PREVIEW / futures_5min / 2019-08-28

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-28.parquet
  size:    274 KB
  rows:    17,088

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
2019-08-28 00:00:00	ES	Futures	3113.38	3115.27	3113.38	3115.27	986.0
2019-08-28 00:05:00	ES	Futures	3115.0	3115.0	3114.19	3114.46	376.0
2019-08-28 00:10:00	ES	Futures	3114.46	3114.73	3113.92	3114.19	247.0
2019-08-28 00:15:00	ES	Futures	3114.19	3114.46	3113.65	3113.65	391.0
2019-08-28 00:20:00	ES	Futures	3113.92	3114.19	3113.38	3113.65	426.0
2019-08-28 00:25:00	ES	Futures	3113.65	3113.65	3111.75	3112.03	667.0
2019-08-28 00:30:00	ES	Futures	3112.03	3112.84	3112.03	3112.3	325.0
2019-08-28 00:35:00	ES	Futures	3112.3	3112.57	3112.3	3112.3	77.0
2019-08-28 00:40:00	ES	Futures	3112.3	3112.57	3111.21	3112.3	1056.0
2019-08-28 00:45:00	ES	Futures	3112.3	3112.57	3111.48	3112.3	629.0
2019-08-28 00:50:00	ES	Futures	3112.3	3113.65	3112.3	3113.38	475.0
2019-08-28 00:55:00	ES	Futures	3113.65	3113.65	3112.57	3112.57	431.0
2019-08-28 01:00:00	ES	Futures	3112.84	3113.11	3111.75	3112.3	387.0
2019-08-28 01:05:00	ES	Futures	3112.57	3112.57	3111.75	3111.75	353.0
2019-08-28 01:10:00	ES	Futures	3111.75	3112.03	3111.48	3112.03	394.0
2019-08-28 01:15:00	ES	Futures	3112.03	3112.57	3112.03	3112.3	224.0
2019-08-28 01:20:00	ES	Futures	3112.3	3112.3	3111.48	3112.03	281.0
2019-08-28 01:25:00	ES	Futures	3112.3	3112.3	3111.75	3112.03	382.0
2019-08-28 01:30:00	ES	Futures	3112.03	3113.65	3111.75	3113.38	895.0
2019-08-28 01:35:00	ES	Futures	3113.38	3113.92	3113.11	3113.38	687.0
2019-08-28 01:40:00	ES	Futures	3113.38	3114.19	3113.38	3113.92	627.0
2019-08-28 01:45:00	ES	Futures	3113.92	3114.19	3113.38	3113.38	335.0
2019-08-28 01:50:00	ES	Futures	3113.65	3113.65	3112.03	3112.03	468.0
2019-08-28 01:55:00	ES	Futures	3112.03	3114.19	3112.03	3113.92	1124.0
2019-08-28 02:00:00	ES	Futures	3114.19	3115.0	3112.3	3112.84	1696.0
2019-08-28 02:05:00	ES	Futures	3112.57	3113.65	3112.3	3113.38	492.0
2019-08-28 02:10:00	ES	Futures	3113.38	3113.38	3112.84	3112.84	729.0
2019-08-28 02:15:00	ES	Futures	3112.84	3113.11	3112.3	3112.84	621.0
2019-08-28 02:20:00	ES	Futures	3112.84	3112.84	3112.03	3112.84	614.0
2019-08-28 02:25:00	ES	Futures	3112.84	3112.84	3111.48	3112.03	569.0
2019-08-28 02:30:00	ES	Futures	3112.3	3112.3	3111.48	3111.75	728.0
2019-08-28 02:35:00	ES	Futures	3111.75	3112.3	3111.48	3111.75	521.0
2019-08-28 02:40:00	ES	Futures	3112.03	3112.57	3111.48	3112.3	511.0
2019-08-28 02:45:00	ES	Futures	3112.03	3112.84	3111.75	3112.84	629.0
2019-08-28 02:50:00	ES	Futures	3112.84	3113.38	3112.57	3112.57	421.0
2019-08-28 02:55:00	ES	Futures	3112.57	3113.38	3112.3	3112.57	595.0
2019-08-28 03:00:00	ES	Futures	3112.57	3112.57	3107.69	3108.78	5338.0
2019-08-28 03:05:00	ES	Futures	3108.78	3109.59	3107.42	3107.96	3134.0
2019-08-28 03:10:00	ES	Futures	3107.96	3108.51	3104.45	3105.26	3732.0
2019-08-28 03:15:00	ES	Futures	3104.99	3105.53	3102.28	3105.26	4497.0
2019-08-28 03:20:00	ES	Futures	3105.53	3107.15	3104.72	3106.34	2370.0
2019-08-28 03:25:00	ES	Futures	3106.61	3110.67	3106.34	3109.59	2939.0
2019-08-28 03:30:00	ES	Futures	3109.86	3109.86	3108.51	3108.78	2006.0
2019-08-28 03:35:00	ES	Futures	3108.78	3109.05	3106.34	3107.96	3855.0
2019-08-28 03:40:00	ES	Futures	3107.96	3108.24	3106.88	3107.15	2322.0
2019-08-28 03:45:00	ES	Futures	3107.15	3107.42	3104.72	3106.34	2500.0
2019-08-28 03:50:00	ES	Futures	3106.07	3107.42	3105.8	3106.88	2087.0
2019-08-28 03:55:00	ES	Futures	3106.88	3107.69	3105.53	3107.69	1435.0
2019-08-28 04:00:00	ES	Futures	3107.69	3107.69	3105.26	3106.88	1959.0
2019-08-28 04:05:00	ES	Futures	3107.15	3114.73	3106.61	3112.57	7443.0

> showing 50 of 17,088 rows — these rows as CSV

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