PREVIEW / futures_5min / 2019-07-23

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-07-23.parquet
  size:    264 KB
  rows:    17,242

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
2019-07-23 00:00:00	ES	Futures	3239.53	3239.8	3239.26	3239.53	388.0
2019-07-23 00:05:00	ES	Futures	3239.53	3240.07	3239.26	3240.07	517.0
2019-07-23 00:10:00	ES	Futures	3240.07	3240.07	3239.53	3240.07	277.0
2019-07-23 00:15:00	ES	Futures	3239.8	3240.34	3239.8	3240.07	334.0
2019-07-23 00:20:00	ES	Futures	3240.07	3240.34	3239.53	3239.8	181.0
2019-07-23 00:25:00	ES	Futures	3239.8	3240.07	3239.8	3240.07	246.0
2019-07-23 00:30:00	ES	Futures	3240.07	3240.07	3239.53	3239.53	600.0
2019-07-23 00:35:00	ES	Futures	3239.53	3239.8	3239.53	3239.8	182.0
2019-07-23 00:40:00	ES	Futures	3239.53	3239.8	3239.26	3239.26	215.0
2019-07-23 00:45:00	ES	Futures	3239.26	3239.53	3238.99	3238.99	248.0
2019-07-23 00:50:00	ES	Futures	3239.26	3239.53	3238.99	3239.26	70.0
2019-07-23 00:55:00	ES	Futures	3239.26	3239.53	3238.99	3239.53	250.0
2019-07-23 01:00:00	ES	Futures	3239.53	3239.8	3238.99	3239.8	434.0
2019-07-23 01:05:00	ES	Futures	3239.8	3239.8	3239.26	3239.26	411.0
2019-07-23 01:10:00	ES	Futures	3239.26	3239.26	3238.72	3238.99	227.0
2019-07-23 01:15:00	ES	Futures	3238.72	3239.53	3238.72	3238.99	348.0
2019-07-23 01:20:00	ES	Futures	3239.26	3239.26	3238.99	3239.26	50.0
2019-07-23 01:25:00	ES	Futures	3238.99	3239.26	3238.17	3238.99	485.0
2019-07-23 01:30:00	ES	Futures	3238.99	3238.99	3238.17	3238.44	484.0
2019-07-23 01:35:00	ES	Futures	3238.72	3238.72	3237.9	3238.17	378.0
2019-07-23 01:40:00	ES	Futures	3237.9	3238.44	3237.63	3237.9	815.0
2019-07-23 01:45:00	ES	Futures	3237.9	3237.9	3236.55	3236.55	679.0
2019-07-23 01:50:00	ES	Futures	3236.55	3237.36	3236.55	3237.36	757.0
2019-07-23 01:55:00	ES	Futures	3237.09	3237.9	3237.09	3237.36	1138.0
2019-07-23 02:00:00	ES	Futures	3237.36	3237.9	3237.36	3237.63	882.0
2019-07-23 02:05:00	ES	Futures	3237.63	3238.99	3237.63	3238.72	1134.0
2019-07-23 02:10:00	ES	Futures	3238.72	3238.99	3238.44	3238.99	630.0
2019-07-23 02:15:00	ES	Futures	3238.99	3239.8	3238.72	3239.8	1482.0
2019-07-23 02:20:00	ES	Futures	3239.53	3240.07	3239.26	3239.26	862.0
2019-07-23 02:25:00	ES	Futures	3239.26	3239.53	3238.72	3238.99	545.0
2019-07-23 02:30:00	ES	Futures	3239.26	3239.53	3238.72	3238.72	604.0
2019-07-23 02:35:00	ES	Futures	3238.72	3239.26	3238.72	3239.26	402.0
2019-07-23 02:40:00	ES	Futures	3238.99	3239.26	3238.99	3239.26	179.0
2019-07-23 02:45:00	ES	Futures	3238.99	3239.26	3238.72	3239.26	361.0
2019-07-23 02:50:00	ES	Futures	3239.26	3239.53	3238.72	3239.53	526.0
2019-07-23 02:55:00	ES	Futures	3239.8	3240.34	3239.53	3240.34	501.0
2019-07-23 03:00:00	ES	Futures	3240.34	3241.96	3239.53	3239.53	3762.0
2019-07-23 03:05:00	ES	Futures	3239.53	3242.23	3239.53	3241.96	3768.0
2019-07-23 03:10:00	ES	Futures	3241.69	3241.96	3240.61	3240.61	1597.0
2019-07-23 03:15:00	ES	Futures	3240.61	3240.61	3240.07	3240.07	1393.0
2019-07-23 03:20:00	ES	Futures	3240.34	3241.42	3239.8	3241.15	1326.0
2019-07-23 03:25:00	ES	Futures	3240.88	3241.15	3240.07	3240.34	967.0
2019-07-23 03:30:00	ES	Futures	3240.07	3240.34	3239.53	3240.34	988.0
2019-07-23 03:35:00	ES	Futures	3240.61	3240.61	3239.8	3240.07	1101.0
2019-07-23 03:40:00	ES	Futures	3240.07	3240.61	3239.8	3240.07	875.0
2019-07-23 03:45:00	ES	Futures	3239.8	3239.8	3238.72	3239.26	1527.0
2019-07-23 03:50:00	ES	Futures	3239.26	3240.88	3239.26	3240.61	1961.0
2019-07-23 03:55:00	ES	Futures	3240.61	3240.61	3240.07	3240.34	895.0
2019-07-23 04:00:00	ES	Futures	3240.34	3241.15	3240.34	3240.61	994.0
2019-07-23 04:05:00	ES	Futures	3240.61	3241.15	3240.61	3240.88	703.0

> showing 50 of 17,242 rows — these rows as CSV

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