PREVIEW / futures_5min / 2019-07-29

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-07-29.parquet
  size:    251 KB
  rows:    17,043

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
2019-07-29 00:00:00	ES	Futures	3271.2	3271.74	3271.2	3271.74	99.0
2019-07-29 00:05:00	ES	Futures	3271.74	3271.74	3271.47	3271.74	48.0
2019-07-29 00:10:00	ES	Futures	3271.74	3271.74	3271.47	3271.74	248.0
2019-07-29 00:15:00	ES	Futures	3271.74	3272.28	3271.47	3272.01	284.0
2019-07-29 00:20:00	ES	Futures	3271.74	3272.01	3271.74	3272.01	84.0
2019-07-29 00:25:00	ES	Futures	3272.01	3272.01	3271.2	3271.47	299.0
2019-07-29 00:30:00	ES	Futures	3271.2	3271.74	3271.2	3271.47	107.0
2019-07-29 00:35:00	ES	Futures	3271.74	3271.74	3271.2	3271.74	144.0
2019-07-29 00:40:00	ES	Futures	3271.74	3271.74	3271.47	3271.47	212.0
2019-07-29 00:45:00	ES	Futures	3271.47	3271.74	3271.2	3271.47	183.0
2019-07-29 00:50:00	ES	Futures	3271.47	3271.47	3270.93	3271.2	174.0
2019-07-29 00:55:00	ES	Futures	3271.2	3271.74	3271.2	3271.2	87.0
2019-07-29 01:00:00	ES	Futures	3271.47	3271.47	3270.93	3271.47	418.0
2019-07-29 01:05:00	ES	Futures	3271.2	3271.2	3270.66	3270.93	334.0
2019-07-29 01:10:00	ES	Futures	3270.66	3270.93	3270.12	3270.93	504.0
2019-07-29 01:15:00	ES	Futures	3270.66	3270.93	3270.39	3270.39	211.0
2019-07-29 01:20:00	ES	Futures	3270.39	3271.2	3270.39	3271.2	352.0
2019-07-29 01:25:00	ES	Futures	3270.93	3271.2	3270.66	3270.66	256.0
2019-07-29 01:30:00	ES	Futures	3270.66	3270.66	3270.39	3270.39	259.0
2019-07-29 01:35:00	ES	Futures	3270.39	3270.66	3270.12	3270.39	590.0
2019-07-29 01:40:00	ES	Futures	3270.39	3270.93	3270.12	3270.66	153.0
2019-07-29 01:45:00	ES	Futures	3270.93	3270.93	3270.66	3270.66	208.0
2019-07-29 01:50:00	ES	Futures	3270.93	3271.74	3270.93	3271.74	384.0
2019-07-29 01:55:00	ES	Futures	3271.74	3271.74	3271.2	3271.47	620.0
2019-07-29 02:00:00	ES	Futures	3271.47	3271.74	3271.2	3271.74	664.0
2019-07-29 02:05:00	ES	Futures	3271.74	3272.01	3271.2	3271.2	276.0
2019-07-29 02:10:00	ES	Futures	3271.2	3271.74	3271.2	3271.47	652.0
2019-07-29 02:15:00	ES	Futures	3271.47	3272.01	3271.2	3271.74	396.0
2019-07-29 02:20:00	ES	Futures	3271.74	3272.28	3271.74	3272.01	265.0
2019-07-29 02:25:00	ES	Futures	3272.01	3272.28	3271.74	3272.01	278.0
2019-07-29 02:30:00	ES	Futures	3272.01	3272.55	3272.01	3272.01	505.0
2019-07-29 02:35:00	ES	Futures	3272.28	3272.28	3271.74	3271.74	499.0
2019-07-29 02:40:00	ES	Futures	3271.74	3272.01	3271.47	3271.47	193.0
2019-07-29 02:45:00	ES	Futures	3271.47	3272.01	3271.47	3271.74	118.0
2019-07-29 02:50:00	ES	Futures	3272.01	3272.28	3271.74	3272.01	440.0
2019-07-29 02:55:00	ES	Futures	3271.74	3271.74	3270.93	3271.47	753.0
2019-07-29 03:00:00	ES	Futures	3271.47	3272.01	3270.93	3270.93	1353.0
2019-07-29 03:05:00	ES	Futures	3270.66	3272.01	3270.39	3271.74	1429.0
2019-07-29 03:10:00	ES	Futures	3272.01	3273.64	3271.47	3273.37	1794.0
2019-07-29 03:15:00	ES	Futures	3273.37	3273.64	3272.28	3272.28	2160.0
2019-07-29 03:20:00	ES	Futures	3272.28	3272.82	3272.01	3272.82	1185.0
2019-07-29 03:25:00	ES	Futures	3272.82	3273.37	3272.28	3273.09	1651.0
2019-07-29 03:30:00	ES	Futures	3272.82	3273.91	3272.82	3273.09	916.0
2019-07-29 03:35:00	ES	Futures	3273.37	3273.91	3273.09	3273.91	528.0
2019-07-29 03:40:00	ES	Futures	3273.91	3274.99	3273.64	3274.72	2444.0
2019-07-29 03:45:00	ES	Futures	3274.45	3275.53	3274.45	3274.45	1267.0
2019-07-29 03:50:00	ES	Futures	3274.72	3274.72	3274.18	3274.72	954.0
2019-07-29 03:55:00	ES	Futures	3274.45	3275.26	3274.18	3274.99	1186.0
2019-07-29 04:00:00	ES	Futures	3275.26	3275.53	3274.72	3274.99	942.0
2019-07-29 04:05:00	ES	Futures	3274.99	3274.99	3274.18	3274.18	791.0

> showing 50 of 17,043 rows — these rows as CSV

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