PREVIEW / futures_5min / 2019-08-25

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-25.parquet
  size:    74 KB
  rows:    3,343

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
2019-08-25 18:00:00	ES	Futures	3065.46	3065.73	3043.0	3055.72	25502.0
2019-08-25 18:05:00	ES	Futures	3055.99	3058.7	3051.93	3053.82	5992.0
2019-08-25 18:10:00	ES	Futures	3053.55	3056.8	3052.2	3053.01	2758.0
2019-08-25 18:15:00	ES	Futures	3053.01	3055.72	3052.74	3055.72	2891.0
2019-08-25 18:20:00	ES	Futures	3055.72	3055.72	3049.49	3050.03	3923.0
2019-08-25 18:25:00	ES	Futures	3049.76	3050.85	3046.51	3047.06	4291.0
2019-08-25 18:30:00	ES	Futures	3047.06	3056.26	3046.79	3052.2	5913.0
2019-08-25 18:35:00	ES	Futures	3051.93	3055.18	3051.39	3053.01	2896.0
2019-08-25 18:40:00	ES	Futures	3053.28	3055.72	3053.01	3055.45	1335.0
2019-08-25 18:45:00	ES	Futures	3055.45	3055.72	3051.39	3051.39	1343.0
2019-08-25 18:50:00	ES	Futures	3051.66	3055.18	3051.66	3054.09	1107.0
2019-08-25 18:55:00	ES	Futures	3053.82	3055.45	3052.47	3055.18	1085.0
2019-08-25 19:00:00	ES	Futures	3055.45	3058.97	3055.45	3057.61	3283.0
2019-08-25 19:05:00	ES	Futures	3057.34	3058.7	3055.99	3058.16	1513.0
2019-08-25 19:10:00	ES	Futures	3058.43	3058.97	3056.53	3058.16	2317.0
2019-08-25 19:15:00	ES	Futures	3058.16	3058.7	3053.55	3055.72	1876.0
2019-08-25 19:20:00	ES	Futures	3055.99	3057.34	3052.2	3056.26	2228.0
2019-08-25 19:25:00	ES	Futures	3056.53	3061.13	3056.53	3058.97	2804.0
2019-08-25 19:30:00	ES	Futures	3058.7	3061.67	3058.43	3060.05	2645.0
2019-08-25 19:35:00	ES	Futures	3060.32	3060.59	3054.91	3057.07	2027.0
2019-08-25 19:40:00	ES	Futures	3057.34	3057.88	3055.45	3057.88	1127.0
2019-08-25 19:45:00	ES	Futures	3057.88	3058.7	3055.45	3058.7	1557.0
2019-08-25 19:50:00	ES	Futures	3058.7	3059.78	3056.8	3057.61	2097.0
2019-08-25 19:55:00	ES	Futures	3057.61	3058.97	3055.45	3058.16	1870.0
2019-08-25 20:00:00	ES	Futures	3058.43	3060.32	3057.07	3059.78	4684.0
2019-08-25 20:05:00	ES	Futures	3059.78	3061.67	3059.78	3060.59	2364.0
2019-08-25 20:10:00	ES	Futures	3060.86	3063.57	3060.59	3063.03	3239.0
2019-08-25 20:15:00	ES	Futures	3063.03	3063.3	3062.22	3062.76	1914.0
2019-08-25 20:20:00	ES	Futures	3062.76	3066.55	3062.76	3064.92	3800.0
2019-08-25 20:25:00	ES	Futures	3064.92	3068.71	3063.84	3067.9	4981.0
2019-08-25 20:30:00	ES	Futures	3067.9	3068.44	3066.28	3066.28	1700.0
2019-08-25 20:35:00	ES	Futures	3066.55	3066.55	3063.57	3063.84	2902.0
2019-08-25 20:40:00	ES	Futures	3063.84	3064.92	3061.95	3062.49	2020.0
2019-08-25 20:45:00	ES	Futures	3062.49	3064.11	3059.78	3060.05	2479.0
2019-08-25 20:50:00	ES	Futures	3060.32	3060.86	3055.18	3058.16	5966.0
2019-08-25 20:55:00	ES	Futures	3058.16	3060.32	3057.07	3058.7	1676.0
2019-08-25 21:00:00	ES	Futures	3058.7	3063.03	3057.34	3061.13	3949.0
2019-08-25 21:05:00	ES	Futures	3061.13	3062.22	3060.59	3061.67	1508.0
2019-08-25 21:10:00	ES	Futures	3061.67	3065.46	3061.4	3062.22	2278.0
2019-08-25 21:15:00	ES	Futures	3062.22	3067.63	3060.86	3063.57	8638.0
2019-08-25 21:20:00	ES	Futures	3063.84	3066.28	3062.22	3064.11	5223.0
2019-08-25 21:25:00	ES	Futures	3064.11	3067.63	3063.57	3064.11	2504.0
2019-08-25 21:30:00	ES	Futures	3064.38	3069.8	3063.57	3068.71	4192.0
2019-08-25 21:35:00	ES	Futures	3068.98	3068.98	3066.01	3066.28	3166.0
2019-08-25 21:40:00	ES	Futures	3066.55	3068.98	3065.46	3066.01	2292.0
2019-08-25 21:45:00	ES	Futures	3066.01	3067.9	3065.46	3066.82	1948.0
2019-08-25 21:50:00	ES	Futures	3067.09	3067.36	3063.84	3065.73	1882.0
2019-08-25 21:55:00	ES	Futures	3065.46	3068.44	3065.46	3067.09	1362.0
2019-08-25 22:00:00	ES	Futures	3066.82	3067.9	3065.73	3066.28	885.0
2019-08-25 22:05:00	ES	Futures	3066.55	3067.09	3064.38	3066.55	1238.0

> showing 50 of 3,343 rows — these rows as CSV

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