PREVIEW / futures_5min / 2019-08-16

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-16.parquet
  size:    244 KB
  rows:    14,341

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
2019-08-16 00:00:00	ES	Futures	3104.45	3104.72	3102.82	3103.09	629.0
2019-08-16 00:05:00	ES	Futures	3103.09	3103.09	3101.74	3102.55	971.0
2019-08-16 00:10:00	ES	Futures	3102.28	3103.36	3102.01	3102.82	978.0
2019-08-16 00:15:00	ES	Futures	3102.82	3103.63	3102.01	3102.55	792.0
2019-08-16 00:20:00	ES	Futures	3102.55	3103.63	3102.01	3103.36	1028.0
2019-08-16 00:25:00	ES	Futures	3103.36	3104.45	3102.82	3103.9	946.0
2019-08-16 00:30:00	ES	Futures	3103.9	3104.72	3102.82	3103.36	1570.0
2019-08-16 00:35:00	ES	Futures	3103.09	3103.63	3101.2	3101.47	917.0
2019-08-16 00:40:00	ES	Futures	3101.2	3101.2	3099.57	3100.39	880.0
2019-08-16 00:45:00	ES	Futures	3100.11	3100.93	3099.57	3100.39	676.0
2019-08-16 00:50:00	ES	Futures	3100.39	3100.39	3098.76	3099.84	761.0
2019-08-16 00:55:00	ES	Futures	3099.57	3100.93	3099.3	3099.84	744.0
2019-08-16 01:00:00	ES	Futures	3099.84	3100.66	3098.49	3099.84	1023.0
2019-08-16 01:05:00	ES	Futures	3099.57	3102.55	3099.3	3101.74	1527.0
2019-08-16 01:10:00	ES	Futures	3102.01	3102.82	3101.2	3102.28	918.0
2019-08-16 01:15:00	ES	Futures	3102.28	3103.36	3102.01	3103.09	648.0
2019-08-16 01:20:00	ES	Futures	3103.09	3103.9	3102.28	3102.28	1259.0
2019-08-16 01:25:00	ES	Futures	3102.55	3104.18	3102.55	3103.09	685.0
2019-08-16 01:30:00	ES	Futures	3103.09	3105.26	3102.82	3104.99	1336.0
2019-08-16 01:35:00	ES	Futures	3104.99	3105.26	3104.18	3104.45	1358.0
2019-08-16 01:40:00	ES	Futures	3104.45	3105.8	3104.18	3105.53	687.0
2019-08-16 01:45:00	ES	Futures	3105.53	3106.34	3105.26	3106.07	515.0
2019-08-16 01:50:00	ES	Futures	3105.8	3107.15	3105.8	3106.61	2003.0
2019-08-16 01:55:00	ES	Futures	3106.61	3107.15	3106.34	3106.34	1660.0
2019-08-16 02:00:00	ES	Futures	3106.34	3106.61	3102.82	3103.36	2207.0
2019-08-16 02:05:00	ES	Futures	3103.36	3103.9	3101.47	3101.74	1137.0
2019-08-16 02:10:00	ES	Futures	3101.74	3102.82	3101.47	3101.74	1571.0
2019-08-16 02:15:00	ES	Futures	3101.74	3104.45	3101.47	3104.18	1355.0
2019-08-16 02:20:00	ES	Futures	3104.18	3104.99	3103.9	3104.72	782.0
2019-08-16 02:25:00	ES	Futures	3104.45	3105.26	3103.9	3103.9	1010.0
2019-08-16 02:30:00	ES	Futures	3104.18	3105.53	3103.36	3104.99	1249.0
2019-08-16 02:35:00	ES	Futures	3105.26	3105.26	3104.18	3104.99	1006.0
2019-08-16 02:40:00	ES	Futures	3105.26	3105.53	3102.01	3102.01	1349.0
2019-08-16 02:45:00	ES	Futures	3101.74	3103.09	3101.2	3103.09	1707.0
2019-08-16 02:50:00	ES	Futures	3103.09	3103.36	3100.66	3101.47	1304.0
2019-08-16 02:55:00	ES	Futures	3101.2	3101.47	3099.84	3099.84	1576.0
2019-08-16 03:00:00	ES	Futures	3099.84	3101.47	3098.49	3100.11	3442.0
2019-08-16 03:05:00	ES	Futures	3099.84	3101.74	3099.3	3099.57	1764.0
2019-08-16 03:10:00	ES	Futures	3099.57	3102.28	3099.57	3102.01	1550.0
2019-08-16 03:15:00	ES	Futures	3102.01	3102.55	3101.2	3101.2	1844.0
2019-08-16 03:20:00	ES	Futures	3101.47	3103.63	3100.93	3102.82	2256.0
2019-08-16 03:25:00	ES	Futures	3102.82	3105.26	3102.28	3105.26	2696.0
2019-08-16 03:30:00	ES	Futures	3104.99	3107.42	3104.72	3106.88	3880.0
2019-08-16 03:35:00	ES	Futures	3107.15	3107.42	3105.8	3106.88	3375.0
2019-08-16 03:40:00	ES	Futures	3106.88	3107.69	3104.18	3105.26	12956.0
2019-08-16 03:45:00	ES	Futures	3104.99	3106.61	3104.18	3105.8	6194.0
2019-08-16 03:50:00	ES	Futures	3105.53	3105.8	3103.36	3104.18	3799.0
2019-08-16 03:55:00	ES	Futures	3104.18	3105.26	3103.63	3104.18	1360.0
2019-08-16 04:00:00	ES	Futures	3104.18	3106.07	3103.9	3106.07	1414.0
2019-08-16 04:05:00	ES	Futures	3105.8	3107.69	3104.99	3106.61	2864.0

> showing 50 of 14,341 rows — these rows as CSV

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