PREVIEW / futures_5min / 2019-07-22

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-07-22.parquet
  size:    257 KB
  rows:    17,138

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
2019-07-22 00:00:00	ES	Futures	3222.74	3223.83	3222.74	3223.56	494.0
2019-07-22 00:05:00	ES	Futures	3223.29	3223.83	3223.01	3223.01	281.0
2019-07-22 00:10:00	ES	Futures	3223.29	3223.56	3223.01	3223.01	215.0
2019-07-22 00:15:00	ES	Futures	3223.01	3223.56	3222.74	3222.74	243.0
2019-07-22 00:20:00	ES	Futures	3223.01	3223.29	3222.74	3223.01	162.0
2019-07-22 00:25:00	ES	Futures	3222.74	3223.29	3222.74	3223.01	104.0
2019-07-22 00:30:00	ES	Futures	3223.01	3223.56	3223.01	3223.56	334.0
2019-07-22 00:35:00	ES	Futures	3223.56	3223.83	3223.29	3223.83	124.0
2019-07-22 00:40:00	ES	Futures	3223.56	3223.83	3223.29	3223.29	156.0
2019-07-22 00:45:00	ES	Futures	3223.29	3223.83	3223.29	3223.83	371.0
2019-07-22 00:50:00	ES	Futures	3223.56	3224.1	3223.56	3224.1	106.0
2019-07-22 00:55:00	ES	Futures	3223.83	3224.1	3223.83	3224.1	39.0
2019-07-22 01:00:00	ES	Futures	3224.1	3224.1	3222.74	3223.01	534.0
2019-07-22 01:05:00	ES	Futures	3223.01	3224.37	3223.01	3224.1	401.0
2019-07-22 01:10:00	ES	Futures	3224.37	3224.91	3224.37	3224.64	452.0
2019-07-22 01:15:00	ES	Futures	3224.37	3224.64	3224.1	3224.37	389.0
2019-07-22 01:20:00	ES	Futures	3224.37	3224.64	3224.1	3224.1	306.0
2019-07-22 01:25:00	ES	Futures	3224.1	3224.64	3224.1	3224.37	198.0
2019-07-22 01:30:00	ES	Futures	3224.64	3226.26	3224.37	3226.26	1255.0
2019-07-22 01:35:00	ES	Futures	3225.99	3230.86	3225.99	3229.78	4264.0
2019-07-22 01:40:00	ES	Futures	3229.51	3229.51	3227.89	3227.89	1463.0
2019-07-22 01:45:00	ES	Futures	3228.16	3228.16	3227.35	3227.62	424.0
2019-07-22 01:50:00	ES	Futures	3227.62	3227.62	3226.53	3226.53	1097.0
2019-07-22 01:55:00	ES	Futures	3226.8	3227.08	3224.91	3225.72	1138.0
2019-07-22 02:00:00	ES	Futures	3225.72	3227.62	3225.45	3226.8	1602.0
2019-07-22 02:05:00	ES	Futures	3226.8	3228.16	3226.8	3227.35	1071.0
2019-07-22 02:10:00	ES	Futures	3227.35	3227.62	3227.08	3227.08	542.0
2019-07-22 02:15:00	ES	Futures	3226.8	3226.8	3225.99	3226.26	1006.0
2019-07-22 02:20:00	ES	Futures	3226.26	3226.8	3225.99	3225.99	824.0
2019-07-22 02:25:00	ES	Futures	3225.99	3226.53	3225.99	3226.26	549.0
2019-07-22 02:30:00	ES	Futures	3226.26	3228.16	3225.99	3227.89	777.0
2019-07-22 02:35:00	ES	Futures	3227.89	3229.51	3227.89	3228.97	2084.0
2019-07-22 02:40:00	ES	Futures	3228.97	3229.78	3228.7	3228.97	1351.0
2019-07-22 02:45:00	ES	Futures	3228.97	3228.97	3227.62	3227.89	1511.0
2019-07-22 02:50:00	ES	Futures	3227.89	3228.43	3227.35	3228.43	743.0
2019-07-22 02:55:00	ES	Futures	3228.16	3228.97	3227.35	3228.43	1514.0
2019-07-22 03:00:00	ES	Futures	3228.43	3228.7	3226.53	3226.8	3070.0
2019-07-22 03:05:00	ES	Futures	3226.8	3230.05	3226.8	3229.78	2913.0
2019-07-22 03:10:00	ES	Futures	3229.78	3229.78	3228.43	3229.78	1798.0
2019-07-22 03:15:00	ES	Futures	3229.51	3230.32	3228.97	3229.78	2262.0
2019-07-22 03:20:00	ES	Futures	3230.05	3230.32	3229.24	3229.24	1700.0
2019-07-22 03:25:00	ES	Futures	3229.51	3229.51	3228.7	3229.51	1386.0
2019-07-22 03:30:00	ES	Futures	3229.24	3229.51	3226.8	3227.08	4024.0
2019-07-22 03:35:00	ES	Futures	3227.08	3227.89	3227.08	3227.62	1182.0
2019-07-22 03:40:00	ES	Futures	3227.62	3228.43	3226.8	3226.8	1606.0
2019-07-22 03:45:00	ES	Futures	3226.8	3227.35	3225.72	3226.26	2079.0
2019-07-22 03:50:00	ES	Futures	3226.26	3227.08	3225.72	3226.8	1857.0
2019-07-22 03:55:00	ES	Futures	3227.08	3227.08	3225.72	3225.99	1198.0
2019-07-22 04:00:00	ES	Futures	3225.99	3228.43	3225.99	3228.16	1666.0
2019-07-22 04:05:00	ES	Futures	3228.16	3228.97	3228.16	3228.7	1293.0

> showing 50 of 17,138 rows — these rows as CSV

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