PREVIEW / futures_5min / 2019-08-22

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-22.parquet
  size:    275 KB
  rows:    16,995

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
2019-08-22 00:00:00	ES	Futures	3168.6	3170.5	3168.6	3170.23	634.0
2019-08-22 00:05:00	ES	Futures	3169.96	3170.5	3169.69	3170.23	863.0
2019-08-22 00:10:00	ES	Futures	3169.96	3170.77	3169.96	3170.5	286.0
2019-08-22 00:15:00	ES	Futures	3170.77	3171.04	3170.5	3170.77	372.0
2019-08-22 00:20:00	ES	Futures	3170.5	3171.04	3170.23	3170.5	371.0
2019-08-22 00:25:00	ES	Futures	3170.77	3170.77	3169.96	3169.96	391.0
2019-08-22 00:30:00	ES	Futures	3169.69	3170.23	3169.69	3169.96	240.0
2019-08-22 00:35:00	ES	Futures	3169.69	3170.23	3169.69	3169.69	187.0
2019-08-22 00:40:00	ES	Futures	3169.69	3169.69	3169.14	3169.41	406.0
2019-08-22 00:45:00	ES	Futures	3169.41	3169.96	3169.14	3169.69	294.0
2019-08-22 00:50:00	ES	Futures	3169.96	3170.5	3169.41	3170.5	232.0
2019-08-22 00:55:00	ES	Futures	3170.23	3170.77	3169.96	3170.23	299.0
2019-08-22 01:00:00	ES	Futures	3170.5	3171.04	3170.23	3170.5	600.0
2019-08-22 01:05:00	ES	Futures	3170.5	3170.5	3169.69	3169.96	365.0
2019-08-22 01:10:00	ES	Futures	3169.69	3169.96	3168.87	3169.14	456.0
2019-08-22 01:15:00	ES	Futures	3169.14	3169.69	3167.52	3168.06	1371.0
2019-08-22 01:20:00	ES	Futures	3168.33	3168.33	3167.52	3167.79	486.0
2019-08-22 01:25:00	ES	Futures	3168.06	3168.06	3166.71	3166.98	896.0
2019-08-22 01:30:00	ES	Futures	3166.98	3167.25	3165.9	3166.44	970.0
2019-08-22 01:35:00	ES	Futures	3166.44	3167.52	3166.17	3166.98	359.0
2019-08-22 01:40:00	ES	Futures	3167.25	3167.52	3165.9	3166.17	681.0
2019-08-22 01:45:00	ES	Futures	3166.17	3166.44	3165.9	3166.17	351.0
2019-08-22 01:50:00	ES	Futures	3166.44	3167.79	3166.44	3167.52	921.0
2019-08-22 01:55:00	ES	Futures	3167.52	3168.33	3166.71	3168.06	1087.0
2019-08-22 02:00:00	ES	Futures	3168.33	3168.6	3167.52	3167.79	1139.0
2019-08-22 02:05:00	ES	Futures	3167.79	3168.33	3166.98	3168.06	496.0
2019-08-22 02:10:00	ES	Futures	3167.79	3168.6	3167.25	3168.06	1389.0
2019-08-22 02:15:00	ES	Futures	3168.06	3168.06	3165.35	3165.63	1764.0
2019-08-22 02:20:00	ES	Futures	3165.35	3166.17	3164.54	3165.63	1936.0
2019-08-22 02:25:00	ES	Futures	3165.63	3166.17	3165.08	3165.9	1079.0
2019-08-22 02:30:00	ES	Futures	3165.63	3166.17	3165.35	3165.9	382.0
2019-08-22 02:35:00	ES	Futures	3165.9	3166.71	3165.63	3166.71	436.0
2019-08-22 02:40:00	ES	Futures	3166.44	3167.79	3166.44	3167.79	1077.0
2019-08-22 02:45:00	ES	Futures	3167.79	3168.06	3167.25	3167.79	691.0
2019-08-22 02:50:00	ES	Futures	3167.52	3168.33	3166.71	3168.33	794.0
2019-08-22 02:55:00	ES	Futures	3168.33	3169.41	3168.06	3168.87	987.0
2019-08-22 03:00:00	ES	Futures	3168.87	3169.41	3166.44	3166.98	3774.0
2019-08-22 03:05:00	ES	Futures	3166.98	3167.52	3165.63	3166.71	2481.0
2019-08-22 03:10:00	ES	Futures	3166.71	3167.52	3165.63	3166.17	1081.0
2019-08-22 03:15:00	ES	Futures	3166.17	3176.45	3166.17	3176.45	9091.0
2019-08-22 03:20:00	ES	Futures	3176.45	3176.72	3173.48	3174.02	3754.0
2019-08-22 03:25:00	ES	Futures	3173.75	3174.56	3172.12	3173.75	3097.0
2019-08-22 03:30:00	ES	Futures	3173.75	3178.62	3172.66	3177.81	6616.0
2019-08-22 03:35:00	ES	Futures	3177.81	3177.81	3176.18	3176.72	2473.0
2019-08-22 03:40:00	ES	Futures	3176.99	3177.54	3175.64	3176.18	2758.0
2019-08-22 03:45:00	ES	Futures	3176.45	3177.54	3174.02	3175.37	2024.0
2019-08-22 03:50:00	ES	Futures	3175.1	3175.64	3173.48	3174.83	2695.0
2019-08-22 03:55:00	ES	Futures	3175.1	3175.64	3173.75	3175.1	1331.0
2019-08-22 04:00:00	ES	Futures	3175.1	3176.45	3172.39	3174.02	5017.0
2019-08-22 04:05:00	ES	Futures	3174.02	3174.56	3172.39	3172.93	1720.0

> showing 50 of 16,995 rows — these rows as CSV

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