3499.0	3498.8	3499.0	67.0
2019-12-24 00:30:00	ES	Futures	3499.0	3499.0	3498.8	3498.8	196.0
2019-12-24 00:35:00	ES	Futures	3498.8	3499.0	3498.5	3499.0	184.0
2019-12-24 00:40:00	ES	Futures	3499.0	3499.0	3498.8	3498.8	79.0
2019-12-24 00:45:00	ES	Futures	3499.0	3499.3	3498.8	3499.0	98.0
2019-12-24 00:50:00	ES	Futures	3499.0	3499.3	3498.8	3499.0	303.0
2019-12-24 00:55:00	ES	Futures	3499.0	3499.6	3499.0	3499.6	421.0
2019-12-24 01:00:00	ES	Futures	3499.6	3499.8	3499.0	3499.0	381.0
2019-12-24 01:05:00	ES	Futures	3499.0	3499.3	3499.0	3499.0	97.0
2019-12-24 01:10:00	ES	Futures	3499.3	3499.6	3499.0	3499.3	282.0
2019-12-24 01:15:00	ES	Futures	3499.3	3499.6	3499.0	3499.6	55.0
2019-12-24 01:20:00	ES	Futures	3499.3	3499.6	3499.3	3499.6	41.0
2019-12-24 01:25:00	ES	Futures	3499.3	3499.6	3499.3	3499.3	26.0
2019-12-24 01:30:00	ES	Futures	3499.3	3499.6	3499.0	3499.3	107.0
2019-12-24 01:35:00	ES	Futures	3499.3	3499.6	3499.0	3499.6	315.0
2019-12-24 01:40:00	ES	Futures	3499.6	3499.6	3499.0	3499.3	94.0
2019-12-24 01:45:00	ES	Futures	3499.3	3499.3	3499.0	3499.0	226.0
2019-12-24 01:50:00	ES	Futures	3499.3	3499.6	3499.0	3499.6	192.0
2019-12-24 01:55:00	ES	Futures	3499.6	3499.6	3499.0	3499.3	243.0
2019-12-24 02:00:00	ES	Futures	3499.3	3499.6	3499.0	3499.3	200.0
2019-12-24 02:05:00	ES	Futures	3499.3	3499.6	3499.0	3499.3	143.0
2019-12-24 02:10:00	ES	Futures	3499.3	3499.3	3499.0	3499.3	67.0
2019-12-24 02:15:00	ES	Futures	3499.3	3499.3	3499.0	3499.0	248.0
2019-12-24 02:20:00	ES	Futures	3499.0	3499.6	3499.0	3499.3	112.0
2019-12-24 02:25:00	ES	Futures	3499.0	3499.3	3499.0	3499.3	144.0
2019-12-24 02:30:00	ES	Futures	3499.3	3499.3	3499.0	3499.3	177.0
2019-12-24 02:35:00	ES	Futures	3499.3	3499.6	3499.3	3499.6	77.0
2019-12-24 02:40:00	ES	Futures	3499.6	3499.8	3499.3	3499.8	174.0
2019-12-24 02:45:00	ES	Futures	3499.6	3500.1	3499.6	3499.8	90.0
2019-12-24 02:50:00	ES	Futures	3499.8	3499.8	3499.6	3499.8	83.0
2019-12-24 02:55:00	ES	Futures	3499.6	3500.1	3499.6	3500.1	119.0
2019-12-24 03:00:00	ES	Futures	3500.1	3500.1	3499.3	3499.6	324.0
2019-12-24 03:05:00	ES	Futures	3499.3	3499.6	3498.8	3498.8	257.0
2019-12-24 03:10:00	ES	Futures	3498.8	3499.0	3498.8	3498.8	180.0
2019-12-24 03:15:00	ES	Futures	3498.8	3499.0	3498.2	3498.5	363.0
2019-12-24 03:20:00	ES	Futures	3498.8	3499.0	3498.5	3498.8	253.0
2019-12-24 03:25:00	ES	Futures	3498.8	3499.0	3498.8	3498.8	107.0
2019-12-24 03:30:00	ES	Futures	3499.0	3499.3	3498.8	3499.0	214.0
2019-12-24 03:35:00	ES	Futures	3499.0	3499.0	3498.8	3498.8	73.0
2019-12-24 03:40:00	ES	Futures	3498.8	3499.3	3498.8	3499.3	267.0
2019-12-24 03:45:00	ES	Futures	3499.3	3499.3	3499.0	3499.3	178.0
2019-12-24 03:50:00	ES	Futures	3499.6	3499.6	3499.3	3499.6	83.0
2019-12-24 03:55:00	ES	Futures	3499.6	3499.6	3499.3	3499.6	210.0
2019-12-24 04:00:00	ES	Futures	3499.6	3499.8	3499.3	3499.8	275.0
2019-12-24 04:05:00	ES	Futures	3499.8	3499.8	3499.3	3499.8	118.0

> showing 50 of 8,590 rows — these rows as CSV

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