PREVIEW / futures_5min / 2019-07-16

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-07-16.parquet
  size:    270 KB
  rows:    17,267

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
2019-07-16 00:00:00	ES	Futures	3269.85	3270.12	3269.85	3269.85	212.0
2019-07-16 00:05:00	ES	Futures	3269.85	3269.85	3269.58	3269.85	269.0
2019-07-16 00:10:00	ES	Futures	3269.85	3269.85	3269.31	3269.31	112.0
2019-07-16 00:15:00	ES	Futures	3269.03	3269.58	3269.03	3269.58	218.0
2019-07-16 00:20:00	ES	Futures	3269.58	3269.58	3269.58	3269.58	131.0
2019-07-16 00:25:00	ES	Futures	3269.58	3269.58	3269.03	3269.31	287.0
2019-07-16 00:30:00	ES	Futures	3269.31	3269.58	3268.76	3268.76	380.0
2019-07-16 00:35:00	ES	Futures	3268.76	3269.85	3268.76	3269.85	291.0
2019-07-16 00:40:00	ES	Futures	3269.58	3269.85	3269.58	3269.85	68.0
2019-07-16 00:45:00	ES	Futures	3269.85	3269.85	3269.58	3269.85	139.0
2019-07-16 00:50:00	ES	Futures	3269.58	3270.12	3269.58	3269.85	180.0
2019-07-16 00:55:00	ES	Futures	3269.85	3269.85	3269.58	3269.85	46.0
2019-07-16 01:00:00	ES	Futures	3269.85	3270.12	3269.31	3269.85	487.0
2019-07-16 01:05:00	ES	Futures	3269.85	3269.85	3269.03	3269.31	336.0
2019-07-16 01:10:00	ES	Futures	3269.31	3269.58	3269.03	3269.31	252.0
2019-07-16 01:15:00	ES	Futures	3269.31	3269.85	3269.31	3269.58	447.0
2019-07-16 01:20:00	ES	Futures	3269.58	3269.85	3269.31	3269.85	100.0
2019-07-16 01:25:00	ES	Futures	3269.85	3270.39	3269.58	3270.12	598.0
2019-07-16 01:30:00	ES	Futures	3270.12	3270.66	3270.12	3270.39	376.0
2019-07-16 01:35:00	ES	Futures	3270.39	3270.66	3270.12	3270.66	307.0
2019-07-16 01:40:00	ES	Futures	3270.66	3270.66	3270.12	3270.39	259.0
2019-07-16 01:45:00	ES	Futures	3270.12	3270.39	3269.85	3270.39	486.0
2019-07-16 01:50:00	ES	Futures	3270.39	3270.66	3270.12	3270.66	410.0
2019-07-16 01:55:00	ES	Futures	3270.66	3270.93	3269.85	3270.12	618.0
2019-07-16 02:00:00	ES	Futures	3270.12	3270.12	3269.58	3270.12	687.0
2019-07-16 02:05:00	ES	Futures	3270.12	3270.12	3269.58	3269.85	377.0
2019-07-16 02:10:00	ES	Futures	3269.58	3269.85	3269.58	3269.85	118.0
2019-07-16 02:15:00	ES	Futures	3269.58	3269.58	3269.03	3269.03	513.0
2019-07-16 02:20:00	ES	Futures	3269.03	3269.85	3269.03	3269.58	472.0
2019-07-16 02:25:00	ES	Futures	3269.58	3269.85	3269.03	3269.03	420.0
2019-07-16 02:30:00	ES	Futures	3269.31	3269.58	3269.03	3269.58	373.0
2019-07-16 02:35:00	ES	Futures	3269.58	3269.58	3268.76	3269.03	407.0
2019-07-16 02:40:00	ES	Futures	3269.03	3269.03	3267.95	3268.22	853.0
2019-07-16 02:45:00	ES	Futures	3268.22	3268.76	3268.22	3268.76	369.0
2019-07-16 02:50:00	ES	Futures	3268.49	3269.03	3268.22	3268.76	450.0
2019-07-16 02:55:00	ES	Futures	3268.49	3268.76	3267.68	3267.68	424.0
2019-07-16 03:00:00	ES	Futures	3267.95	3268.49	3267.41	3267.95	2230.0
2019-07-16 03:05:00	ES	Futures	3267.95	3268.76	3267.95	3268.49	1343.0
2019-07-16 03:10:00	ES	Futures	3268.49	3269.03	3267.95	3268.22	1392.0
2019-07-16 03:15:00	ES	Futures	3268.22	3268.49	3266.87	3266.87	1606.0
2019-07-16 03:20:00	ES	Futures	3266.87	3267.41	3266.6	3267.14	1155.0
2019-07-16 03:25:00	ES	Futures	3267.41	3267.68	3266.87	3266.87	806.0
2019-07-16 03:30:00	ES	Futures	3266.87	3267.14	3266.33	3266.87	1111.0
2019-07-16 03:35:00	ES	Futures	3266.6	3267.41	3266.33	3267.41	1149.0
2019-07-16 03:40:00	ES	Futures	3267.14	3267.68	3266.87	3267.14	649.0
2019-07-16 03:45:00	ES	Futures	3267.41	3268.22	3267.41	3267.68	1268.0
2019-07-16 03:50:00	ES	Futures	3267.95	3268.22	3267.14	3267.41	1621.0
2019-07-16 03:55:00	ES	Futures	3267.68	3268.22	3267.68	3267.95	586.0
2019-07-16 04:00:00	ES	Futures	3267.68	3269.03	3267.41	3268.76	956.0
2019-07-16 04:05:00	ES	Futures	3269.03	3269.31	3268.49	3268.49	700.0

> showing 50 of 17,267 rows — these rows as CSV

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