PREVIEW / futures_5min / 2019-08-30

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-08-30.parquet
  size:    239 KB
  rows:    13,913

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
2019-08-30 00:00:00	ES	Futures	3176.18	3176.45	3175.64	3175.91	683.0
2019-08-30 00:05:00	ES	Futures	3175.91	3176.18	3175.37	3175.91	431.0
2019-08-30 00:10:00	ES	Futures	3175.91	3176.45	3175.91	3176.18	292.0
2019-08-30 00:15:00	ES	Futures	3175.91	3176.18	3175.64	3175.91	273.0
2019-08-30 00:20:00	ES	Futures	3175.91	3175.91	3175.37	3175.64	355.0
2019-08-30 00:25:00	ES	Futures	3175.37	3175.64	3175.1	3175.37	410.0
2019-08-30 00:30:00	ES	Futures	3175.37	3176.18	3175.1	3175.64	370.0
2019-08-30 00:35:00	ES	Futures	3175.37	3175.64	3175.1	3175.37	269.0
2019-08-30 00:40:00	ES	Futures	3175.1	3175.1	3174.83	3174.83	318.0
2019-08-30 00:45:00	ES	Futures	3175.1	3175.1	3174.56	3174.56	311.0
2019-08-30 00:50:00	ES	Futures	3174.56	3175.1	3174.56	3174.56	249.0
2019-08-30 00:55:00	ES	Futures	3174.56	3174.83	3174.29	3174.83	259.0
2019-08-30 01:00:00	ES	Futures	3174.83	3174.83	3172.39	3172.39	1636.0
2019-08-30 01:05:00	ES	Futures	3172.39	3173.2	3171.85	3172.39	780.0
2019-08-30 01:10:00	ES	Futures	3172.39	3172.66	3171.85	3172.12	351.0
2019-08-30 01:15:00	ES	Futures	3171.85	3172.12	3171.31	3172.12	1389.0
2019-08-30 01:20:00	ES	Futures	3172.12	3172.39	3169.96	3170.5	1592.0
2019-08-30 01:25:00	ES	Futures	3170.5	3171.31	3170.23	3171.31	472.0
2019-08-30 01:30:00	ES	Futures	3171.04	3171.58	3170.5	3170.77	926.0
2019-08-30 01:35:00	ES	Futures	3170.77	3171.85	3170.23	3171.58	809.0
2019-08-30 01:40:00	ES	Futures	3171.31	3171.58	3170.77	3171.58	441.0
2019-08-30 01:45:00	ES	Futures	3171.58	3172.66	3171.31	3172.39	1078.0
2019-08-30 01:50:00	ES	Futures	3172.39	3172.66	3171.85	3172.12	937.0
2019-08-30 01:55:00	ES	Futures	3172.12	3173.48	3171.85	3173.48	807.0
2019-08-30 02:00:00	ES	Futures	3173.48	3173.48	3168.6	3169.14	3417.0
2019-08-30 02:05:00	ES	Futures	3169.14	3170.5	3168.6	3169.69	1562.0
2019-08-30 02:10:00	ES	Futures	3169.96	3171.04	3169.69	3170.5	733.0
2019-08-30 02:15:00	ES	Futures	3170.23	3170.5	3165.9	3166.71	3367.0
2019-08-30 02:20:00	ES	Futures	3166.71	3166.71	3164.54	3165.35	1893.0
2019-08-30 02:25:00	ES	Futures	3165.63	3166.71	3165.35	3165.63	2015.0
2019-08-30 02:30:00	ES	Futures	3165.63	3167.52	3164.81	3166.98	1772.0
2019-08-30 02:35:00	ES	Futures	3166.98	3167.25	3166.17	3166.44	1051.0
2019-08-30 02:40:00	ES	Futures	3166.44	3168.6	3166.17	3167.79	1886.0
2019-08-30 02:45:00	ES	Futures	3167.79	3168.33	3167.52	3167.79	1021.0
2019-08-30 02:50:00	ES	Futures	3167.79	3170.77	3166.98	3170.23	1697.0
2019-08-30 02:55:00	ES	Futures	3170.23	3170.23	3167.79	3168.33	1571.0
2019-08-30 03:00:00	ES	Futures	3168.33	3170.23	3165.9	3166.17	8451.0
2019-08-30 03:05:00	ES	Futures	3166.17	3174.56	3165.9	3174.29	8417.0
2019-08-30 03:10:00	ES	Futures	3174.02	3174.56	3171.31	3172.39	6702.0
2019-08-30 03:15:00	ES	Futures	3172.66	3174.29	3172.12	3174.29	5341.0
2019-08-30 03:20:00	ES	Futures	3174.56	3174.83	3172.93	3173.2	3621.0
2019-08-30 03:25:00	ES	Futures	3173.2	3176.72	3172.66	3175.37	4102.0
2019-08-30 03:30:00	ES	Futures	3175.37	3175.37	3172.39	3172.66	2576.0
2019-08-30 03:35:00	ES	Futures	3172.39	3176.18	3172.39	3175.91	4242.0
2019-08-30 03:40:00	ES	Futures	3175.64	3176.72	3175.1	3176.72	2784.0
2019-08-30 03:45:00	ES	Futures	3176.72	3177.81	3175.37	3177.27	3119.0
2019-08-30 03:50:00	ES	Futures	3177.27	3177.54	3175.91	3176.45	3061.0
2019-08-30 03:55:00	ES	Futures	3176.45	3178.62	3176.45	3177.81	3226.0
2019-08-30 04:00:00	ES	Futures	3177.81	3179.16	3176.72	3177.54	3818.0
2019-08-30 04:05:00	ES	Futures	3177.81	3179.43	3177.27	3178.89	2804.0

> showing 50 of 13,913 rows — these rows as CSV

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