PREVIEW / futures_5min / 2019-12-25

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-25.parquet
  size:    41 KB
  rows:    2,433

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
2019-12-25 18:00:00	ES	Futures	3498.5	3499.0	3498.2	3498.5	1118.0
2019-12-25 18:05:00	ES	Futures	3498.5	3498.8	3497.9	3498.5	440.0
2019-12-25 18:10:00	ES	Futures	3498.5	3499.0	3498.5	3498.8	138.0
2019-12-25 18:15:00	ES	Futures	3499.0	3499.3	3498.5	3498.8	250.0
2019-12-25 18:20:00	ES	Futures	3498.8	3499.0	3498.5	3499.0	170.0
2019-12-25 18:25:00	ES	Futures	3499.0	3499.3	3498.5	3499.0	229.0
2019-12-25 18:30:00	ES	Futures	3499.3	3499.3	3498.5	3498.8	318.0
2019-12-25 18:35:00	ES	Futures	3498.5	3499.0	3498.5	3499.0	343.0
2019-12-25 18:40:00	ES	Futures	3499.0	3499.3	3498.5	3498.8	441.0
2019-12-25 18:45:00	ES	Futures	3498.8	3499.0	3498.8	3499.0	94.0
2019-12-25 18:50:00	ES	Futures	3498.8	3498.8	3498.2	3498.2	121.0
2019-12-25 18:55:00	ES	Futures	3498.5	3498.5	3498.2	3498.5	93.0
2019-12-25 19:00:00	ES	Futures	3498.2	3499.3	3498.2	3499.3	831.0
2019-12-25 19:05:00	ES	Futures	3499.3	3500.7	3499.3	3500.1	1205.0
2019-12-25 19:10:00	ES	Futures	3499.8	3500.7	3499.8	3500.4	578.0
2019-12-25 19:15:00	ES	Futures	3500.4	3501.5	3500.4	3500.7	708.0
2019-12-25 19:20:00	ES	Futures	3500.9	3500.9	3500.4	3500.7	371.0
2019-12-25 19:25:00	ES	Futures	3500.7	3501.7	3500.4	3500.7	734.0
2019-12-25 19:30:00	ES	Futures	3500.7	3501.2	3500.4	3500.9	186.0
2019-12-25 19:35:00	ES	Futures	3500.9	3501.7	3500.9	3501.5	483.0
2019-12-25 19:40:00	ES	Futures	3501.2	3501.5	3500.9	3501.5	420.0
2019-12-25 19:45:00	ES	Futures	3501.5	3501.7	3500.9	3501.2	309.0
2019-12-25 19:50:00	ES	Futures	3501.5	3502.0	3500.9	3502.0	337.0
2019-12-25 19:55:00	ES	Futures	3502.0	3502.3	3500.9	3501.5	442.0
2019-12-25 20:00:00	ES	Futures	3501.2	3501.7	3500.9	3500.9	234.0
2019-12-25 20:05:00	ES	Futures	3500.9	3501.2	3500.9	3500.9	302.0
2019-12-25 20:10:00	ES	Futures	3501.2	3501.5	3500.9	3501.5	184.0
2019-12-25 20:15:00	ES	Futures	3501.5	3501.5	3500.9	3500.9	263.0
2019-12-25 20:20:00	ES	Futures	3501.2	3501.2	3500.9	3501.2	212.0
2019-12-25 20:25:00	ES	Futures	3501.2	3501.2	3500.9	3501.2	277.0
2019-12-25 20:30:00	ES	Futures	3501.2	3501.2	3500.9	3500.9	34.0
2019-12-25 20:35:00	ES	Futures	3500.9	3501.2	3500.9	3500.9	38.0
2019-12-25 20:40:00	ES	Futures	3501.2	3501.2	3500.7	3500.9	176.0
2019-12-25 20:45:00	ES	Futures	3500.7	3500.9	3500.4	3500.7	169.0
2019-12-25 20:50:00	ES	Futures	3500.7	3500.9	3500.7	3500.7	93.0
2019-12-25 20:55:00	ES	Futures	3500.9	3500.9	3500.7	3500.7	96.0
2019-12-25 21:00:00	ES	Futures	3500.7	3501.2	3500.7	3500.9	176.0
2019-12-25 21:05:00	ES	Futures	3500.9	3501.2	3500.9	3500.9	178.0
2019-12-25 21:10:00	ES	Futures	3500.9	3501.5	3500.9	3501.5	165.0
2019-12-25 21:15:00	ES	Futures	3501.5	3501.5	3501.2	3501.2	104.0
2019-12-25 21:20:00	ES	Futures	3501.2	3501.2	3500.9	3500.9	24.0
2019-12-25 21:25:00	ES	Futures	3500.9	3501.2	3500.7	3500.9	188.0
2019-12-25 21:30:00	ES	Futures	3501.2	3501.2	3500.9	3500.9	195.0
2019-12-25 21:35:00	ES	Futures	3500.9	3501.2	3500.7	3501.2	125.0
2019-12-25 21:40:00	ES	Futures	3501.2	3501.2	3500.9	3501.2	7.0
2019-12-25 21:45:00	ES	Futures	3501.2	3501.2	3500.9	3501.2	84.0
2019-12-25 21:50:00	ES	Futures	3501.2	3501.5	3501.2	3501.5	45.0
2019-12-25 21:55:00	ES	Futures	3501.2	3501.7	3501.2	3501.7	206.0
2019-12-25 22:00:00	ES	Futures	3501.7	3501.7	3500.9	3501.2	435.0
2019-12-25 22:05:00	ES	Futures	3500.9	3501.5	3500.9	3501.2	202.0

> showing 50 of 2,433 rows — these rows as CSV

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