PREVIEW / futures_5min / 2019-08-15

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-15.parquet
  size:    309 KB
  rows:    17,945

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
2019-08-15 00:00:00	ES	Futures	3083.87	3084.95	3083.06	3084.68	1176.0
2019-08-15 00:05:00	ES	Futures	3084.68	3084.68	3083.6	3083.87	751.0
2019-08-15 00:10:00	ES	Futures	3083.87	3083.87	3080.35	3080.62	2335.0
2019-08-15 00:15:00	ES	Futures	3080.89	3082.25	3080.08	3082.25	1222.0
2019-08-15 00:20:00	ES	Futures	3082.25	3082.25	3081.17	3081.98	732.0
2019-08-15 00:25:00	ES	Futures	3082.25	3084.14	3081.98	3083.87	1088.0
2019-08-15 00:30:00	ES	Futures	3083.87	3084.14	3082.79	3083.33	654.0
2019-08-15 00:35:00	ES	Futures	3083.06	3083.6	3082.52	3083.33	418.0
2019-08-15 00:40:00	ES	Futures	3083.06	3083.87	3082.25	3083.87	677.0
2019-08-15 00:45:00	ES	Futures	3083.87	3084.68	3083.33	3084.14	740.0
2019-08-15 00:50:00	ES	Futures	3084.14	3087.93	3083.6	3087.12	1518.0
2019-08-15 00:55:00	ES	Futures	3086.85	3087.93	3086.85	3087.12	1055.0
2019-08-15 01:00:00	ES	Futures	3087.39	3088.2	3086.85	3087.39	766.0
2019-08-15 01:05:00	ES	Futures	3087.39	3090.64	3086.58	3090.64	1875.0
2019-08-15 01:10:00	ES	Futures	3090.37	3091.18	3089.56	3090.1	1318.0
2019-08-15 01:15:00	ES	Futures	3090.37	3090.91	3089.56	3090.91	954.0
2019-08-15 01:20:00	ES	Futures	3090.91	3093.08	3090.64	3092.53	1714.0
2019-08-15 01:25:00	ES	Futures	3092.26	3092.53	3091.45	3091.45	821.0
2019-08-15 01:30:00	ES	Futures	3091.72	3092.81	3091.72	3091.72	1141.0
2019-08-15 01:35:00	ES	Futures	3091.72	3092.26	3090.1	3091.72	1167.0
2019-08-15 01:40:00	ES	Futures	3091.72	3091.99	3090.1	3090.37	677.0
2019-08-15 01:45:00	ES	Futures	3090.37	3090.91	3089.02	3089.02	1471.0
2019-08-15 01:50:00	ES	Futures	3089.29	3089.83	3088.47	3089.83	1474.0
2019-08-15 01:55:00	ES	Futures	3089.56	3091.99	3089.29	3091.18	1369.0
2019-08-15 02:00:00	ES	Futures	3091.45	3093.62	3091.18	3091.99	1965.0
2019-08-15 02:05:00	ES	Futures	3091.99	3094.43	3091.45	3094.43	2025.0
2019-08-15 02:10:00	ES	Futures	3094.16	3095.24	3093.62	3094.43	2440.0
2019-08-15 02:15:00	ES	Futures	3094.43	3096.05	3094.43	3095.24	1730.0
2019-08-15 02:20:00	ES	Futures	3094.97	3095.78	3094.7	3094.97	1364.0
2019-08-15 02:25:00	ES	Futures	3094.97	3095.78	3094.43	3095.24	1141.0
2019-08-15 02:30:00	ES	Futures	3095.24	3097.68	3094.43	3097.68	2172.0
2019-08-15 02:35:00	ES	Futures	3097.41	3102.28	3096.87	3102.01	6585.0
2019-08-15 02:40:00	ES	Futures	3102.01	3102.01	3099.84	3100.11	3077.0
2019-08-15 02:45:00	ES	Futures	3100.11	3100.11	3096.32	3096.87	3024.0
2019-08-15 02:50:00	ES	Futures	3096.87	3100.66	3096.05	3100.39	2658.0
2019-08-15 02:55:00	ES	Futures	3100.39	3102.28	3100.11	3100.93	3146.0
2019-08-15 03:00:00	ES	Futures	3100.66	3102.01	3098.76	3099.03	4880.0
2019-08-15 03:05:00	ES	Futures	3099.3	3099.57	3096.32	3097.68	3614.0
2019-08-15 03:10:00	ES	Futures	3097.68	3097.68	3086.85	3087.39	9392.0
2019-08-15 03:15:00	ES	Futures	3087.39	3096.05	3087.12	3095.51	8408.0
2019-08-15 03:20:00	ES	Futures	3095.78	3097.68	3093.89	3096.87	3952.0
2019-08-15 03:25:00	ES	Futures	3096.6	3096.6	3091.99	3092.53	3608.0
2019-08-15 03:30:00	ES	Futures	3092.26	3094.97	3091.72	3092.26	3846.0
2019-08-15 03:35:00	ES	Futures	3091.99	3094.7	3091.18	3093.89	3849.0
2019-08-15 03:40:00	ES	Futures	3093.62	3095.51	3092.81	3094.7	2627.0
2019-08-15 03:45:00	ES	Futures	3094.7	3097.14	3094.43	3095.24	3745.0
2019-08-15 03:50:00	ES	Futures	3095.51	3095.51	3092.81	3092.81	2122.0
2019-08-15 03:55:00	ES	Futures	3093.08	3095.78	3093.08	3094.7	2973.0
2019-08-15 04:00:00	ES	Futures	3094.43	3094.97	3090.64	3091.45	4613.0
2019-08-15 04:05:00	ES	Futures	3091.72	3095.24	3091.18	3095.24	3082.0

> showing 50 of 17,945 rows — these rows as CSV

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