PREVIEW / futures_5min / 2019-06-21

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-21.parquet
  size:    250 KB
  rows:    14,425

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
2019-06-21 00:00:00	ES	Futures	3196.49	3197.03	3196.49	3196.49	583.0
2019-06-21 00:05:00	ES	Futures	3196.49	3196.49	3195.67	3196.21	479.0
2019-06-21 00:10:00	ES	Futures	3196.21	3196.76	3196.21	3196.49	263.0
2019-06-21 00:15:00	ES	Futures	3196.21	3196.49	3195.67	3196.21	295.0
2019-06-21 00:20:00	ES	Futures	3196.21	3197.03	3195.94	3196.21	718.0
2019-06-21 00:25:00	ES	Futures	3196.21	3196.49	3195.94	3196.21	267.0
2019-06-21 00:30:00	ES	Futures	3196.21	3196.49	3195.13	3195.67	1020.0
2019-06-21 00:35:00	ES	Futures	3195.67	3195.67	3194.86	3195.67	811.0
2019-06-21 00:40:00	ES	Futures	3195.4	3196.21	3195.4	3195.94	690.0
2019-06-21 00:45:00	ES	Futures	3195.67	3196.21	3195.67	3195.94	370.0
2019-06-21 00:50:00	ES	Futures	3195.94	3196.21	3195.13	3195.13	526.0
2019-06-21 00:55:00	ES	Futures	3195.4	3195.4	3194.05	3194.59	1360.0
2019-06-21 01:00:00	ES	Futures	3194.86	3194.86	3193.78	3194.32	1402.0
2019-06-21 01:05:00	ES	Futures	3194.32	3194.59	3194.05	3194.32	711.0
2019-06-21 01:10:00	ES	Futures	3194.32	3194.32	3192.42	3192.97	1651.0
2019-06-21 01:15:00	ES	Futures	3192.7	3194.05	3191.88	3192.15	1302.0
2019-06-21 01:20:00	ES	Futures	3192.15	3192.97	3191.88	3191.88	970.0
2019-06-21 01:25:00	ES	Futures	3191.88	3192.42	3191.88	3192.15	526.0
2019-06-21 01:30:00	ES	Futures	3192.42	3192.97	3192.15	3192.7	717.0
2019-06-21 01:35:00	ES	Futures	3192.7	3193.78	3192.42	3193.51	1129.0
2019-06-21 01:40:00	ES	Futures	3193.78	3193.78	3192.97	3192.97	916.0
2019-06-21 01:45:00	ES	Futures	3192.97	3194.59	3192.97	3194.05	1089.0
2019-06-21 01:50:00	ES	Futures	3194.05	3195.13	3193.51	3194.86	1500.0
2019-06-21 01:55:00	ES	Futures	3195.13	3195.4	3194.59	3195.13	918.0
2019-06-21 02:00:00	ES	Futures	3195.13	3196.21	3194.86	3195.13	1948.0
2019-06-21 02:05:00	ES	Futures	3195.13	3195.4	3194.59	3194.86	1150.0
2019-06-21 02:10:00	ES	Futures	3194.86	3195.4	3194.59	3194.59	848.0
2019-06-21 02:15:00	ES	Futures	3194.59	3197.57	3194.32	3196.76	1755.0
2019-06-21 02:20:00	ES	Futures	3196.76	3198.11	3196.21	3197.84	901.0
2019-06-21 02:25:00	ES	Futures	3197.84	3198.92	3197.3	3198.65	1296.0
2019-06-21 02:30:00	ES	Futures	3198.65	3198.65	3197.57	3197.84	911.0
2019-06-21 02:35:00	ES	Futures	3197.84	3199.19	3197.84	3198.92	1114.0
2019-06-21 02:40:00	ES	Futures	3198.65	3201.09	3198.65	3200.28	2546.0
2019-06-21 02:45:00	ES	Futures	3200.28	3200.28	3199.73	3199.73	933.0
2019-06-21 02:50:00	ES	Futures	3199.73	3200.0	3199.46	3199.46	761.0
2019-06-21 02:55:00	ES	Futures	3199.46	3200.55	3199.19	3200.28	1207.0
2019-06-21 03:00:00	ES	Futures	3200.28	3201.09	3199.19	3200.82	2867.0
2019-06-21 03:05:00	ES	Futures	3200.82	3201.36	3199.46	3200.0	2843.0
2019-06-21 03:10:00	ES	Futures	3200.0	3200.0	3198.65	3198.92	1851.0
2019-06-21 03:15:00	ES	Futures	3199.19	3202.44	3198.92	3200.55	3894.0
2019-06-21 03:20:00	ES	Futures	3200.55	3201.09	3199.73	3200.28	1601.0
2019-06-21 03:25:00	ES	Futures	3200.28	3201.9	3200.0	3200.82	1851.0
2019-06-21 03:30:00	ES	Futures	3201.09	3204.07	3201.09	3203.52	3969.0
2019-06-21 03:35:00	ES	Futures	3203.79	3204.61	3202.44	3202.98	3074.0
2019-06-21 03:40:00	ES	Futures	3202.71	3205.15	3202.71	3204.61	2007.0
2019-06-21 03:45:00	ES	Futures	3204.61	3204.88	3203.52	3204.88	1804.0
2019-06-21 03:50:00	ES	Futures	3204.88	3205.15	3202.71	3204.34	2472.0
2019-06-21 03:55:00	ES	Futures	3204.07	3204.61	3202.71	3202.98	2107.0
2019-06-21 04:00:00	ES	Futures	3202.98	3202.98	3199.19	3200.0	3997.0
2019-06-21 04:05:00	ES	Futures	3200.0	3201.9	3200.0	3201.63	2793.0

> showing 50 of 14,425 rows — these rows as CSV

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