PREVIEW / futures_5min / 2019-09-17

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-17.parquet
  size:    271 KB
  rows:    17,239

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
2019-09-17 00:00:00	ES	Futures	3259.3	3259.57	3259.03	3259.57	322.0
2019-09-17 00:05:00	ES	Futures	3259.3	3259.3	3258.76	3259.03	157.0
2019-09-17 00:10:00	ES	Futures	3259.03	3259.3	3258.76	3259.03	211.0
2019-09-17 00:15:00	ES	Futures	3259.3	3259.57	3259.03	3259.3	248.0
2019-09-17 00:20:00	ES	Futures	3259.3	3259.3	3258.49	3258.49	257.0
2019-09-17 00:25:00	ES	Futures	3258.49	3259.3	3258.49	3259.3	93.0
2019-09-17 00:30:00	ES	Futures	3259.03	3259.57	3258.76	3258.76	192.0
2019-09-17 00:35:00	ES	Futures	3258.76	3259.3	3258.76	3259.03	189.0
2019-09-17 00:40:00	ES	Futures	3259.03	3259.3	3258.76	3258.76	98.0
2019-09-17 00:45:00	ES	Futures	3259.03	3259.3	3258.49	3259.03	336.0
2019-09-17 00:50:00	ES	Futures	3259.3	3259.3	3258.49	3258.76	166.0
2019-09-17 00:55:00	ES	Futures	3259.03	3259.03	3258.49	3258.49	398.0
2019-09-17 01:00:00	ES	Futures	3258.76	3258.76	3258.21	3258.49	311.0
2019-09-17 01:05:00	ES	Futures	3258.21	3258.49	3257.67	3257.67	202.0
2019-09-17 01:10:00	ES	Futures	3257.67	3257.94	3256.86	3257.13	1029.0
2019-09-17 01:15:00	ES	Futures	3257.13	3257.4	3256.86	3256.86	276.0
2019-09-17 01:20:00	ES	Futures	3256.86	3257.13	3256.31	3256.58	937.0
2019-09-17 01:25:00	ES	Futures	3256.31	3256.31	3254.68	3254.68	1965.0
2019-09-17 01:30:00	ES	Futures	3254.95	3255.23	3254.68	3255.23	571.0
2019-09-17 01:35:00	ES	Futures	3255.23	3256.58	3255.23	3256.31	483.0
2019-09-17 01:40:00	ES	Futures	3256.31	3256.58	3255.77	3255.77	320.0
2019-09-17 01:45:00	ES	Futures	3256.04	3256.04	3254.95	3255.23	446.0
2019-09-17 01:50:00	ES	Futures	3255.23	3256.31	3254.95	3255.77	692.0
2019-09-17 01:55:00	ES	Futures	3255.5	3256.31	3255.23	3255.5	1383.0
2019-09-17 02:00:00	ES	Futures	3255.77	3256.31	3254.95	3256.31	2362.0
2019-09-17 02:05:00	ES	Futures	3256.58	3256.86	3255.77	3256.31	1969.0
2019-09-17 02:10:00	ES	Futures	3256.31	3256.58	3255.23	3255.5	1552.0
2019-09-17 02:15:00	ES	Futures	3255.23	3256.31	3255.23	3256.04	553.0
2019-09-17 02:20:00	ES	Futures	3255.77	3256.58	3255.77	3256.04	713.0
2019-09-17 02:25:00	ES	Futures	3256.04	3256.86	3255.77	3256.86	1527.0
2019-09-17 02:30:00	ES	Futures	3256.58	3256.86	3255.23	3255.5	816.0
2019-09-17 02:35:00	ES	Futures	3255.23	3255.77	3254.95	3255.77	888.0
2019-09-17 02:40:00	ES	Futures	3255.5	3256.04	3254.95	3255.77	1089.0
2019-09-17 02:45:00	ES	Futures	3255.77	3256.86	3255.77	3256.58	593.0
2019-09-17 02:50:00	ES	Futures	3256.86	3257.13	3256.31	3256.58	774.0
2019-09-17 02:55:00	ES	Futures	3256.58	3256.86	3256.58	3256.58	278.0
2019-09-17 03:00:00	ES	Futures	3256.58	3256.58	3254.68	3255.77	1931.0
2019-09-17 03:05:00	ES	Futures	3255.77	3256.86	3254.68	3255.77	1435.0
2019-09-17 03:10:00	ES	Futures	3255.77	3256.04	3254.68	3254.95	823.0
2019-09-17 03:15:00	ES	Futures	3254.95	3258.21	3254.68	3257.94	1309.0
2019-09-17 03:20:00	ES	Futures	3257.94	3261.47	3257.94	3259.84	2546.0
2019-09-17 03:25:00	ES	Futures	3260.11	3260.93	3259.57	3259.84	922.0
2019-09-17 03:30:00	ES	Futures	3259.57	3259.57	3258.76	3259.03	745.0
2019-09-17 03:35:00	ES	Futures	3258.76	3260.66	3258.76	3260.11	1138.0
2019-09-17 03:40:00	ES	Futures	3260.11	3260.93	3259.3	3260.66	958.0
2019-09-17 03:45:00	ES	Futures	3260.66	3261.47	3259.03	3259.57	1038.0
2019-09-17 03:50:00	ES	Futures	3259.84	3260.11	3259.03	3259.57	2114.0
2019-09-17 03:55:00	ES	Futures	3259.57	3260.66	3259.03	3259.3	1002.0
2019-09-17 04:00:00	ES	Futures	3259.03	3262.56	3259.03	3262.29	3007.0
2019-09-17 04:05:00	ES	Futures	3262.29	3263.65	3261.47	3261.47	2187.0

> showing 50 of 17,239 rows — these rows as CSV

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