PREVIEW / futures_5min / 2019-09-09

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-09.parquet
  size:    273 KB
  rows:    16,866

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
2019-09-09 00:00:00	ES	Futures	3233.3	3233.57	3233.03	3233.3	152.0
2019-09-09 00:05:00	ES	Futures	3233.3	3234.11	3233.3	3233.84	332.0
2019-09-09 00:10:00	ES	Futures	3234.11	3234.11	3233.57	3233.84	237.0
2019-09-09 00:15:00	ES	Futures	3234.11	3234.11	3233.84	3233.84	95.0
2019-09-09 00:20:00	ES	Futures	3234.11	3234.93	3233.84	3234.65	376.0
2019-09-09 00:25:00	ES	Futures	3234.65	3234.93	3233.84	3233.84	244.0
2019-09-09 00:30:00	ES	Futures	3234.11	3234.11	3233.03	3233.3	254.0
2019-09-09 00:35:00	ES	Futures	3233.57	3234.38	3233.57	3234.11	133.0
2019-09-09 00:40:00	ES	Futures	3234.11	3234.11	3233.84	3233.84	131.0
2019-09-09 00:45:00	ES	Futures	3233.84	3234.11	3233.84	3233.84	82.0
2019-09-09 00:50:00	ES	Futures	3233.84	3234.65	3233.84	3234.65	201.0
2019-09-09 00:55:00	ES	Futures	3234.38	3234.93	3234.11	3234.38	93.0
2019-09-09 01:00:00	ES	Futures	3234.11	3234.38	3233.84	3234.38	121.0
2019-09-09 01:05:00	ES	Futures	3234.38	3234.93	3234.11	3234.65	400.0
2019-09-09 01:10:00	ES	Futures	3234.65	3234.65	3234.11	3234.11	257.0
2019-09-09 01:15:00	ES	Futures	3234.11	3234.65	3234.11	3234.38	127.0
2019-09-09 01:20:00	ES	Futures	3234.11	3234.93	3234.11	3234.65	259.0
2019-09-09 01:25:00	ES	Futures	3234.38	3234.65	3234.38	3234.65	85.0
2019-09-09 01:30:00	ES	Futures	3234.65	3235.2	3234.38	3234.93	604.0
2019-09-09 01:35:00	ES	Futures	3234.65	3234.93	3234.65	3234.93	63.0
2019-09-09 01:40:00	ES	Futures	3234.93	3234.93	3234.38	3234.38	157.0
2019-09-09 01:45:00	ES	Futures	3234.38	3234.65	3233.3	3233.84	330.0
2019-09-09 01:50:00	ES	Futures	3233.57	3233.57	3233.03	3233.3	337.0
2019-09-09 01:55:00	ES	Futures	3233.3	3234.38	3233.3	3233.84	631.0
2019-09-09 02:00:00	ES	Futures	3233.84	3234.65	3232.76	3233.3	877.0
2019-09-09 02:05:00	ES	Futures	3233.3	3233.57	3233.03	3233.3	494.0
2019-09-09 02:10:00	ES	Futures	3233.03	3233.84	3231.68	3233.03	1375.0
2019-09-09 02:15:00	ES	Futures	3233.03	3234.11	3233.03	3233.84	596.0
2019-09-09 02:20:00	ES	Futures	3233.84	3233.84	3231.95	3232.76	956.0
2019-09-09 02:25:00	ES	Futures	3232.76	3233.3	3232.22	3233.03	1018.0
2019-09-09 02:30:00	ES	Futures	3233.3	3234.11	3233.03	3234.11	1098.0
2019-09-09 02:35:00	ES	Futures	3233.84	3234.38	3233.3	3234.11	439.0
2019-09-09 02:40:00	ES	Futures	3234.38	3235.2	3233.84	3234.38	604.0
2019-09-09 02:45:00	ES	Futures	3234.38	3234.93	3233.57	3234.65	417.0
2019-09-09 02:50:00	ES	Futures	3234.93	3235.2	3234.11	3234.93	912.0
2019-09-09 02:55:00	ES	Futures	3234.93	3235.47	3234.11	3234.93	469.0
2019-09-09 03:00:00	ES	Futures	3234.65	3236.01	3234.38	3235.74	3057.0
2019-09-09 03:05:00	ES	Futures	3235.74	3236.01	3233.57	3233.84	1980.0
2019-09-09 03:10:00	ES	Futures	3233.84	3235.2	3233.03	3234.93	1749.0
2019-09-09 03:15:00	ES	Futures	3234.93	3234.93	3233.84	3234.65	1038.0
2019-09-09 03:20:00	ES	Futures	3234.65	3235.47	3234.38	3234.38	995.0
2019-09-09 03:25:00	ES	Futures	3234.65	3234.65	3233.84	3234.11	539.0
2019-09-09 03:30:00	ES	Futures	3234.38	3235.47	3234.38	3235.2	1105.0
2019-09-09 03:35:00	ES	Futures	3235.2	3235.2	3233.84	3234.38	1386.0
2019-09-09 03:40:00	ES	Futures	3234.38	3234.38	3233.3	3234.11	1128.0
2019-09-09 03:45:00	ES	Futures	3234.11	3235.2	3234.11	3234.11	1172.0
2019-09-09 03:50:00	ES	Futures	3234.38	3234.38	3232.49	3233.03	965.0
2019-09-09 03:55:00	ES	Futures	3233.03	3233.57	3232.49	3233.3	807.0
2019-09-09 04:00:00	ES	Futures	3233.3	3234.65	3233.03	3233.84	1399.0
2019-09-09 04:05:00	ES	Futures	3233.57	3233.57	3232.22	3232.49	1083.0

> showing 50 of 16,866 rows — these rows as CSV

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