PREVIEW / futures_5min / 2019-08-11

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-11.parquet
  size:    63 KB
  rows:    3,248

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
2019-08-11 18:00:00	ES	Futures	3160.48	3168.87	3160.48	3167.25	3407.0
2019-08-11 18:05:00	ES	Futures	3166.98	3168.06	3166.17	3166.98	821.0
2019-08-11 18:10:00	ES	Futures	3166.98	3167.52	3164.81	3165.35	589.0
2019-08-11 18:15:00	ES	Futures	3165.08	3165.35	3164.0	3164.27	329.0
2019-08-11 18:20:00	ES	Futures	3164.27	3165.35	3162.38	3163.46	1025.0
2019-08-11 18:25:00	ES	Futures	3163.19	3163.46	3162.11	3162.92	372.0
2019-08-11 18:30:00	ES	Futures	3163.19	3163.46	3162.11	3162.65	665.0
2019-08-11 18:35:00	ES	Futures	3162.38	3164.54	3162.38	3164.0	281.0
2019-08-11 18:40:00	ES	Futures	3164.0	3165.63	3163.19	3165.35	270.0
2019-08-11 18:45:00	ES	Futures	3165.35	3165.63	3164.0	3164.27	210.0
2019-08-11 18:50:00	ES	Futures	3164.54	3164.54	3163.46	3163.73	133.0
2019-08-11 18:55:00	ES	Futures	3163.73	3163.73	3162.11	3162.65	563.0
2019-08-11 19:00:00	ES	Futures	3162.65	3163.73	3162.11	3162.92	586.0
2019-08-11 19:05:00	ES	Futures	3162.92	3163.73	3162.65	3163.46	240.0
2019-08-11 19:10:00	ES	Futures	3163.46	3163.73	3163.19	3163.19	100.0
2019-08-11 19:15:00	ES	Futures	3162.92	3164.0	3162.92	3163.73	170.0
2019-08-11 19:20:00	ES	Futures	3163.73	3164.0	3163.19	3163.19	75.0
2019-08-11 19:25:00	ES	Futures	3163.19	3163.73	3161.29	3161.84	475.0
2019-08-11 19:30:00	ES	Futures	3162.11	3162.38	3155.88	3156.96	2573.0
2019-08-11 19:35:00	ES	Futures	3156.96	3157.77	3156.15	3157.5	1157.0
2019-08-11 19:40:00	ES	Futures	3157.5	3158.32	3156.69	3157.23	529.0
2019-08-11 19:45:00	ES	Futures	3157.23	3158.59	3156.69	3157.23	592.0
2019-08-11 19:50:00	ES	Futures	3157.23	3157.23	3154.26	3155.61	1253.0
2019-08-11 19:55:00	ES	Futures	3155.88	3156.15	3154.53	3155.34	602.0
2019-08-11 20:00:00	ES	Futures	3155.61	3158.59	3154.53	3158.59	2053.0
2019-08-11 20:05:00	ES	Futures	3158.59	3159.94	3157.23	3157.23	3273.0
2019-08-11 20:10:00	ES	Futures	3157.5	3159.13	3156.96	3157.5	2040.0
2019-08-11 20:15:00	ES	Futures	3157.5	3157.77	3155.61	3156.69	1570.0
2019-08-11 20:20:00	ES	Futures	3156.96	3158.86	3156.96	3158.32	1013.0
2019-08-11 20:25:00	ES	Futures	3158.59	3158.59	3156.96	3158.32	1058.0
2019-08-11 20:30:00	ES	Futures	3158.32	3159.13	3157.77	3158.05	928.0
2019-08-11 20:35:00	ES	Futures	3158.05	3159.67	3158.05	3159.4	948.0
2019-08-11 20:40:00	ES	Futures	3159.67	3161.56	3159.13	3161.29	1402.0
2019-08-11 20:45:00	ES	Futures	3161.56	3162.38	3159.94	3159.94	1190.0
2019-08-11 20:50:00	ES	Futures	3159.94	3161.02	3159.94	3160.48	681.0
2019-08-11 20:55:00	ES	Futures	3160.48	3161.29	3159.94	3161.29	454.0
2019-08-11 21:00:00	ES	Futures	3161.29	3163.19	3160.48	3161.56	1265.0
2019-08-11 21:05:00	ES	Futures	3161.56	3162.11	3159.4	3159.94	1007.0
2019-08-11 21:10:00	ES	Futures	3159.94	3161.02	3159.4	3160.48	855.0
2019-08-11 21:15:00	ES	Futures	3160.48	3162.65	3159.4	3161.56	1573.0
2019-08-11 21:20:00	ES	Futures	3161.56	3163.19	3160.48	3162.92	1126.0
2019-08-11 21:25:00	ES	Futures	3162.92	3166.44	3162.65	3166.17	2334.0
2019-08-11 21:30:00	ES	Futures	3165.9	3169.41	3164.81	3168.87	2605.0
2019-08-11 21:35:00	ES	Futures	3168.87	3169.14	3167.79	3168.06	857.0
2019-08-11 21:40:00	ES	Futures	3167.79	3168.06	3165.08	3165.35	1236.0
2019-08-11 21:45:00	ES	Futures	3165.35	3166.98	3165.08	3165.63	658.0
2019-08-11 21:50:00	ES	Futures	3165.63	3166.17	3165.08	3166.17	568.0
2019-08-11 21:55:00	ES	Futures	3166.17	3167.25	3165.9	3165.9	641.0
2019-08-11 22:00:00	ES	Futures	3166.17	3167.25	3165.9	3167.25	623.0
2019-08-11 22:05:00	ES	Futures	3166.98	3167.25	3165.35	3166.44	746.0

> showing 50 of 3,248 rows — these rows as CSV

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