PREVIEW / futures_5min / 2019-12-26

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-26.parquet
  size:    176 KB
  rows:    12,378

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
2019-12-26 00:00:00	ES	Futures	3500.9	3501.2	3500.7	3500.9	117.0
2019-12-26 00:05:00	ES	Futures	3500.9	3500.9	3500.7	3500.9	31.0
2019-12-26 00:10:00	ES	Futures	3501.2	3501.2	3500.9	3500.9	117.0
2019-12-26 00:15:00	ES	Futures	3501.2	3501.5	3500.9	3501.2	161.0
2019-12-26 00:20:00	ES	Futures	3501.2	3501.5	3501.2	3501.5	84.0
2019-12-26 00:25:00	ES	Futures	3501.2	3501.5	3501.2	3501.5	14.0
2019-12-26 00:30:00	ES	Futures	3501.2	3501.5	3500.9	3501.2	37.0
2019-12-26 00:35:00	ES	Futures	3501.2	3501.2	3500.9	3501.2	19.0
2019-12-26 00:40:00	ES	Futures	3501.2	3501.2	3501.2	3501.2	101.0
2019-12-26 00:45:00	ES	Futures	3501.2	3501.2	3500.9	3500.9	95.0
2019-12-26 00:50:00	ES	Futures	3501.2	3501.2	3500.9	3501.2	212.0
2019-12-26 00:55:00	ES	Futures	3500.9	3501.2	3500.9	3501.2	6.0
2019-12-26 01:00:00	ES	Futures	3501.2	3501.2	3500.9	3500.9	142.0
2019-12-26 01:05:00	ES	Futures	3501.2	3501.5	3500.9	3501.5	111.0
2019-12-26 01:10:00	ES	Futures	3501.5	3501.5	3501.2	3501.2	9.0
2019-12-26 01:15:00	ES	Futures	3501.2	3501.2	3500.9	3500.9	143.0
2019-12-26 01:20:00	ES	Futures	3500.9	3500.9	3500.7	3500.9	159.0
2019-12-26 01:25:00	ES	Futures	3500.9	3500.9	3500.9	3500.9	3.0
2019-12-26 01:30:00	ES	Futures	3500.9	3501.2	3500.9	3500.9	11.0
2019-12-26 01:35:00	ES	Futures	3501.2	3501.2	3500.9	3501.2	6.0
2019-12-26 01:40:00	ES	Futures	3500.9	3500.9	3500.9	3500.9	20.0
2019-12-26 01:45:00	ES	Futures	3501.2	3501.2	3500.9	3501.2	19.0
2019-12-26 01:50:00	ES	Futures	3500.9	3501.2	3500.9	3501.2	54.0
2019-12-26 01:55:00	ES	Futures	3500.9	3501.2	3500.9	3501.2	68.0
2019-12-26 02:00:00	ES	Futures	3501.2	3501.7	3501.2	3501.7	237.0
2019-12-26 02:05:00	ES	Futures	3501.5	3501.7	3501.2	3501.7	250.0
2019-12-26 02:10:00	ES	Futures	3501.7	3502.0	3501.5	3502.0	456.0
2019-12-26 02:15:00	ES	Futures	3502.0	3502.3	3502.0	3502.0	345.0
2019-12-26 02:20:00	ES	Futures	3502.0	3502.0	3501.7	3501.7	275.0
2019-12-26 02:25:00	ES	Futures	3501.7	3502.0	3501.7	3501.7	151.0
2019-12-26 02:30:00	ES	Futures	3502.0	3502.0	3501.7	3501.7	140.0
2019-12-26 02:35:00	ES	Futures	3501.7	3501.7	3501.5	3501.5	221.0
2019-12-26 02:40:00	ES	Futures	3501.5	3501.7	3501.5	3501.5	49.0
2019-12-26 02:45:00	ES	Futures	3501.7	3502.0	3501.7	3501.7	42.0
2019-12-26 02:50:00	ES	Futures	3502.0	3502.5	3501.7	3502.3	308.0
2019-12-26 02:55:00	ES	Futures	3502.0	3502.3	3501.7	3501.7	145.0
2019-12-26 03:00:00	ES	Futures	3502.0	3502.0	3501.7	3502.0	144.0
2019-12-26 03:05:00	ES	Futures	3501.7	3502.0	3501.5	3501.7	175.0
2019-12-26 03:10:00	ES	Futures	3501.5	3501.7	3500.7	3500.9	404.0
2019-12-26 03:15:00	ES	Futures	3500.9	3500.9	3500.7	3500.9	285.0
2019-12-26 03:20:00	ES	Futures	3500.9	3500.9	3500.4	3500.7	346.0
2019-12-26 03:25:00	ES	Futures	3500.7	3500.9	3500.4	3500.4	180.0
2019-12-26 03:30:00	ES	Futures	3500.4	3500.7	3500.4	3500.7	164.0
2019-12-26 03:35:00	ES	Futures	3500.7	3500.9	3500.4	3500.4	152.0
2019-12-26 03:40:00	ES	Futures	3500.7	3500.9	3500.4	3500.7	226.0
2019-12-26 03:45:00	ES	Futures	3500.7	3500.9	3500.7	3500.7	51.0
2019-12-26 03:50:00	ES	Futures	3500.7	3501.2	3500.7	3500.9	255.0
2019-12-26 03:55:00	ES	Futures	3500.9	3501.2	3500.9	3501.2	157.0
2019-12-26 04:00:00	ES	Futures	3501.2	3501.5	3500.9	3501.5	90.0
2019-12-26 04:05:00	ES	Futures	3501.5	3501.7	3501.5	3501.7	83.0

> showing 50 of 12,378 rows — these rows as CSV

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