PREVIEW / futures_5min / 2019-08-27

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-27.parquet
  size:    278 KB
  rows:    16,959

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
2019-08-27 00:00:00	ES	Futures	3121.5	3122.04	3121.23	3122.04	320.0
2019-08-27 00:05:00	ES	Futures	3121.77	3122.31	3119.61	3119.88	1209.0
2019-08-27 00:10:00	ES	Futures	3119.88	3120.42	3119.88	3120.42	259.0
2019-08-27 00:15:00	ES	Futures	3120.42	3122.04	3119.88	3121.23	467.0
2019-08-27 00:20:00	ES	Futures	3120.96	3122.04	3120.96	3122.04	408.0
2019-08-27 00:25:00	ES	Futures	3121.77	3122.31	3121.23	3121.5	468.0
2019-08-27 00:30:00	ES	Futures	3121.77	3122.04	3121.23	3121.5	334.0
2019-08-27 00:35:00	ES	Futures	3121.5	3121.77	3121.23	3121.77	249.0
2019-08-27 00:40:00	ES	Futures	3121.77	3122.31	3121.5	3121.5	222.0
2019-08-27 00:45:00	ES	Futures	3121.5	3122.04	3121.5	3121.77	244.0
2019-08-27 00:50:00	ES	Futures	3121.5	3122.31	3121.5	3122.31	373.0
2019-08-27 00:55:00	ES	Futures	3122.04	3122.31	3121.5	3122.04	284.0
2019-08-27 01:00:00	ES	Futures	3122.31	3122.31	3120.15	3120.15	855.0
2019-08-27 01:05:00	ES	Futures	3120.15	3120.69	3117.71	3117.98	1560.0
2019-08-27 01:10:00	ES	Futures	3117.98	3117.98	3116.09	3117.17	1215.0
2019-08-27 01:15:00	ES	Futures	3117.17	3117.98	3116.9	3117.44	769.0
2019-08-27 01:20:00	ES	Futures	3117.17	3118.52	3117.17	3118.25	389.0
2019-08-27 01:25:00	ES	Futures	3118.52	3118.52	3117.44	3117.98	422.0
2019-08-27 01:30:00	ES	Futures	3117.98	3120.42	3117.71	3119.61	1383.0
2019-08-27 01:35:00	ES	Futures	3119.88	3120.15	3118.79	3119.06	926.0
2019-08-27 01:40:00	ES	Futures	3119.06	3119.06	3115.27	3116.36	1864.0
2019-08-27 01:45:00	ES	Futures	3116.36	3117.17	3115.82	3116.9	761.0
2019-08-27 01:50:00	ES	Futures	3116.63	3117.71	3115.82	3116.36	764.0
2019-08-27 01:55:00	ES	Futures	3116.36	3116.9	3115.0	3116.09	1047.0
2019-08-27 02:00:00	ES	Futures	3115.82	3115.82	3111.75	3112.84	2978.0
2019-08-27 02:05:00	ES	Futures	3112.84	3114.19	3112.3	3113.65	1114.0
2019-08-27 02:10:00	ES	Futures	3113.65	3113.65	3110.94	3113.11	1988.0
2019-08-27 02:15:00	ES	Futures	3113.11	3115.0	3112.57	3114.73	1630.0
2019-08-27 02:20:00	ES	Futures	3114.73	3116.63	3114.46	3115.54	1609.0
2019-08-27 02:25:00	ES	Futures	3115.54	3115.54	3113.38	3115.27	1423.0
2019-08-27 02:30:00	ES	Futures	3115.27	3115.27	3112.57	3113.92	963.0
2019-08-27 02:35:00	ES	Futures	3113.92	3118.79	3113.65	3118.52	4073.0
2019-08-27 02:40:00	ES	Futures	3118.52	3118.52	3116.9	3117.71	1474.0
2019-08-27 02:45:00	ES	Futures	3117.44	3119.88	3117.44	3119.06	1209.0
2019-08-27 02:50:00	ES	Futures	3119.33	3120.69	3117.17	3118.25	1675.0
2019-08-27 02:55:00	ES	Futures	3118.25	3118.25	3114.19	3115.27	1522.0
2019-08-27 03:00:00	ES	Futures	3115.0	3115.27	3111.21	3112.03	4160.0
2019-08-27 03:05:00	ES	Futures	3112.03	3113.11	3111.48	3112.3	1994.0
2019-08-27 03:10:00	ES	Futures	3112.3	3112.3	3106.88	3109.59	8077.0
2019-08-27 03:15:00	ES	Futures	3109.59	3111.48	3107.15	3107.42	3068.0
2019-08-27 03:20:00	ES	Futures	3107.42	3109.32	3107.42	3108.51	2537.0
2019-08-27 03:25:00	ES	Futures	3108.51	3110.67	3107.42	3109.32	2704.0
2019-08-27 03:30:00	ES	Futures	3109.32	3110.4	3108.24	3108.78	1656.0
2019-08-27 03:35:00	ES	Futures	3109.05	3111.48	3108.78	3110.94	1529.0
2019-08-27 03:40:00	ES	Futures	3110.94	3111.48	3109.86	3110.4	1694.0
2019-08-27 03:45:00	ES	Futures	3110.4	3112.84	3109.59	3109.59	2389.0
2019-08-27 03:50:00	ES	Futures	3109.59	3110.94	3109.32	3110.13	2688.0
2019-08-27 03:55:00	ES	Futures	3110.13	3112.57	3110.13	3112.3	2455.0
2019-08-27 04:00:00	ES	Futures	3112.3	3113.38	3107.69	3110.13	4927.0
2019-08-27 04:05:00	ES	Futures	3110.13	3115.0	3110.13	3114.46	4529.0

> showing 50 of 16,959 rows — these rows as CSV

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