PREVIEW / futures_5min / 2019-07-11

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-07-11.parquet
  size:    278 KB
  rows:    17,290

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
2019-07-11 00:00:00	ES	Futures	3254.42	3254.69	3254.15	3254.15	334.0
2019-07-11 00:05:00	ES	Futures	3254.15	3254.42	3253.87	3254.15	399.0
2019-07-11 00:10:00	ES	Futures	3253.87	3254.42	3253.87	3254.42	293.0
2019-07-11 00:15:00	ES	Futures	3254.42	3254.69	3254.15	3254.69	321.0
2019-07-11 00:20:00	ES	Futures	3254.42	3254.42	3254.15	3254.42	89.0
2019-07-11 00:25:00	ES	Futures	3254.42	3254.96	3254.42	3254.42	431.0
2019-07-11 00:30:00	ES	Futures	3254.69	3254.96	3254.15	3254.42	356.0
2019-07-11 00:35:00	ES	Futures	3254.15	3254.96	3254.15	3254.69	350.0
2019-07-11 00:40:00	ES	Futures	3254.96	3254.96	3254.69	3254.69	68.0
2019-07-11 00:45:00	ES	Futures	3254.69	3254.96	3254.42	3254.69	429.0
2019-07-11 00:50:00	ES	Futures	3254.69	3254.69	3254.42	3254.42	154.0
2019-07-11 00:55:00	ES	Futures	3254.69	3254.69	3254.42	3254.42	226.0
2019-07-11 01:00:00	ES	Futures	3254.42	3254.96	3254.42	3254.42	529.0
2019-07-11 01:05:00	ES	Futures	3254.69	3254.96	3254.42	3254.69	398.0
2019-07-11 01:10:00	ES	Futures	3254.42	3254.42	3253.87	3254.15	317.0
2019-07-11 01:15:00	ES	Futures	3254.15	3254.96	3254.15	3254.96	452.0
2019-07-11 01:20:00	ES	Futures	3254.69	3254.69	3254.15	3254.42	381.0
2019-07-11 01:25:00	ES	Futures	3254.42	3254.69	3253.87	3254.42	439.0
2019-07-11 01:30:00	ES	Futures	3254.42	3254.42	3253.6	3253.87	516.0
2019-07-11 01:35:00	ES	Futures	3253.87	3254.42	3253.87	3253.87	160.0
2019-07-11 01:40:00	ES	Futures	3254.15	3254.96	3253.87	3253.87	636.0
2019-07-11 01:45:00	ES	Futures	3253.6	3254.15	3253.6	3253.87	502.0
2019-07-11 01:50:00	ES	Futures	3253.87	3254.69	3253.87	3254.69	212.0
2019-07-11 01:55:00	ES	Futures	3254.69	3254.96	3254.15	3254.15	709.0
2019-07-11 02:00:00	ES	Futures	3254.15	3254.96	3253.87	3254.69	933.0
2019-07-11 02:05:00	ES	Futures	3254.69	3254.69	3253.87	3253.87	503.0
2019-07-11 02:10:00	ES	Futures	3254.15	3254.15	3253.06	3253.6	1001.0
2019-07-11 02:15:00	ES	Futures	3253.6	3253.6	3252.79	3252.79	635.0
2019-07-11 02:20:00	ES	Futures	3252.79	3253.33	3252.52	3252.79	1310.0
2019-07-11 02:25:00	ES	Futures	3252.52	3252.79	3251.98	3252.25	597.0
2019-07-11 02:30:00	ES	Futures	3252.25	3253.33	3251.98	3253.06	974.0
2019-07-11 02:35:00	ES	Futures	3253.06	3253.33	3251.44	3251.71	850.0
2019-07-11 02:40:00	ES	Futures	3251.71	3251.98	3251.44	3251.71	442.0
2019-07-11 02:45:00	ES	Futures	3251.71	3252.79	3251.71	3252.79	742.0
2019-07-11 02:50:00	ES	Futures	3252.79	3253.06	3252.25	3252.52	662.0
2019-07-11 02:55:00	ES	Futures	3252.52	3253.87	3252.52	3252.79	1474.0
2019-07-11 03:00:00	ES	Futures	3252.52	3253.06	3250.36	3251.17	3002.0
2019-07-11 03:05:00	ES	Futures	3251.17	3251.44	3249.54	3250.63	2851.0
2019-07-11 03:10:00	ES	Futures	3250.63	3250.63	3249.81	3249.81	1341.0
2019-07-11 03:15:00	ES	Futures	3250.09	3251.17	3249.54	3250.9	1072.0
2019-07-11 03:20:00	ES	Futures	3250.63	3251.17	3249.81	3250.9	1107.0
2019-07-11 03:25:00	ES	Futures	3251.17	3252.79	3250.9	3252.52	1903.0
2019-07-11 03:30:00	ES	Futures	3252.25	3252.52	3251.44	3251.71	1206.0
2019-07-11 03:35:00	ES	Futures	3251.44	3251.71	3250.9	3251.17	1136.0
2019-07-11 03:40:00	ES	Futures	3250.9	3251.98	3250.9	3251.17	1346.0
2019-07-11 03:45:00	ES	Futures	3251.17	3252.79	3250.63	3252.52	1594.0
2019-07-11 03:50:00	ES	Futures	3252.25	3252.79	3252.25	3252.52	987.0
2019-07-11 03:55:00	ES	Futures	3252.25	3252.25	3251.71	3252.25	790.0
2019-07-11 04:00:00	ES	Futures	3251.98	3253.06	3251.44	3252.25	1139.0
2019-07-11 04:05:00	ES	Futures	3252.25	3252.52	3251.44	3251.71	1008.0

> showing 50 of 17,290 rows — these rows as CSV

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