PREVIEW / futures_5min / 2019-06-27

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-06-27.parquet
  size:    267 KB
  rows:    17,279

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
2019-06-27 00:00:00	ES	Futures	3169.96	3170.23	3168.87	3169.14	690.0
2019-06-27 00:05:00	ES	Futures	3169.14	3169.41	3168.6	3168.6	163.0
2019-06-27 00:10:00	ES	Futures	3168.6	3169.14	3168.6	3169.14	140.0
2019-06-27 00:15:00	ES	Futures	3169.14	3169.14	3168.33	3168.6	435.0
2019-06-27 00:20:00	ES	Futures	3168.87	3168.87	3168.33	3168.87	188.0
2019-06-27 00:25:00	ES	Futures	3168.87	3168.87	3168.33	3168.6	220.0
2019-06-27 00:30:00	ES	Futures	3168.6	3168.87	3167.52	3167.52	588.0
2019-06-27 00:35:00	ES	Futures	3167.79	3168.33	3167.52	3168.33	367.0
2019-06-27 00:40:00	ES	Futures	3168.06	3168.33	3167.79	3167.79	200.0
2019-06-27 00:45:00	ES	Futures	3168.06	3168.06	3167.52	3167.52	217.0
2019-06-27 00:50:00	ES	Futures	3167.52	3168.33	3167.52	3168.33	244.0
2019-06-27 00:55:00	ES	Futures	3168.33	3168.33	3167.79	3167.79	124.0
2019-06-27 01:00:00	ES	Futures	3168.06	3169.14	3168.06	3168.33	965.0
2019-06-27 01:05:00	ES	Futures	3168.6	3168.87	3168.6	3168.87	140.0
2019-06-27 01:10:00	ES	Futures	3168.6	3169.41	3168.6	3169.14	408.0
2019-06-27 01:15:00	ES	Futures	3168.87	3169.14	3168.87	3169.14	212.0
2019-06-27 01:20:00	ES	Futures	3169.14	3169.14	3168.06	3168.06	238.0
2019-06-27 01:25:00	ES	Futures	3168.06	3168.33	3167.25	3167.52	673.0
2019-06-27 01:30:00	ES	Futures	3167.52	3168.06	3167.25	3167.52	440.0
2019-06-27 01:35:00	ES	Futures	3167.52	3170.23	3167.25	3169.96	1826.0
2019-06-27 01:40:00	ES	Futures	3169.96	3171.04	3169.14	3170.5	1481.0
2019-06-27 01:45:00	ES	Futures	3170.5	3170.77	3170.23	3170.5	588.0
2019-06-27 01:50:00	ES	Futures	3170.77	3170.77	3170.23	3170.23	289.0
2019-06-27 01:55:00	ES	Futures	3170.23	3170.77	3170.23	3170.5	968.0
2019-06-27 02:00:00	ES	Futures	3170.5	3170.77	3169.41	3169.96	1716.0
2019-06-27 02:05:00	ES	Futures	3169.96	3170.5	3169.69	3170.5	833.0
2019-06-27 02:10:00	ES	Futures	3170.23	3170.5	3169.69	3169.96	1024.0
2019-06-27 02:15:00	ES	Futures	3169.96	3170.77	3169.69	3170.23	765.0
2019-06-27 02:20:00	ES	Futures	3170.5	3171.04	3170.23	3171.04	1732.0
2019-06-27 02:25:00	ES	Futures	3170.77	3171.04	3170.5	3171.04	938.0
2019-06-27 02:30:00	ES	Futures	3170.77	3173.2	3170.77	3172.39	2881.0
2019-06-27 02:35:00	ES	Futures	3172.39	3172.66	3171.58	3172.39	1463.0
2019-06-27 02:40:00	ES	Futures	3172.39	3172.66	3172.12	3172.39	447.0
2019-06-27 02:45:00	ES	Futures	3172.39	3173.48	3172.39	3173.48	1450.0
2019-06-27 02:50:00	ES	Futures	3173.48	3173.48	3172.39	3172.66	844.0
2019-06-27 02:55:00	ES	Futures	3172.66	3173.48	3172.39	3172.66	921.0
2019-06-27 03:00:00	ES	Futures	3172.93	3176.45	3172.39	3175.37	6862.0
2019-06-27 03:05:00	ES	Futures	3175.64	3176.18	3174.83	3175.37	2503.0
2019-06-27 03:10:00	ES	Futures	3175.64	3176.45	3174.83	3174.83	1923.0
2019-06-27 03:15:00	ES	Futures	3174.83	3175.64	3174.56	3175.1	2042.0
2019-06-27 03:20:00	ES	Futures	3175.1	3176.45	3174.02	3175.91	3312.0
2019-06-27 03:25:00	ES	Futures	3175.64	3175.64	3173.75	3174.02	2283.0
2019-06-27 03:30:00	ES	Futures	3174.02	3174.29	3173.48	3174.29	1972.0
2019-06-27 03:35:00	ES	Futures	3174.29	3175.1	3174.02	3174.29	1455.0
2019-06-27 03:40:00	ES	Futures	3174.29	3175.91	3174.29	3175.1	1061.0
2019-06-27 03:45:00	ES	Futures	3175.37	3175.64	3174.83	3175.37	1037.0
2019-06-27 03:50:00	ES	Futures	3175.1	3175.1	3174.02	3174.29	1016.0
2019-06-27 03:55:00	ES	Futures	3174.29	3175.1	3174.29	3174.56	1038.0
2019-06-27 04:00:00	ES	Futures	3174.83	3174.83	3173.75	3174.29	1188.0
2019-06-27 04:05:00	ES	Futures	3174.02	3174.29	3173.2	3173.48	2050.0

> showing 50 of 17,279 rows — these rows as CSV

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