PREVIEW / futures_5min / 2019-08-20

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-20.parquet
  size:    270 KB
  rows:    16,925

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
2019-08-20 00:00:00	ES	Futures	3169.14	3169.69	3168.87	3169.14	289.0
2019-08-20 00:05:00	ES	Futures	3169.14	3169.96	3168.87	3169.41	261.0
2019-08-20 00:10:00	ES	Futures	3169.69	3169.69	3169.14	3169.14	115.0
2019-08-20 00:15:00	ES	Futures	3169.14	3169.41	3168.6	3169.14	243.0
2019-08-20 00:20:00	ES	Futures	3169.14	3169.14	3168.06	3168.33	437.0
2019-08-20 00:25:00	ES	Futures	3168.6	3169.14	3168.33	3168.6	298.0
2019-08-20 00:30:00	ES	Futures	3168.33	3168.6	3167.79	3167.79	486.0
2019-08-20 00:35:00	ES	Futures	3168.06	3168.33	3167.79	3168.06	203.0
2019-08-20 00:40:00	ES	Futures	3167.79	3168.06	3166.71	3166.98	534.0
2019-08-20 00:45:00	ES	Futures	3166.98	3167.25	3166.71	3167.25	184.0
2019-08-20 00:50:00	ES	Futures	3167.25	3167.25	3166.98	3166.98	167.0
2019-08-20 00:55:00	ES	Futures	3167.25	3168.06	3166.71	3168.06	414.0
2019-08-20 01:00:00	ES	Futures	3168.06	3168.87	3167.25	3168.6	426.0
2019-08-20 01:05:00	ES	Futures	3168.33	3168.33	3167.52	3168.06	323.0
2019-08-20 01:10:00	ES	Futures	3167.79	3168.87	3167.52	3168.6	296.0
2019-08-20 01:15:00	ES	Futures	3168.6	3168.87	3168.33	3168.6	246.0
2019-08-20 01:20:00	ES	Futures	3168.6	3169.14	3168.6	3168.87	196.0
2019-08-20 01:25:00	ES	Futures	3168.87	3169.69	3168.6	3169.41	291.0
2019-08-20 01:30:00	ES	Futures	3169.69	3170.77	3169.69	3169.96	883.0
2019-08-20 01:35:00	ES	Futures	3169.69	3170.5	3169.14	3170.23	1109.0
2019-08-20 01:40:00	ES	Futures	3170.23	3170.5	3169.69	3169.96	422.0
2019-08-20 01:45:00	ES	Futures	3170.23	3170.23	3169.41	3169.96	737.0
2019-08-20 01:50:00	ES	Futures	3169.69	3170.5	3169.41	3169.96	529.0
2019-08-20 01:55:00	ES	Futures	3170.23	3171.85	3169.96	3171.58	845.0
2019-08-20 02:00:00	ES	Futures	3171.58	3173.2	3170.77	3172.93	2638.0
2019-08-20 02:05:00	ES	Futures	3173.2	3175.1	3172.12	3175.1	2776.0
2019-08-20 02:10:00	ES	Futures	3175.1	3175.1	3173.75	3174.02	1109.0
2019-08-20 02:15:00	ES	Futures	3174.02	3174.02	3172.39	3172.66	1092.0
2019-08-20 02:20:00	ES	Futures	3172.66	3172.93	3171.31	3171.31	1315.0
2019-08-20 02:25:00	ES	Futures	3171.04	3171.58	3169.96	3171.04	1594.0
2019-08-20 02:30:00	ES	Futures	3171.04	3171.04	3167.79	3168.6	1635.0
2019-08-20 02:35:00	ES	Futures	3168.6	3168.6	3166.98	3168.06	1130.0
2019-08-20 02:40:00	ES	Futures	3168.06	3169.41	3168.06	3168.87	836.0
2019-08-20 02:45:00	ES	Futures	3168.87	3169.69	3168.33	3168.33	639.0
2019-08-20 02:50:00	ES	Futures	3168.33	3168.87	3167.52	3168.06	931.0
2019-08-20 02:55:00	ES	Futures	3168.06	3168.6	3167.79	3168.06	726.0
2019-08-20 03:00:00	ES	Futures	3167.79	3168.87	3166.17	3168.33	2937.0
2019-08-20 03:05:00	ES	Futures	3168.06	3168.6	3166.98	3167.79	1878.0
2019-08-20 03:10:00	ES	Futures	3167.79	3168.87	3166.98	3168.33	2141.0
2019-08-20 03:15:00	ES	Futures	3168.6	3168.87	3166.17	3166.44	2178.0
2019-08-20 03:20:00	ES	Futures	3166.44	3171.58	3166.17	3170.23	3322.0
2019-08-20 03:25:00	ES	Futures	3170.23	3171.04	3169.96	3171.04	1801.0
2019-08-20 03:30:00	ES	Futures	3171.04	3172.12	3170.23	3170.77	2155.0
2019-08-20 03:35:00	ES	Futures	3170.5	3171.04	3169.69	3170.5	1365.0
2019-08-20 03:40:00	ES	Futures	3170.5	3171.58	3169.69	3171.58	829.0
2019-08-20 03:45:00	ES	Futures	3171.58	3173.75	3171.31	3172.66	3308.0
2019-08-20 03:50:00	ES	Futures	3172.93	3172.93	3171.31	3171.85	2009.0
2019-08-20 03:55:00	ES	Futures	3172.12	3172.39	3169.14	3169.41	3172.0
2019-08-20 04:00:00	ES	Futures	3169.14	3169.96	3168.06	3168.87	1820.0
2019-08-20 04:05:00	ES	Futures	3169.14	3169.69	3168.33	3169.14	1828.0

> showing 50 of 16,925 rows — these rows as CSV

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