PREVIEW / futures_5min / 2019-09-06

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-06.parquet
  size:    234 KB
  rows:    13,758

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
2019-09-06 00:00:00	ES	Futures	3225.18	3225.99	3225.18	3225.99	299.0
2019-09-06 00:05:00	ES	Futures	3225.99	3226.8	3225.72	3226.53	480.0
2019-09-06 00:10:00	ES	Futures	3226.53	3226.8	3224.91	3226.26	1299.0
2019-09-06 00:15:00	ES	Futures	3226.26	3226.26	3224.91	3225.18	661.0
2019-09-06 00:20:00	ES	Futures	3224.91	3225.45	3224.64	3225.18	555.0
2019-09-06 00:25:00	ES	Futures	3225.18	3225.72	3225.18	3225.45	148.0
2019-09-06 00:30:00	ES	Futures	3225.45	3225.45	3224.64	3225.18	296.0
2019-09-06 00:35:00	ES	Futures	3225.18	3225.18	3223.56	3223.83	455.0
2019-09-06 00:40:00	ES	Futures	3223.83	3224.1	3223.01	3223.83	552.0
2019-09-06 00:45:00	ES	Futures	3224.1	3224.91	3223.83	3224.91	434.0
2019-09-06 00:50:00	ES	Futures	3224.91	3224.91	3223.56	3223.56	316.0
2019-09-06 00:55:00	ES	Futures	3223.83	3224.37	3223.56	3223.83	443.0
2019-09-06 01:00:00	ES	Futures	3223.83	3224.1	3222.2	3222.47	822.0
2019-09-06 01:05:00	ES	Futures	3222.47	3223.56	3221.93	3223.29	779.0
2019-09-06 01:10:00	ES	Futures	3223.29	3223.29	3222.74	3223.29	317.0
2019-09-06 01:15:00	ES	Futures	3223.29	3223.56	3222.74	3223.56	261.0
2019-09-06 01:20:00	ES	Futures	3223.56	3223.83	3222.74	3222.74	471.0
2019-09-06 01:25:00	ES	Futures	3223.01	3223.56	3222.47	3223.56	388.0
2019-09-06 01:30:00	ES	Futures	3223.29	3223.29	3222.47	3222.47	456.0
2019-09-06 01:35:00	ES	Futures	3222.47	3223.56	3221.93	3223.29	737.0
2019-09-06 01:40:00	ES	Futures	3223.01	3223.29	3221.93	3222.2	537.0
2019-09-06 01:45:00	ES	Futures	3222.47	3223.56	3222.2	3222.74	349.0
2019-09-06 01:50:00	ES	Futures	3222.74	3223.83	3222.47	3223.29	484.0
2019-09-06 01:55:00	ES	Futures	3223.29	3223.56	3222.74	3223.29	348.0
2019-09-06 02:00:00	ES	Futures	3223.56	3223.56	3220.58	3221.12	2124.0
2019-09-06 02:05:00	ES	Futures	3221.39	3221.93	3220.85	3221.39	893.0
2019-09-06 02:10:00	ES	Futures	3221.66	3224.37	3221.39	3223.83	1693.0
2019-09-06 02:15:00	ES	Futures	3223.83	3224.37	3222.47	3222.74	1061.0
2019-09-06 02:20:00	ES	Futures	3222.74	3223.29	3222.2	3222.74	565.0
2019-09-06 02:25:00	ES	Futures	3222.74	3224.91	3222.2	3224.91	1248.0
2019-09-06 02:30:00	ES	Futures	3224.91	3224.91	3223.56	3224.1	996.0
2019-09-06 02:35:00	ES	Futures	3224.1	3224.91	3223.56	3224.64	842.0
2019-09-06 02:40:00	ES	Futures	3224.91	3226.53	3224.37	3226.26	1749.0
2019-09-06 02:45:00	ES	Futures	3226.26	3226.8	3225.18	3226.53	1097.0
2019-09-06 02:50:00	ES	Futures	3226.53	3226.53	3225.45	3226.26	955.0
2019-09-06 02:55:00	ES	Futures	3226.26	3227.08	3226.26	3227.08	1080.0
2019-09-06 03:00:00	ES	Futures	3227.08	3227.35	3225.18	3225.45	2016.0
2019-09-06 03:05:00	ES	Futures	3225.45	3225.99	3224.37	3225.18	1574.0
2019-09-06 03:10:00	ES	Futures	3225.45	3229.51	3225.45	3228.7	3038.0
2019-09-06 03:15:00	ES	Futures	3228.7	3228.7	3226.8	3227.35	1344.0
2019-09-06 03:20:00	ES	Futures	3227.62	3228.7	3227.35	3228.7	771.0
2019-09-06 03:25:00	ES	Futures	3228.43	3230.86	3228.43	3228.7	2295.0
2019-09-06 03:30:00	ES	Futures	3228.7	3228.97	3227.08	3227.89	1846.0
2019-09-06 03:35:00	ES	Futures	3228.16	3228.97	3227.89	3228.16	810.0
2019-09-06 03:40:00	ES	Futures	3228.16	3228.7	3227.62	3227.89	1095.0
2019-09-06 03:45:00	ES	Futures	3228.16	3228.97	3227.08	3227.08	867.0
2019-09-06 03:50:00	ES	Futures	3227.08	3227.89	3226.8	3227.35	1355.0
2019-09-06 03:55:00	ES	Futures	3227.35	3227.62	3225.72	3226.53	1665.0
2019-09-06 04:00:00	ES	Futures	3226.26	3226.26	3225.18	3225.45	1241.0
2019-09-06 04:05:00	ES	Futures	3225.45	3225.99	3225.18	3225.18	1160.0

> showing 50 of 13,758 rows — these rows as CSV

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