PREVIEW / futures_5min / 2019-08-26

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-26.parquet
  size:    271 KB
  rows:    16,084

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
2019-08-26 00:00:00	ES	Futures	3075.75	3076.29	3075.21	3076.02	367.0
2019-08-26 00:05:00	ES	Futures	3076.02	3076.56	3071.15	3071.69	1709.0
2019-08-26 00:10:00	ES	Futures	3071.69	3072.77	3071.15	3072.5	839.0
2019-08-26 00:15:00	ES	Futures	3072.5	3072.5	3070.07	3070.88	1157.0
2019-08-26 00:20:00	ES	Futures	3070.88	3071.96	3070.61	3071.15	552.0
2019-08-26 00:25:00	ES	Futures	3071.42	3072.5	3069.25	3069.52	1084.0
2019-08-26 00:30:00	ES	Futures	3069.8	3072.5	3069.52	3071.69	1119.0
2019-08-26 00:35:00	ES	Futures	3071.69	3072.77	3070.61	3070.88	560.0
2019-08-26 00:40:00	ES	Futures	3070.88	3074.4	3070.88	3072.77	970.0
2019-08-26 00:45:00	ES	Futures	3072.77	3073.86	3070.88	3071.15	712.0
2019-08-26 00:50:00	ES	Futures	3071.15	3071.69	3067.63	3069.8	2102.0
2019-08-26 00:55:00	ES	Futures	3069.52	3070.34	3066.82	3067.9	927.0
2019-08-26 01:00:00	ES	Futures	3067.9	3068.71	3066.01	3067.09	1687.0
2019-08-26 01:05:00	ES	Futures	3066.82	3067.63	3063.03	3063.84	2134.0
2019-08-26 01:10:00	ES	Futures	3063.84	3066.55	3063.57	3066.55	1671.0
2019-08-26 01:15:00	ES	Futures	3066.55	3067.36	3064.38	3065.19	886.0
2019-08-26 01:20:00	ES	Futures	3065.19	3067.09	3064.11	3064.11	1065.0
2019-08-26 01:25:00	ES	Futures	3064.11	3066.28	3063.84	3064.38	932.0
2019-08-26 01:30:00	ES	Futures	3064.65	3067.36	3064.38	3064.92	1323.0
2019-08-26 01:35:00	ES	Futures	3064.92	3066.28	3064.65	3066.01	660.0
2019-08-26 01:40:00	ES	Futures	3066.01	3066.82	3065.73	3066.01	735.0
2019-08-26 01:45:00	ES	Futures	3066.01	3067.9	3065.73	3066.82	933.0
2019-08-26 01:50:00	ES	Futures	3066.82	3067.9	3064.65	3064.65	1094.0
2019-08-26 01:55:00	ES	Futures	3064.65	3068.44	3064.65	3066.55	2016.0
2019-08-26 02:00:00	ES	Futures	3066.55	3072.23	3066.28	3071.42	4819.0
2019-08-26 02:05:00	ES	Futures	3071.42	3074.4	3071.15	3072.5	3713.0
2019-08-26 02:10:00	ES	Futures	3072.77	3074.13	3071.42	3073.86	2340.0
2019-08-26 02:15:00	ES	Futures	3073.86	3074.4	3071.96	3072.77	1305.0
2019-08-26 02:20:00	ES	Futures	3072.5	3076.83	3072.23	3075.21	2400.0
2019-08-26 02:25:00	ES	Futures	3075.48	3077.1	3074.67	3076.83	2000.0
2019-08-26 02:30:00	ES	Futures	3076.83	3077.1	3074.13	3074.4	2059.0
2019-08-26 02:35:00	ES	Futures	3074.13	3074.94	3070.61	3071.69	1985.0
2019-08-26 02:40:00	ES	Futures	3071.69	3073.31	3070.61	3071.15	2009.0
2019-08-26 02:45:00	ES	Futures	3070.88	3072.5	3070.88	3071.42	1099.0
2019-08-26 02:50:00	ES	Futures	3071.15	3071.69	3069.52	3071.42	1862.0
2019-08-26 02:55:00	ES	Futures	3071.42	3091.99	3071.42	3089.29	29906.0
2019-08-26 03:00:00	ES	Futures	3089.56	3105.26	3088.74	3096.6	25372.0
2019-08-26 03:05:00	ES	Futures	3096.32	3097.14	3089.29	3096.05	12160.0
2019-08-26 03:10:00	ES	Futures	3096.32	3104.72	3094.7	3104.45	10449.0
2019-08-26 03:15:00	ES	Futures	3104.18	3114.73	3101.74	3104.99	16897.0
2019-08-26 03:20:00	ES	Futures	3104.99	3106.34	3094.16	3097.95	17856.0
2019-08-26 03:25:00	ES	Futures	3097.68	3103.09	3094.7	3096.6	9968.0
2019-08-26 03:30:00	ES	Futures	3096.6	3101.74	3096.32	3100.93	3999.0
2019-08-26 03:35:00	ES	Futures	3100.93	3106.61	3100.93	3105.8	8163.0
2019-08-26 03:40:00	ES	Futures	3105.8	3109.59	3103.9	3105.53	4588.0
2019-08-26 03:45:00	ES	Futures	3105.53	3105.8	3102.55	3103.36	2926.0
2019-08-26 03:50:00	ES	Futures	3103.09	3104.99	3100.93	3104.18	2504.0
2019-08-26 03:55:00	ES	Futures	3103.9	3106.61	3101.47	3104.18	2701.0
2019-08-26 04:00:00	ES	Futures	3104.18	3107.42	3101.47	3102.01	4295.0
2019-08-26 04:05:00	ES	Futures	3102.01	3102.82	3099.84	3102.55	3523.0

> showing 50 of 16,084 rows — these rows as CSV

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