PREVIEW / futures_5min / 2019-09-18

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-18.parquet
  size:    274 KB
  rows:    17,290

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
2019-09-18 00:00:00	ES	Futures	3263.92	3264.46	3263.92	3264.46	184.0
2019-09-18 00:05:00	ES	Futures	3264.19	3264.46	3263.92	3263.92	135.0
2019-09-18 00:10:00	ES	Futures	3264.19	3264.46	3263.92	3263.92	156.0
2019-09-18 00:15:00	ES	Futures	3263.92	3264.46	3263.92	3264.19	91.0
2019-09-18 00:20:00	ES	Futures	3264.46	3264.46	3263.65	3263.65	243.0
2019-09-18 00:25:00	ES	Futures	3263.65	3264.19	3263.65	3264.19	288.0
2019-09-18 00:30:00	ES	Futures	3263.92	3264.19	3263.65	3264.19	319.0
2019-09-18 00:35:00	ES	Futures	3264.19	3264.19	3263.65	3263.92	226.0
2019-09-18 00:40:00	ES	Futures	3263.92	3264.19	3263.92	3263.92	48.0
2019-09-18 00:45:00	ES	Futures	3263.92	3264.46	3263.92	3264.46	363.0
2019-09-18 00:50:00	ES	Futures	3264.19	3264.19	3263.92	3263.92	136.0
2019-09-18 00:55:00	ES	Futures	3263.92	3263.92	3263.65	3263.65	51.0
2019-09-18 01:00:00	ES	Futures	3263.92	3263.92	3263.37	3263.37	164.0
2019-09-18 01:05:00	ES	Futures	3263.37	3263.92	3263.37	3263.37	310.0
2019-09-18 01:10:00	ES	Futures	3263.65	3263.65	3263.37	3263.65	64.0
2019-09-18 01:15:00	ES	Futures	3263.37	3263.65	3263.1	3263.1	190.0
2019-09-18 01:20:00	ES	Futures	3263.1	3263.37	3263.1	3263.1	142.0
2019-09-18 01:25:00	ES	Futures	3263.1	3263.37	3263.1	3263.1	197.0
2019-09-18 01:30:00	ES	Futures	3263.37	3263.37	3262.29	3262.29	908.0
2019-09-18 01:35:00	ES	Futures	3262.29	3263.1	3262.29	3263.1	248.0
2019-09-18 01:40:00	ES	Futures	3263.1	3263.1	3262.56	3263.1	202.0
2019-09-18 01:45:00	ES	Futures	3262.83	3263.37	3262.83	3263.37	312.0
2019-09-18 01:50:00	ES	Futures	3263.1	3263.65	3262.56	3262.83	400.0
2019-09-18 01:55:00	ES	Futures	3262.83	3264.19	3262.56	3263.92	313.0
2019-09-18 02:00:00	ES	Futures	3263.92	3264.19	3263.1	3263.65	601.0
2019-09-18 02:05:00	ES	Futures	3263.37	3264.19	3263.37	3263.65	506.0
2019-09-18 02:10:00	ES	Futures	3263.65	3263.92	3262.83	3263.37	273.0
2019-09-18 02:15:00	ES	Futures	3263.37	3263.37	3263.1	3263.37	445.0
2019-09-18 02:20:00	ES	Futures	3263.37	3263.37	3262.83	3262.83	313.0
2019-09-18 02:25:00	ES	Futures	3263.1	3263.92	3262.83	3263.65	346.0
2019-09-18 02:30:00	ES	Futures	3263.65	3263.65	3262.83	3263.1	429.0
2019-09-18 02:35:00	ES	Futures	3263.37	3263.37	3262.83	3263.37	173.0
2019-09-18 02:40:00	ES	Futures	3263.37	3264.19	3263.37	3264.19	369.0
2019-09-18 02:45:00	ES	Futures	3263.92	3264.19	3263.92	3264.19	385.0
2019-09-18 02:50:00	ES	Futures	3264.19	3264.73	3264.19	3264.73	572.0
2019-09-18 02:55:00	ES	Futures	3264.73	3264.73	3263.37	3263.92	346.0
2019-09-18 03:00:00	ES	Futures	3263.92	3264.19	3262.02	3263.65	1969.0
2019-09-18 03:05:00	ES	Futures	3263.65	3265.0	3263.37	3264.19	1760.0
2019-09-18 03:10:00	ES	Futures	3264.19	3265.0	3263.65	3264.46	1063.0
2019-09-18 03:15:00	ES	Futures	3264.19	3265.55	3264.19	3265.0	811.0
2019-09-18 03:20:00	ES	Futures	3265.28	3265.28	3264.73	3264.73	601.0
2019-09-18 03:25:00	ES	Futures	3264.73	3265.55	3264.73	3265.0	860.0
2019-09-18 03:30:00	ES	Futures	3265.0	3265.28	3264.19	3264.46	674.0
2019-09-18 03:35:00	ES	Futures	3264.46	3264.73	3263.92	3264.46	722.0
2019-09-18 03:40:00	ES	Futures	3264.46	3265.28	3264.19	3265.0	695.0
2019-09-18 03:45:00	ES	Futures	3265.0	3265.82	3264.73	3264.73	1075.0
2019-09-18 03:50:00	ES	Futures	3264.73	3265.28	3264.19	3264.19	731.0
2019-09-18 03:55:00	ES	Futures	3263.92	3265.28	3263.92	3265.28	1226.0
2019-09-18 04:00:00	ES	Futures	3265.0	3267.18	3265.0	3266.36	2034.0
2019-09-18 04:05:00	ES	Futures	3266.36	3266.36	3265.82	3266.36	1320.0

> showing 50 of 17,290 rows — these rows as CSV

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