PREVIEW / futures_5min / 2019-08-07

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-07.parquet
  size:    334 KB
  rows:    18,518

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
2019-08-07 00:00:00	ES	Futures	3098.49	3100.11	3097.95	3099.84	882.0
2019-08-07 00:05:00	ES	Futures	3099.84	3100.11	3098.76	3098.76	457.0
2019-08-07 00:10:00	ES	Futures	3098.76	3100.39	3098.49	3099.84	881.0
2019-08-07 00:15:00	ES	Futures	3099.84	3100.93	3099.3	3099.57	945.0
2019-08-07 00:20:00	ES	Futures	3099.84	3100.11	3099.3	3099.84	398.0
2019-08-07 00:25:00	ES	Futures	3099.84	3100.39	3099.57	3100.11	374.0
2019-08-07 00:30:00	ES	Futures	3100.11	3100.66	3099.03	3099.03	731.0
2019-08-07 00:35:00	ES	Futures	3099.03	3099.3	3098.22	3098.22	758.0
2019-08-07 00:40:00	ES	Futures	3098.49	3099.57	3097.68	3097.95	4085.0
2019-08-07 00:45:00	ES	Futures	3097.95	3099.3	3097.95	3098.49	999.0
2019-08-07 00:50:00	ES	Futures	3098.22	3098.76	3097.14	3097.41	1542.0
2019-08-07 00:55:00	ES	Futures	3097.68	3097.95	3096.6	3096.6	1564.0
2019-08-07 01:00:00	ES	Futures	3096.6	3097.95	3096.32	3097.41	2439.0
2019-08-07 01:05:00	ES	Futures	3097.68	3097.95	3095.78	3096.05	1034.0
2019-08-07 01:10:00	ES	Futures	3096.05	3097.14	3096.05	3096.87	598.0
2019-08-07 01:15:00	ES	Futures	3096.6	3097.14	3095.51	3097.14	1261.0
2019-08-07 01:20:00	ES	Futures	3097.14	3100.11	3097.14	3099.57	1213.0
2019-08-07 01:25:00	ES	Futures	3099.57	3100.66	3098.49	3100.39	1054.0
2019-08-07 01:30:00	ES	Futures	3100.39	3103.9	3100.11	3102.55	2744.0
2019-08-07 01:35:00	ES	Futures	3102.82	3106.34	3102.82	3105.53	1970.0
2019-08-07 01:40:00	ES	Futures	3105.8	3106.88	3104.45	3105.8	1199.0
2019-08-07 01:45:00	ES	Futures	3105.8	3105.8	3103.63	3104.18	1544.0
2019-08-07 01:50:00	ES	Futures	3104.18	3105.26	3103.63	3104.45	1054.0
2019-08-07 01:55:00	ES	Futures	3104.45	3104.45	3103.09	3103.36	1192.0
2019-08-07 02:00:00	ES	Futures	3103.36	3105.26	3102.82	3103.09	2737.0
2019-08-07 02:05:00	ES	Futures	3103.36	3104.72	3101.74	3104.18	2069.0
2019-08-07 02:10:00	ES	Futures	3104.45	3105.26	3101.74	3102.01	3459.0
2019-08-07 02:15:00	ES	Futures	3102.01	3105.53	3101.74	3103.36	4103.0
2019-08-07 02:20:00	ES	Futures	3103.09	3105.53	3102.01	3105.53	2397.0
2019-08-07 02:25:00	ES	Futures	3105.8	3106.61	3104.18	3105.8	1527.0
2019-08-07 02:30:00	ES	Futures	3106.07	3107.96	3105.26	3107.15	4034.0
2019-08-07 02:35:00	ES	Futures	3107.15	3107.96	3106.07	3106.34	2046.0
2019-08-07 02:40:00	ES	Futures	3106.34	3107.69	3106.07	3106.88	1536.0
2019-08-07 02:45:00	ES	Futures	3107.15	3109.32	3106.61	3108.78	2072.0
2019-08-07 02:50:00	ES	Futures	3108.78	3109.59	3108.51	3109.32	1177.0
2019-08-07 02:55:00	ES	Futures	3109.32	3111.21	3108.78	3110.67	1709.0
2019-08-07 03:00:00	ES	Futures	3110.94	3110.94	3107.69	3109.32	4155.0
2019-08-07 03:05:00	ES	Futures	3109.32	3112.57	3109.05	3110.94	4738.0
2019-08-07 03:10:00	ES	Futures	3110.94	3111.48	3109.59	3109.59	1758.0
2019-08-07 03:15:00	ES	Futures	3109.59	3110.4	3108.24	3108.51	3114.0
2019-08-07 03:20:00	ES	Futures	3108.51	3108.78	3103.9	3104.72	5339.0
2019-08-07 03:25:00	ES	Futures	3104.72	3106.61	3104.72	3106.34	3471.0
2019-08-07 03:30:00	ES	Futures	3106.34	3107.69	3105.53	3107.69	1730.0
2019-08-07 03:35:00	ES	Futures	3107.69	3108.51	3106.34	3107.15	1603.0
2019-08-07 03:40:00	ES	Futures	3107.15	3109.86	3107.15	3109.32	1620.0
2019-08-07 03:45:00	ES	Futures	3109.32	3110.4	3108.51	3110.4	1397.0
2019-08-07 03:50:00	ES	Futures	3110.4	3115.0	3110.4	3113.92	3365.0
2019-08-07 03:55:00	ES	Futures	3114.19	3119.06	3113.38	3118.25	5827.0
2019-08-07 04:00:00	ES	Futures	3117.98	3119.88	3116.9	3118.52	3725.0
2019-08-07 04:05:00	ES	Futures	3118.52	3120.15	3117.44	3119.06	3454.0

> showing 50 of 18,518 rows — these rows as CSV

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