PREVIEW / futures_5min / 2019-09-04

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-04.parquet
  size:    292 KB
  rows:    17,348

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
2019-09-04 00:00:00	ES	Futures	3155.88	3157.77	3155.61	3157.23	1046.0
2019-09-04 00:05:00	ES	Futures	3156.96	3157.77	3156.15	3156.69	730.0
2019-09-04 00:10:00	ES	Futures	3156.42	3157.77	3155.88	3157.5	565.0
2019-09-04 00:15:00	ES	Futures	3157.5	3158.05	3157.23	3158.05	503.0
2019-09-04 00:20:00	ES	Futures	3158.05	3158.59	3157.5	3158.59	540.0
2019-09-04 00:25:00	ES	Futures	3158.59	3159.4	3158.32	3159.4	550.0
2019-09-04 00:30:00	ES	Futures	3159.4	3159.94	3158.59	3159.4	599.0
2019-09-04 00:35:00	ES	Futures	3159.4	3165.08	3159.4	3164.81	4384.0
2019-09-04 00:40:00	ES	Futures	3164.81	3165.9	3163.73	3164.54	2640.0
2019-09-04 00:45:00	ES	Futures	3164.54	3165.08	3163.73	3164.81	1050.0
2019-09-04 00:50:00	ES	Futures	3164.81	3166.71	3164.81	3165.9	1628.0
2019-09-04 00:55:00	ES	Futures	3165.9	3167.52	3165.63	3166.98	1357.0
2019-09-04 01:00:00	ES	Futures	3167.25	3169.41	3166.71	3167.79	3223.0
2019-09-04 01:05:00	ES	Futures	3167.79	3168.33	3167.25	3167.52	971.0
2019-09-04 01:10:00	ES	Futures	3167.52	3167.79	3166.44	3166.44	1166.0
2019-09-04 01:15:00	ES	Futures	3166.71	3167.79	3165.63	3165.9	1144.0
2019-09-04 01:20:00	ES	Futures	3165.63	3168.33	3165.63	3166.98	1352.0
2019-09-04 01:25:00	ES	Futures	3166.71	3167.25	3166.44	3166.71	929.0
2019-09-04 01:30:00	ES	Futures	3166.71	3167.79	3165.08	3165.08	1183.0
2019-09-04 01:35:00	ES	Futures	3165.35	3165.9	3164.54	3164.81	1130.0
2019-09-04 01:40:00	ES	Futures	3164.81	3165.35	3164.54	3165.08	2221.0
2019-09-04 01:45:00	ES	Futures	3165.08	3165.35	3164.27	3164.54	814.0
2019-09-04 01:50:00	ES	Futures	3164.54	3166.71	3164.54	3166.44	1391.0
2019-09-04 01:55:00	ES	Futures	3166.44	3168.6	3166.17	3167.79	1230.0
2019-09-04 02:00:00	ES	Futures	3168.06	3169.96	3166.44	3168.06	2577.0
2019-09-04 02:05:00	ES	Futures	3168.06	3171.85	3167.79	3171.58	3811.0
2019-09-04 02:10:00	ES	Futures	3171.58	3175.1	3171.04	3173.48	6333.0
2019-09-04 02:15:00	ES	Futures	3173.48	3175.37	3171.85	3173.75	3492.0
2019-09-04 02:20:00	ES	Futures	3173.75	3174.56	3172.12	3173.2	1990.0
2019-09-04 02:25:00	ES	Futures	3173.2	3174.02	3171.04	3171.31	2504.0
2019-09-04 02:30:00	ES	Futures	3171.31	3172.66	3171.04	3171.31	2402.0
2019-09-04 02:35:00	ES	Futures	3171.31	3172.12	3170.77	3171.85	1634.0
2019-09-04 02:40:00	ES	Futures	3171.85	3172.66	3171.31	3172.12	1049.0
2019-09-04 02:45:00	ES	Futures	3172.39	3173.75	3172.12	3173.2	975.0
2019-09-04 02:50:00	ES	Futures	3173.2	3173.75	3171.31	3171.58	1349.0
2019-09-04 02:55:00	ES	Futures	3171.58	3173.2	3171.04	3172.66	1373.0
2019-09-04 03:00:00	ES	Futures	3172.66	3173.48	3168.87	3169.96	4791.0
2019-09-04 03:05:00	ES	Futures	3170.23	3172.12	3169.96	3170.5	2659.0
2019-09-04 03:10:00	ES	Futures	3170.77	3174.83	3170.77	3173.2	3515.0
2019-09-04 03:15:00	ES	Futures	3173.2	3176.45	3173.2	3174.56	3631.0
2019-09-04 03:20:00	ES	Futures	3174.56	3175.64	3172.93	3174.02	3293.0
2019-09-04 03:25:00	ES	Futures	3173.75	3175.64	3173.75	3174.56	1925.0
2019-09-04 03:30:00	ES	Futures	3174.56	3176.99	3174.02	3176.72	2802.0
2019-09-04 03:35:00	ES	Futures	3176.45	3178.35	3175.91	3177.54	3109.0
2019-09-04 03:40:00	ES	Futures	3177.54	3179.43	3176.99	3178.35	3227.0
2019-09-04 03:45:00	ES	Futures	3178.62	3179.16	3177.27	3177.54	3459.0
2019-09-04 03:50:00	ES	Futures	3177.54	3178.35	3176.99	3177.54	2919.0
2019-09-04 03:55:00	ES	Futures	3177.54	3178.89	3176.99	3178.08	2400.0
2019-09-04 04:00:00	ES	Futures	3177.81	3178.62	3175.64	3176.18	3966.0
2019-09-04 04:05:00	ES	Futures	3176.18	3177.54	3175.91	3177.27	2363.0

> showing 50 of 17,348 rows — these rows as CSV

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