PREVIEW / futures_5min / 2019-12-27

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-27.parquet
  size:    212 KB
  rows:    14,093

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
2019-12-27 00:00:00	ES	Futures	3521.8	3522.1	3521.8	3522.1	173.0
2019-12-27 00:05:00	ES	Futures	3522.1	3522.3	3521.8	3521.8	280.0
2019-12-27 00:10:00	ES	Futures	3521.8	3522.1	3521.5	3521.5	291.0
2019-12-27 00:15:00	ES	Futures	3521.8	3521.8	3521.2	3521.5	512.0
2019-12-27 00:20:00	ES	Futures	3521.5	3521.8	3521.2	3521.5	110.0
2019-12-27 00:25:00	ES	Futures	3521.8	3521.8	3521.2	3521.5	340.0
2019-12-27 00:30:00	ES	Futures	3521.5	3521.8	3521.0	3521.2	284.0
2019-12-27 00:35:00	ES	Futures	3521.0	3521.5	3520.7	3521.0	611.0
2019-12-27 00:40:00	ES	Futures	3521.0	3521.2	3520.7	3521.2	427.0
2019-12-27 00:45:00	ES	Futures	3521.0	3521.2	3520.7	3521.0	244.0
2019-12-27 00:50:00	ES	Futures	3521.0	3521.2	3520.7	3521.0	180.0
2019-12-27 00:55:00	ES	Futures	3521.0	3521.5	3521.0	3521.2	324.0
2019-12-27 01:00:00	ES	Futures	3521.5	3521.8	3521.0	3521.2	494.0
2019-12-27 01:05:00	ES	Futures	3521.2	3521.2	3520.4	3520.7	370.0
2019-12-27 01:10:00	ES	Futures	3520.7	3521.2	3520.7	3521.0	260.0
2019-12-27 01:15:00	ES	Futures	3521.0	3521.0	3520.7	3521.0	196.0
2019-12-27 01:20:00	ES	Futures	3521.2	3521.5	3521.0	3521.5	148.0
2019-12-27 01:25:00	ES	Futures	3521.5	3521.5	3521.2	3521.2	314.0
2019-12-27 01:30:00	ES	Futures	3521.2	3521.8	3521.0	3521.5	313.0
2019-12-27 01:35:00	ES	Futures	3521.5	3521.5	3521.2	3521.2	86.0
2019-12-27 01:40:00	ES	Futures	3521.2	3521.5	3520.7	3521.2	459.0
2019-12-27 01:45:00	ES	Futures	3521.0	3521.2	3520.7	3520.7	342.0
2019-12-27 01:50:00	ES	Futures	3520.7	3521.2	3520.7	3521.0	309.0
2019-12-27 01:55:00	ES	Futures	3521.0	3521.2	3520.7	3521.0	229.0
2019-12-27 02:00:00	ES	Futures	3521.0	3521.5	3520.7	3520.7	715.0
2019-12-27 02:05:00	ES	Futures	3520.7	3521.5	3520.4	3521.2	821.0
2019-12-27 02:10:00	ES	Futures	3521.2	3521.5	3521.0	3521.2	726.0
2019-12-27 02:15:00	ES	Futures	3521.2	3521.5	3521.0	3521.2	626.0
2019-12-27 02:20:00	ES	Futures	3521.2	3521.5	3521.0	3521.2	291.0
2019-12-27 02:25:00	ES	Futures	3521.5	3521.8	3521.2	3521.8	532.0
2019-12-27 02:30:00	ES	Futures	3521.8	3521.8	3521.5	3521.8	451.0
2019-12-27 02:35:00	ES	Futures	3521.8	3522.1	3521.5	3521.8	576.0
2019-12-27 02:40:00	ES	Futures	3521.8	3522.1	3521.2	3521.8	472.0
2019-12-27 02:45:00	ES	Futures	3521.8	3521.8	3521.2	3521.2	1011.0
2019-12-27 02:50:00	ES	Futures	3521.2	3521.8	3521.2	3521.5	391.0
2019-12-27 02:55:00	ES	Futures	3521.2	3522.1	3521.2	3521.5	625.0
2019-12-27 03:00:00	ES	Futures	3521.2	3522.6	3521.2	3521.8	3762.0
2019-12-27 03:05:00	ES	Futures	3521.8	3522.6	3521.5	3522.1	2184.0
2019-12-27 03:10:00	ES	Futures	3522.3	3522.9	3521.8	3522.3	1543.0
2019-12-27 03:15:00	ES	Futures	3522.6	3522.9	3522.1	3522.3	1420.0
2019-12-27 03:20:00	ES	Futures	3522.3	3522.9	3522.1	3522.3	1189.0
2019-12-27 03:25:00	ES	Futures	3522.6	3522.9	3522.1	3522.6	1404.0
2019-12-27 03:30:00	ES	Futures	3522.6	3522.6	3521.8	3522.6	1851.0
2019-12-27 03:35:00	ES	Futures	3522.3	3522.9	3521.5	3522.3	1627.0
2019-12-27 03:40:00	ES	Futures	3522.3	3523.4	3522.3	3522.6	1747.0
2019-12-27 03:45:00	ES	Futures	3522.9	3523.7	3522.6	3523.4	1058.0
2019-12-27 03:50:00	ES	Futures	3523.4	3525.0	3523.1	3524.5	2471.0
2019-12-27 03:55:00	ES	Futures	3524.5	3524.5	3522.1	3522.3	3203.0
2019-12-27 04:00:00	ES	Futures	3522.6	3522.6	3522.3	3522.6	966.0
2019-12-27 04:05:00	ES	Futures	3522.6	3522.6	3520.7	3521.8	1756.0

> showing 50 of 14,093 rows — these rows as CSV

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