PREVIEW / futures_5min / 2019-09-19

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-19.parquet
  size:    270 KB
  rows:    17,354

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
2019-09-19 00:00:00	ES	Futures	3259.03	3260.39	3259.03	3260.39	1322.0
2019-09-19 00:05:00	ES	Futures	3260.39	3260.39	3259.3	3259.3	689.0
2019-09-19 00:10:00	ES	Futures	3259.57	3260.11	3259.3	3260.11	305.0
2019-09-19 00:15:00	ES	Futures	3260.11	3260.11	3259.3	3260.11	283.0
2019-09-19 00:20:00	ES	Futures	3259.84	3260.11	3259.03	3259.3	429.0
2019-09-19 00:25:00	ES	Futures	3259.3	3260.39	3259.3	3260.39	352.0
2019-09-19 00:30:00	ES	Futures	3260.11	3260.66	3259.84	3260.66	474.0
2019-09-19 00:35:00	ES	Futures	3260.66	3260.93	3259.84	3260.11	609.0
2019-09-19 00:40:00	ES	Futures	3260.11	3260.39	3259.84	3260.11	293.0
2019-09-19 00:45:00	ES	Futures	3260.11	3260.11	3259.03	3259.3	495.0
2019-09-19 00:50:00	ES	Futures	3259.3	3259.84	3259.03	3259.57	453.0
2019-09-19 00:55:00	ES	Futures	3259.57	3259.84	3258.76	3259.03	558.0
2019-09-19 01:00:00	ES	Futures	3259.3	3259.3	3257.94	3258.21	986.0
2019-09-19 01:05:00	ES	Futures	3258.21	3259.3	3257.94	3259.03	505.0
2019-09-19 01:10:00	ES	Futures	3259.03	3259.84	3258.76	3259.57	489.0
2019-09-19 01:15:00	ES	Futures	3259.57	3260.39	3259.3	3259.84	549.0
2019-09-19 01:20:00	ES	Futures	3259.84	3260.39	3259.57	3259.57	356.0
2019-09-19 01:25:00	ES	Futures	3259.57	3259.84	3258.49	3258.49	317.0
2019-09-19 01:30:00	ES	Futures	3258.76	3259.03	3258.49	3259.03	441.0
2019-09-19 01:35:00	ES	Futures	3259.03	3260.11	3259.03	3259.3	481.0
2019-09-19 01:40:00	ES	Futures	3259.3	3259.3	3258.76	3259.3	327.0
2019-09-19 01:45:00	ES	Futures	3259.3	3259.57	3258.49	3259.03	505.0
2019-09-19 01:50:00	ES	Futures	3259.03	3259.84	3259.03	3259.57	504.0
2019-09-19 01:55:00	ES	Futures	3259.84	3260.66	3259.3	3260.39	672.0
2019-09-19 02:00:00	ES	Futures	3260.39	3261.47	3259.84	3261.47	1103.0
2019-09-19 02:05:00	ES	Futures	3261.47	3261.74	3260.39	3260.66	898.0
2019-09-19 02:10:00	ES	Futures	3260.39	3260.66	3259.57	3260.11	467.0
2019-09-19 02:15:00	ES	Futures	3260.11	3260.39	3259.3	3259.84	559.0
2019-09-19 02:20:00	ES	Futures	3259.84	3260.11	3259.57	3259.84	364.0
2019-09-19 02:25:00	ES	Futures	3260.11	3260.39	3259.57	3260.11	563.0
2019-09-19 02:30:00	ES	Futures	3260.11	3260.11	3257.94	3258.76	1354.0
2019-09-19 02:35:00	ES	Futures	3258.76	3259.03	3257.13	3257.94	1123.0
2019-09-19 02:40:00	ES	Futures	3257.67	3258.21	3257.4	3257.94	581.0
2019-09-19 02:45:00	ES	Futures	3257.67	3257.94	3256.86	3257.67	565.0
2019-09-19 02:50:00	ES	Futures	3257.4	3257.94	3257.13	3257.94	506.0
2019-09-19 02:55:00	ES	Futures	3257.94	3258.49	3257.67	3257.94	587.0
2019-09-19 03:00:00	ES	Futures	3258.21	3258.21	3250.06	3253.32	13385.0
2019-09-19 03:05:00	ES	Futures	3253.32	3254.95	3252.51	3254.41	3419.0
2019-09-19 03:10:00	ES	Futures	3254.41	3256.31	3254.14	3255.23	2526.0
2019-09-19 03:15:00	ES	Futures	3255.23	3256.86	3255.23	3255.23	1932.0
2019-09-19 03:20:00	ES	Futures	3255.5	3257.4	3255.5	3256.58	2765.0
2019-09-19 03:25:00	ES	Futures	3256.86	3257.4	3256.04	3257.13	1989.0
2019-09-19 03:30:00	ES	Futures	3257.13	3259.03	3257.13	3258.76	2415.0
2019-09-19 03:35:00	ES	Futures	3259.03	3261.74	3258.49	3260.66	3115.0
2019-09-19 03:40:00	ES	Futures	3260.66	3261.74	3259.84	3261.2	1726.0
2019-09-19 03:45:00	ES	Futures	3261.2	3262.29	3260.66	3261.74	2644.0
2019-09-19 03:50:00	ES	Futures	3261.74	3262.83	3260.93	3262.56	1618.0
2019-09-19 03:55:00	ES	Futures	3262.56	3264.73	3262.29	3262.56	3518.0
2019-09-19 04:00:00	ES	Futures	3262.83	3263.37	3261.74	3261.74	3079.0
2019-09-19 04:05:00	ES	Futures	3261.74	3262.83	3260.93	3261.74	3161.0

> showing 50 of 17,354 rows — these rows as CSV

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