PREVIEW / futures_5min / 2019-06-23

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-23.parquet
  size:    61 KB
  rows:    3,285

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
2019-06-23 18:00:00	ES	Futures	3192.15	3197.57	3191.34	3196.76	3606.0
2019-06-23 18:05:00	ES	Futures	3197.03	3197.57	3195.94	3196.76	716.0
2019-06-23 18:10:00	ES	Futures	3196.76	3197.3	3196.21	3197.03	395.0
2019-06-23 18:15:00	ES	Futures	3197.3	3197.3	3196.49	3197.3	267.0
2019-06-23 18:20:00	ES	Futures	3197.3	3197.57	3196.21	3196.21	578.0
2019-06-23 18:25:00	ES	Futures	3196.49	3197.57	3196.21	3197.57	477.0
2019-06-23 18:30:00	ES	Futures	3197.57	3198.38	3197.03	3198.38	704.0
2019-06-23 18:35:00	ES	Futures	3198.38	3198.38	3197.57	3197.84	673.0
2019-06-23 18:40:00	ES	Futures	3197.84	3198.38	3197.84	3198.11	558.0
2019-06-23 18:45:00	ES	Futures	3198.38	3198.92	3198.11	3198.38	642.0
2019-06-23 18:50:00	ES	Futures	3198.65	3199.73	3198.38	3199.46	569.0
2019-06-23 18:55:00	ES	Futures	3199.73	3201.36	3199.46	3200.55	1569.0
2019-06-23 19:00:00	ES	Futures	3200.82	3201.09	3200.28	3200.55	362.0
2019-06-23 19:05:00	ES	Futures	3200.55	3200.82	3200.0	3200.28	248.0
2019-06-23 19:10:00	ES	Futures	3200.0	3200.28	3200.0	3200.0	287.0
2019-06-23 19:15:00	ES	Futures	3200.0	3200.28	3198.92	3198.92	496.0
2019-06-23 19:20:00	ES	Futures	3198.92	3199.19	3198.65	3198.92	375.0
2019-06-23 19:25:00	ES	Futures	3198.65	3199.46	3198.65	3199.19	343.0
2019-06-23 19:30:00	ES	Futures	3198.92	3199.73	3198.11	3198.11	527.0
2019-06-23 19:35:00	ES	Futures	3198.11	3198.38	3198.11	3198.38	262.0
2019-06-23 19:40:00	ES	Futures	3198.11	3200.0	3198.11	3199.19	536.0
2019-06-23 19:45:00	ES	Futures	3199.19	3201.36	3199.19	3200.82	891.0
2019-06-23 19:50:00	ES	Futures	3200.55	3200.82	3200.28	3200.55	624.0
2019-06-23 19:55:00	ES	Futures	3200.55	3201.36	3199.73	3200.28	1375.0
2019-06-23 20:00:00	ES	Futures	3200.0	3200.82	3199.73	3200.0	1423.0
2019-06-23 20:05:00	ES	Futures	3200.0	3202.17	3199.73	3200.28	1718.0
2019-06-23 20:10:00	ES	Futures	3200.0	3201.09	3199.19	3200.82	1007.0
2019-06-23 20:15:00	ES	Futures	3200.82	3201.36	3200.28	3200.82	742.0
2019-06-23 20:20:00	ES	Futures	3200.55	3201.09	3199.46	3200.28	685.0
2019-06-23 20:25:00	ES	Futures	3200.0	3201.36	3200.0	3201.09	781.0
2019-06-23 20:30:00	ES	Futures	3201.09	3201.63	3200.55	3200.82	681.0
2019-06-23 20:35:00	ES	Futures	3200.55	3202.44	3200.55	3201.63	696.0
2019-06-23 20:40:00	ES	Futures	3201.63	3201.9	3201.09	3201.63	414.0
2019-06-23 20:45:00	ES	Futures	3201.36	3201.36	3200.55	3201.09	469.0
2019-06-23 20:50:00	ES	Futures	3200.82	3201.63	3200.82	3201.36	309.0
2019-06-23 20:55:00	ES	Futures	3201.36	3201.36	3200.55	3200.55	525.0
2019-06-23 21:00:00	ES	Futures	3200.55	3201.36	3199.73	3200.0	984.0
2019-06-23 21:05:00	ES	Futures	3199.73	3201.09	3199.73	3200.55	602.0
2019-06-23 21:10:00	ES	Futures	3200.55	3200.82	3199.73	3200.0	718.0
2019-06-23 21:15:00	ES	Futures	3199.73	3200.28	3199.19	3199.73	978.0
2019-06-23 21:20:00	ES	Futures	3199.73	3200.0	3199.19	3199.73	733.0
2019-06-23 21:25:00	ES	Futures	3199.73	3200.0	3199.46	3199.73	364.0
2019-06-23 21:30:00	ES	Futures	3199.46	3200.82	3199.46	3200.0	1669.0
2019-06-23 21:35:00	ES	Futures	3200.28	3201.63	3200.28	3201.09	944.0
2019-06-23 21:40:00	ES	Futures	3201.09	3201.9	3200.55	3201.36	782.0
2019-06-23 21:45:00	ES	Futures	3201.63	3203.25	3201.63	3202.98	1409.0
2019-06-23 21:50:00	ES	Futures	3202.98	3203.79	3202.44	3202.44	1094.0
2019-06-23 21:55:00	ES	Futures	3202.44	3203.25	3201.9	3201.9	775.0
2019-06-23 22:00:00	ES	Futures	3202.17	3203.25	3201.9	3202.44	811.0
2019-06-23 22:05:00	ES	Futures	3202.71	3203.52	3202.17	3202.17	547.0

> showing 50 of 3,285 rows — these rows as CSV

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