PREVIEW / futures_5min / 2019-09-16

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-16.parquet
  size:    276 KB
  rows:    17,223

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
2019-09-16 00:00:00	ES	Futures	3251.97	3252.24	3250.88	3251.15	312.0
2019-09-16 00:05:00	ES	Futures	3251.15	3251.42	3250.61	3251.15	220.0
2019-09-16 00:10:00	ES	Futures	3251.42	3251.42	3249.79	3250.06	264.0
2019-09-16 00:15:00	ES	Futures	3250.06	3250.06	3249.52	3249.79	272.0
2019-09-16 00:20:00	ES	Futures	3249.52	3249.79	3248.98	3248.98	217.0
2019-09-16 00:25:00	ES	Futures	3248.98	3249.25	3246.53	3247.89	1206.0
2019-09-16 00:30:00	ES	Futures	3247.89	3248.98	3247.35	3248.71	409.0
2019-09-16 00:35:00	ES	Futures	3248.43	3248.98	3248.43	3248.71	274.0
2019-09-16 00:40:00	ES	Futures	3248.71	3249.25	3248.43	3249.25	243.0
2019-09-16 00:45:00	ES	Futures	3248.98	3248.98	3247.89	3247.89	302.0
2019-09-16 00:50:00	ES	Futures	3247.62	3248.71	3247.62	3248.71	231.0
2019-09-16 00:55:00	ES	Futures	3248.71	3248.98	3248.16	3248.71	201.0
2019-09-16 01:00:00	ES	Futures	3248.71	3248.98	3248.16	3248.16	335.0
2019-09-16 01:05:00	ES	Futures	3248.16	3249.79	3248.16	3249.79	296.0
2019-09-16 01:10:00	ES	Futures	3249.79	3249.79	3248.98	3248.98	215.0
2019-09-16 01:15:00	ES	Futures	3249.25	3249.52	3248.71	3249.52	250.0
2019-09-16 01:20:00	ES	Futures	3249.52	3250.88	3249.25	3250.61	358.0
2019-09-16 01:25:00	ES	Futures	3250.61	3253.6	3250.06	3253.05	1687.0
2019-09-16 01:30:00	ES	Futures	3253.32	3253.6	3252.24	3252.78	645.0
2019-09-16 01:35:00	ES	Futures	3252.78	3252.78	3251.42	3252.78	517.0
2019-09-16 01:40:00	ES	Futures	3252.78	3252.78	3251.97	3251.97	299.0
2019-09-16 01:45:00	ES	Futures	3251.97	3252.78	3251.42	3251.69	391.0
2019-09-16 01:50:00	ES	Futures	3251.97	3252.78	3251.15	3252.51	328.0
2019-09-16 01:55:00	ES	Futures	3252.24	3252.78	3252.24	3252.78	396.0
2019-09-16 02:00:00	ES	Futures	3252.51	3255.23	3252.51	3254.68	2933.0
2019-09-16 02:05:00	ES	Futures	3254.68	3255.77	3254.41	3254.68	1138.0
2019-09-16 02:10:00	ES	Futures	3254.68	3255.23	3253.6	3253.6	1181.0
2019-09-16 02:15:00	ES	Futures	3253.32	3254.95	3253.05	3254.41	792.0
2019-09-16 02:20:00	ES	Futures	3254.41	3255.77	3254.14	3255.5	1169.0
2019-09-16 02:25:00	ES	Futures	3255.5	3255.77	3253.6	3254.14	1100.0
2019-09-16 02:30:00	ES	Futures	3254.14	3255.5	3253.6	3253.87	1140.0
2019-09-16 02:35:00	ES	Futures	3253.87	3254.41	3253.32	3254.14	623.0
2019-09-16 02:40:00	ES	Futures	3253.87	3254.14	3253.05	3253.05	525.0
2019-09-16 02:45:00	ES	Futures	3253.05	3253.32	3251.97	3251.97	943.0
2019-09-16 02:50:00	ES	Futures	3251.97	3253.87	3251.97	3253.32	1027.0
2019-09-16 02:55:00	ES	Futures	3253.32	3254.95	3252.78	3254.68	792.0
2019-09-16 03:00:00	ES	Futures	3254.68	3256.58	3254.14	3255.5	3039.0
2019-09-16 03:05:00	ES	Futures	3255.5	3256.86	3254.68	3256.31	1984.0
2019-09-16 03:10:00	ES	Futures	3256.31	3258.76	3256.04	3258.76	2227.0
2019-09-16 03:15:00	ES	Futures	3258.76	3259.03	3256.58	3256.86	1562.0
2019-09-16 03:20:00	ES	Futures	3256.86	3256.86	3253.32	3254.14	1701.0
2019-09-16 03:25:00	ES	Futures	3254.14	3254.41	3252.24	3253.05	1408.0
2019-09-16 03:30:00	ES	Futures	3253.05	3253.6	3251.69	3252.24	1824.0
2019-09-16 03:35:00	ES	Futures	3252.51	3255.23	3252.24	3255.23	1434.0
2019-09-16 03:40:00	ES	Futures	3255.23	3255.5	3253.6	3253.87	979.0
2019-09-16 03:45:00	ES	Futures	3253.87	3254.68	3252.78	3253.32	1008.0
2019-09-16 03:50:00	ES	Futures	3253.32	3253.6	3251.97	3251.97	950.0
2019-09-16 03:55:00	ES	Futures	3251.97	3255.23	3251.97	3254.68	1348.0
2019-09-16 04:00:00	ES	Futures	3254.68	3257.67	3253.32	3257.67	1983.0
2019-09-16 04:05:00	ES	Futures	3257.67	3258.76	3256.86	3258.76	1448.0

> showing 50 of 17,223 rows — these rows as CSV

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