PREVIEW / futures_5min / 2019-08-19

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-19.parquet
  size:    274 KB
  rows:    17,177

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
2019-08-19 00:00:00	ES	Futures	3146.41	3146.68	3146.41	3146.41	252.0
2019-08-19 00:05:00	ES	Futures	3146.68	3146.95	3146.13	3146.95	222.0
2019-08-19 00:10:00	ES	Futures	3146.95	3146.95	3146.41	3146.41	150.0
2019-08-19 00:15:00	ES	Futures	3146.68	3146.68	3146.13	3146.41	172.0
2019-08-19 00:20:00	ES	Futures	3146.68	3146.95	3146.41	3146.95	58.0
2019-08-19 00:25:00	ES	Futures	3146.95	3147.22	3146.68	3146.95	66.0
2019-08-19 00:30:00	ES	Futures	3146.95	3147.22	3146.68	3146.95	277.0
2019-08-19 00:35:00	ES	Futures	3146.68	3146.95	3146.68	3146.95	101.0
2019-08-19 00:40:00	ES	Futures	3146.68	3146.95	3146.68	3146.68	111.0
2019-08-19 00:45:00	ES	Futures	3146.68	3146.68	3146.41	3146.68	63.0
2019-08-19 00:50:00	ES	Futures	3146.41	3147.49	3146.41	3147.49	437.0
2019-08-19 00:55:00	ES	Futures	3147.49	3147.76	3146.95	3147.49	254.0
2019-08-19 01:00:00	ES	Futures	3147.49	3148.03	3147.49	3147.76	787.0
2019-08-19 01:05:00	ES	Futures	3147.76	3148.03	3146.95	3147.49	363.0
2019-08-19 01:10:00	ES	Futures	3147.22	3147.76	3146.95	3147.76	336.0
2019-08-19 01:15:00	ES	Futures	3148.03	3149.92	3147.76	3149.11	1394.0
2019-08-19 01:20:00	ES	Futures	3148.84	3149.38	3148.57	3149.11	850.0
2019-08-19 01:25:00	ES	Futures	3149.11	3150.74	3148.57	3150.19	2644.0
2019-08-19 01:30:00	ES	Futures	3150.19	3150.74	3149.92	3150.47	880.0
2019-08-19 01:35:00	ES	Futures	3150.19	3150.47	3149.65	3150.19	605.0
2019-08-19 01:40:00	ES	Futures	3150.19	3150.19	3149.65	3149.65	477.0
2019-08-19 01:45:00	ES	Futures	3149.92	3151.28	3149.65	3150.47	890.0
2019-08-19 01:50:00	ES	Futures	3150.47	3151.55	3150.47	3151.28	1322.0
2019-08-19 01:55:00	ES	Futures	3151.55	3151.55	3149.92	3149.92	699.0
2019-08-19 02:00:00	ES	Futures	3149.65	3149.92	3148.84	3149.38	1961.0
2019-08-19 02:05:00	ES	Futures	3149.38	3151.01	3149.11	3150.47	1533.0
2019-08-19 02:10:00	ES	Futures	3150.47	3151.55	3150.19	3151.28	874.0
2019-08-19 02:15:00	ES	Futures	3151.55	3153.17	3151.28	3152.36	2209.0
2019-08-19 02:20:00	ES	Futures	3152.36	3152.63	3151.28	3152.36	1499.0
2019-08-19 02:25:00	ES	Futures	3152.36	3154.26	3151.82	3153.44	1487.0
2019-08-19 02:30:00	ES	Futures	3153.44	3156.15	3153.17	3155.61	3012.0
2019-08-19 02:35:00	ES	Futures	3155.61	3156.96	3155.07	3155.61	2405.0
2019-08-19 02:40:00	ES	Futures	3155.88	3156.96	3155.88	3156.42	1119.0
2019-08-19 02:45:00	ES	Futures	3156.69	3157.23	3156.15	3156.96	1150.0
2019-08-19 02:50:00	ES	Futures	3157.23	3158.59	3156.96	3158.32	2538.0
2019-08-19 02:55:00	ES	Futures	3158.59	3159.4	3157.77	3159.13	2451.0
2019-08-19 03:00:00	ES	Futures	3159.13	3161.29	3157.23	3159.13	6276.0
2019-08-19 03:05:00	ES	Futures	3159.13	3160.21	3158.86	3159.4	3596.0
2019-08-19 03:10:00	ES	Futures	3159.4	3162.11	3159.13	3162.11	3378.0
2019-08-19 03:15:00	ES	Futures	3162.11	3162.92	3159.67	3159.94	4690.0
2019-08-19 03:20:00	ES	Futures	3159.67	3159.67	3157.5	3158.05	4791.0
2019-08-19 03:25:00	ES	Futures	3158.05	3158.32	3156.69	3157.77	3153.0
2019-08-19 03:30:00	ES	Futures	3157.77	3158.32	3155.88	3156.15	2819.0
2019-08-19 03:35:00	ES	Futures	3156.15	3156.96	3155.07	3156.42	2435.0
2019-08-19 03:40:00	ES	Futures	3156.69	3156.96	3155.61	3156.69	1829.0
2019-08-19 03:45:00	ES	Futures	3156.69	3157.5	3155.88	3156.42	1997.0
2019-08-19 03:50:00	ES	Futures	3156.15	3157.23	3155.34	3156.96	2761.0
2019-08-19 03:55:00	ES	Futures	3156.69	3157.5	3156.15	3156.96	1603.0
2019-08-19 04:00:00	ES	Futures	3156.69	3157.5	3155.61	3156.96	1855.0
2019-08-19 04:05:00	ES	Futures	3156.69	3158.32	3156.42	3156.69	1971.0

> showing 50 of 17,177 rows — these rows as CSV

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