PREVIEW / futures_5min / 2019-09-12

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-12.parquet
  size:    272 KB
  rows:    15,939

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
2019-09-12 00:00:00	ES	Futures	3264.97	3265.79	3264.97	3265.52	729.0
2019-09-12 00:05:00	ES	Futures	3265.52	3265.79	3264.97	3265.79	474.0
2019-09-12 00:10:00	ES	Futures	3265.52	3265.79	3265.24	3265.52	384.0
2019-09-12 00:15:00	ES	Futures	3265.52	3265.52	3264.7	3264.7	755.0
2019-09-12 00:20:00	ES	Futures	3264.7	3265.52	3264.16	3264.7	423.0
2019-09-12 00:25:00	ES	Futures	3264.7	3265.24	3263.89	3264.16	583.0
2019-09-12 00:30:00	ES	Futures	3264.16	3264.16	3262.0	3262.0	1187.0
2019-09-12 00:35:00	ES	Futures	3262.27	3263.62	3262.27	3263.62	1058.0
2019-09-12 00:40:00	ES	Futures	3263.62	3263.89	3262.27	3262.81	694.0
2019-09-12 00:45:00	ES	Futures	3262.81	3263.62	3262.54	3263.35	106.0
2019-09-12 00:50:00	ES	Futures	3263.35	3263.35	3262.81	3263.08	301.0
2019-09-12 00:55:00	ES	Futures	3263.08	3263.62	3263.08	3263.35	431.0
2019-09-12 01:00:00	ES	Futures	3263.35	3263.62	3262.54	3262.81	471.0
2019-09-12 01:05:00	ES	Futures	3263.08	3263.35	3262.27	3262.54	557.0
2019-09-12 01:10:00	ES	Futures	3262.54	3263.35	3262.54	3263.35	320.0
2019-09-12 01:15:00	ES	Futures	3263.08	3263.35	3262.27	3262.54	456.0
2019-09-12 01:20:00	ES	Futures	3262.54	3262.81	3262.27	3262.81	562.0
2019-09-12 01:25:00	ES	Futures	3262.81	3263.08	3262.54	3263.08	469.0
2019-09-12 01:30:00	ES	Futures	3263.08	3263.35	3262.54	3262.54	647.0
2019-09-12 01:35:00	ES	Futures	3262.54	3262.81	3261.73	3262.54	875.0
2019-09-12 01:40:00	ES	Futures	3262.81	3263.08	3262.27	3262.81	413.0
2019-09-12 01:45:00	ES	Futures	3262.54	3262.81	3258.75	3259.02	2592.0
2019-09-12 01:50:00	ES	Futures	3259.02	3259.56	3256.58	3258.48	3296.0
2019-09-12 01:55:00	ES	Futures	3258.75	3258.75	3256.85	3256.85	1406.0
2019-09-12 02:00:00	ES	Futures	3256.85	3257.94	3256.31	3256.85	2736.0
2019-09-12 02:05:00	ES	Futures	3256.85	3258.48	3255.5	3258.48	2574.0
2019-09-12 02:10:00	ES	Futures	3258.48	3259.56	3257.94	3259.02	1136.0
2019-09-12 02:15:00	ES	Futures	3259.29	3259.83	3257.39	3258.75	1397.0
2019-09-12 02:20:00	ES	Futures	3258.48	3260.91	3258.48	3259.83	2740.0
2019-09-12 02:25:00	ES	Futures	3259.56	3259.83	3257.66	3257.66	1466.0
2019-09-12 02:30:00	ES	Futures	3257.94	3258.48	3257.12	3257.66	884.0
2019-09-12 02:35:00	ES	Futures	3257.66	3258.75	3257.66	3258.48	444.0
2019-09-12 02:40:00	ES	Futures	3258.48	3259.29	3258.21	3259.29	747.0
2019-09-12 02:45:00	ES	Futures	3259.56	3259.56	3258.48	3259.02	926.0
2019-09-12 02:50:00	ES	Futures	3259.02	3259.02	3258.48	3258.75	1271.0
2019-09-12 02:55:00	ES	Futures	3258.48	3258.48	3256.85	3257.94	1658.0
2019-09-12 03:00:00	ES	Futures	3257.94	3259.02	3256.04	3256.85	4241.0
2019-09-12 03:05:00	ES	Futures	3256.85	3257.12	3255.5	3255.77	2352.0
2019-09-12 03:10:00	ES	Futures	3255.77	3256.31	3254.42	3255.5	3232.0
2019-09-12 03:15:00	ES	Futures	3255.23	3256.04	3254.42	3254.96	2229.0
2019-09-12 03:20:00	ES	Futures	3254.96	3256.04	3254.42	3255.5	2279.0
2019-09-12 03:25:00	ES	Futures	3255.5	3262.27	3255.23	3256.85	8872.0
2019-09-12 03:30:00	ES	Futures	3257.12	3259.29	3256.85	3257.66	2944.0
2019-09-12 03:35:00	ES	Futures	3257.66	3259.02	3257.39	3259.02	1260.0
2019-09-12 03:40:00	ES	Futures	3259.02	3259.29	3257.94	3258.48	784.0
2019-09-12 03:45:00	ES	Futures	3258.21	3259.02	3257.94	3259.02	721.0
2019-09-12 03:50:00	ES	Futures	3259.29	3259.29	3257.12	3257.94	1980.0
2019-09-12 03:55:00	ES	Futures	3257.94	3258.48	3257.12	3257.94	1271.0
2019-09-12 04:00:00	ES	Futures	3257.94	3258.21	3256.58	3257.39	1664.0
2019-09-12 04:05:00	ES	Futures	3257.12	3257.39	3256.85	3256.85	981.0

> showing 50 of 15,939 rows — these rows as CSV

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