PREVIEW / futures_5min / 2019-07-19

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-07-19.parquet
  size:    238 KB
  rows:    14,386

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
2019-07-19 00:00:00	ES	Futures	3255.5	3256.04	3255.23	3255.5	309.0
2019-07-19 00:05:00	ES	Futures	3255.5	3255.77	3254.96	3254.96	409.0
2019-07-19 00:10:00	ES	Futures	3254.96	3255.5	3254.96	3255.5	112.0
2019-07-19 00:15:00	ES	Futures	3255.23	3256.04	3255.23	3256.04	827.0
2019-07-19 00:20:00	ES	Futures	3256.04	3256.31	3254.69	3254.96	1062.0
2019-07-19 00:25:00	ES	Futures	3254.96	3254.96	3254.69	3254.96	221.0
2019-07-19 00:30:00	ES	Futures	3254.96	3254.96	3253.87	3254.15	606.0
2019-07-19 00:35:00	ES	Futures	3254.15	3255.23	3253.87	3255.23	834.0
2019-07-19 00:40:00	ES	Futures	3255.23	3256.04	3255.23	3255.77	754.0
2019-07-19 00:45:00	ES	Futures	3256.04	3256.04	3255.5	3256.04	307.0
2019-07-19 00:50:00	ES	Futures	3256.04	3256.58	3256.04	3256.31	286.0
2019-07-19 00:55:00	ES	Futures	3256.31	3256.58	3256.04	3256.58	152.0
2019-07-19 01:00:00	ES	Futures	3256.58	3257.12	3256.31	3256.85	545.0
2019-07-19 01:05:00	ES	Futures	3257.12	3257.39	3256.04	3256.31	672.0
2019-07-19 01:10:00	ES	Futures	3256.31	3256.85	3256.31	3256.31	432.0
2019-07-19 01:15:00	ES	Futures	3256.31	3256.58	3256.04	3256.31	380.0
2019-07-19 01:20:00	ES	Futures	3256.04	3256.85	3256.04	3256.85	582.0
2019-07-19 01:25:00	ES	Futures	3256.85	3256.85	3255.77	3255.77	567.0
2019-07-19 01:30:00	ES	Futures	3255.77	3256.31	3255.77	3255.77	775.0
2019-07-19 01:35:00	ES	Futures	3255.77	3256.04	3255.5	3255.77	470.0
2019-07-19 01:40:00	ES	Futures	3255.77	3256.04	3255.5	3256.04	619.0
2019-07-19 01:45:00	ES	Futures	3256.04	3256.04	3255.23	3255.5	259.0
2019-07-19 01:50:00	ES	Futures	3255.5	3255.77	3254.96	3255.23	619.0
2019-07-19 01:55:00	ES	Futures	3255.5	3256.04	3255.23	3255.23	529.0
2019-07-19 02:00:00	ES	Futures	3255.5	3255.5	3254.69	3255.5	1216.0
2019-07-19 02:05:00	ES	Futures	3255.5	3255.5	3254.96	3254.96	946.0
2019-07-19 02:10:00	ES	Futures	3255.23	3255.77	3254.42	3254.42	1277.0
2019-07-19 02:15:00	ES	Futures	3254.42	3254.96	3254.42	3254.69	475.0
2019-07-19 02:20:00	ES	Futures	3254.69	3255.23	3254.42	3255.23	685.0
2019-07-19 02:25:00	ES	Futures	3255.23	3255.77	3254.96	3254.96	589.0
2019-07-19 02:30:00	ES	Futures	3254.69	3255.23	3254.69	3254.69	210.0
2019-07-19 02:35:00	ES	Futures	3254.69	3254.69	3253.87	3253.87	547.0
2019-07-19 02:40:00	ES	Futures	3254.15	3254.15	3253.06	3253.33	1357.0
2019-07-19 02:45:00	ES	Futures	3253.06	3253.6	3252.79	3253.06	1007.0
2019-07-19 02:50:00	ES	Futures	3253.06	3253.6	3253.06	3253.6	823.0
2019-07-19 02:55:00	ES	Futures	3253.6	3253.87	3252.52	3252.79	774.0
2019-07-19 03:00:00	ES	Futures	3252.52	3254.15	3252.25	3253.87	2976.0
2019-07-19 03:05:00	ES	Futures	3253.6	3255.77	3253.6	3254.69	2605.0
2019-07-19 03:10:00	ES	Futures	3254.96	3255.77	3253.33	3254.15	3419.0
2019-07-19 03:15:00	ES	Futures	3254.15	3254.96	3253.87	3254.42	1210.0
2019-07-19 03:20:00	ES	Futures	3254.15	3256.04	3254.15	3255.23	1383.0
2019-07-19 03:25:00	ES	Futures	3255.23	3255.77	3254.69	3255.77	1635.0
2019-07-19 03:30:00	ES	Futures	3255.5	3256.58	3255.23	3256.04	1639.0
2019-07-19 03:35:00	ES	Futures	3255.77	3256.31	3255.5	3256.04	1000.0
2019-07-19 03:40:00	ES	Futures	3256.31	3256.58	3255.5	3255.5	1571.0
2019-07-19 03:45:00	ES	Futures	3255.5	3256.58	3255.23	3256.58	1216.0
2019-07-19 03:50:00	ES	Futures	3256.58	3257.39	3256.31	3256.85	1649.0
2019-07-19 03:55:00	ES	Futures	3256.85	3256.85	3255.77	3256.04	1310.0
2019-07-19 04:00:00	ES	Futures	3256.04	3256.04	3255.23	3256.04	1397.0
2019-07-19 04:05:00	ES	Futures	3256.04	3256.58	3255.77	3256.58	1043.0

> showing 50 of 14,386 rows — these rows as CSV

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