PREVIEW / futures_5min / 2019-09-08

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-08.parquet
  size:    58 KB
  rows:    3,152

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
2019-09-08 18:00:00	ES	Futures	3227.08	3231.41	3226.8	3229.51	2275.0
2019-09-08 18:05:00	ES	Futures	3229.24	3230.59	3228.7	3230.32	578.0
2019-09-08 18:10:00	ES	Futures	3230.32	3231.68	3230.05	3231.68	507.0
2019-09-08 18:15:00	ES	Futures	3231.68	3232.76	3231.68	3231.95	543.0
2019-09-08 18:20:00	ES	Futures	3232.22	3232.49	3231.14	3232.22	403.0
2019-09-08 18:25:00	ES	Futures	3231.95	3232.22	3230.86	3231.41	331.0
2019-09-08 18:30:00	ES	Futures	3231.41	3231.68	3229.78	3230.05	546.0
2019-09-08 18:35:00	ES	Futures	3229.78	3230.59	3229.78	3230.32	281.0
2019-09-08 18:40:00	ES	Futures	3230.05	3230.86	3230.05	3230.59	104.0
2019-09-08 18:45:00	ES	Futures	3230.59	3230.59	3230.05	3230.05	119.0
2019-09-08 18:50:00	ES	Futures	3230.05	3230.59	3230.05	3230.32	76.0
2019-09-08 18:55:00	ES	Futures	3230.59	3231.14	3230.05	3230.32	261.0
2019-09-08 19:00:00	ES	Futures	3230.32	3230.86	3229.51	3229.51	316.0
2019-09-08 19:05:00	ES	Futures	3229.51	3230.32	3228.97	3229.24	314.0
2019-09-08 19:10:00	ES	Futures	3229.24	3230.32	3229.24	3229.78	158.0
2019-09-08 19:15:00	ES	Futures	3229.78	3230.05	3229.51	3229.78	162.0
2019-09-08 19:20:00	ES	Futures	3229.78	3230.05	3229.51	3230.05	172.0
2019-09-08 19:25:00	ES	Futures	3230.05	3230.05	3229.51	3229.78	185.0
2019-09-08 19:30:00	ES	Futures	3229.78	3229.78	3228.7	3228.7	361.0
2019-09-08 19:35:00	ES	Futures	3228.7	3229.24	3228.43	3228.97	274.0
2019-09-08 19:40:00	ES	Futures	3229.24	3230.05	3228.97	3229.51	521.0
2019-09-08 19:45:00	ES	Futures	3229.51	3230.32	3229.51	3230.05	422.0
2019-09-08 19:50:00	ES	Futures	3230.05	3230.05	3228.7	3228.7	539.0
2019-09-08 19:55:00	ES	Futures	3228.7	3229.24	3228.43	3228.7	408.0
2019-09-08 20:00:00	ES	Futures	3228.7	3229.51	3227.62	3228.16	1403.0
2019-09-08 20:05:00	ES	Futures	3228.16	3231.68	3228.16	3231.68	1262.0
2019-09-08 20:10:00	ES	Futures	3231.68	3232.22	3230.86	3231.95	1682.0
2019-09-08 20:15:00	ES	Futures	3231.95	3232.22	3230.86	3231.14	950.0
2019-09-08 20:20:00	ES	Futures	3231.14	3231.95	3230.32	3230.86	1046.0
2019-09-08 20:25:00	ES	Futures	3230.86	3231.14	3230.32	3230.32	246.0
2019-09-08 20:30:00	ES	Futures	3230.59	3231.95	3230.32	3231.95	698.0
2019-09-08 20:35:00	ES	Futures	3231.95	3235.47	3231.14	3234.38	3625.0
2019-09-08 20:40:00	ES	Futures	3234.38	3235.2	3233.84	3234.93	890.0
2019-09-08 20:45:00	ES	Futures	3234.93	3234.93	3234.38	3234.65	534.0
2019-09-08 20:50:00	ES	Futures	3234.65	3234.65	3233.57	3233.84	396.0
2019-09-08 20:55:00	ES	Futures	3233.57	3234.38	3233.57	3234.38	682.0
2019-09-08 21:00:00	ES	Futures	3234.11	3234.93	3233.84	3234.65	1026.0
2019-09-08 21:05:00	ES	Futures	3234.38	3234.65	3232.76	3234.11	736.0
2019-09-08 21:10:00	ES	Futures	3234.11	3234.93	3233.84	3234.38	461.0
2019-09-08 21:15:00	ES	Futures	3234.38	3235.47	3233.03	3234.65	1986.0
2019-09-08 21:20:00	ES	Futures	3234.65	3235.2	3234.38	3234.93	853.0
2019-09-08 21:25:00	ES	Futures	3235.2	3236.01	3234.11	3235.2	1434.0
2019-09-08 21:30:00	ES	Futures	3235.2	3236.55	3234.93	3235.47	2272.0
2019-09-08 21:35:00	ES	Futures	3235.74	3236.28	3234.93	3236.01	855.0
2019-09-08 21:40:00	ES	Futures	3236.01	3236.28	3234.93	3235.74	1001.0
2019-09-08 21:45:00	ES	Futures	3236.01	3236.01	3229.78	3230.59	4600.0
2019-09-08 21:50:00	ES	Futures	3230.59	3232.76	3230.59	3231.95	1447.0
2019-09-08 21:55:00	ES	Futures	3231.68	3231.95	3230.32	3230.59	1468.0
2019-09-08 22:00:00	ES	Futures	3230.59	3231.41	3230.05	3230.59	1009.0
2019-09-08 22:05:00	ES	Futures	3230.59	3234.38	3230.59	3233.84	2142.0

> showing 50 of 3,152 rows — these rows as CSV

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