PREVIEW / futures_5min / 2019-06-25

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-25.parquet
  size:    278 KB
  rows:    17,331

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
2019-06-25 00:00:00	ES	Futures	3189.45	3190.53	3189.45	3190.26	421.0
2019-06-25 00:05:00	ES	Futures	3190.26	3190.53	3189.99	3189.99	278.0
2019-06-25 00:10:00	ES	Futures	3189.99	3190.53	3189.72	3190.26	475.0
2019-06-25 00:15:00	ES	Futures	3190.53	3190.53	3189.72	3189.99	326.0
2019-06-25 00:20:00	ES	Futures	3189.99	3190.53	3188.36	3188.64	1146.0
2019-06-25 00:25:00	ES	Futures	3188.64	3189.45	3187.28	3187.82	2352.0
2019-06-25 00:30:00	ES	Futures	3187.55	3188.36	3186.2	3187.82	2892.0
2019-06-25 00:35:00	ES	Futures	3188.09	3188.09	3187.01	3187.01	711.0
2019-06-25 00:40:00	ES	Futures	3187.28	3187.82	3186.74	3187.82	933.0
2019-06-25 00:45:00	ES	Futures	3187.82	3187.82	3186.74	3187.28	401.0
2019-06-25 00:50:00	ES	Futures	3187.28	3187.55	3186.2	3186.74	921.0
2019-06-25 00:55:00	ES	Futures	3186.74	3186.74	3185.93	3186.47	547.0
2019-06-25 01:00:00	ES	Futures	3186.47	3187.01	3185.93	3187.01	1143.0
2019-06-25 01:05:00	ES	Futures	3187.28	3188.09	3187.01	3188.09	1634.0
2019-06-25 01:10:00	ES	Futures	3188.09	3188.09	3187.55	3188.09	569.0
2019-06-25 01:15:00	ES	Futures	3188.09	3188.36	3187.55	3187.82	480.0
2019-06-25 01:20:00	ES	Futures	3187.82	3188.09	3187.55	3187.82	613.0
2019-06-25 01:25:00	ES	Futures	3188.09	3188.09	3187.01	3187.28	501.0
2019-06-25 01:30:00	ES	Futures	3187.28	3187.82	3186.47	3187.82	1235.0
2019-06-25 01:35:00	ES	Futures	3188.09	3188.36	3186.74	3187.28	836.0
2019-06-25 01:40:00	ES	Futures	3187.55	3187.82	3187.01	3187.55	454.0
2019-06-25 01:45:00	ES	Futures	3187.28	3188.64	3187.28	3188.36	952.0
2019-06-25 01:50:00	ES	Futures	3188.36	3189.18	3188.09	3189.18	996.0
2019-06-25 01:55:00	ES	Futures	3189.18	3189.45	3188.64	3189.45	1313.0
2019-06-25 02:00:00	ES	Futures	3189.45	3190.53	3189.18	3189.99	1728.0
2019-06-25 02:05:00	ES	Futures	3190.26	3190.26	3188.64	3188.91	1171.0
2019-06-25 02:10:00	ES	Futures	3188.64	3189.72	3188.64	3189.72	772.0
2019-06-25 02:15:00	ES	Futures	3189.45	3191.07	3188.91	3188.91	1874.0
2019-06-25 02:20:00	ES	Futures	3189.18	3189.45	3188.09	3188.64	1395.0
2019-06-25 02:25:00	ES	Futures	3188.36	3188.91	3188.09	3188.64	705.0
2019-06-25 02:30:00	ES	Futures	3188.64	3188.64	3187.28	3187.55	734.0
2019-06-25 02:35:00	ES	Futures	3187.55	3188.64	3187.28	3188.64	1004.0
2019-06-25 02:40:00	ES	Futures	3188.36	3188.36	3187.28	3187.82	479.0
2019-06-25 02:45:00	ES	Futures	3187.82	3188.09	3187.01	3188.09	979.0
2019-06-25 02:50:00	ES	Futures	3188.09	3188.09	3187.01	3187.55	610.0
2019-06-25 02:55:00	ES	Futures	3187.55	3188.09	3187.01	3188.09	1088.0
2019-06-25 03:00:00	ES	Futures	3188.36	3190.53	3187.82	3190.53	4678.0
2019-06-25 03:05:00	ES	Futures	3190.8	3191.07	3189.18	3189.72	2220.0
2019-06-25 03:10:00	ES	Futures	3189.99	3192.15	3189.72	3191.34	2190.0
2019-06-25 03:15:00	ES	Futures	3191.61	3192.15	3190.26	3190.53	1797.0
2019-06-25 03:20:00	ES	Futures	3190.53	3191.07	3190.26	3190.53	1032.0
2019-06-25 03:25:00	ES	Futures	3190.53	3191.88	3190.53	3190.8	1248.0
2019-06-25 03:30:00	ES	Futures	3190.8	3192.15	3190.8	3191.61	1693.0
2019-06-25 03:35:00	ES	Futures	3191.61	3191.61	3191.07	3191.34	1028.0
2019-06-25 03:40:00	ES	Futures	3191.34	3191.61	3190.53	3191.34	701.0
2019-06-25 03:45:00	ES	Futures	3191.07	3191.34	3189.45	3189.72	1643.0
2019-06-25 03:50:00	ES	Futures	3189.45	3189.72	3188.36	3189.18	2032.0
2019-06-25 03:55:00	ES	Futures	3189.18	3189.99	3189.18	3189.99	1227.0
2019-06-25 04:00:00	ES	Futures	3189.99	3191.34	3189.72	3191.07	1175.0
2019-06-25 04:05:00	ES	Futures	3191.34	3191.88	3191.07	3191.61	1984.0

> showing 50 of 17,331 rows — these rows as CSV

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