PREVIEW / futures_5min / 2019-08-01

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-01.parquet
  size:    338 KB
  rows:    18,595

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
2019-08-01 00:00:00	ES	Futures	3231.95	3232.22	3231.41	3231.41	1012.0
2019-08-01 00:05:00	ES	Futures	3231.68	3231.68	3230.59	3230.86	555.0
2019-08-01 00:10:00	ES	Futures	3230.86	3231.14	3230.05	3230.59	538.0
2019-08-01 00:15:00	ES	Futures	3230.59	3230.59	3229.24	3229.51	867.0
2019-08-01 00:20:00	ES	Futures	3229.51	3229.78	3228.7	3229.24	798.0
2019-08-01 00:25:00	ES	Futures	3228.97	3229.51	3228.97	3228.97	299.0
2019-08-01 00:30:00	ES	Futures	3228.97	3229.78	3228.97	3229.51	611.0
2019-08-01 00:35:00	ES	Futures	3229.51	3229.51	3228.43	3228.43	487.0
2019-08-01 00:40:00	ES	Futures	3228.7	3228.97	3228.43	3228.43	302.0
2019-08-01 00:45:00	ES	Futures	3228.43	3229.51	3228.43	3228.97	300.0
2019-08-01 00:50:00	ES	Futures	3228.97	3229.24	3227.62	3227.89	480.0
2019-08-01 00:55:00	ES	Futures	3227.62	3228.43	3227.62	3227.89	612.0
2019-08-01 01:00:00	ES	Futures	3227.89	3228.43	3227.89	3228.43	934.0
2019-08-01 01:05:00	ES	Futures	3228.7	3228.97	3228.16	3228.43	695.0
2019-08-01 01:10:00	ES	Futures	3228.43	3228.43	3227.62	3227.89	996.0
2019-08-01 01:15:00	ES	Futures	3228.16	3228.43	3227.62	3227.62	545.0
2019-08-01 01:20:00	ES	Futures	3227.62	3228.16	3227.08	3227.08	1011.0
2019-08-01 01:25:00	ES	Futures	3227.08	3227.62	3227.08	3227.35	836.0
2019-08-01 01:30:00	ES	Futures	3227.08	3227.89	3227.08	3227.35	1043.0
2019-08-01 01:35:00	ES	Futures	3227.35	3227.89	3226.8	3226.8	757.0
2019-08-01 01:40:00	ES	Futures	3227.08	3227.35	3226.8	3226.8	517.0
2019-08-01 01:45:00	ES	Futures	3227.08	3227.62	3226.8	3227.08	601.0
2019-08-01 01:50:00	ES	Futures	3227.08	3227.89	3225.99	3226.26	1074.0
2019-08-01 01:55:00	ES	Futures	3226.26	3226.53	3225.45	3226.53	1357.0
2019-08-01 02:00:00	ES	Futures	3226.26	3228.97	3226.26	3228.7	3030.0
2019-08-01 02:05:00	ES	Futures	3228.7	3228.97	3227.08	3227.35	1309.0
2019-08-01 02:10:00	ES	Futures	3227.35	3228.16	3226.53	3226.53	1040.0
2019-08-01 02:15:00	ES	Futures	3226.8	3226.8	3224.91	3225.18	1671.0
2019-08-01 02:20:00	ES	Futures	3225.45	3225.45	3224.1	3224.1	1491.0
2019-08-01 02:25:00	ES	Futures	3224.1	3224.91	3223.56	3224.64	1749.0
2019-08-01 02:30:00	ES	Futures	3224.37	3224.91	3223.56	3224.64	1930.0
2019-08-01 02:35:00	ES	Futures	3224.37	3225.18	3224.1	3224.64	1451.0
2019-08-01 02:40:00	ES	Futures	3224.64	3224.64	3223.01	3223.56	1719.0
2019-08-01 02:45:00	ES	Futures	3223.56	3223.83	3222.47	3222.47	1254.0
2019-08-01 02:50:00	ES	Futures	3222.47	3222.74	3221.12	3221.66	1534.0
2019-08-01 02:55:00	ES	Futures	3221.39	3221.93	3219.77	3220.31	2106.0
2019-08-01 03:00:00	ES	Futures	3220.58	3223.01	3219.5	3223.01	4708.0
2019-08-01 03:05:00	ES	Futures	3223.01	3226.53	3222.74	3225.45	4055.0
2019-08-01 03:10:00	ES	Futures	3225.45	3227.62	3225.18	3227.35	3046.0
2019-08-01 03:15:00	ES	Futures	3227.35	3229.24	3227.08	3228.16	5573.0
2019-08-01 03:20:00	ES	Futures	3228.43	3229.78	3228.16	3228.43	3648.0
2019-08-01 03:25:00	ES	Futures	3228.43	3229.51	3227.62	3227.89	3518.0
2019-08-01 03:30:00	ES	Futures	3227.89	3230.59	3227.08	3230.05	4018.0
2019-08-01 03:35:00	ES	Futures	3229.78	3230.32	3229.51	3230.32	2673.0
2019-08-01 03:40:00	ES	Futures	3230.05	3230.32	3229.78	3230.32	1072.0
2019-08-01 03:45:00	ES	Futures	3230.32	3231.14	3229.78	3230.05	1996.0
2019-08-01 03:50:00	ES	Futures	3230.32	3230.32	3229.24	3229.78	2053.0
2019-08-01 03:55:00	ES	Futures	3229.78	3230.32	3229.24	3230.05	2841.0
2019-08-01 04:00:00	ES	Futures	3229.78	3231.68	3229.51	3230.32	2281.0
2019-08-01 04:05:00	ES	Futures	3230.32	3230.32	3228.7	3228.97	2513.0

> showing 50 of 18,595 rows — these rows as CSV

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