PREVIEW / futures_5min / 2019-07-21

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-07-21.parquet
  size:    59 KB
  rows:    3,339

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
2019-07-21 18:00:00	ES	Futures	3220.85	3221.93	3218.68	3220.85	4734.0
2019-07-21 18:05:00	ES	Futures	3220.85	3222.47	3220.04	3220.85	1361.0
2019-07-21 18:10:00	ES	Futures	3220.58	3222.74	3220.58	3222.47	692.0
2019-07-21 18:15:00	ES	Futures	3222.47	3223.01	3222.47	3222.74	356.0
2019-07-21 18:20:00	ES	Futures	3223.01	3223.29	3221.93	3222.47	462.0
2019-07-21 18:25:00	ES	Futures	3222.2	3223.29	3221.93	3222.2	329.0
2019-07-21 18:30:00	ES	Futures	3222.47	3223.83	3222.47	3223.01	866.0
2019-07-21 18:35:00	ES	Futures	3222.74	3224.1	3222.74	3223.56	505.0
2019-07-21 18:40:00	ES	Futures	3223.83	3224.37	3222.47	3222.47	657.0
2019-07-21 18:45:00	ES	Futures	3222.74	3223.29	3222.47	3223.29	184.0
2019-07-21 18:50:00	ES	Futures	3223.29	3224.37	3223.29	3223.83	479.0
2019-07-21 18:55:00	ES	Futures	3223.56	3224.37	3223.56	3223.83	266.0
2019-07-21 19:00:00	ES	Futures	3223.83	3224.91	3223.83	3224.91	419.0
2019-07-21 19:05:00	ES	Futures	3224.91	3225.18	3224.1	3225.18	396.0
2019-07-21 19:10:00	ES	Futures	3224.91	3225.18	3224.37	3224.64	401.0
2019-07-21 19:15:00	ES	Futures	3224.64	3224.91	3224.1	3224.37	355.0
2019-07-21 19:20:00	ES	Futures	3224.37	3224.91	3223.83	3224.1	454.0
2019-07-21 19:25:00	ES	Futures	3224.37	3224.64	3224.37	3224.64	362.0
2019-07-21 19:30:00	ES	Futures	3224.37	3224.91	3224.1	3224.91	192.0
2019-07-21 19:35:00	ES	Futures	3224.64	3225.99	3224.64	3225.45	547.0
2019-07-21 19:40:00	ES	Futures	3225.72	3225.99	3225.45	3225.72	277.0
2019-07-21 19:45:00	ES	Futures	3225.72	3226.8	3225.72	3226.26	1074.0
2019-07-21 19:50:00	ES	Futures	3225.99	3227.35	3225.99	3227.35	1309.0
2019-07-21 19:55:00	ES	Futures	3227.35	3227.35	3225.72	3225.99	908.0
2019-07-21 20:00:00	ES	Futures	3225.99	3226.8	3224.91	3224.91	1837.0
2019-07-21 20:05:00	ES	Futures	3224.91	3225.45	3223.29	3223.29	2015.0
2019-07-21 20:10:00	ES	Futures	3223.29	3224.64	3223.29	3224.64	1039.0
2019-07-21 20:15:00	ES	Futures	3224.64	3224.91	3224.1	3224.91	1039.0
2019-07-21 20:20:00	ES	Futures	3224.64	3225.18	3224.37	3224.64	1103.0
2019-07-21 20:25:00	ES	Futures	3224.37	3225.18	3224.37	3225.18	327.0
2019-07-21 20:30:00	ES	Futures	3224.91	3225.18	3224.1	3224.37	924.0
2019-07-21 20:35:00	ES	Futures	3224.1	3224.37	3221.66	3222.47	2231.0
2019-07-21 20:40:00	ES	Futures	3222.47	3223.01	3222.2	3222.74	796.0
2019-07-21 20:45:00	ES	Futures	3222.47	3222.74	3222.2	3222.2	680.0
2019-07-21 20:50:00	ES	Futures	3222.47	3223.83	3222.47	3223.29	813.0
2019-07-21 20:55:00	ES	Futures	3223.29	3223.29	3222.2	3222.47	739.0
2019-07-21 21:00:00	ES	Futures	3222.74	3223.83	3222.47	3223.83	938.0
2019-07-21 21:05:00	ES	Futures	3223.83	3224.1	3223.29	3223.56	635.0
2019-07-21 21:10:00	ES	Futures	3223.29	3224.37	3222.74	3223.29	1096.0
2019-07-21 21:15:00	ES	Futures	3223.29	3224.1	3222.74	3222.74	1451.0
2019-07-21 21:20:00	ES	Futures	3222.74	3223.29	3222.2	3223.01	725.0
2019-07-21 21:25:00	ES	Futures	3223.29	3224.64	3223.29	3223.83	1277.0
2019-07-21 21:30:00	ES	Futures	3224.1	3224.37	3221.93	3223.56	1822.0
2019-07-21 21:35:00	ES	Futures	3223.56	3225.18	3223.56	3224.37	2121.0
2019-07-21 21:40:00	ES	Futures	3224.37	3224.64	3223.01	3223.01	1140.0
2019-07-21 21:45:00	ES	Futures	3222.74	3223.56	3222.47	3222.74	1186.0
2019-07-21 21:50:00	ES	Futures	3222.74	3223.56	3221.12	3221.39	2238.0
2019-07-21 21:55:00	ES	Futures	3221.39	3222.47	3220.85	3222.2	1485.0
2019-07-21 22:00:00	ES	Futures	3222.2	3222.74	3221.66	3222.74	992.0
2019-07-21 22:05:00	ES	Futures	3222.74	3224.1	3222.74	3223.83	1135.0

> showing 50 of 3,339 rows — these rows as CSV

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