PREVIEW / futures_5min / 2019-08-05

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-05.parquet
  size:    346 KB
  rows:    18,779

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
2019-08-05 00:00:00	ES	Futures	3139.1	3140.18	3139.1	3139.37	1316.0
2019-08-05 00:05:00	ES	Futures	3139.37	3139.64	3137.2	3137.2	1182.0
2019-08-05 00:10:00	ES	Futures	3137.2	3138.83	3136.39	3137.2	1347.0
2019-08-05 00:15:00	ES	Futures	3137.2	3138.01	3136.12	3137.47	1346.0
2019-08-05 00:20:00	ES	Futures	3137.47	3138.01	3135.85	3136.12	660.0
2019-08-05 00:25:00	ES	Futures	3136.12	3137.74	3135.58	3136.12	870.0
2019-08-05 00:30:00	ES	Futures	3136.39	3136.93	3135.85	3136.66	666.0
2019-08-05 00:35:00	ES	Futures	3136.66	3136.93	3136.39	3136.66	583.0
2019-08-05 00:40:00	ES	Futures	3136.93	3136.93	3136.12	3136.66	598.0
2019-08-05 00:45:00	ES	Futures	3136.39	3136.93	3136.12	3136.39	559.0
2019-08-05 00:50:00	ES	Futures	3136.39	3136.93	3135.04	3135.31	1047.0
2019-08-05 00:55:00	ES	Futures	3135.31	3137.47	3135.31	3137.47	882.0
2019-08-05 01:00:00	ES	Futures	3137.47	3138.83	3137.2	3138.55	1357.0
2019-08-05 01:05:00	ES	Futures	3138.28	3139.1	3137.2	3137.47	1205.0
2019-08-05 01:10:00	ES	Futures	3137.47	3138.55	3136.39	3138.28	1182.0
2019-08-05 01:15:00	ES	Futures	3138.28	3139.1	3137.47	3138.01	1005.0
2019-08-05 01:20:00	ES	Futures	3137.74	3141.53	3137.74	3140.99	1888.0
2019-08-05 01:25:00	ES	Futures	3140.99	3141.8	3140.45	3140.72	1395.0
2019-08-05 01:30:00	ES	Futures	3140.72	3142.34	3140.72	3141.53	1213.0
2019-08-05 01:35:00	ES	Futures	3141.26	3141.8	3140.72	3141.53	916.0
2019-08-05 01:40:00	ES	Futures	3141.53	3142.89	3141.53	3142.34	1496.0
2019-08-05 01:45:00	ES	Futures	3142.07	3142.34	3141.53	3142.07	1072.0
2019-08-05 01:50:00	ES	Futures	3142.07	3143.16	3141.8	3143.16	1133.0
2019-08-05 01:55:00	ES	Futures	3142.89	3143.7	3142.07	3142.62	2744.0
2019-08-05 02:00:00	ES	Futures	3142.62	3144.78	3141.8	3143.43	3338.0
2019-08-05 02:05:00	ES	Futures	3143.16	3144.51	3142.34	3142.89	1957.0
2019-08-05 02:10:00	ES	Futures	3142.89	3143.43	3141.8	3141.8	1568.0
2019-08-05 02:15:00	ES	Futures	3142.07	3143.16	3140.99	3141.26	2432.0
2019-08-05 02:20:00	ES	Futures	3141.26	3142.07	3140.99	3140.99	1607.0
2019-08-05 02:25:00	ES	Futures	3141.26	3141.8	3140.45	3140.99	2332.0
2019-08-05 02:30:00	ES	Futures	3140.99	3143.16	3140.72	3142.34	2171.0
2019-08-05 02:35:00	ES	Futures	3142.34	3142.34	3140.18	3140.72	2119.0
2019-08-05 02:40:00	ES	Futures	3140.99	3142.34	3140.18	3142.07	1186.0
2019-08-05 02:45:00	ES	Futures	3142.07	3143.16	3141.53	3142.07	1966.0
2019-08-05 02:50:00	ES	Futures	3142.07	3143.43	3140.45	3140.72	1834.0
2019-08-05 02:55:00	ES	Futures	3140.72	3142.34	3140.45	3141.8	1462.0
2019-08-05 03:00:00	ES	Futures	3141.8	3143.97	3140.18	3143.43	5295.0
2019-08-05 03:05:00	ES	Futures	3143.43	3144.78	3142.89	3144.51	3781.0
2019-08-05 03:10:00	ES	Futures	3144.51	3145.32	3143.43	3145.32	3833.0
2019-08-05 03:15:00	ES	Futures	3145.32	3146.41	3143.43	3144.51	3510.0
2019-08-05 03:20:00	ES	Futures	3144.51	3146.41	3143.97	3144.24	2320.0
2019-08-05 03:25:00	ES	Futures	3144.24	3144.24	3140.72	3140.99	4509.0
2019-08-05 03:30:00	ES	Futures	3140.72	3141.26	3138.83	3138.83	6664.0
2019-08-05 03:35:00	ES	Futures	3138.83	3139.91	3138.28	3138.55	5138.0
2019-08-05 03:40:00	ES	Futures	3138.83	3139.64	3138.01	3138.83	3457.0
2019-08-05 03:45:00	ES	Futures	3138.55	3139.37	3138.01	3139.1	2762.0
2019-08-05 03:50:00	ES	Futures	3139.1	3141.8	3137.47	3137.47	4219.0
2019-08-05 03:55:00	ES	Futures	3137.47	3138.28	3136.66	3136.93	3833.0
2019-08-05 04:00:00	ES	Futures	3137.2	3138.55	3136.12	3136.93	3830.0
2019-08-05 04:05:00	ES	Futures	3136.66	3136.93	3132.06	3132.06	7930.0

> showing 50 of 18,779 rows — these rows as CSV

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