PREVIEW / futures_5min / 2019-06-24

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-24.parquet
  size:    261 KB
  rows:    16,930

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
2019-06-24 00:00:00	ES	Futures	3205.69	3205.69	3204.88	3205.15	581.0
2019-06-24 00:05:00	ES	Futures	3205.15	3205.42	3205.15	3205.42	94.0
2019-06-24 00:10:00	ES	Futures	3205.15	3205.42	3204.88	3205.15	444.0
2019-06-24 00:15:00	ES	Futures	3205.15	3205.42	3205.15	3205.42	131.0
2019-06-24 00:20:00	ES	Futures	3205.15	3205.42	3204.88	3204.88	231.0
2019-06-24 00:25:00	ES	Futures	3204.88	3205.15	3204.88	3205.15	155.0
2019-06-24 00:30:00	ES	Futures	3204.88	3205.42	3204.88	3205.42	252.0
2019-06-24 00:35:00	ES	Futures	3205.15	3205.42	3204.88	3204.88	355.0
2019-06-24 00:40:00	ES	Futures	3204.88	3205.42	3204.88	3204.88	175.0
2019-06-24 00:45:00	ES	Futures	3204.88	3205.15	3204.88	3204.88	159.0
2019-06-24 00:50:00	ES	Futures	3204.88	3205.15	3204.88	3204.88	82.0
2019-06-24 00:55:00	ES	Futures	3204.61	3204.88	3204.61	3204.88	243.0
2019-06-24 01:00:00	ES	Futures	3204.61	3204.88	3204.61	3204.61	292.0
2019-06-24 01:05:00	ES	Futures	3204.34	3205.42	3204.34	3205.15	420.0
2019-06-24 01:10:00	ES	Futures	3204.88	3205.15	3204.34	3204.34	498.0
2019-06-24 01:15:00	ES	Futures	3204.34	3204.61	3204.07	3204.61	366.0
2019-06-24 01:20:00	ES	Futures	3204.34	3204.61	3204.07	3204.34	380.0
2019-06-24 01:25:00	ES	Futures	3204.34	3204.61	3204.07	3204.07	219.0
2019-06-24 01:30:00	ES	Futures	3204.07	3204.61	3204.07	3204.07	386.0
2019-06-24 01:35:00	ES	Futures	3204.07	3204.88	3204.07	3204.34	346.0
2019-06-24 01:40:00	ES	Futures	3204.61	3205.15	3204.07	3204.34	899.0
2019-06-24 01:45:00	ES	Futures	3204.61	3204.88	3204.07	3204.61	589.0
2019-06-24 01:50:00	ES	Futures	3204.61	3204.61	3204.34	3204.34	275.0
2019-06-24 01:55:00	ES	Futures	3204.61	3204.88	3203.52	3203.79	883.0
2019-06-24 02:00:00	ES	Futures	3203.79	3204.34	3203.52	3204.34	1321.0
2019-06-24 02:05:00	ES	Futures	3204.34	3205.15	3204.34	3204.61	815.0
2019-06-24 02:10:00	ES	Futures	3204.61	3205.96	3204.61	3205.15	1072.0
2019-06-24 02:15:00	ES	Futures	3205.15	3205.96	3204.88	3205.42	966.0
2019-06-24 02:20:00	ES	Futures	3205.15	3205.69	3204.61	3204.88	1008.0
2019-06-24 02:25:00	ES	Futures	3204.88	3205.42	3204.61	3204.88	586.0
2019-06-24 02:30:00	ES	Futures	3204.88	3205.42	3204.61	3204.61	623.0
2019-06-24 02:35:00	ES	Futures	3204.88	3204.88	3203.79	3204.07	680.0
2019-06-24 02:40:00	ES	Futures	3204.07	3204.61	3203.79	3204.34	450.0
2019-06-24 02:45:00	ES	Futures	3204.61	3204.61	3204.07	3204.07	468.0
2019-06-24 02:50:00	ES	Futures	3204.34	3204.88	3204.34	3204.88	226.0
2019-06-24 02:55:00	ES	Futures	3204.88	3205.15	3204.34	3204.34	567.0
2019-06-24 03:00:00	ES	Futures	3204.34	3205.96	3204.07	3205.69	2300.0
2019-06-24 03:05:00	ES	Futures	3205.96	3207.04	3205.96	3206.23	2883.0
2019-06-24 03:10:00	ES	Futures	3206.5	3206.77	3205.42	3205.69	1396.0
2019-06-24 03:15:00	ES	Futures	3205.96	3206.77	3205.69	3205.96	1592.0
2019-06-24 03:20:00	ES	Futures	3206.23	3206.23	3205.15	3205.42	837.0
2019-06-24 03:25:00	ES	Futures	3205.42	3205.96	3205.15	3205.69	879.0
2019-06-24 03:30:00	ES	Futures	3205.69	3206.5	3204.61	3204.61	1156.0
2019-06-24 03:35:00	ES	Futures	3204.88	3204.88	3203.52	3204.34	1528.0
2019-06-24 03:40:00	ES	Futures	3204.61	3204.61	3203.25	3203.52	1059.0
2019-06-24 03:45:00	ES	Futures	3203.79	3203.79	3202.71	3202.98	1065.0
2019-06-24 03:50:00	ES	Futures	3202.98	3203.79	3202.98	3203.52	894.0
2019-06-24 03:55:00	ES	Futures	3203.52	3203.52	3201.9	3201.9	1255.0
2019-06-24 04:00:00	ES	Futures	3201.9	3202.98	3201.63	3201.9	1747.0
2019-06-24 04:05:00	ES	Futures	3201.9	3202.44	3201.36	3201.9	1524.0

> showing 50 of 16,930 rows — these rows as CSV

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