PREVIEW / futures_5min / 2019-09-11

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-11.parquet
  size:    243 KB
  rows:    15,130

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
2019-09-11 00:00:00	ES	Futures	3225.45	3230.05	3225.45	3229.78	2485.0
2019-09-11 00:05:00	ES	Futures	3230.05	3234.38	3230.05	3230.86	8167.0
2019-09-11 00:10:00	ES	Futures	3230.86	3231.41	3228.97	3228.97	2112.0
2019-09-11 00:15:00	ES	Futures	3228.97	3229.24	3227.62	3228.43	1549.0
2019-09-11 00:20:00	ES	Futures	3228.43	3229.51	3227.62	3229.24	713.0
2019-09-11 00:25:00	ES	Futures	3229.24	3229.24	3227.89	3228.7	667.0
2019-09-11 00:30:00	ES	Futures	3228.7	3228.7	3227.62	3228.16	478.0
2019-09-11 00:35:00	ES	Futures	3228.16	3228.43	3227.89	3228.16	355.0
2019-09-11 00:40:00	ES	Futures	3227.89	3228.43	3227.08	3227.08	581.0
2019-09-11 00:45:00	ES	Futures	3227.35	3228.16	3227.08	3227.89	331.0
2019-09-11 00:50:00	ES	Futures	3227.89	3228.43	3227.35	3228.43	560.0
2019-09-11 00:55:00	ES	Futures	3228.43	3228.97	3227.89	3228.7	285.0
2019-09-11 01:00:00	ES	Futures	3228.7	3228.97	3226.8	3227.89	972.0
2019-09-11 01:05:00	ES	Futures	3227.89	3228.16	3227.35	3227.62	372.0
2019-09-11 01:10:00	ES	Futures	3227.62	3230.32	3227.62	3230.32	964.0
2019-09-11 01:15:00	ES	Futures	3230.32	3231.41	3230.05	3230.32	1519.0
2019-09-11 01:20:00	ES	Futures	3230.59	3232.22	3229.78	3231.14	1614.0
2019-09-11 01:25:00	ES	Futures	3230.86	3231.95	3230.32	3230.86	1150.0
2019-09-11 01:30:00	ES	Futures	3230.59	3231.68	3228.16	3228.43	2308.0
2019-09-11 01:35:00	ES	Futures	3228.16	3229.78	3227.89	3229.24	1050.0
2019-09-11 01:40:00	ES	Futures	3229.24	3229.78	3228.7	3229.24	807.0
2019-09-11 01:45:00	ES	Futures	3229.24	3229.51	3228.16	3228.43	505.0
2019-09-11 01:50:00	ES	Futures	3228.7	3228.97	3227.62	3228.43	788.0
2019-09-11 01:55:00	ES	Futures	3228.43	3228.97	3227.35	3228.43	692.0
2019-09-11 02:00:00	ES	Futures	3228.43	3228.7	3226.8	3227.35	1412.0
2019-09-11 02:05:00	ES	Futures	3227.35	3228.97	3227.35	3228.43	1059.0
2019-09-11 02:10:00	ES	Futures	3228.43	3229.24	3228.43	3228.7	659.0
2019-09-11 02:15:00	ES	Futures	3228.7	3229.51	3227.62	3227.62	1193.0
2019-09-11 02:20:00	ES	Futures	3227.62	3228.7	3227.08	3228.43	741.0
2019-09-11 02:25:00	ES	Futures	3228.43	3230.59	3228.43	3230.05	1288.0
2019-09-11 02:30:00	ES	Futures	3230.32	3230.86	3227.35	3227.89	1292.0
2019-09-11 02:35:00	ES	Futures	3227.89	3227.89	3226.53	3226.53	915.0
2019-09-11 02:40:00	ES	Futures	3226.53	3227.62	3226.26	3227.08	1029.0
2019-09-11 02:45:00	ES	Futures	3227.35	3228.16	3226.8	3227.62	811.0
2019-09-11 02:50:00	ES	Futures	3227.62	3228.16	3227.35	3228.16	794.0
2019-09-11 02:55:00	ES	Futures	3227.89	3229.24	3227.89	3228.7	1006.0
2019-09-11 03:00:00	ES	Futures	3228.7	3229.51	3225.99	3226.53	3428.0
2019-09-11 03:05:00	ES	Futures	3226.26	3228.16	3225.45	3225.99	3204.0
2019-09-11 03:10:00	ES	Futures	3225.99	3226.26	3224.37	3225.72	2134.0
2019-09-11 03:15:00	ES	Futures	3225.72	3225.99	3223.56	3225.18	2058.0
2019-09-11 03:20:00	ES	Futures	3224.91	3226.53	3224.64	3225.99	1813.0
2019-09-11 03:25:00	ES	Futures	3225.99	3227.35	3225.72	3227.35	1093.0
2019-09-11 03:30:00	ES	Futures	3227.35	3229.78	3227.35	3228.43	1994.0
2019-09-11 03:35:00	ES	Futures	3228.43	3228.43	3227.08	3227.62	1188.0
2019-09-11 03:40:00	ES	Futures	3227.62	3229.51	3227.08	3229.24	2458.0
2019-09-11 03:45:00	ES	Futures	3229.24	3231.68	3229.24	3231.41	2891.0
2019-09-11 03:50:00	ES	Futures	3231.14	3231.68	3230.05	3230.59	2412.0
2019-09-11 03:55:00	ES	Futures	3230.86	3231.14	3230.05	3230.86	2234.0
2019-09-11 04:00:00	ES	Futures	3230.59	3231.95	3229.78	3229.78	2535.0
2019-09-11 04:05:00	ES	Futures	3230.05	3230.59	3228.16	3229.24	4534.0

> showing 50 of 15,130 rows — these rows as CSV

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