PREVIEW / futures_5min / 2019-08-02

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-02.parquet
  size:    267 KB
  rows:    14,925

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
2019-08-02 00:00:00	ES	Futures	3188.36	3189.99	3188.36	3189.18	769.0
2019-08-02 00:05:00	ES	Futures	3189.45	3189.45	3188.09	3189.18	584.0
2019-08-02 00:10:00	ES	Futures	3189.18	3189.99	3188.64	3189.99	458.0
2019-08-02 00:15:00	ES	Futures	3189.99	3189.99	3188.91	3189.45	477.0
2019-08-02 00:20:00	ES	Futures	3189.45	3189.45	3188.64	3189.45	460.0
2019-08-02 00:25:00	ES	Futures	3189.72	3189.99	3189.18	3189.72	494.0
2019-08-02 00:30:00	ES	Futures	3189.72	3191.07	3189.72	3191.07	1184.0
2019-08-02 00:35:00	ES	Futures	3191.07	3192.15	3190.26	3192.15	1262.0
2019-08-02 00:40:00	ES	Futures	3191.88	3192.7	3191.34	3192.15	1429.0
2019-08-02 00:45:00	ES	Futures	3191.88	3192.7	3191.88	3192.42	861.0
2019-08-02 00:50:00	ES	Futures	3192.42	3192.7	3191.88	3192.15	470.0
2019-08-02 00:55:00	ES	Futures	3192.15	3193.24	3191.61	3191.88	931.0
2019-08-02 01:00:00	ES	Futures	3191.88	3192.7	3191.88	3192.42	1824.0
2019-08-02 01:05:00	ES	Futures	3192.15	3192.42	3191.34	3191.61	892.0
2019-08-02 01:10:00	ES	Futures	3191.61	3191.88	3191.34	3191.61	573.0
2019-08-02 01:15:00	ES	Futures	3191.34	3191.88	3191.07	3191.88	678.0
2019-08-02 01:20:00	ES	Futures	3191.61	3191.88	3191.07	3191.34	534.0
2019-08-02 01:25:00	ES	Futures	3191.34	3192.15	3191.07	3191.88	878.0
2019-08-02 01:30:00	ES	Futures	3191.88	3192.15	3190.53	3191.07	1370.0
2019-08-02 01:35:00	ES	Futures	3191.07	3191.07	3189.99	3190.53	805.0
2019-08-02 01:40:00	ES	Futures	3190.53	3192.15	3190.53	3192.15	1021.0
2019-08-02 01:45:00	ES	Futures	3192.15	3192.42	3191.34	3191.61	1126.0
2019-08-02 01:50:00	ES	Futures	3191.61	3192.42	3191.34	3192.15	717.0
2019-08-02 01:55:00	ES	Futures	3192.15	3192.7	3191.61	3192.42	742.0
2019-08-02 02:00:00	ES	Futures	3192.7	3193.78	3192.42	3192.7	3969.0
2019-08-02 02:05:00	ES	Futures	3192.42	3193.51	3190.53	3191.07	3269.0
2019-08-02 02:10:00	ES	Futures	3191.34	3191.61	3189.99	3190.8	1959.0
2019-08-02 02:15:00	ES	Futures	3190.8	3193.51	3190.8	3192.7	1758.0
2019-08-02 02:20:00	ES	Futures	3192.97	3193.51	3192.42	3192.7	1764.0
2019-08-02 02:25:00	ES	Futures	3192.97	3194.05	3192.97	3193.78	1709.0
2019-08-02 02:30:00	ES	Futures	3194.05	3194.86	3193.78	3194.59	2770.0
2019-08-02 02:35:00	ES	Futures	3194.59	3194.86	3192.97	3193.24	1894.0
2019-08-02 02:40:00	ES	Futures	3193.24	3193.78	3192.42	3192.42	1805.0
2019-08-02 02:45:00	ES	Futures	3192.7	3193.24	3189.72	3190.8	2429.0
2019-08-02 02:50:00	ES	Futures	3191.07	3192.42	3191.07	3192.42	1215.0
2019-08-02 02:55:00	ES	Futures	3192.42	3192.7	3190.53	3192.15	1919.0
2019-08-02 03:00:00	ES	Futures	3192.15	3192.42	3187.55	3189.99	8803.0
2019-08-02 03:05:00	ES	Futures	3189.99	3191.61	3187.01	3190.26	9699.0
2019-08-02 03:10:00	ES	Futures	3190.26	3194.86	3187.01	3188.91	12280.0
2019-08-02 03:15:00	ES	Futures	3188.91	3192.7	3188.91	3192.15	6025.0
2019-08-02 03:20:00	ES	Futures	3192.42	3192.42	3187.01	3187.28	4932.0
2019-08-02 03:25:00	ES	Futures	3187.55	3188.64	3186.47	3187.55	5540.0
2019-08-02 03:30:00	ES	Futures	3187.28	3187.28	3184.85	3185.39	4746.0
2019-08-02 03:35:00	ES	Futures	3185.12	3188.09	3184.3	3187.28	3887.0
2019-08-02 03:40:00	ES	Futures	3187.55	3187.55	3184.03	3184.3	3518.0
2019-08-02 03:45:00	ES	Futures	3184.3	3184.3	3179.7	3179.97	7268.0
2019-08-02 03:50:00	ES	Futures	3179.7	3181.06	3178.08	3180.78	6784.0
2019-08-02 03:55:00	ES	Futures	3181.06	3182.14	3180.51	3181.87	4150.0
2019-08-02 04:00:00	ES	Futures	3181.6	3183.49	3180.78	3182.95	4217.0
2019-08-02 04:05:00	ES	Futures	3183.22	3185.39	3182.41	3184.03	4997.0

> showing 50 of 14,925 rows — these rows as CSV

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