PREVIEW / futures_5min / 2019-12-31

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-12-31.parquet
  size:    181 KB
  rows:    11,017

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
2019-12-31 00:00:00	ES	Futures	3498.2	3498.2	3497.7	3497.9	298.0
2019-12-31 00:05:00	ES	Futures	3497.7	3497.9	3497.4	3497.4	254.0
2019-12-31 00:10:00	ES	Futures	3497.4	3497.9	3497.4	3497.7	127.0
2019-12-31 00:15:00	ES	Futures	3497.9	3498.2	3497.7	3497.9	233.0
2019-12-31 00:20:00	ES	Futures	3497.9	3498.2	3497.7	3497.9	263.0
2019-12-31 00:25:00	ES	Futures	3497.9	3498.2	3497.9	3497.9	104.0
2019-12-31 00:30:00	ES	Futures	3497.9	3498.2	3497.9	3497.9	97.0
2019-12-31 00:35:00	ES	Futures	3497.9	3498.2	3497.9	3497.9	98.0
2019-12-31 00:40:00	ES	Futures	3498.2	3498.5	3497.9	3498.2	163.0
2019-12-31 00:45:00	ES	Futures	3497.9	3498.2	3497.9	3497.9	146.0
2019-12-31 00:50:00	ES	Futures	3498.2	3498.2	3497.9	3497.9	86.0
2019-12-31 00:55:00	ES	Futures	3497.9	3498.2	3497.7	3497.9	72.0
2019-12-31 01:00:00	ES	Futures	3498.2	3498.8	3498.2	3498.5	187.0
2019-12-31 01:05:00	ES	Futures	3498.2	3498.5	3498.2	3498.5	123.0
2019-12-31 01:10:00	ES	Futures	3498.2	3498.5	3498.2	3498.2	66.0
2019-12-31 01:15:00	ES	Futures	3498.2	3498.5	3498.2	3498.2	45.0
2019-12-31 01:20:00	ES	Futures	3498.2	3498.5	3498.2	3498.2	26.0
2019-12-31 01:25:00	ES	Futures	3498.2	3498.5	3498.2	3498.2	45.0
2019-12-31 01:30:00	ES	Futures	3498.5	3498.5	3498.2	3498.2	53.0
2019-12-31 01:35:00	ES	Futures	3498.2	3498.5	3498.2	3498.5	27.0
2019-12-31 01:40:00	ES	Futures	3498.2	3498.5	3498.2	3498.5	67.0
2019-12-31 01:45:00	ES	Futures	3498.5	3498.8	3498.5	3498.5	75.0
2019-12-31 01:50:00	ES	Futures	3498.2	3498.5	3498.2	3498.2	67.0
2019-12-31 01:55:00	ES	Futures	3498.5	3498.5	3498.2	3498.2	166.0
2019-12-31 02:00:00	ES	Futures	3498.2	3498.5	3498.2	3498.2	48.0
2019-12-31 02:05:00	ES	Futures	3498.2	3498.2	3497.7	3497.7	346.0
2019-12-31 02:10:00	ES	Futures	3497.7	3497.7	3496.6	3496.6	771.0
2019-12-31 02:15:00	ES	Futures	3496.9	3496.9	3496.6	3496.9	212.0
2019-12-31 02:20:00	ES	Futures	3496.6	3496.9	3495.2	3495.2	613.0
2019-12-31 02:25:00	ES	Futures	3495.2	3495.8	3495.2	3495.2	542.0
2019-12-31 02:30:00	ES	Futures	3495.5	3495.8	3495.2	3495.2	351.0
2019-12-31 02:35:00	ES	Futures	3495.5	3495.8	3495.2	3495.5	453.0
2019-12-31 02:40:00	ES	Futures	3495.5	3496.0	3495.2	3496.0	436.0
2019-12-31 02:45:00	ES	Futures	3496.3	3496.3	3495.8	3495.8	344.0
2019-12-31 02:50:00	ES	Futures	3495.8	3495.8	3495.2	3495.5	266.0
2019-12-31 02:55:00	ES	Futures	3495.5	3496.0	3495.5	3495.5	186.0
2019-12-31 03:00:00	ES	Futures	3495.8	3495.8	3494.1	3494.4	928.0
2019-12-31 03:05:00	ES	Futures	3494.7	3495.0	3493.6	3494.1	1092.0
2019-12-31 03:10:00	ES	Futures	3494.4	3494.7	3494.1	3494.4	550.0
2019-12-31 03:15:00	ES	Futures	3494.1	3495.0	3494.1	3494.7	426.0
2019-12-31 03:20:00	ES	Futures	3495.0	3495.5	3494.7	3495.2	417.0
2019-12-31 03:25:00	ES	Futures	3495.5	3496.0	3495.2	3495.8	293.0
2019-12-31 03:30:00	ES	Futures	3495.8	3496.3	3495.5	3496.3	625.0
2019-12-31 03:35:00	ES	Futures	3496.0	3496.6	3496.0	3496.6	154.0
2019-12-31 03:40:00	ES	Futures	3496.6	3496.9	3496.0	3496.6	330.0
2019-12-31 03:45:00	ES	Futures	3496.3	3496.6	3496.3	3496.6	129.0
2019-12-31 03:50:00	ES	Futures	3496.6	3497.4	3496.3	3497.1	317.0
2019-12-31 03:55:00	ES	Futures	3497.1	3497.1	3496.6	3496.9	216.0
2019-12-31 04:00:00	ES	Futures	3496.9	3497.4	3496.6	3496.9	407.0
2019-12-31 04:05:00	ES	Futures	3496.9	3497.1	3496.6	3496.9	198.0

> showing 50 of 11,017 rows — these rows as CSV

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