PREVIEW / futures_5min / 2019-08-06

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-06.parquet
  size:    316 KB
  rows:    18,388

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
2019-08-06 00:00:00	ES	Futures	3075.21	3081.71	3073.04	3080.08	8870.0
2019-08-06 00:05:00	ES	Futures	3080.08	3086.85	3078.46	3081.44	12177.0
2019-08-06 00:10:00	ES	Futures	3081.71	3084.95	3080.62	3083.33	5061.0
2019-08-06 00:15:00	ES	Futures	3083.33	3084.68	3079.27	3079.27	4155.0
2019-08-06 00:20:00	ES	Futures	3079.27	3080.35	3075.48	3075.48	4312.0
2019-08-06 00:25:00	ES	Futures	3075.48	3076.83	3072.77	3073.86	2493.0
2019-08-06 00:30:00	ES	Futures	3073.86	3074.94	3069.8	3070.07	3416.0
2019-08-06 00:35:00	ES	Futures	3069.8	3070.61	3067.09	3068.17	3033.0
2019-08-06 00:40:00	ES	Futures	3067.9	3073.04	3067.9	3070.34	3070.0
2019-08-06 00:45:00	ES	Futures	3070.07	3070.07	3067.36	3069.52	2116.0
2019-08-06 00:50:00	ES	Futures	3069.25	3069.8	3066.01	3067.36	2703.0
2019-08-06 00:55:00	ES	Futures	3067.36	3070.61	3066.01	3067.36	2330.0
2019-08-06 01:00:00	ES	Futures	3067.36	3073.04	3067.09	3071.15	3438.0
2019-08-06 01:05:00	ES	Futures	3071.15	3073.04	3069.25	3072.5	2293.0
2019-08-06 01:10:00	ES	Futures	3072.5	3074.13	3071.15	3074.13	2450.0
2019-08-06 01:15:00	ES	Futures	3073.86	3074.67	3072.77	3074.13	1730.0
2019-08-06 01:20:00	ES	Futures	3074.4	3075.21	3072.5	3074.67	2399.0
2019-08-06 01:25:00	ES	Futures	3074.67	3075.21	3073.04	3074.67	2493.0
2019-08-06 01:30:00	ES	Futures	3074.67	3075.48	3071.69	3071.69	2460.0
2019-08-06 01:35:00	ES	Futures	3071.69	3073.04	3068.44	3069.52	2094.0
2019-08-06 01:40:00	ES	Futures	3069.52	3072.23	3069.25	3069.8	2134.0
2019-08-06 01:45:00	ES	Futures	3069.8	3071.15	3068.44	3069.25	2147.0
2019-08-06 01:50:00	ES	Futures	3069.25	3071.96	3068.98	3071.69	2107.0
2019-08-06 01:55:00	ES	Futures	3071.69	3072.5	3070.07	3072.23	1915.0
2019-08-06 02:00:00	ES	Futures	3072.23	3076.56	3068.44	3076.02	7286.0
2019-08-06 02:05:00	ES	Futures	3076.02	3077.1	3071.69	3073.31	4595.0
2019-08-06 02:10:00	ES	Futures	3073.59	3075.75	3071.69	3073.59	4244.0
2019-08-06 02:15:00	ES	Futures	3073.31	3073.31	3068.44	3070.88	4303.0
2019-08-06 02:20:00	ES	Futures	3070.61	3074.67	3070.61	3073.31	4981.0
2019-08-06 02:25:00	ES	Futures	3073.31	3074.4	3071.69	3072.77	2766.0
2019-08-06 02:30:00	ES	Futures	3072.5	3075.21	3071.15	3072.77	3044.0
2019-08-06 02:35:00	ES	Futures	3072.77	3074.94	3072.23	3073.59	2739.0
2019-08-06 02:40:00	ES	Futures	3073.59	3075.75	3073.31	3074.67	2981.0
2019-08-06 02:45:00	ES	Futures	3074.4	3075.48	3071.96	3074.4	2846.0
2019-08-06 02:50:00	ES	Futures	3074.4	3076.56	3073.59	3076.56	3973.0
2019-08-06 02:55:00	ES	Futures	3076.29	3077.1	3074.4	3076.83	4109.0
2019-08-06 03:00:00	ES	Futures	3076.83	3077.1	3073.59	3076.29	5539.0
2019-08-06 03:05:00	ES	Futures	3076.56	3081.17	3074.94	3080.08	7241.0
2019-08-06 03:10:00	ES	Futures	3080.08	3081.71	3076.56	3078.19	5458.0
2019-08-06 03:15:00	ES	Futures	3078.19	3081.71	3077.1	3080.62	4805.0
2019-08-06 03:20:00	ES	Futures	3080.89	3083.33	3080.62	3083.06	5989.0
2019-08-06 03:25:00	ES	Futures	3083.06	3085.23	3082.52	3083.33	7911.0
2019-08-06 03:30:00	ES	Futures	3083.33	3083.6	3081.71	3083.06	4976.0
2019-08-06 03:35:00	ES	Futures	3083.06	3083.33	3081.44	3083.06	3282.0
2019-08-06 03:40:00	ES	Futures	3082.79	3083.33	3076.29	3077.38	5542.0
2019-08-06 03:45:00	ES	Futures	3077.1	3077.65	3073.04	3074.94	5210.0
2019-08-06 03:50:00	ES	Futures	3075.21	3076.83	3073.31	3075.21	3459.0
2019-08-06 03:55:00	ES	Futures	3075.21	3078.73	3074.13	3075.21	5822.0
2019-08-06 04:00:00	ES	Futures	3075.21	3076.56	3068.98	3070.61	6930.0
2019-08-06 04:05:00	ES	Futures	3070.61	3074.67	3070.34	3074.13	3595.0

> showing 50 of 18,388 rows — these rows as CSV

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