PREVIEW / futures_5min / 2019-06-26

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-26.parquet
  size:    272 KB
  rows:    17,296

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
2019-06-26 00:00:00	ES	Futures	3165.63	3165.9	3165.08	3165.63	308.0
2019-06-26 00:05:00	ES	Futures	3165.35	3165.9	3165.35	3165.63	106.0
2019-06-26 00:10:00	ES	Futures	3165.63	3165.63	3165.35	3165.63	123.0
2019-06-26 00:15:00	ES	Futures	3165.63	3165.9	3165.35	3165.63	77.0
2019-06-26 00:20:00	ES	Futures	3165.63	3166.17	3165.63	3166.17	88.0
2019-06-26 00:25:00	ES	Futures	3166.17	3166.17	3165.35	3165.63	293.0
2019-06-26 00:30:00	ES	Futures	3165.9	3165.9	3165.63	3165.63	256.0
2019-06-26 00:35:00	ES	Futures	3165.63	3165.9	3165.35	3165.63	469.0
2019-06-26 00:40:00	ES	Futures	3165.63	3165.9	3164.81	3164.81	416.0
2019-06-26 00:45:00	ES	Futures	3164.81	3165.08	3164.0	3164.27	538.0
2019-06-26 00:50:00	ES	Futures	3164.27	3164.54	3163.46	3163.73	502.0
2019-06-26 00:55:00	ES	Futures	3163.73	3164.0	3162.11	3162.38	1058.0
2019-06-26 01:00:00	ES	Futures	3162.38	3162.92	3162.11	3162.92	542.0
2019-06-26 01:05:00	ES	Futures	3162.92	3163.73	3162.65	3163.73	255.0
2019-06-26 01:10:00	ES	Futures	3163.73	3164.27	3163.46	3163.46	489.0
2019-06-26 01:15:00	ES	Futures	3163.73	3163.73	3163.19	3163.19	370.0
2019-06-26 01:20:00	ES	Futures	3163.46	3163.73	3163.19	3163.46	307.0
2019-06-26 01:25:00	ES	Futures	3163.46	3163.46	3162.92	3163.19	267.0
2019-06-26 01:30:00	ES	Futures	3163.19	3164.0	3163.19	3163.46	498.0
2019-06-26 01:35:00	ES	Futures	3163.73	3164.27	3163.46	3164.0	254.0
2019-06-26 01:40:00	ES	Futures	3163.73	3164.27	3162.92	3162.92	310.0
2019-06-26 01:45:00	ES	Futures	3162.92	3163.46	3162.11	3163.46	545.0
2019-06-26 01:50:00	ES	Futures	3163.73	3164.27	3163.46	3164.27	439.0
2019-06-26 01:55:00	ES	Futures	3164.27	3165.08	3163.73	3164.81	818.0
2019-06-26 02:00:00	ES	Futures	3164.81	3165.9	3164.81	3165.63	910.0
2019-06-26 02:05:00	ES	Futures	3165.63	3165.9	3165.35	3165.63	432.0
2019-06-26 02:10:00	ES	Futures	3165.35	3166.17	3165.35	3165.63	414.0
2019-06-26 02:15:00	ES	Futures	3165.63	3166.17	3165.35	3165.35	549.0
2019-06-26 02:20:00	ES	Futures	3165.35	3165.9	3165.35	3165.63	323.0
2019-06-26 02:25:00	ES	Futures	3165.63	3165.63	3164.27	3164.54	784.0
2019-06-26 02:30:00	ES	Futures	3164.81	3165.35	3164.27	3165.08	686.0
2019-06-26 02:35:00	ES	Futures	3165.08	3165.63	3165.08	3165.35	279.0
2019-06-26 02:40:00	ES	Futures	3165.08	3165.63	3164.81	3165.35	704.0
2019-06-26 02:45:00	ES	Futures	3165.35	3166.17	3165.35	3165.9	659.0
2019-06-26 02:50:00	ES	Futures	3166.17	3167.52	3165.9	3166.71	1501.0
2019-06-26 02:55:00	ES	Futures	3166.71	3167.52	3166.44	3166.71	1028.0
2019-06-26 03:00:00	ES	Futures	3166.71	3167.52	3166.17	3167.25	1515.0
2019-06-26 03:05:00	ES	Futures	3167.25	3167.79	3165.63	3166.44	3597.0
2019-06-26 03:10:00	ES	Futures	3166.44	3167.52	3166.17	3166.71	2275.0
2019-06-26 03:15:00	ES	Futures	3166.44	3166.71	3165.63	3165.63	1991.0
2019-06-26 03:20:00	ES	Futures	3165.63	3165.9	3164.54	3164.81	1848.0
2019-06-26 03:25:00	ES	Futures	3164.81	3165.63	3164.27	3165.08	1801.0
2019-06-26 03:30:00	ES	Futures	3164.81	3165.63	3164.27	3164.81	2030.0
2019-06-26 03:35:00	ES	Futures	3164.81	3166.17	3164.54	3166.17	1256.0
2019-06-26 03:40:00	ES	Futures	3166.17	3166.44	3165.08	3165.9	1247.0
2019-06-26 03:45:00	ES	Futures	3165.63	3166.17	3165.35	3166.17	910.0
2019-06-26 03:50:00	ES	Futures	3166.17	3166.44	3165.35	3166.44	1009.0
2019-06-26 03:55:00	ES	Futures	3166.44	3166.98	3166.17	3166.44	1429.0
2019-06-26 04:00:00	ES	Futures	3166.17	3167.25	3165.63	3166.98	1561.0
2019-06-26 04:05:00	ES	Futures	3166.98	3167.25	3165.63	3165.9	1834.0

> showing 50 of 17,296 rows — these rows as CSV

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