PREVIEW / futures_5min / 2019-08-18

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-18.parquet
  size:    59 KB
  rows:    3,188

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
2019-08-18 18:00:00	ES	Futures	3132.6	3148.57	3132.06	3144.24	10163.0
2019-08-18 18:05:00	ES	Futures	3143.97	3144.51	3141.8	3143.16	1446.0
2019-08-18 18:10:00	ES	Futures	3142.89	3144.51	3142.34	3142.34	860.0
2019-08-18 18:15:00	ES	Futures	3142.34	3143.97	3141.53	3142.34	769.0
2019-08-18 18:20:00	ES	Futures	3142.34	3143.16	3141.8	3143.16	510.0
2019-08-18 18:25:00	ES	Futures	3142.89	3144.51	3142.34	3143.7	706.0
2019-08-18 18:30:00	ES	Futures	3143.7	3145.86	3143.16	3144.78	1104.0
2019-08-18 18:35:00	ES	Futures	3144.78	3145.05	3143.7	3143.7	848.0
2019-08-18 18:40:00	ES	Futures	3143.7	3144.51	3143.43	3144.51	418.0
2019-08-18 18:45:00	ES	Futures	3144.24	3145.05	3143.97	3145.05	212.0
2019-08-18 18:50:00	ES	Futures	3144.78	3145.05	3144.24	3144.51	223.0
2019-08-18 18:55:00	ES	Futures	3144.51	3144.78	3143.43	3144.24	255.0
2019-08-18 19:00:00	ES	Futures	3143.97	3144.24	3142.89	3143.97	418.0
2019-08-18 19:05:00	ES	Futures	3143.97	3145.32	3143.7	3144.24	418.0
2019-08-18 19:10:00	ES	Futures	3143.97	3145.05	3143.7	3143.7	336.0
2019-08-18 19:15:00	ES	Futures	3143.7	3143.97	3142.34	3142.89	574.0
2019-08-18 19:20:00	ES	Futures	3142.89	3144.24	3142.34	3143.16	610.0
2019-08-18 19:25:00	ES	Futures	3143.16	3143.97	3142.89	3143.97	254.0
2019-08-18 19:30:00	ES	Futures	3143.97	3144.51	3142.89	3143.97	794.0
2019-08-18 19:35:00	ES	Futures	3143.7	3144.24	3143.43	3143.43	510.0
2019-08-18 19:40:00	ES	Futures	3143.7	3145.32	3143.7	3144.78	709.0
2019-08-18 19:45:00	ES	Futures	3144.51	3144.78	3143.7	3144.51	631.0
2019-08-18 19:50:00	ES	Futures	3144.24	3146.68	3144.24	3146.13	1297.0
2019-08-18 19:55:00	ES	Futures	3145.86	3147.76	3145.86	3146.68	1772.0
2019-08-18 20:00:00	ES	Futures	3146.41	3148.03	3144.24	3147.49	2469.0
2019-08-18 20:05:00	ES	Futures	3147.49	3147.76	3144.78	3145.59	1559.0
2019-08-18 20:10:00	ES	Futures	3145.32	3145.86	3144.51	3145.05	1174.0
2019-08-18 20:15:00	ES	Futures	3144.78	3145.05	3142.89	3143.43	1750.0
2019-08-18 20:20:00	ES	Futures	3143.43	3143.97	3141.8	3142.62	2265.0
2019-08-18 20:25:00	ES	Futures	3142.89	3143.43	3142.07	3142.89	922.0
2019-08-18 20:30:00	ES	Futures	3143.16	3144.78	3142.89	3143.7	1666.0
2019-08-18 20:35:00	ES	Futures	3143.7	3143.7	3142.89	3143.43	615.0
2019-08-18 20:40:00	ES	Futures	3143.43	3144.51	3143.16	3143.7	544.0
2019-08-18 20:45:00	ES	Futures	3143.97	3143.97	3142.07	3142.07	853.0
2019-08-18 20:50:00	ES	Futures	3142.07	3143.7	3140.72	3143.7	1220.0
2019-08-18 20:55:00	ES	Futures	3143.43	3143.97	3143.16	3143.97	621.0
2019-08-18 21:00:00	ES	Futures	3143.97	3145.59	3143.7	3145.05	1071.0
2019-08-18 21:05:00	ES	Futures	3144.78	3145.32	3143.43	3143.7	526.0
2019-08-18 21:10:00	ES	Futures	3143.7	3145.59	3143.43	3145.59	460.0
2019-08-18 21:15:00	ES	Futures	3145.59	3146.68	3145.05	3145.86	1387.0
2019-08-18 21:20:00	ES	Futures	3145.86	3146.13	3145.05	3145.32	664.0
2019-08-18 21:25:00	ES	Futures	3145.59	3146.68	3144.78	3146.41	1103.0
2019-08-18 21:30:00	ES	Futures	3146.41	3147.22	3145.86	3146.95	878.0
2019-08-18 21:35:00	ES	Futures	3146.68	3147.76	3146.13	3147.49	797.0
2019-08-18 21:40:00	ES	Futures	3147.22	3147.49	3145.05	3145.59	1132.0
2019-08-18 21:45:00	ES	Futures	3145.59	3145.59	3143.97	3144.51	708.0
2019-08-18 21:50:00	ES	Futures	3144.51	3145.59	3144.24	3145.05	459.0
2019-08-18 21:55:00	ES	Futures	3145.05	3145.86	3145.05	3145.32	465.0
2019-08-18 22:00:00	ES	Futures	3145.59	3145.86	3144.24	3144.78	1262.0
2019-08-18 22:05:00	ES	Futures	3144.78	3145.05	3144.24	3144.51	665.0

> showing 50 of 3,188 rows — these rows as CSV

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