PREVIEW / futures_5min / 2019-08-09

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-09.parquet
  size:    252 KB
  rows:    14,558

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
2019-08-09 00:00:00	ES	Futures	3169.96	3171.04	3169.96	3170.23	465.0
2019-08-09 00:05:00	ES	Futures	3170.23	3170.23	3169.41	3169.69	274.0
2019-08-09 00:10:00	ES	Futures	3169.69	3170.23	3169.14	3169.14	252.0
2019-08-09 00:15:00	ES	Futures	3169.14	3169.96	3168.87	3169.96	413.0
2019-08-09 00:20:00	ES	Futures	3169.96	3170.5	3169.14	3169.14	329.0
2019-08-09 00:25:00	ES	Futures	3169.14	3169.14	3168.33	3168.6	343.0
2019-08-09 00:30:00	ES	Futures	3168.87	3168.87	3168.06	3168.06	300.0
2019-08-09 00:35:00	ES	Futures	3168.06	3168.6	3167.79	3168.06	421.0
2019-08-09 00:40:00	ES	Futures	3168.06	3168.33	3167.79	3167.79	398.0
2019-08-09 00:45:00	ES	Futures	3168.06	3168.6	3167.52	3167.79	353.0
2019-08-09 00:50:00	ES	Futures	3167.79	3167.79	3166.98	3167.79	397.0
2019-08-09 00:55:00	ES	Futures	3168.06	3169.14	3168.06	3168.6	303.0
2019-08-09 01:00:00	ES	Futures	3168.6	3170.23	3168.33	3169.41	790.0
2019-08-09 01:05:00	ES	Futures	3169.41	3170.5	3169.41	3169.41	497.0
2019-08-09 01:10:00	ES	Futures	3169.69	3170.5	3169.41	3170.5	331.0
2019-08-09 01:15:00	ES	Futures	3170.5	3170.77	3169.69	3169.69	480.0
2019-08-09 01:20:00	ES	Futures	3169.41	3170.23	3169.14	3169.96	539.0
2019-08-09 01:25:00	ES	Futures	3169.69	3169.96	3169.41	3169.69	236.0
2019-08-09 01:30:00	ES	Futures	3169.69	3169.96	3168.87	3168.87	395.0
2019-08-09 01:35:00	ES	Futures	3168.87	3169.41	3168.6	3168.87	462.0
2019-08-09 01:40:00	ES	Futures	3168.87	3169.41	3168.6	3168.87	460.0
2019-08-09 01:45:00	ES	Futures	3168.87	3169.14	3168.06	3168.33	624.0
2019-08-09 01:50:00	ES	Futures	3168.6	3169.14	3168.06	3168.6	643.0
2019-08-09 01:55:00	ES	Futures	3168.33	3168.87	3167.79	3168.06	478.0
2019-08-09 02:00:00	ES	Futures	3168.06	3169.41	3167.52	3169.14	1160.0
2019-08-09 02:05:00	ES	Futures	3169.14	3169.96	3168.87	3169.69	973.0
2019-08-09 02:10:00	ES	Futures	3169.69	3170.5	3169.14	3169.14	1210.0
2019-08-09 02:15:00	ES	Futures	3169.41	3171.04	3169.41	3171.04	1201.0
2019-08-09 02:20:00	ES	Futures	3171.31	3171.31	3170.23	3170.5	1432.0
2019-08-09 02:25:00	ES	Futures	3170.23	3171.04	3170.23	3170.5	816.0
2019-08-09 02:30:00	ES	Futures	3170.5	3171.58	3170.23	3170.5	1030.0
2019-08-09 02:35:00	ES	Futures	3170.5	3171.31	3170.5	3170.77	696.0
2019-08-09 02:40:00	ES	Futures	3170.77	3172.66	3170.5	3171.31	2148.0
2019-08-09 02:45:00	ES	Futures	3171.58	3172.66	3171.58	3172.39	1185.0
2019-08-09 02:50:00	ES	Futures	3172.39	3173.2	3172.12	3172.93	1411.0
2019-08-09 02:55:00	ES	Futures	3172.93	3173.2	3172.66	3172.93	859.0
2019-08-09 03:00:00	ES	Futures	3172.66	3173.2	3170.23	3170.23	3044.0
2019-08-09 03:05:00	ES	Futures	3170.5	3171.58	3169.41	3170.77	2650.0
2019-08-09 03:10:00	ES	Futures	3170.77	3171.58	3170.23	3170.5	1464.0
2019-08-09 03:15:00	ES	Futures	3170.5	3170.77	3168.33	3168.6	1943.0
2019-08-09 03:20:00	ES	Futures	3168.87	3169.14	3168.06	3168.33	1167.0
2019-08-09 03:25:00	ES	Futures	3168.06	3168.33	3166.17	3166.98	2901.0
2019-08-09 03:30:00	ES	Futures	3167.25	3168.33	3166.44	3167.52	1848.0
2019-08-09 03:35:00	ES	Futures	3167.25	3167.79	3166.44	3166.98	1246.0
2019-08-09 03:40:00	ES	Futures	3166.98	3168.6	3166.71	3167.25	2059.0
2019-08-09 03:45:00	ES	Futures	3167.25	3168.33	3166.71	3167.52	967.0
2019-08-09 03:50:00	ES	Futures	3167.25	3170.77	3166.71	3170.5	3677.0
2019-08-09 03:55:00	ES	Futures	3170.5	3170.5	3168.06	3168.87	3116.0
2019-08-09 04:00:00	ES	Futures	3168.87	3169.14	3167.52	3167.79	2028.0
2019-08-09 04:05:00	ES	Futures	3167.79	3168.06	3166.71	3167.79	2387.0

> showing 50 of 14,558 rows — these rows as CSV

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