PREVIEW / futures_5min / 2019-09-03

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-03.parquet
  size:    290 KB
  rows:    17,301

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
2019-09-03 00:00:00	ES	Futures	3149.11	3149.38	3148.84	3149.38	293.0
2019-09-03 00:05:00	ES	Futures	3149.65	3149.92	3149.11	3149.11	170.0
2019-09-03 00:10:00	ES	Futures	3149.11	3149.65	3149.11	3149.65	140.0
2019-09-03 00:15:00	ES	Futures	3149.65	3149.65	3148.57	3148.57	179.0
2019-09-03 00:20:00	ES	Futures	3148.57	3149.92	3148.57	3149.92	247.0
2019-09-03 00:25:00	ES	Futures	3149.92	3150.19	3149.92	3150.19	202.0
2019-09-03 00:30:00	ES	Futures	3150.19	3151.55	3150.19	3151.28	610.0
2019-09-03 00:35:00	ES	Futures	3151.28	3151.55	3150.74	3151.55	343.0
2019-09-03 00:40:00	ES	Futures	3151.28	3151.28	3149.65	3150.19	717.0
2019-09-03 00:45:00	ES	Futures	3150.19	3150.74	3150.19	3150.74	195.0
2019-09-03 00:50:00	ES	Futures	3151.01	3151.01	3150.74	3151.01	128.0
2019-09-03 00:55:00	ES	Futures	3151.01	3152.09	3150.74	3151.55	476.0
2019-09-03 01:00:00	ES	Futures	3151.82	3152.09	3149.65	3149.92	778.0
2019-09-03 01:05:00	ES	Futures	3149.92	3150.19	3146.95	3147.22	1267.0
2019-09-03 01:10:00	ES	Futures	3146.95	3147.49	3146.13	3147.49	1208.0
2019-09-03 01:15:00	ES	Futures	3147.22	3148.57	3147.22	3147.49	715.0
2019-09-03 01:20:00	ES	Futures	3147.49	3147.76	3146.68	3147.22	372.0
2019-09-03 01:25:00	ES	Futures	3147.22	3148.3	3146.68	3147.49	742.0
2019-09-03 01:30:00	ES	Futures	3147.49	3148.57	3146.95	3148.3	995.0
2019-09-03 01:35:00	ES	Futures	3148.3	3148.84	3147.22	3147.49	1157.0
2019-09-03 01:40:00	ES	Futures	3147.76	3148.57	3146.68	3146.95	1262.0
2019-09-03 01:45:00	ES	Futures	3146.95	3149.92	3146.95	3149.92	1024.0
2019-09-03 01:50:00	ES	Futures	3149.65	3149.65	3147.22	3148.3	1271.0
2019-09-03 01:55:00	ES	Futures	3148.57	3148.84	3147.76	3148.03	879.0
2019-09-03 02:00:00	ES	Futures	3148.03	3148.84	3144.51	3146.13	2937.0
2019-09-03 02:05:00	ES	Futures	3146.41	3155.07	3146.41	3153.17	3629.0
2019-09-03 02:10:00	ES	Futures	3152.9	3153.44	3151.82	3152.63	1685.0
2019-09-03 02:15:00	ES	Futures	3152.63	3152.63	3151.01	3151.55	1226.0
2019-09-03 02:20:00	ES	Futures	3151.55	3153.44	3151.28	3152.63	1408.0
2019-09-03 02:25:00	ES	Futures	3152.63	3154.8	3152.63	3153.17	1294.0
2019-09-03 02:30:00	ES	Futures	3153.44	3153.44	3151.82	3152.09	912.0
2019-09-03 02:35:00	ES	Futures	3151.82	3152.36	3151.28	3151.82	555.0
2019-09-03 02:40:00	ES	Futures	3151.82	3151.82	3149.65	3150.47	1260.0
2019-09-03 02:45:00	ES	Futures	3150.47	3150.47	3137.2	3144.51	9614.0
2019-09-03 02:50:00	ES	Futures	3144.24	3148.03	3142.07	3145.86	4127.0
2019-09-03 02:55:00	ES	Futures	3145.86	3146.68	3143.16	3146.41	2422.0
2019-09-03 03:00:00	ES	Futures	3146.41	3146.95	3140.99	3143.16	6915.0
2019-09-03 03:05:00	ES	Futures	3143.43	3143.97	3140.18	3142.62	4489.0
2019-09-03 03:10:00	ES	Futures	3142.62	3143.16	3139.37	3139.91	3893.0
2019-09-03 03:15:00	ES	Futures	3139.91	3139.91	3137.2	3138.55	5391.0
2019-09-03 03:20:00	ES	Futures	3138.83	3142.34	3137.74	3141.53	4892.0
2019-09-03 03:25:00	ES	Futures	3141.8	3143.7	3141.8	3142.62	2439.0
2019-09-03 03:30:00	ES	Futures	3142.62	3145.32	3142.34	3144.51	2947.0
2019-09-03 03:35:00	ES	Futures	3144.24	3144.51	3140.72	3140.99	3016.0
2019-09-03 03:40:00	ES	Futures	3140.99	3142.89	3140.18	3142.34	3433.0
2019-09-03 03:45:00	ES	Futures	3142.07	3143.97	3141.26	3141.53	2545.0
2019-09-03 03:50:00	ES	Futures	3141.8	3142.34	3134.49	3137.74	7008.0
2019-09-03 03:55:00	ES	Futures	3138.01	3138.83	3135.85	3136.66	3208.0
2019-09-03 04:00:00	ES	Futures	3136.93	3140.72	3136.39	3139.91	4095.0
2019-09-03 04:05:00	ES	Futures	3140.18	3142.89	3139.64	3141.8	4323.0

> showing 50 of 17,301 rows — these rows as CSV

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