PREVIEW / futures_5min / 2019-09-15

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-15.parquet
  size:    73 KB
  rows:    3,453

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
2019-09-15 18:00:00	ES	Futures	3256.04	3256.58	3245.45	3253.6	9648.0
2019-09-15 18:05:00	ES	Futures	3253.6	3256.58	3253.32	3256.04	2054.0
2019-09-15 18:10:00	ES	Futures	3256.31	3257.13	3253.6	3254.68	1292.0
2019-09-15 18:15:00	ES	Futures	3254.95	3256.58	3253.6	3255.77	767.0
2019-09-15 18:20:00	ES	Futures	3256.04	3257.4	3254.41	3257.13	1404.0
2019-09-15 18:25:00	ES	Futures	3257.13	3257.4	3254.68	3255.5	938.0
2019-09-15 18:30:00	ES	Futures	3255.5	3257.13	3255.23	3256.04	799.0
2019-09-15 18:35:00	ES	Futures	3256.31	3257.94	3256.31	3257.94	601.0
2019-09-15 18:40:00	ES	Futures	3258.21	3259.57	3257.94	3258.76	787.0
2019-09-15 18:45:00	ES	Futures	3258.76	3259.3	3257.94	3258.49	537.0
2019-09-15 18:50:00	ES	Futures	3258.76	3259.03	3256.58	3256.86	1004.0
2019-09-15 18:55:00	ES	Futures	3256.86	3256.86	3254.68	3255.5	860.0
2019-09-15 19:00:00	ES	Futures	3256.04	3256.31	3255.5	3256.31	353.0
2019-09-15 19:05:00	ES	Futures	3256.04	3257.4	3255.77	3257.13	374.0
2019-09-15 19:10:00	ES	Futures	3256.86	3257.67	3256.86	3257.4	196.0
2019-09-15 19:15:00	ES	Futures	3257.13	3258.76	3257.13	3258.49	329.0
2019-09-15 19:20:00	ES	Futures	3258.76	3259.03	3257.13	3258.21	416.0
2019-09-15 19:25:00	ES	Futures	3258.21	3258.21	3256.86	3256.86	657.0
2019-09-15 19:30:00	ES	Futures	3257.13	3257.4	3254.95	3256.31	1581.0
2019-09-15 19:35:00	ES	Futures	3256.58	3257.13	3255.23	3255.5	1087.0
2019-09-15 19:40:00	ES	Futures	3255.5	3256.31	3253.32	3253.87	1445.0
2019-09-15 19:45:00	ES	Futures	3253.6	3254.41	3252.78	3253.05	884.0
2019-09-15 19:50:00	ES	Futures	3253.05	3253.05	3249.79	3249.79	2080.0
2019-09-15 19:55:00	ES	Futures	3249.79	3251.69	3249.52	3250.61	1580.0
2019-09-15 20:00:00	ES	Futures	3250.61	3251.97	3249.79	3250.06	1194.0
2019-09-15 20:05:00	ES	Futures	3249.79	3250.34	3248.16	3250.06	2234.0
2019-09-15 20:10:00	ES	Futures	3250.06	3250.06	3247.62	3248.43	2537.0
2019-09-15 20:15:00	ES	Futures	3248.16	3249.25	3246.53	3247.08	2843.0
2019-09-15 20:20:00	ES	Futures	3247.35	3248.43	3245.99	3246.81	2618.0
2019-09-15 20:25:00	ES	Futures	3247.08	3248.43	3241.64	3243.82	5790.0
2019-09-15 20:30:00	ES	Futures	3243.82	3245.45	3243.0	3243.55	3113.0
2019-09-15 20:35:00	ES	Futures	3243.55	3247.62	3243.55	3247.62	3034.0
2019-09-15 20:40:00	ES	Futures	3247.62	3248.43	3246.81	3248.16	1519.0
2019-09-15 20:45:00	ES	Futures	3248.16	3248.98	3247.08	3248.43	1382.0
2019-09-15 20:50:00	ES	Futures	3248.43	3249.52	3247.62	3248.98	1426.0
2019-09-15 20:55:00	ES	Futures	3248.98	3250.06	3248.71	3249.25	985.0
2019-09-15 21:00:00	ES	Futures	3248.98	3249.79	3247.89	3248.43	1787.0
2019-09-15 21:05:00	ES	Futures	3248.43	3248.71	3245.72	3246.81	2578.0
2019-09-15 21:10:00	ES	Futures	3247.08	3247.35	3245.45	3245.99	808.0
2019-09-15 21:15:00	ES	Futures	3245.72	3246.81	3245.18	3246.26	1945.0
2019-09-15 21:20:00	ES	Futures	3245.99	3246.53	3244.36	3244.63	1425.0
2019-09-15 21:25:00	ES	Futures	3244.63	3246.26	3244.63	3245.72	918.0
2019-09-15 21:30:00	ES	Futures	3245.72	3246.26	3244.36	3245.99	1103.0
2019-09-15 21:35:00	ES	Futures	3245.99	3250.88	3245.72	3249.25	2771.0
2019-09-15 21:40:00	ES	Futures	3249.25	3250.34	3247.89	3248.43	1688.0
2019-09-15 21:45:00	ES	Futures	3248.43	3248.98	3247.08	3247.35	828.0
2019-09-15 21:50:00	ES	Futures	3247.35	3249.25	3246.81	3249.25	935.0
2019-09-15 21:55:00	ES	Futures	3249.52	3249.79	3248.43	3249.25	1102.0
2019-09-15 22:00:00	ES	Futures	3248.98	3248.98	3246.26	3247.89	1204.0
2019-09-15 22:05:00	ES	Futures	3247.89	3247.89	3247.08	3247.62	517.0

> showing 50 of 3,453 rows — these rows as CSV

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