PREVIEW / futures_5min / 2019-08-14

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-14.parquet
  size:    324 KB
  rows:    17,896

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
2019-08-14 00:00:00	ES	Futures	3169.41	3170.77	3169.41	3170.23	816.0
2019-08-14 00:05:00	ES	Futures	3170.23	3171.58	3170.23	3171.31	1042.0
2019-08-14 00:10:00	ES	Futures	3171.31	3171.58	3170.77	3171.58	496.0
2019-08-14 00:15:00	ES	Futures	3171.58	3172.93	3171.58	3172.12	906.0
2019-08-14 00:20:00	ES	Futures	3172.12	3172.12	3171.04	3171.04	340.0
2019-08-14 00:25:00	ES	Futures	3171.04	3171.85	3171.04	3171.58	171.0
2019-08-14 00:30:00	ES	Futures	3171.85	3171.85	3170.77	3171.04	271.0
2019-08-14 00:35:00	ES	Futures	3171.04	3171.58	3170.77	3171.31	300.0
2019-08-14 00:40:00	ES	Futures	3171.31	3171.85	3170.77	3170.77	248.0
2019-08-14 00:45:00	ES	Futures	3171.04	3174.02	3170.5	3174.02	2078.0
2019-08-14 00:50:00	ES	Futures	3174.02	3175.1	3173.48	3174.29	2081.0
2019-08-14 00:55:00	ES	Futures	3174.56	3175.64	3174.02	3174.02	895.0
2019-08-14 01:00:00	ES	Futures	3174.29	3176.18	3173.48	3173.75	1430.0
2019-08-14 01:05:00	ES	Futures	3173.75	3174.83	3173.75	3173.75	659.0
2019-08-14 01:10:00	ES	Futures	3173.75	3174.29	3173.2	3173.2	353.0
2019-08-14 01:15:00	ES	Futures	3173.48	3174.02	3173.2	3173.75	470.0
2019-08-14 01:20:00	ES	Futures	3173.48	3173.75	3172.39	3172.66	526.0
2019-08-14 01:25:00	ES	Futures	3172.39	3172.66	3172.12	3172.12	350.0
2019-08-14 01:30:00	ES	Futures	3172.39	3172.66	3171.85	3172.12	755.0
2019-08-14 01:35:00	ES	Futures	3172.12	3172.39	3171.58	3171.85	280.0
2019-08-14 01:40:00	ES	Futures	3171.85	3172.12	3171.31	3171.85	347.0
2019-08-14 01:45:00	ES	Futures	3172.12	3172.66	3172.12	3172.12	279.0
2019-08-14 01:50:00	ES	Futures	3172.12	3173.48	3171.58	3172.93	507.0
2019-08-14 01:55:00	ES	Futures	3173.2	3173.2	3172.39	3172.93	350.0
2019-08-14 02:00:00	ES	Futures	3173.2	3174.29	3170.77	3171.58	1610.0
2019-08-14 02:05:00	ES	Futures	3171.58	3171.85	3171.04	3171.85	1027.0
2019-08-14 02:10:00	ES	Futures	3171.85	3172.66	3170.77	3170.77	1050.0
2019-08-14 02:15:00	ES	Futures	3170.77	3172.12	3170.77	3171.85	1351.0
2019-08-14 02:20:00	ES	Futures	3171.85	3174.02	3171.58	3173.2	1112.0
2019-08-14 02:25:00	ES	Futures	3173.48	3174.29	3172.66	3174.02	913.0
2019-08-14 02:30:00	ES	Futures	3174.29	3175.37	3173.2	3174.83	1811.0
2019-08-14 02:35:00	ES	Futures	3174.83	3174.83	3172.66	3172.93	831.0
2019-08-14 02:40:00	ES	Futures	3172.93	3173.75	3172.66	3173.48	941.0
2019-08-14 02:45:00	ES	Futures	3173.2	3174.56	3172.66	3173.75	1623.0
2019-08-14 02:50:00	ES	Futures	3174.02	3174.02	3172.66	3172.66	959.0
2019-08-14 02:55:00	ES	Futures	3172.66	3172.66	3171.85	3172.12	925.0
2019-08-14 03:00:00	ES	Futures	3171.85	3172.39	3168.06	3168.06	4281.0
2019-08-14 03:05:00	ES	Futures	3168.06	3168.87	3166.98	3167.52	3332.0
2019-08-14 03:10:00	ES	Futures	3167.52	3168.6	3165.08	3165.9	3008.0
2019-08-14 03:15:00	ES	Futures	3165.9	3166.98	3163.73	3164.54	3122.0
2019-08-14 03:20:00	ES	Futures	3164.54	3166.98	3164.27	3165.9	3285.0
2019-08-14 03:25:00	ES	Futures	3165.9	3166.44	3164.27	3165.63	2021.0
2019-08-14 03:30:00	ES	Futures	3165.63	3166.17	3164.81	3165.9	2198.0
2019-08-14 03:35:00	ES	Futures	3165.9	3166.98	3165.08	3166.44	1864.0
2019-08-14 03:40:00	ES	Futures	3166.44	3167.52	3165.63	3166.17	2387.0
2019-08-14 03:45:00	ES	Futures	3165.9	3167.79	3165.08	3166.17	2287.0
2019-08-14 03:50:00	ES	Futures	3166.17	3166.17	3163.46	3164.0	3193.0
2019-08-14 03:55:00	ES	Futures	3164.0	3167.79	3163.73	3167.79	1787.0
2019-08-14 04:00:00	ES	Futures	3168.06	3168.6	3166.44	3166.71	2174.0
2019-08-14 04:05:00	ES	Futures	3166.71	3168.6	3166.17	3167.79	1964.0

> showing 50 of 17,896 rows — these rows as CSV

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