PREVIEW / futures_5min / 2019-07-24

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-07-24.parquet
  size:    261 KB
  rows:    17,192

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
2019-07-24 00:00:00	ES	Futures	3256.58	3257.12	3256.58	3257.12	199.0
2019-07-24 00:05:00	ES	Futures	3256.85	3256.85	3256.58	3256.85	297.0
2019-07-24 00:10:00	ES	Futures	3256.58	3256.85	3256.31	3256.31	556.0
2019-07-24 00:15:00	ES	Futures	3256.31	3256.58	3256.31	3256.58	178.0
2019-07-24 00:20:00	ES	Futures	3256.31	3256.31	3256.04	3256.04	451.0
2019-07-24 00:25:00	ES	Futures	3256.04	3256.31	3255.77	3255.77	247.0
2019-07-24 00:30:00	ES	Futures	3255.77	3256.04	3255.5	3255.77	314.0
2019-07-24 00:35:00	ES	Futures	3255.77	3255.77	3255.5	3255.5	238.0
2019-07-24 00:40:00	ES	Futures	3255.5	3255.77	3255.5	3255.77	168.0
2019-07-24 00:45:00	ES	Futures	3255.5	3255.77	3255.23	3255.5	208.0
2019-07-24 00:50:00	ES	Futures	3255.5	3255.77	3255.23	3255.23	235.0
2019-07-24 00:55:00	ES	Futures	3255.23	3255.77	3255.23	3255.5	263.0
2019-07-24 01:00:00	ES	Futures	3255.5	3255.77	3254.96	3254.96	386.0
2019-07-24 01:05:00	ES	Futures	3254.96	3255.23	3254.15	3254.42	711.0
2019-07-24 01:10:00	ES	Futures	3254.15	3254.42	3253.6	3253.87	641.0
2019-07-24 01:15:00	ES	Futures	3253.6	3254.15	3253.6	3254.15	613.0
2019-07-24 01:20:00	ES	Futures	3254.42	3254.42	3254.15	3254.42	416.0
2019-07-24 01:25:00	ES	Futures	3254.69	3254.69	3254.15	3254.69	256.0
2019-07-24 01:30:00	ES	Futures	3254.69	3254.96	3254.42	3254.42	579.0
2019-07-24 01:35:00	ES	Futures	3254.42	3254.42	3254.15	3254.42	481.0
2019-07-24 01:40:00	ES	Futures	3254.42	3254.69	3254.15	3254.69	260.0
2019-07-24 01:45:00	ES	Futures	3254.69	3254.96	3254.42	3254.69	650.0
2019-07-24 01:50:00	ES	Futures	3254.69	3254.96	3254.42	3254.69	471.0
2019-07-24 01:55:00	ES	Futures	3254.69	3254.96	3254.42	3254.96	330.0
2019-07-24 02:00:00	ES	Futures	3254.96	3254.96	3253.6	3253.6	655.0
2019-07-24 02:05:00	ES	Futures	3253.6	3254.15	3253.33	3253.87	789.0
2019-07-24 02:10:00	ES	Futures	3253.87	3254.69	3253.87	3254.42	389.0
2019-07-24 02:15:00	ES	Futures	3254.42	3254.69	3254.42	3254.69	380.0
2019-07-24 02:20:00	ES	Futures	3254.42	3254.96	3254.42	3254.42	398.0
2019-07-24 02:25:00	ES	Futures	3254.42	3254.42	3253.6	3254.15	497.0
2019-07-24 02:30:00	ES	Futures	3254.42	3255.5	3254.15	3254.42	1339.0
2019-07-24 02:35:00	ES	Futures	3254.42	3254.42	3253.6	3253.6	919.0
2019-07-24 02:40:00	ES	Futures	3253.6	3254.15	3253.06	3253.87	855.0
2019-07-24 02:45:00	ES	Futures	3254.15	3254.15	3253.6	3253.6	350.0
2019-07-24 02:50:00	ES	Futures	3253.87	3253.87	3253.6	3253.6	169.0
2019-07-24 02:55:00	ES	Futures	3253.87	3253.87	3253.33	3253.6	558.0
2019-07-24 03:00:00	ES	Futures	3253.87	3254.15	3253.33	3253.6	1620.0
2019-07-24 03:05:00	ES	Futures	3253.33	3253.87	3252.52	3252.52	1699.0
2019-07-24 03:10:00	ES	Futures	3252.52	3253.06	3251.98	3252.79	921.0
2019-07-24 03:15:00	ES	Futures	3252.52	3253.06	3251.71	3251.71	1787.0
2019-07-24 03:20:00	ES	Futures	3251.71	3252.79	3251.44	3251.71	1166.0
2019-07-24 03:25:00	ES	Futures	3251.71	3251.98	3250.63	3250.9	1767.0
2019-07-24 03:30:00	ES	Futures	3250.9	3250.9	3246.84	3249.27	6870.0
2019-07-24 03:35:00	ES	Futures	3249.27	3250.09	3249.27	3249.54	1761.0
2019-07-24 03:40:00	ES	Futures	3249.81	3249.81	3247.65	3247.92	3109.0
2019-07-24 03:45:00	ES	Futures	3247.92	3249.27	3247.38	3249.0	2831.0
2019-07-24 03:50:00	ES	Futures	3249.0	3250.36	3249.0	3249.81	1830.0
2019-07-24 03:55:00	ES	Futures	3249.81	3249.81	3247.92	3249.54	1825.0
2019-07-24 04:00:00	ES	Futures	3249.54	3250.9	3249.27	3249.27	2109.0
2019-07-24 04:05:00	ES	Futures	3249.54	3249.54	3247.38	3247.65	2409.0

> showing 50 of 17,192 rows — these rows as CSV

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