PREVIEW / futures_5min / 2019-09-02

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-02.parquet
  size:    191 KB
  rows:    12,120

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
2019-09-02 00:00:00	ES	Futures	3153.44	3153.71	3151.82	3152.36	531.0
2019-09-02 00:05:00	ES	Futures	3152.36	3153.44	3152.36	3152.9	382.0
2019-09-02 00:10:00	ES	Futures	3152.9	3153.98	3152.63	3153.71	208.0
2019-09-02 00:15:00	ES	Futures	3153.71	3153.98	3153.17	3153.44	138.0
2019-09-02 00:20:00	ES	Futures	3153.44	3153.44	3152.09	3152.09	275.0
2019-09-02 00:25:00	ES	Futures	3152.09	3152.9	3151.55	3152.63	222.0
2019-09-02 00:30:00	ES	Futures	3152.63	3153.44	3152.63	3152.9	214.0
2019-09-02 00:35:00	ES	Futures	3153.17	3153.98	3152.63	3153.98	353.0
2019-09-02 00:40:00	ES	Futures	3153.98	3154.53	3153.44	3154.26	230.0
2019-09-02 00:45:00	ES	Futures	3153.98	3154.26	3152.63	3152.9	222.0
2019-09-02 00:50:00	ES	Futures	3153.17	3153.44	3152.36	3152.9	271.0
2019-09-02 00:55:00	ES	Futures	3152.9	3152.9	3151.82	3151.82	241.0
2019-09-02 01:00:00	ES	Futures	3152.09	3153.44	3152.09	3152.9	539.0
2019-09-02 01:05:00	ES	Futures	3152.9	3154.26	3152.63	3154.26	265.0
2019-09-02 01:10:00	ES	Futures	3154.26	3155.07	3153.44	3153.71	498.0
2019-09-02 01:15:00	ES	Futures	3153.71	3153.98	3152.36	3153.44	364.0
2019-09-02 01:20:00	ES	Futures	3153.71	3155.07	3153.71	3154.26	564.0
2019-09-02 01:25:00	ES	Futures	3154.26	3155.34	3154.26	3155.34	665.0
2019-09-02 01:30:00	ES	Futures	3155.34	3156.15	3155.07	3156.15	825.0
2019-09-02 01:35:00	ES	Futures	3155.88	3155.88	3154.26	3154.26	430.0
2019-09-02 01:40:00	ES	Futures	3154.26	3154.26	3153.17	3154.26	361.0
2019-09-02 01:45:00	ES	Futures	3154.26	3155.34	3153.98	3155.34	242.0
2019-09-02 01:50:00	ES	Futures	3155.34	3155.34	3154.53	3154.8	266.0
2019-09-02 01:55:00	ES	Futures	3154.53	3155.34	3153.71	3154.26	641.0
2019-09-02 02:00:00	ES	Futures	3154.26	3156.42	3153.98	3156.15	1137.0
2019-09-02 02:05:00	ES	Futures	3155.88	3156.15	3155.07	3155.34	486.0
2019-09-02 02:10:00	ES	Futures	3155.34	3155.61	3154.53	3155.34	429.0
2019-09-02 02:15:00	ES	Futures	3155.07	3155.34	3152.63	3152.63	794.0
2019-09-02 02:20:00	ES	Futures	3152.63	3153.17	3151.82	3153.17	558.0
2019-09-02 02:25:00	ES	Futures	3152.9	3153.17	3152.09	3152.9	847.0
2019-09-02 02:30:00	ES	Futures	3152.9	3153.71	3152.36	3153.17	527.0
2019-09-02 02:35:00	ES	Futures	3153.17	3153.44	3152.36	3152.63	885.0
2019-09-02 02:40:00	ES	Futures	3152.63	3153.44	3152.36	3152.9	668.0
2019-09-02 02:45:00	ES	Futures	3152.9	3153.44	3152.36	3152.63	879.0
2019-09-02 02:50:00	ES	Futures	3152.9	3153.44	3152.09	3152.9	880.0
2019-09-02 02:55:00	ES	Futures	3152.63	3152.63	3151.01	3152.63	1077.0
2019-09-02 03:00:00	ES	Futures	3152.36	3156.42	3152.36	3155.88	2937.0
2019-09-02 03:05:00	ES	Futures	3155.88	3157.77	3154.53	3154.53	2268.0
2019-09-02 03:10:00	ES	Futures	3155.07	3156.96	3155.07	3156.69	693.0
2019-09-02 03:15:00	ES	Futures	3156.42	3157.5	3155.88	3157.23	892.0
2019-09-02 03:20:00	ES	Futures	3157.23	3159.67	3156.96	3159.67	2789.0
2019-09-02 03:25:00	ES	Futures	3159.67	3160.48	3158.86	3159.67	1529.0
2019-09-02 03:30:00	ES	Futures	3159.4	3161.29	3158.32	3160.48	2869.0
2019-09-02 03:35:00	ES	Futures	3160.48	3161.56	3159.94	3160.21	1717.0
2019-09-02 03:40:00	ES	Futures	3160.21	3160.48	3158.86	3159.13	966.0
2019-09-02 03:45:00	ES	Futures	3159.13	3159.94	3156.96	3157.5	1950.0
2019-09-02 03:50:00	ES	Futures	3157.23	3159.4	3156.96	3159.13	1455.0
2019-09-02 03:55:00	ES	Futures	3159.13	3160.75	3158.32	3158.86	2962.0
2019-09-02 04:00:00	ES	Futures	3158.86	3160.21	3157.77	3159.94	2373.0
2019-09-02 04:05:00	ES	Futures	3160.21	3160.21	3155.88	3156.69	3052.0

> showing 50 of 12,120 rows — these rows as CSV

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