PREVIEW / futures_5min / 2019-09-10

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-10.parquet
  size:    237 KB
  rows:    14,389

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
2019-09-10 00:00:00	ES	Futures	3223.29	3223.83	3223.01	3223.83	136.0
2019-09-10 00:05:00	ES	Futures	3223.56	3223.56	3222.74	3222.74	219.0
2019-09-10 00:10:00	ES	Futures	3222.74	3223.01	3222.74	3222.74	114.0
2019-09-10 00:15:00	ES	Futures	3222.74	3223.01	3222.2	3223.01	253.0
2019-09-10 00:20:00	ES	Futures	3223.01	3223.29	3222.74	3223.01	205.0
2019-09-10 00:25:00	ES	Futures	3223.29	3223.56	3223.01	3223.29	100.0
2019-09-10 00:30:00	ES	Futures	3223.29	3224.1	3223.29	3224.1	262.0
2019-09-10 00:35:00	ES	Futures	3224.1	3224.1	3223.01	3223.01	464.0
2019-09-10 00:40:00	ES	Futures	3223.01	3223.01	3221.93	3222.2	423.0
2019-09-10 00:45:00	ES	Futures	3222.2	3222.47	3221.93	3222.2	327.0
2019-09-10 00:50:00	ES	Futures	3222.2	3222.2	3221.39	3221.66	961.0
2019-09-10 00:55:00	ES	Futures	3221.93	3222.47	3221.39	3221.66	791.0
2019-09-10 01:00:00	ES	Futures	3221.93	3221.93	3221.66	3221.93	339.0
2019-09-10 01:05:00	ES	Futures	3221.66	3221.93	3221.39	3221.39	302.0
2019-09-10 01:10:00	ES	Futures	3221.39	3221.66	3219.5	3220.85	1320.0
2019-09-10 01:15:00	ES	Futures	3220.58	3221.12	3219.77	3220.31	548.0
2019-09-10 01:20:00	ES	Futures	3220.58	3221.39	3220.31	3221.39	1128.0
2019-09-10 01:25:00	ES	Futures	3221.39	3221.39	3220.85	3221.39	301.0
2019-09-10 01:30:00	ES	Futures	3221.12	3221.93	3220.85	3221.39	405.0
2019-09-10 01:35:00	ES	Futures	3221.12	3221.12	3220.04	3220.31	418.0
2019-09-10 01:40:00	ES	Futures	3220.04	3220.85	3219.77	3220.58	396.0
2019-09-10 01:45:00	ES	Futures	3220.58	3220.85	3219.77	3220.31	415.0
2019-09-10 01:50:00	ES	Futures	3220.31	3220.85	3220.04	3220.58	563.0
2019-09-10 01:55:00	ES	Futures	3220.58	3221.66	3220.58	3221.39	580.0
2019-09-10 02:00:00	ES	Futures	3221.66	3221.93	3221.39	3221.93	692.0
2019-09-10 02:05:00	ES	Futures	3221.93	3221.93	3220.85	3220.85	603.0
2019-09-10 02:10:00	ES	Futures	3220.85	3220.85	3219.77	3220.04	763.0
2019-09-10 02:15:00	ES	Futures	3220.04	3220.04	3218.14	3219.22	1543.0
2019-09-10 02:20:00	ES	Futures	3219.22	3220.04	3218.95	3219.5	814.0
2019-09-10 02:25:00	ES	Futures	3219.5	3220.85	3219.5	3220.31	670.0
2019-09-10 02:30:00	ES	Futures	3220.31	3220.58	3219.5	3220.31	887.0
2019-09-10 02:35:00	ES	Futures	3220.58	3220.58	3219.77	3220.31	678.0
2019-09-10 02:40:00	ES	Futures	3220.31	3220.85	3219.77	3220.85	475.0
2019-09-10 02:45:00	ES	Futures	3220.58	3221.12	3220.04	3220.31	983.0
2019-09-10 02:50:00	ES	Futures	3220.58	3221.66	3220.58	3221.39	778.0
2019-09-10 02:55:00	ES	Futures	3221.39	3221.93	3220.31	3221.39	1723.0
2019-09-10 03:00:00	ES	Futures	3221.39	3224.1	3221.12	3221.93	4680.0
2019-09-10 03:05:00	ES	Futures	3221.66	3222.74	3221.12	3221.66	2142.0
2019-09-10 03:10:00	ES	Futures	3221.39	3222.2	3220.58	3220.58	2585.0
2019-09-10 03:15:00	ES	Futures	3220.31	3221.39	3219.5	3220.58	2102.0
2019-09-10 03:20:00	ES	Futures	3220.58	3220.85	3218.68	3218.95	3081.0
2019-09-10 03:25:00	ES	Futures	3218.95	3218.95	3217.6	3218.14	2473.0
2019-09-10 03:30:00	ES	Futures	3218.14	3219.22	3217.6	3218.41	1333.0
2019-09-10 03:35:00	ES	Futures	3218.41	3218.68	3215.98	3216.25	2584.0
2019-09-10 03:40:00	ES	Futures	3216.25	3216.52	3214.35	3214.89	3237.0
2019-09-10 03:45:00	ES	Futures	3215.16	3215.16	3213.27	3214.89	3281.0
2019-09-10 03:50:00	ES	Futures	3214.62	3216.25	3214.62	3215.98	3248.0
2019-09-10 03:55:00	ES	Futures	3216.25	3216.25	3215.16	3215.71	3042.0
2019-09-10 04:00:00	ES	Futures	3215.71	3216.25	3214.62	3214.62	1851.0
2019-09-10 04:05:00	ES	Futures	3214.89	3215.43	3213.81	3214.35	1944.0

> showing 50 of 14,389 rows — these rows as CSV

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