PREVIEW / futures_5min / 2019-08-23

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-23.parquet
  size:    268 KB
  rows:    14,098

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
2019-08-23 00:00:00	ES	Futures	3174.83	3175.1	3174.56	3174.56	153.0
2019-08-23 00:05:00	ES	Futures	3174.56	3175.64	3174.56	3175.1	212.0
2019-08-23 00:10:00	ES	Futures	3175.37	3175.91	3175.37	3175.64	536.0
2019-08-23 00:15:00	ES	Futures	3175.64	3175.64	3174.83	3174.83	165.0
2019-08-23 00:20:00	ES	Futures	3175.1	3175.64	3174.83	3175.1	308.0
2019-08-23 00:25:00	ES	Futures	3175.1	3175.37	3174.83	3175.1	137.0
2019-08-23 00:30:00	ES	Futures	3175.1	3175.37	3173.75	3173.75	444.0
2019-08-23 00:35:00	ES	Futures	3173.75	3174.29	3173.48	3174.02	235.0
2019-08-23 00:40:00	ES	Futures	3174.29	3174.56	3174.29	3174.29	256.0
2019-08-23 00:45:00	ES	Futures	3174.29	3174.29	3173.75	3173.75	58.0
2019-08-23 00:50:00	ES	Futures	3174.02	3174.56	3173.75	3174.29	233.0
2019-08-23 00:55:00	ES	Futures	3174.29	3174.83	3174.29	3174.83	233.0
2019-08-23 01:00:00	ES	Futures	3175.1	3175.64	3174.83	3175.1	647.0
2019-08-23 01:05:00	ES	Futures	3175.37	3175.64	3175.1	3175.64	189.0
2019-08-23 01:10:00	ES	Futures	3175.64	3175.91	3174.83	3175.1	332.0
2019-08-23 01:15:00	ES	Futures	3175.1	3175.1	3174.29	3174.56	426.0
2019-08-23 01:20:00	ES	Futures	3174.29	3175.1	3174.02	3174.83	349.0
2019-08-23 01:25:00	ES	Futures	3174.83	3175.37	3174.56	3174.83	375.0
2019-08-23 01:30:00	ES	Futures	3175.1	3175.64	3174.83	3175.64	380.0
2019-08-23 01:35:00	ES	Futures	3175.64	3176.18	3175.1	3175.64	716.0
2019-08-23 01:40:00	ES	Futures	3175.91	3176.45	3175.64	3176.45	457.0
2019-08-23 01:45:00	ES	Futures	3176.18	3176.45	3175.64	3176.18	562.0
2019-08-23 01:50:00	ES	Futures	3176.45	3177.54	3176.18	3176.99	1251.0
2019-08-23 01:55:00	ES	Futures	3176.99	3177.81	3176.45	3177.81	824.0
2019-08-23 02:00:00	ES	Futures	3178.08	3179.97	3178.08	3179.7	3424.0
2019-08-23 02:05:00	ES	Futures	3179.7	3179.97	3178.89	3178.89	1081.0
2019-08-23 02:10:00	ES	Futures	3178.89	3179.7	3178.35	3179.7	901.0
2019-08-23 02:15:00	ES	Futures	3179.7	3179.7	3178.62	3179.16	703.0
2019-08-23 02:20:00	ES	Futures	3179.16	3179.7	3178.89	3179.43	470.0
2019-08-23 02:25:00	ES	Futures	3179.16	3179.43	3178.62	3179.16	1038.0
2019-08-23 02:30:00	ES	Futures	3179.16	3179.16	3178.08	3178.62	1353.0
2019-08-23 02:35:00	ES	Futures	3178.62	3178.62	3177.54	3178.08	517.0
2019-08-23 02:40:00	ES	Futures	3178.08	3178.35	3177.81	3178.08	807.0
2019-08-23 02:45:00	ES	Futures	3178.35	3178.62	3177.54	3177.81	594.0
2019-08-23 02:50:00	ES	Futures	3178.08	3178.08	3177.27	3177.54	530.0
2019-08-23 02:55:00	ES	Futures	3177.54	3177.54	3175.91	3175.91	1588.0
2019-08-23 03:00:00	ES	Futures	3175.91	3177.27	3175.1	3175.91	2534.0
2019-08-23 03:05:00	ES	Futures	3176.18	3177.27	3175.91	3176.99	1574.0
2019-08-23 03:10:00	ES	Futures	3176.99	3177.81	3176.45	3177.27	947.0
2019-08-23 03:15:00	ES	Futures	3177.54	3179.16	3177.54	3178.35	2156.0
2019-08-23 03:20:00	ES	Futures	3178.62	3179.7	3178.35	3178.62	2113.0
2019-08-23 03:25:00	ES	Futures	3178.62	3179.16	3178.08	3178.62	939.0
2019-08-23 03:30:00	ES	Futures	3178.62	3178.62	3176.18	3176.18	2121.0
2019-08-23 03:35:00	ES	Futures	3176.18	3176.72	3174.56	3175.1	2148.0
2019-08-23 03:40:00	ES	Futures	3175.37	3175.64	3174.02	3174.83	1668.0
2019-08-23 03:45:00	ES	Futures	3175.1	3175.91	3174.29	3175.91	1350.0
2019-08-23 03:50:00	ES	Futures	3175.91	3176.18	3174.56	3175.1	1041.0
2019-08-23 03:55:00	ES	Futures	3175.37	3175.37	3173.75	3174.56	1234.0
2019-08-23 04:00:00	ES	Futures	3174.56	3175.1	3173.48	3174.83	2251.0
2019-08-23 04:05:00	ES	Futures	3175.1	3176.45	3173.75	3174.02	1921.0

> showing 50 of 14,098 rows — these rows as CSV

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