PREVIEW / futures_5min / 2019-07-17

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-07-17.parquet
  size:    279 KB
  rows:    17,365

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
2019-07-17 00:00:00	ES	Futures	3257.39	3257.94	3257.39	3257.66	321.0
2019-07-17 00:05:00	ES	Futures	3257.66	3257.66	3257.12	3257.66	265.0
2019-07-17 00:10:00	ES	Futures	3257.66	3257.66	3257.12	3257.66	137.0
2019-07-17 00:15:00	ES	Futures	3257.66	3257.94	3257.39	3257.66	417.0
2019-07-17 00:20:00	ES	Futures	3257.66	3257.94	3257.66	3257.94	96.0
2019-07-17 00:25:00	ES	Futures	3257.94	3257.94	3257.66	3257.66	38.0
2019-07-17 00:30:00	ES	Futures	3257.66	3257.94	3257.66	3257.66	128.0
2019-07-17 00:35:00	ES	Futures	3257.66	3258.21	3257.66	3258.21	97.0
2019-07-17 00:40:00	ES	Futures	3257.94	3258.21	3257.94	3257.94	25.0
2019-07-17 00:45:00	ES	Futures	3258.21	3258.21	3257.94	3257.94	22.0
2019-07-17 00:50:00	ES	Futures	3258.21	3258.48	3258.21	3258.21	345.0
2019-07-17 00:55:00	ES	Futures	3258.21	3258.75	3258.21	3258.48	207.0
2019-07-17 01:00:00	ES	Futures	3258.48	3258.48	3257.94	3257.94	208.0
2019-07-17 01:05:00	ES	Futures	3257.94	3258.21	3257.94	3257.94	150.0
2019-07-17 01:10:00	ES	Futures	3257.94	3258.21	3257.94	3257.94	196.0
2019-07-17 01:15:00	ES	Futures	3257.94	3258.21	3257.94	3257.94	161.0
2019-07-17 01:20:00	ES	Futures	3257.94	3258.21	3257.66	3257.66	203.0
2019-07-17 01:25:00	ES	Futures	3257.66	3258.21	3257.66	3258.21	116.0
2019-07-17 01:30:00	ES	Futures	3257.94	3258.48	3257.66	3258.48	197.0
2019-07-17 01:35:00	ES	Futures	3258.48	3258.75	3258.21	3258.48	295.0
2019-07-17 01:40:00	ES	Futures	3258.48	3259.29	3258.48	3259.29	475.0
2019-07-17 01:45:00	ES	Futures	3259.02	3259.29	3258.75	3259.02	237.0
2019-07-17 01:50:00	ES	Futures	3259.02	3259.02	3258.48	3258.75	193.0
2019-07-17 01:55:00	ES	Futures	3258.75	3258.75	3258.48	3258.48	177.0
2019-07-17 02:00:00	ES	Futures	3258.48	3258.75	3257.12	3257.39	992.0
2019-07-17 02:05:00	ES	Futures	3257.66	3257.66	3257.12	3257.39	664.0
2019-07-17 02:10:00	ES	Futures	3257.39	3257.66	3257.12	3257.39	719.0
2019-07-17 02:15:00	ES	Futures	3257.12	3258.48	3257.12	3258.21	963.0
2019-07-17 02:20:00	ES	Futures	3257.94	3259.02	3257.94	3258.48	437.0
2019-07-17 02:25:00	ES	Futures	3258.75	3258.75	3258.21	3258.48	620.0
2019-07-17 02:30:00	ES	Futures	3258.48	3258.48	3257.94	3257.94	589.0
2019-07-17 02:35:00	ES	Futures	3257.94	3258.21	3257.39	3257.94	240.0
2019-07-17 02:40:00	ES	Futures	3258.21	3258.21	3257.66	3257.94	292.0
2019-07-17 02:45:00	ES	Futures	3257.94	3258.48	3257.94	3258.21	561.0
2019-07-17 02:50:00	ES	Futures	3257.94	3258.21	3257.66	3257.94	334.0
2019-07-17 02:55:00	ES	Futures	3258.21	3258.48	3258.21	3258.48	571.0
2019-07-17 03:00:00	ES	Futures	3258.75	3260.37	3257.94	3260.1	2589.0
2019-07-17 03:05:00	ES	Futures	3260.1	3260.37	3259.56	3259.56	1670.0
2019-07-17 03:10:00	ES	Futures	3259.56	3259.83	3258.75	3259.83	2092.0
2019-07-17 03:15:00	ES	Futures	3259.56	3259.83	3258.75	3259.29	1195.0
2019-07-17 03:20:00	ES	Futures	3259.29	3259.56	3258.75	3259.29	1663.0
2019-07-17 03:25:00	ES	Futures	3259.02	3259.56	3258.48	3259.56	2120.0
2019-07-17 03:30:00	ES	Futures	3259.29	3260.37	3259.29	3259.56	1472.0
2019-07-17 03:35:00	ES	Futures	3259.56	3259.83	3258.75	3259.02	1181.0
2019-07-17 03:40:00	ES	Futures	3258.75	3259.02	3258.48	3259.02	1022.0
2019-07-17 03:45:00	ES	Futures	3259.29	3259.29	3258.75	3259.29	822.0
2019-07-17 03:50:00	ES	Futures	3259.29	3260.37	3259.29	3259.83	1266.0
2019-07-17 03:55:00	ES	Futures	3259.83	3259.83	3259.29	3259.83	766.0
2019-07-17 04:00:00	ES	Futures	3259.83	3262.0	3259.56	3261.73	3516.0
2019-07-17 04:05:00	ES	Futures	3261.73	3262.0	3260.64	3262.0	2070.0

> showing 50 of 17,365 rows — these rows as CSV

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