PREVIEW / futures_5min / 2019-08-29

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-29.parquet
  size:    283 KB
  rows:    17,160

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
2019-08-29 00:00:00	ES	Futures	3118.25	3119.06	3118.25	3119.06	212.0
2019-08-29 00:05:00	ES	Futures	3119.06	3119.06	3118.52	3118.79	242.0
2019-08-29 00:10:00	ES	Futures	3118.79	3118.79	3118.25	3118.52	109.0
2019-08-29 00:15:00	ES	Futures	3118.52	3118.79	3118.25	3118.52	190.0
2019-08-29 00:20:00	ES	Futures	3118.52	3118.52	3118.25	3118.25	170.0
2019-08-29 00:25:00	ES	Futures	3118.52	3119.06	3118.25	3118.52	364.0
2019-08-29 00:30:00	ES	Futures	3118.79	3119.06	3118.52	3118.79	519.0
2019-08-29 00:35:00	ES	Futures	3119.06	3119.88	3119.06	3119.33	494.0
2019-08-29 00:40:00	ES	Futures	3119.61	3120.15	3119.33	3119.61	244.0
2019-08-29 00:45:00	ES	Futures	3119.88	3120.42	3119.88	3120.42	504.0
2019-08-29 00:50:00	ES	Futures	3120.42	3120.96	3120.42	3120.42	699.0
2019-08-29 00:55:00	ES	Futures	3120.42	3120.42	3119.88	3119.88	251.0
2019-08-29 01:00:00	ES	Futures	3120.15	3120.42	3119.61	3120.15	370.0
2019-08-29 01:05:00	ES	Futures	3120.15	3121.5	3120.15	3120.96	711.0
2019-08-29 01:10:00	ES	Futures	3120.96	3123.67	3120.96	3123.12	1765.0
2019-08-29 01:15:00	ES	Futures	3123.12	3124.75	3122.58	3124.48	1218.0
2019-08-29 01:20:00	ES	Futures	3124.48	3124.48	3123.4	3123.67	731.0
2019-08-29 01:25:00	ES	Futures	3123.4	3124.48	3123.4	3124.48	704.0
2019-08-29 01:30:00	ES	Futures	3124.48	3124.48	3123.67	3124.21	1195.0
2019-08-29 01:35:00	ES	Futures	3124.21	3124.21	3122.58	3122.58	1143.0
2019-08-29 01:40:00	ES	Futures	3122.58	3122.58	3121.23	3122.58	1520.0
2019-08-29 01:45:00	ES	Futures	3122.58	3122.58	3120.96	3121.23	877.0
2019-08-29 01:50:00	ES	Futures	3120.96	3121.23	3119.33	3119.61	1489.0
2019-08-29 01:55:00	ES	Futures	3119.88	3120.42	3119.61	3120.15	663.0
2019-08-29 02:00:00	ES	Futures	3120.42	3122.31	3120.15	3121.5	1203.0
2019-08-29 02:05:00	ES	Futures	3121.5	3121.77	3120.42	3120.69	876.0
2019-08-29 02:10:00	ES	Futures	3120.96	3122.04	3120.42	3121.77	998.0
2019-08-29 02:15:00	ES	Futures	3121.77	3122.31	3120.69	3121.23	914.0
2019-08-29 02:20:00	ES	Futures	3121.23	3123.12	3121.23	3121.77	817.0
2019-08-29 02:25:00	ES	Futures	3121.77	3122.04	3120.42	3120.42	980.0
2019-08-29 02:30:00	ES	Futures	3120.42	3120.69	3119.88	3120.69	987.0
2019-08-29 02:35:00	ES	Futures	3120.69	3120.96	3120.42	3120.96	520.0
2019-08-29 02:40:00	ES	Futures	3120.69	3122.31	3120.69	3121.5	1241.0
2019-08-29 02:45:00	ES	Futures	3121.77	3122.04	3120.42	3120.42	529.0
2019-08-29 02:50:00	ES	Futures	3120.69	3121.23	3120.42	3120.96	487.0
2019-08-29 02:55:00	ES	Futures	3121.23	3122.31	3120.15	3121.77	901.0
2019-08-29 03:00:00	ES	Futures	3121.77	3122.58	3118.25	3120.42	4475.0
2019-08-29 03:05:00	ES	Futures	3120.69	3129.08	3120.69	3127.73	7454.0
2019-08-29 03:10:00	ES	Futures	3127.73	3152.09	3127.46	3144.24	31470.0
2019-08-29 03:15:00	ES	Futures	3144.24	3148.57	3141.53	3143.16	13547.0
2019-08-29 03:20:00	ES	Futures	3143.16	3145.05	3141.26	3142.62	6852.0
2019-08-29 03:25:00	ES	Futures	3142.62	3142.89	3138.55	3139.37	6314.0
2019-08-29 03:30:00	ES	Futures	3139.37	3144.78	3138.83	3142.07	5847.0
2019-08-29 03:35:00	ES	Futures	3142.07	3145.59	3141.26	3143.97	4445.0
2019-08-29 03:40:00	ES	Futures	3143.97	3147.76	3143.16	3145.59	4785.0
2019-08-29 03:45:00	ES	Futures	3145.86	3150.47	3145.86	3149.92	4506.0
2019-08-29 03:50:00	ES	Futures	3149.92	3150.19	3148.3	3149.38	4063.0
2019-08-29 03:55:00	ES	Futures	3149.38	3149.92	3148.03	3148.57	4098.0
2019-08-29 04:00:00	ES	Futures	3148.57	3149.65	3144.78	3145.05	4905.0
2019-08-29 04:05:00	ES	Futures	3145.05	3146.95	3144.78	3146.68	2814.0

> showing 50 of 17,160 rows — these rows as CSV

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