PREVIEW / futures_5min / 2019-07-04

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-07-04.parquet
  size:    161 KB
  rows:    12,169

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
2019-07-04 00:00:00	ES	Futures	3247.38	3248.19	3247.38	3247.92	735.0
2019-07-04 00:05:00	ES	Futures	3247.65	3247.92	3247.38	3247.92	185.0
2019-07-04 00:10:00	ES	Futures	3247.92	3247.92	3247.65	3247.92	121.0
2019-07-04 00:15:00	ES	Futures	3247.92	3247.92	3247.92	3247.92	16.0
2019-07-04 00:20:00	ES	Futures	3247.92	3248.19	3247.38	3247.38	313.0
2019-07-04 00:25:00	ES	Futures	3247.65	3247.92	3247.38	3247.92	84.0
2019-07-04 00:30:00	ES	Futures	3247.65	3248.46	3247.65	3248.46	174.0
2019-07-04 00:35:00	ES	Futures	3248.19	3248.46	3248.19	3248.19	29.0
2019-07-04 00:40:00	ES	Futures	3248.19	3248.46	3248.19	3248.46	15.0
2019-07-04 00:45:00	ES	Futures	3248.46	3248.46	3248.19	3248.46	12.0
2019-07-04 00:50:00	ES	Futures	3248.46	3248.46	3248.19	3248.46	95.0
2019-07-04 00:55:00	ES	Futures	3248.19	3248.46	3248.19	3248.19	178.0
2019-07-04 01:00:00	ES	Futures	3248.46	3248.46	3247.92	3247.92	446.0
2019-07-04 01:05:00	ES	Futures	3247.92	3248.19	3247.92	3248.19	125.0
2019-07-04 01:10:00	ES	Futures	3248.19	3248.19	3247.65	3247.92	149.0
2019-07-04 01:15:00	ES	Futures	3247.92	3248.19	3247.92	3248.19	147.0
2019-07-04 01:20:00	ES	Futures	3248.19	3248.46	3247.92	3248.19	58.0
2019-07-04 01:25:00	ES	Futures	3248.19	3248.19	3247.65	3248.19	537.0
2019-07-04 01:30:00	ES	Futures	3248.46	3248.73	3248.46	3248.46	389.0
2019-07-04 01:35:00	ES	Futures	3248.46	3248.73	3247.92	3247.92	215.0
2019-07-04 01:40:00	ES	Futures	3247.92	3248.19	3247.65	3248.19	118.0
2019-07-04 01:45:00	ES	Futures	3248.19	3248.19	3247.65	3247.65	159.0
2019-07-04 01:50:00	ES	Futures	3247.65	3247.92	3247.65	3247.65	148.0
2019-07-04 01:55:00	ES	Futures	3247.65	3248.19	3247.38	3247.92	345.0
2019-07-04 02:00:00	ES	Futures	3247.65	3247.65	3246.57	3246.84	830.0
2019-07-04 02:05:00	ES	Futures	3246.57	3247.11	3246.3	3246.84	659.0
2019-07-04 02:10:00	ES	Futures	3246.57	3247.11	3246.57	3246.84	332.0
2019-07-04 02:15:00	ES	Futures	3246.57	3247.11	3246.57	3246.84	377.0
2019-07-04 02:20:00	ES	Futures	3246.57	3247.11	3246.57	3246.84	194.0
2019-07-04 02:25:00	ES	Futures	3246.84	3246.84	3246.3	3246.84	304.0
2019-07-04 02:30:00	ES	Futures	3246.57	3246.84	3245.75	3245.75	458.0
2019-07-04 02:35:00	ES	Futures	3245.75	3246.57	3245.48	3246.3	359.0
2019-07-04 02:40:00	ES	Futures	3246.3	3246.3	3246.02	3246.3	183.0
2019-07-04 02:45:00	ES	Futures	3246.3	3246.3	3246.02	3246.3	141.0
2019-07-04 02:50:00	ES	Futures	3246.02	3246.57	3246.02	3246.3	248.0
2019-07-04 02:55:00	ES	Futures	3246.57	3247.65	3246.57	3246.84	727.0
2019-07-04 03:00:00	ES	Futures	3246.57	3247.92	3246.57	3247.11	1202.0
2019-07-04 03:05:00	ES	Futures	3247.11	3247.65	3246.57	3247.11	592.0
2019-07-04 03:10:00	ES	Futures	3247.38	3248.46	3247.11	3248.19	928.0
2019-07-04 03:15:00	ES	Futures	3248.46	3248.73	3247.65	3248.19	1178.0
2019-07-04 03:20:00	ES	Futures	3248.19	3248.73	3247.38	3247.38	958.0
2019-07-04 03:25:00	ES	Futures	3247.38	3247.65	3247.11	3247.38	504.0
2019-07-04 03:30:00	ES	Futures	3247.38	3247.65	3246.57	3246.57	641.0
2019-07-04 03:35:00	ES	Futures	3246.57	3247.38	3246.57	3246.57	542.0
2019-07-04 03:40:00	ES	Futures	3246.57	3246.84	3246.3	3246.84	370.0
2019-07-04 03:45:00	ES	Futures	3246.57	3247.11	3246.57	3246.84	518.0
2019-07-04 03:50:00	ES	Futures	3246.57	3246.57	3246.3	3246.57	484.0
2019-07-04 03:55:00	ES	Futures	3246.57	3247.11	3246.3	3246.84	336.0
2019-07-04 04:00:00	ES	Futures	3246.84	3247.11	3246.57	3246.84	225.0
2019-07-04 04:05:00	ES	Futures	3246.84	3247.38	3246.57	3246.84	813.0

> showing 50 of 12,169 rows — these rows as CSV

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