PREVIEW / futures_5min / 2019-07-14

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-07-14.parquet
  size:    62 KB
  rows:    3,236

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
2019-07-14 18:00:00	ES	Futures	3264.97	3266.6	3263.89	3265.79	2477.0
2019-07-14 18:05:00	ES	Futures	3265.79	3265.79	3264.43	3265.24	442.0
2019-07-14 18:10:00	ES	Futures	3264.97	3265.52	3264.97	3265.24	132.0
2019-07-14 18:15:00	ES	Futures	3265.24	3265.52	3264.97	3265.24	76.0
2019-07-14 18:20:00	ES	Futures	3265.24	3265.52	3264.97	3264.97	37.0
2019-07-14 18:25:00	ES	Futures	3264.97	3264.97	3264.7	3264.7	81.0
2019-07-14 18:30:00	ES	Futures	3264.97	3265.24	3264.7	3264.97	246.0
2019-07-14 18:35:00	ES	Futures	3264.97	3264.97	3264.43	3264.7	238.0
2019-07-14 18:40:00	ES	Futures	3264.97	3265.24	3264.7	3264.97	83.0
2019-07-14 18:45:00	ES	Futures	3264.7	3265.24	3264.7	3264.97	55.0
2019-07-14 18:50:00	ES	Futures	3264.97	3264.97	3264.43	3264.7	133.0
2019-07-14 18:55:00	ES	Futures	3264.7	3264.97	3264.7	3264.97	28.0
2019-07-14 19:00:00	ES	Futures	3264.97	3265.24	3264.7	3265.24	119.0
2019-07-14 19:05:00	ES	Futures	3265.52	3265.79	3264.7	3264.7	273.0
2019-07-14 19:10:00	ES	Futures	3264.7	3264.97	3264.7	3264.7	38.0
2019-07-14 19:15:00	ES	Futures	3264.97	3264.97	3264.7	3264.97	12.0
2019-07-14 19:20:00	ES	Futures	3264.7	3265.24	3264.7	3264.97	155.0
2019-07-14 19:25:00	ES	Futures	3264.97	3265.24	3264.7	3264.7	171.0
2019-07-14 19:30:00	ES	Futures	3264.7	3264.97	3264.43	3264.7	87.0
2019-07-14 19:35:00	ES	Futures	3264.7	3264.7	3264.16	3264.43	233.0
2019-07-14 19:40:00	ES	Futures	3264.43	3264.7	3263.62	3263.62	434.0
2019-07-14 19:45:00	ES	Futures	3263.89	3263.89	3262.81	3263.08	578.0
2019-07-14 19:50:00	ES	Futures	3263.08	3263.35	3262.54	3262.81	416.0
2019-07-14 19:55:00	ES	Futures	3263.08	3263.08	3262.27	3262.81	509.0
2019-07-14 20:00:00	ES	Futures	3262.81	3263.08	3262.27	3262.81	429.0
2019-07-14 20:05:00	ES	Futures	3262.54	3263.08	3262.27	3262.81	378.0
2019-07-14 20:10:00	ES	Futures	3262.81	3262.81	3262.54	3262.54	180.0
2019-07-14 20:15:00	ES	Futures	3262.54	3263.62	3262.54	3263.62	464.0
2019-07-14 20:20:00	ES	Futures	3263.62	3263.89	3263.35	3263.62	256.0
2019-07-14 20:25:00	ES	Futures	3263.35	3263.35	3262.54	3263.35	332.0
2019-07-14 20:30:00	ES	Futures	3263.35	3263.89	3263.08	3263.89	297.0
2019-07-14 20:35:00	ES	Futures	3263.89	3263.89	3263.62	3263.89	123.0
2019-07-14 20:40:00	ES	Futures	3263.89	3264.16	3263.35	3263.89	269.0
2019-07-14 20:45:00	ES	Futures	3264.16	3264.43	3263.89	3263.89	274.0
2019-07-14 20:50:00	ES	Futures	3264.16	3264.43	3263.89	3263.89	146.0
2019-07-14 20:55:00	ES	Futures	3263.89	3264.16	3263.62	3263.89	83.0
2019-07-14 21:00:00	ES	Futures	3263.62	3264.16	3263.35	3263.62	272.0
2019-07-14 21:05:00	ES	Futures	3263.62	3263.62	3263.35	3263.35	166.0
2019-07-14 21:10:00	ES	Futures	3263.35	3263.62	3263.08	3263.35	288.0
2019-07-14 21:15:00	ES	Futures	3263.35	3263.35	3262.0	3262.27	771.0
2019-07-14 21:20:00	ES	Futures	3262.27	3262.27	3261.45	3261.45	742.0
2019-07-14 21:25:00	ES	Futures	3261.45	3262.27	3261.18	3262.0	792.0
2019-07-14 21:30:00	ES	Futures	3262.0	3262.27	3260.37	3260.91	1180.0
2019-07-14 21:35:00	ES	Futures	3260.91	3261.18	3260.1	3261.18	1125.0
2019-07-14 21:40:00	ES	Futures	3260.91	3261.45	3260.91	3261.18	319.0
2019-07-14 21:45:00	ES	Futures	3261.18	3262.0	3261.18	3261.73	438.0
2019-07-14 21:50:00	ES	Futures	3261.45	3263.89	3261.45	3263.62	1432.0
2019-07-14 21:55:00	ES	Futures	3263.35	3263.62	3262.54	3262.54	589.0
2019-07-14 22:00:00	ES	Futures	3262.81	3265.52	3262.81	3263.62	2091.0
2019-07-14 22:05:00	ES	Futures	3263.62	3264.16	3263.08	3264.16	660.0

> showing 50 of 3,236 rows — these rows as CSV

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