PREVIEW / futures_5min / 2019-08-13

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-13.parquet
  size:    311 KB
  rows:    17,776

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
2019-08-13 00:00:00	ES	Futures	3123.67	3124.21	3122.85	3123.12	408.0
2019-08-13 00:05:00	ES	Futures	3123.12	3124.21	3123.12	3123.94	610.0
2019-08-13 00:10:00	ES	Futures	3123.94	3125.29	3123.94	3125.29	390.0
2019-08-13 00:15:00	ES	Futures	3125.29	3125.56	3124.48	3125.56	627.0
2019-08-13 00:20:00	ES	Futures	3125.56	3125.83	3124.75	3124.75	308.0
2019-08-13 00:25:00	ES	Futures	3125.02	3125.83	3124.75	3125.56	230.0
2019-08-13 00:30:00	ES	Futures	3125.56	3126.64	3125.56	3126.1	562.0
2019-08-13 00:35:00	ES	Futures	3126.1	3126.1	3125.56	3126.1	229.0
2019-08-13 00:40:00	ES	Futures	3126.1	3126.1	3125.02	3125.83	478.0
2019-08-13 00:45:00	ES	Futures	3125.83	3125.83	3125.02	3125.56	345.0
2019-08-13 00:50:00	ES	Futures	3125.83	3126.64	3125.83	3126.37	230.0
2019-08-13 00:55:00	ES	Futures	3126.1	3126.37	3124.75	3125.29	1090.0
2019-08-13 01:00:00	ES	Futures	3125.29	3126.37	3124.75	3125.56	825.0
2019-08-13 01:05:00	ES	Futures	3125.83	3126.37	3124.75	3124.75	497.0
2019-08-13 01:10:00	ES	Futures	3124.75	3126.64	3124.75	3126.37	891.0
2019-08-13 01:15:00	ES	Futures	3126.1	3126.64	3126.1	3126.1	494.0
2019-08-13 01:20:00	ES	Futures	3126.1	3126.1	3125.29	3126.1	519.0
2019-08-13 01:25:00	ES	Futures	3126.1	3126.37	3125.56	3126.1	249.0
2019-08-13 01:30:00	ES	Futures	3126.1	3126.64	3125.29	3125.56	698.0
2019-08-13 01:35:00	ES	Futures	3125.56	3126.64	3124.75	3125.02	1226.0
2019-08-13 01:40:00	ES	Futures	3125.02	3125.02	3124.21	3124.48	546.0
2019-08-13 01:45:00	ES	Futures	3124.75	3125.02	3123.4	3123.67	1516.0
2019-08-13 01:50:00	ES	Futures	3123.67	3123.67	3122.31	3123.4	1515.0
2019-08-13 01:55:00	ES	Futures	3123.4	3123.67	3122.31	3123.67	584.0
2019-08-13 02:00:00	ES	Futures	3123.67	3125.29	3123.12	3123.4	1034.0
2019-08-13 02:05:00	ES	Futures	3123.4	3123.67	3121.77	3122.31	1113.0
2019-08-13 02:10:00	ES	Futures	3122.31	3123.12	3121.77	3121.77	1106.0
2019-08-13 02:15:00	ES	Futures	3122.04	3122.58	3119.61	3120.42	1232.0
2019-08-13 02:20:00	ES	Futures	3120.42	3120.96	3114.46	3115.27	4516.0
2019-08-13 02:25:00	ES	Futures	3115.27	3116.09	3113.65	3115.82	3303.0
2019-08-13 02:30:00	ES	Futures	3115.82	3115.82	3113.92	3114.73	2674.0
2019-08-13 02:35:00	ES	Futures	3115.0	3116.36	3113.11	3113.92	3306.0
2019-08-13 02:40:00	ES	Futures	3113.92	3114.73	3109.05	3112.03	6226.0
2019-08-13 02:45:00	ES	Futures	3112.03	3113.11	3110.67	3111.21	3621.0
2019-08-13 02:50:00	ES	Futures	3111.21	3113.65	3110.94	3112.57	3382.0
2019-08-13 02:55:00	ES	Futures	3112.84	3113.65	3110.13	3112.57	3280.0
2019-08-13 03:00:00	ES	Futures	3112.57	3114.19	3110.94	3113.11	3985.0
2019-08-13 03:05:00	ES	Futures	3113.38	3116.9	3112.57	3116.36	5910.0
2019-08-13 03:10:00	ES	Futures	3116.36	3117.17	3114.46	3115.54	2221.0
2019-08-13 03:15:00	ES	Futures	3115.54	3119.61	3115.27	3116.63	4699.0
2019-08-13 03:20:00	ES	Futures	3116.36	3117.17	3115.27	3115.82	2484.0
2019-08-13 03:25:00	ES	Futures	3115.82	3115.82	3112.3	3114.19	3474.0
2019-08-13 03:30:00	ES	Futures	3114.19	3116.63	3113.65	3116.09	2423.0
2019-08-13 03:35:00	ES	Futures	3116.09	3116.09	3113.92	3115.54	1812.0
2019-08-13 03:40:00	ES	Futures	3115.27	3115.54	3112.84	3113.92	2462.0
2019-08-13 03:45:00	ES	Futures	3114.19	3115.54	3110.94	3113.11	3586.0
2019-08-13 03:50:00	ES	Futures	3113.11	3113.38	3108.78	3109.05	4612.0
2019-08-13 03:55:00	ES	Futures	3109.05	3112.3	3108.51	3111.48	3544.0
2019-08-13 04:00:00	ES	Futures	3111.75	3115.82	3111.75	3113.11	5450.0
2019-08-13 04:05:00	ES	Futures	3113.11	3114.46	3111.48	3112.03	3919.0

> showing 50 of 17,776 rows — these rows as CSV

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