PREVIEW / futures_5min / 2019-08-21

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-21.parquet
  size:    260 KB
  rows:    16,887

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
2019-08-21 00:00:00	ES	Futures	3146.68	3146.95	3146.13	3146.41	365.0
2019-08-21 00:05:00	ES	Futures	3146.13	3146.41	3144.51	3145.32	763.0
2019-08-21 00:10:00	ES	Futures	3145.05	3146.13	3145.05	3145.86	271.0
2019-08-21 00:15:00	ES	Futures	3145.59	3146.13	3145.32	3145.59	231.0
2019-08-21 00:20:00	ES	Futures	3145.86	3146.13	3145.59	3146.13	93.0
2019-08-21 00:25:00	ES	Futures	3146.13	3146.13	3145.86	3145.86	106.0
2019-08-21 00:30:00	ES	Futures	3145.86	3146.13	3145.32	3145.32	216.0
2019-08-21 00:35:00	ES	Futures	3145.32	3145.59	3144.78	3145.05	268.0
2019-08-21 00:40:00	ES	Futures	3145.32	3145.59	3145.05	3145.59	60.0
2019-08-21 00:45:00	ES	Futures	3145.59	3145.86	3145.32	3145.32	218.0
2019-08-21 00:50:00	ES	Futures	3145.59	3145.86	3145.05	3145.86	155.0
2019-08-21 00:55:00	ES	Futures	3145.86	3146.13	3145.59	3146.13	129.0
2019-08-21 01:00:00	ES	Futures	3146.13	3146.13	3145.59	3145.59	162.0
2019-08-21 01:05:00	ES	Futures	3145.86	3146.13	3145.59	3145.86	177.0
2019-08-21 01:10:00	ES	Futures	3146.13	3146.95	3146.13	3146.68	380.0
2019-08-21 01:15:00	ES	Futures	3146.68	3147.76	3146.68	3147.22	663.0
2019-08-21 01:20:00	ES	Futures	3147.22	3147.49	3147.22	3147.49	235.0
2019-08-21 01:25:00	ES	Futures	3147.22	3148.3	3146.95	3148.03	539.0
2019-08-21 01:30:00	ES	Futures	3148.3	3148.84	3148.03	3148.57	615.0
2019-08-21 01:35:00	ES	Futures	3148.3	3148.3	3147.49	3147.49	382.0
2019-08-21 01:40:00	ES	Futures	3147.49	3147.49	3146.95	3147.22	320.0
2019-08-21 01:45:00	ES	Futures	3147.22	3147.49	3146.68	3147.49	339.0
2019-08-21 01:50:00	ES	Futures	3147.22	3147.49	3146.68	3147.49	496.0
2019-08-21 01:55:00	ES	Futures	3147.49	3149.38	3147.49	3148.57	1382.0
2019-08-21 02:00:00	ES	Futures	3148.57	3148.84	3147.22	3148.57	985.0
2019-08-21 02:05:00	ES	Futures	3148.84	3149.38	3148.03	3148.03	1324.0
2019-08-21 02:10:00	ES	Futures	3148.03	3148.84	3148.03	3148.03	348.0
2019-08-21 02:15:00	ES	Futures	3148.3	3148.84	3147.76	3148.03	819.0
2019-08-21 02:20:00	ES	Futures	3148.3	3148.3	3147.49	3147.49	609.0
2019-08-21 02:25:00	ES	Futures	3147.49	3147.76	3146.95	3147.49	841.0
2019-08-21 02:30:00	ES	Futures	3147.76	3148.57	3147.76	3148.57	697.0
2019-08-21 02:35:00	ES	Futures	3148.3	3148.84	3147.76	3148.03	661.0
2019-08-21 02:40:00	ES	Futures	3148.3	3148.3	3147.22	3147.49	684.0
2019-08-21 02:45:00	ES	Futures	3147.49	3147.49	3146.68	3147.22	519.0
2019-08-21 02:50:00	ES	Futures	3147.22	3147.76	3146.95	3147.76	810.0
2019-08-21 02:55:00	ES	Futures	3148.03	3148.57	3147.76	3148.03	599.0
2019-08-21 03:00:00	ES	Futures	3148.3	3153.44	3148.03	3153.17	5634.0
2019-08-21 03:05:00	ES	Futures	3152.9	3154.26	3151.82	3152.63	3707.0
2019-08-21 03:10:00	ES	Futures	3152.63	3152.9	3151.55	3152.09	2489.0
2019-08-21 03:15:00	ES	Futures	3152.09	3153.71	3151.55	3152.09	1758.0
2019-08-21 03:20:00	ES	Futures	3152.36	3153.44	3151.82	3152.36	1626.0
2019-08-21 03:25:00	ES	Futures	3152.09	3155.61	3152.09	3155.07	3323.0
2019-08-21 03:30:00	ES	Futures	3155.07	3155.61	3153.71	3155.07	2570.0
2019-08-21 03:35:00	ES	Futures	3155.07	3155.61	3153.98	3154.26	2114.0
2019-08-21 03:40:00	ES	Futures	3154.26	3155.34	3153.98	3155.07	1064.0
2019-08-21 03:45:00	ES	Futures	3155.34	3157.23	3154.53	3154.8	2536.0
2019-08-21 03:50:00	ES	Futures	3155.07	3156.15	3154.8	3155.88	1230.0
2019-08-21 03:55:00	ES	Futures	3155.61	3156.42	3155.07	3155.88	1752.0
2019-08-21 04:00:00	ES	Futures	3155.88	3158.05	3155.88	3156.96	1994.0
2019-08-21 04:05:00	ES	Futures	3156.96	3157.23	3155.88	3156.42	1814.0

> showing 50 of 16,887 rows — these rows as CSV

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