PREVIEW / futures_5min / 2019-09-01

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-01.parquet
  size:    54 KB
  rows:    2,785

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
2019-09-01 18:00:00	ES	Futures	3141.26	3143.16	3133.41	3142.07	8179.0
2019-09-01 18:05:00	ES	Futures	3141.8	3143.7	3140.72	3140.99	2056.0
2019-09-01 18:10:00	ES	Futures	3140.99	3145.59	3139.37	3145.32	2650.0
2019-09-01 18:15:00	ES	Futures	3145.59	3148.3	3145.32	3147.76	2228.0
2019-09-01 18:20:00	ES	Futures	3147.76	3148.03	3145.86	3146.95	793.0
2019-09-01 18:25:00	ES	Futures	3147.22	3148.03	3146.13	3146.95	689.0
2019-09-01 18:30:00	ES	Futures	3147.22	3147.22	3143.43	3144.78	1150.0
2019-09-01 18:35:00	ES	Futures	3144.51	3147.76	3144.51	3147.76	761.0
2019-09-01 18:40:00	ES	Futures	3147.76	3148.84	3146.13	3147.22	831.0
2019-09-01 18:45:00	ES	Futures	3147.22	3147.49	3145.32	3146.68	776.0
2019-09-01 18:50:00	ES	Futures	3146.95	3148.3	3146.68	3148.3	249.0
2019-09-01 18:55:00	ES	Futures	3148.03	3148.84	3148.03	3148.03	579.0
2019-09-01 19:00:00	ES	Futures	3148.3	3148.3	3145.86	3146.13	390.0
2019-09-01 19:05:00	ES	Futures	3146.13	3147.49	3146.13	3146.95	255.0
2019-09-01 19:10:00	ES	Futures	3146.95	3147.76	3145.05	3146.13	637.0
2019-09-01 19:15:00	ES	Futures	3146.41	3148.3	3146.41	3148.03	531.0
2019-09-01 19:20:00	ES	Futures	3148.03	3148.84	3147.76	3148.57	474.0
2019-09-01 19:25:00	ES	Futures	3148.84	3148.84	3147.76	3148.03	744.0
2019-09-01 19:30:00	ES	Futures	3148.03	3151.01	3148.03	3151.01	1816.0
2019-09-01 19:35:00	ES	Futures	3151.01	3151.01	3149.38	3150.19	818.0
2019-09-01 19:40:00	ES	Futures	3150.19	3151.01	3149.65	3150.74	674.0
2019-09-01 19:45:00	ES	Futures	3150.74	3151.01	3149.92	3149.92	650.0
2019-09-01 19:50:00	ES	Futures	3149.92	3150.19	3148.84	3149.65	1184.0
2019-09-01 19:55:00	ES	Futures	3149.65	3150.47	3149.11	3149.92	673.0
2019-09-01 20:00:00	ES	Futures	3149.92	3151.55	3149.38	3150.19	2484.0
2019-09-01 20:05:00	ES	Futures	3150.19	3150.74	3149.11	3149.92	653.0
2019-09-01 20:10:00	ES	Futures	3149.92	3150.74	3149.38	3150.74	950.0
2019-09-01 20:15:00	ES	Futures	3150.47	3152.09	3150.47	3151.55	1134.0
2019-09-01 20:20:00	ES	Futures	3151.82	3152.63	3151.28	3151.28	870.0
2019-09-01 20:25:00	ES	Futures	3151.55	3151.82	3151.28	3151.28	263.0
2019-09-01 20:30:00	ES	Futures	3151.55	3152.36	3150.74	3151.01	572.0
2019-09-01 20:35:00	ES	Futures	3150.74	3151.01	3149.11	3149.65	1008.0
2019-09-01 20:40:00	ES	Futures	3149.65	3149.92	3149.38	3149.65	376.0
2019-09-01 20:45:00	ES	Futures	3149.65	3149.92	3149.11	3149.38	546.0
2019-09-01 20:50:00	ES	Futures	3149.65	3150.47	3149.38	3149.92	554.0
2019-09-01 20:55:00	ES	Futures	3149.92	3149.92	3148.57	3149.65	1619.0
2019-09-01 21:00:00	ES	Futures	3149.65	3150.47	3149.11	3149.92	684.0
2019-09-01 21:05:00	ES	Futures	3150.19	3151.28	3149.65	3151.28	942.0
2019-09-01 21:10:00	ES	Futures	3151.28	3151.55	3150.47	3151.28	775.0
2019-09-01 21:15:00	ES	Futures	3151.28	3153.98	3151.28	3153.71	2762.0
2019-09-01 21:20:00	ES	Futures	3153.71	3153.98	3152.63	3152.9	892.0
2019-09-01 21:25:00	ES	Futures	3153.17	3154.26	3152.9	3153.17	865.0
2019-09-01 21:30:00	ES	Futures	3153.17	3155.88	3152.36	3155.07	2250.0
2019-09-01 21:35:00	ES	Futures	3155.34	3155.61	3153.98	3155.07	868.0
2019-09-01 21:40:00	ES	Futures	3155.07	3155.07	3153.44	3153.71	345.0
2019-09-01 21:45:00	ES	Futures	3153.98	3156.69	3153.98	3155.34	3371.0
2019-09-01 21:50:00	ES	Futures	3155.07	3155.34	3153.98	3154.26	591.0
2019-09-01 21:55:00	ES	Futures	3154.26	3155.61	3153.71	3154.8	538.0
2019-09-01 22:00:00	ES	Futures	3154.8	3156.15	3154.8	3155.88	708.0
2019-09-01 22:05:00	ES	Futures	3156.15	3157.23	3155.61	3156.42	775.0

> showing 50 of 2,785 rows — these rows as CSV

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