PREVIEW / futures_5min / 2019-12-29

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-29.parquet
  size:    58 KB
  rows:    3,312

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
2019-12-29 18:00:00	ES	Futures	3510.1	3512.0	3509.9	3511.2	2564.0
2019-12-29 18:05:00	ES	Futures	3511.5	3512.0	3510.9	3511.5	747.0
2019-12-29 18:10:00	ES	Futures	3511.8	3511.8	3511.2	3511.5	791.0
2019-12-29 18:15:00	ES	Futures	3511.8	3512.6	3511.5	3512.3	509.0
2019-12-29 18:20:00	ES	Futures	3512.3	3513.4	3512.3	3513.1	611.0
2019-12-29 18:25:00	ES	Futures	3513.1	3513.1	3512.6	3512.6	387.0
2019-12-29 18:30:00	ES	Futures	3512.8	3512.8	3512.3	3512.8	533.0
2019-12-29 18:35:00	ES	Futures	3512.6	3513.1	3512.3	3512.8	282.0
2019-12-29 18:40:00	ES	Futures	3512.8	3512.8	3512.6	3512.8	312.0
2019-12-29 18:45:00	ES	Futures	3513.1	3513.4	3512.6	3513.1	392.0
2019-12-29 18:50:00	ES	Futures	3513.1	3513.7	3513.1	3513.7	283.0
2019-12-29 18:55:00	ES	Futures	3513.7	3513.7	3512.8	3512.8	360.0
2019-12-29 19:00:00	ES	Futures	3513.1	3514.2	3512.3	3514.2	1865.0
2019-12-29 19:05:00	ES	Futures	3514.2	3514.2	3511.8	3512.0	1760.0
2019-12-29 19:10:00	ES	Futures	3512.3	3513.4	3511.5	3513.4	890.0
2019-12-29 19:15:00	ES	Futures	3513.7	3513.7	3512.8	3513.4	595.0
2019-12-29 19:20:00	ES	Futures	3513.4	3514.5	3513.4	3513.9	1050.0
2019-12-29 19:25:00	ES	Futures	3513.9	3514.5	3513.4	3514.2	762.0
2019-12-29 19:30:00	ES	Futures	3514.2	3514.5	3512.8	3513.4	523.0
2019-12-29 19:35:00	ES	Futures	3513.4	3513.4	3512.0	3512.8	876.0
2019-12-29 19:40:00	ES	Futures	3512.8	3513.9	3512.6	3513.9	518.0
2019-12-29 19:45:00	ES	Futures	3513.9	3513.9	3512.6	3513.1	1310.0
2019-12-29 19:50:00	ES	Futures	3513.1	3513.4	3512.8	3512.8	810.0
2019-12-29 19:55:00	ES	Futures	3513.1	3513.4	3512.6	3513.4	390.0
2019-12-29 20:00:00	ES	Futures	3513.4	3513.7	3512.8	3513.7	520.0
2019-12-29 20:05:00	ES	Futures	3513.7	3514.2	3513.4	3513.9	240.0
2019-12-29 20:10:00	ES	Futures	3513.9	3514.2	3513.7	3513.7	257.0
2019-12-29 20:15:00	ES	Futures	3513.9	3514.2	3513.4	3513.9	549.0
2019-12-29 20:20:00	ES	Futures	3513.9	3514.5	3513.7	3513.7	380.0
2019-12-29 20:25:00	ES	Futures	3513.7	3513.9	3513.7	3513.9	281.0
2019-12-29 20:30:00	ES	Futures	3513.9	3514.5	3513.7	3514.2	388.0
2019-12-29 20:35:00	ES	Futures	3513.9	3514.5	3513.9	3513.9	407.0
2019-12-29 20:40:00	ES	Futures	3513.9	3515.0	3513.7	3514.7	741.0
2019-12-29 20:45:00	ES	Futures	3514.7	3515.3	3514.5	3515.0	473.0
2019-12-29 20:50:00	ES	Futures	3515.3	3515.6	3515.0	3515.3	457.0
2019-12-29 20:55:00	ES	Futures	3515.0	3515.8	3515.0	3515.6	383.0
2019-12-29 21:00:00	ES	Futures	3515.6	3515.8	3515.0	3515.0	498.0
2019-12-29 21:05:00	ES	Futures	3515.3	3515.6	3515.0	3515.3	101.0
2019-12-29 21:10:00	ES	Futures	3515.3	3515.8	3515.0	3515.6	483.0
2019-12-29 21:15:00	ES	Futures	3515.3	3515.6	3515.0	3515.0	317.0
2019-12-29 21:20:00	ES	Futures	3515.3	3515.6	3515.0	3515.0	223.0
2019-12-29 21:25:00	ES	Futures	3515.3	3515.6	3514.7	3515.6	316.0
2019-12-29 21:30:00	ES	Futures	3515.6	3515.6	3515.0	3515.3	254.0
2019-12-29 21:35:00	ES	Futures	3515.3	3515.6	3515.0	3515.3	349.0
2019-12-29 21:40:00	ES	Futures	3515.3	3515.6	3515.3	3515.3	187.0
2019-12-29 21:45:00	ES	Futures	3515.6	3515.6	3514.7	3515.0	360.0
2019-12-29 21:50:00	ES	Futures	3515.0	3515.6	3515.0	3515.3	507.0
2019-12-29 21:55:00	ES	Futures	3515.3	3515.6	3515.0	3515.3	210.0
2019-12-29 22:00:00	ES	Futures	3515.6	3516.1	3515.3	3515.8	343.0
2019-12-29 22:05:00	ES	Futures	3515.8	3515.8	3515.6	3515.8	277.0

> showing 50 of 3,312 rows — these rows as CSV

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