PREVIEW / futures_5min / 2019-09-13

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-13.parquet
  size:    237 KB
  rows:    13,821

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
2019-09-13 00:00:00	ES	Futures	3264.97	3265.52	3264.97	3265.52	113.0
2019-09-13 00:05:00	ES	Futures	3265.52	3265.79	3265.24	3265.52	171.0
2019-09-13 00:10:00	ES	Futures	3265.24	3265.52	3265.24	3265.24	121.0
2019-09-13 00:15:00	ES	Futures	3265.24	3265.24	3264.7	3264.7	108.0
2019-09-13 00:20:00	ES	Futures	3264.7	3265.24	3264.7	3265.24	94.0
2019-09-13 00:25:00	ES	Futures	3265.24	3265.24	3264.97	3265.24	50.0
2019-09-13 00:30:00	ES	Futures	3265.24	3265.24	3264.7	3265.24	97.0
2019-09-13 00:35:00	ES	Futures	3265.24	3266.33	3264.97	3266.06	481.0
2019-09-13 00:40:00	ES	Futures	3266.06	3267.41	3266.06	3267.14	694.0
2019-09-13 00:45:00	ES	Futures	3267.14	3267.68	3266.87	3267.14	397.0
2019-09-13 00:50:00	ES	Futures	3267.14	3267.41	3267.14	3267.14	92.0
2019-09-13 00:55:00	ES	Futures	3267.41	3267.41	3266.87	3267.14	177.0
2019-09-13 01:00:00	ES	Futures	3267.14	3267.68	3266.87	3267.41	185.0
2019-09-13 01:05:00	ES	Futures	3267.41	3268.22	3267.41	3268.22	675.0
2019-09-13 01:10:00	ES	Futures	3268.22	3268.76	3267.95	3267.95	1079.0
2019-09-13 01:15:00	ES	Futures	3268.22	3268.22	3267.41	3267.41	213.0
2019-09-13 01:20:00	ES	Futures	3267.41	3267.41	3267.14	3267.14	211.0
2019-09-13 01:25:00	ES	Futures	3267.41	3267.95	3267.14	3267.68	462.0
2019-09-13 01:30:00	ES	Futures	3267.68	3267.95	3267.41	3267.68	447.0
2019-09-13 01:35:00	ES	Futures	3267.68	3267.68	3267.41	3267.41	90.0
2019-09-13 01:40:00	ES	Futures	3267.68	3267.68	3267.41	3267.68	171.0
2019-09-13 01:45:00	ES	Futures	3267.68	3267.68	3267.41	3267.41	482.0
2019-09-13 01:50:00	ES	Futures	3267.68	3268.22	3267.68	3267.95	337.0
2019-09-13 01:55:00	ES	Futures	3267.68	3268.22	3267.14	3267.41	382.0
2019-09-13 02:00:00	ES	Futures	3267.41	3267.95	3266.6	3267.68	732.0
2019-09-13 02:05:00	ES	Futures	3267.95	3267.95	3266.87	3267.14	655.0
2019-09-13 02:10:00	ES	Futures	3267.41	3267.41	3266.33	3266.6	456.0
2019-09-13 02:15:00	ES	Futures	3266.33	3266.6	3266.06	3266.33	280.0
2019-09-13 02:20:00	ES	Futures	3266.6	3266.87	3266.33	3266.87	135.0
2019-09-13 02:25:00	ES	Futures	3266.87	3267.41	3266.6	3267.41	337.0
2019-09-13 02:30:00	ES	Futures	3267.14	3267.41	3266.33	3266.33	508.0
2019-09-13 02:35:00	ES	Futures	3266.33	3266.87	3266.33	3266.87	547.0
2019-09-13 02:40:00	ES	Futures	3266.87	3267.14	3266.33	3266.33	757.0
2019-09-13 02:45:00	ES	Futures	3266.33	3266.6	3265.79	3266.06	1058.0
2019-09-13 02:50:00	ES	Futures	3266.06	3266.6	3265.79	3266.06	412.0
2019-09-13 02:55:00	ES	Futures	3266.06	3266.33	3265.52	3266.06	511.0
2019-09-13 03:00:00	ES	Futures	3266.06	3266.6	3265.24	3266.06	994.0
2019-09-13 03:05:00	ES	Futures	3266.06	3266.87	3265.24	3266.06	936.0
2019-09-13 03:10:00	ES	Futures	3266.06	3266.06	3265.52	3265.79	948.0
2019-09-13 03:15:00	ES	Futures	3265.79	3267.41	3265.24	3267.14	638.0
2019-09-13 03:20:00	ES	Futures	3266.87	3269.03	3266.6	3268.49	1390.0
2019-09-13 03:25:00	ES	Futures	3268.76	3270.66	3268.22	3270.12	1841.0
2019-09-13 03:30:00	ES	Futures	3270.39	3270.66	3268.76	3269.58	1537.0
2019-09-13 03:35:00	ES	Futures	3269.58	3269.58	3268.76	3268.76	906.0
2019-09-13 03:40:00	ES	Futures	3268.76	3269.03	3268.49	3268.76	566.0
2019-09-13 03:45:00	ES	Futures	3268.49	3269.03	3268.22	3268.49	425.0
2019-09-13 03:50:00	ES	Futures	3268.22	3269.31	3268.22	3268.49	668.0
2019-09-13 03:55:00	ES	Futures	3268.76	3269.03	3267.95	3268.49	1115.0
2019-09-13 04:00:00	ES	Futures	3268.22	3268.76	3267.95	3268.49	787.0
2019-09-13 04:05:00	ES	Futures	3268.49	3268.76	3268.22	3268.49	619.0

> showing 50 of 13,821 rows — these rows as CSV

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