PREVIEW / futures_5min / 2019-09-20

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-20.parquet
  size:    239 KB
  rows:    14,383

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
2019-09-20 00:00:00	ES	Futures	3271.25	3271.25	3270.98	3271.25	289.0
2019-09-20 00:05:00	ES	Futures	3270.98	3271.8	3270.98	3271.8	388.0
2019-09-20 00:10:00	ES	Futures	3271.52	3271.8	3271.52	3271.52	29.0
2019-09-20 00:15:00	ES	Futures	3271.52	3271.52	3271.25	3271.52	141.0
2019-09-20 00:20:00	ES	Futures	3271.52	3271.52	3270.98	3271.52	122.0
2019-09-20 00:25:00	ES	Futures	3271.25	3271.52	3271.25	3271.25	108.0
2019-09-20 00:30:00	ES	Futures	3271.25	3271.25	3270.17	3270.44	469.0
2019-09-20 00:35:00	ES	Futures	3270.44	3270.44	3269.89	3270.17	244.0
2019-09-20 00:40:00	ES	Futures	3270.17	3270.44	3269.89	3270.17	132.0
2019-09-20 00:45:00	ES	Futures	3270.17	3270.71	3270.17	3270.71	243.0
2019-09-20 00:50:00	ES	Futures	3270.44	3270.44	3269.89	3269.89	119.0
2019-09-20 00:55:00	ES	Futures	3269.89	3270.44	3269.89	3270.17	150.0
2019-09-20 01:00:00	ES	Futures	3270.44	3270.71	3269.62	3269.62	427.0
2019-09-20 01:05:00	ES	Futures	3269.62	3269.89	3269.35	3269.35	374.0
2019-09-20 01:10:00	ES	Futures	3269.35	3269.89	3269.08	3269.35	169.0
2019-09-20 01:15:00	ES	Futures	3269.35	3270.17	3269.08	3269.89	296.0
2019-09-20 01:20:00	ES	Futures	3269.89	3270.44	3269.62	3269.62	168.0
2019-09-20 01:25:00	ES	Futures	3269.89	3269.89	3269.35	3269.35	368.0
2019-09-20 01:30:00	ES	Futures	3269.35	3269.62	3268.26	3268.81	662.0
2019-09-20 01:35:00	ES	Futures	3268.81	3269.62	3268.54	3268.81	551.0
2019-09-20 01:40:00	ES	Futures	3268.81	3269.35	3268.54	3269.08	368.0
2019-09-20 01:45:00	ES	Futures	3269.08	3269.35	3269.08	3269.08	252.0
2019-09-20 01:50:00	ES	Futures	3269.08	3269.62	3268.54	3268.54	504.0
2019-09-20 01:55:00	ES	Futures	3268.54	3268.81	3267.18	3267.72	725.0
2019-09-20 02:00:00	ES	Futures	3267.45	3269.89	3267.45	3269.08	1112.0
2019-09-20 02:05:00	ES	Futures	3269.08	3269.35	3267.99	3268.26	417.0
2019-09-20 02:10:00	ES	Futures	3268.26	3268.81	3267.72	3268.26	512.0
2019-09-20 02:15:00	ES	Futures	3268.54	3269.08	3268.54	3269.08	415.0
2019-09-20 02:20:00	ES	Futures	3269.08	3269.62	3268.81	3269.35	663.0
2019-09-20 02:25:00	ES	Futures	3269.35	3269.89	3269.08	3269.35	610.0
2019-09-20 02:30:00	ES	Futures	3269.08	3269.62	3268.54	3269.62	392.0
2019-09-20 02:35:00	ES	Futures	3269.62	3270.44	3269.08	3270.17	360.0
2019-09-20 02:40:00	ES	Futures	3270.17	3270.44	3270.17	3270.44	256.0
2019-09-20 02:45:00	ES	Futures	3270.44	3270.71	3270.17	3270.71	438.0
2019-09-20 02:50:00	ES	Futures	3270.71	3271.25	3270.17	3270.98	677.0
2019-09-20 02:55:00	ES	Futures	3270.98	3273.42	3270.98	3273.15	1771.0
2019-09-20 03:00:00	ES	Futures	3273.15	3274.24	3271.52	3272.07	2656.0
2019-09-20 03:05:00	ES	Futures	3272.34	3272.34	3270.44	3270.71	1919.0
2019-09-20 03:10:00	ES	Futures	3270.71	3271.52	3269.89	3270.98	1465.0
2019-09-20 03:15:00	ES	Futures	3270.71	3270.98	3270.17	3270.71	1000.0
2019-09-20 03:20:00	ES	Futures	3270.71	3271.8	3270.17	3271.52	871.0
2019-09-20 03:25:00	ES	Futures	3271.52	3272.07	3270.98	3271.25	740.0
2019-09-20 03:30:00	ES	Futures	3271.52	3273.42	3270.98	3272.34	1603.0
2019-09-20 03:35:00	ES	Futures	3272.61	3272.88	3271.8	3272.07	842.0
2019-09-20 03:40:00	ES	Futures	3271.8	3272.88	3271.8	3272.88	567.0
2019-09-20 03:45:00	ES	Futures	3272.88	3274.24	3272.34	3274.24	1127.0
2019-09-20 03:50:00	ES	Futures	3273.97	3274.24	3273.42	3273.97	865.0
2019-09-20 03:55:00	ES	Futures	3273.97	3274.78	3273.97	3274.24	1305.0
2019-09-20 04:00:00	ES	Futures	3274.24	3274.51	3273.7	3273.97	1415.0
2019-09-20 04:05:00	ES	Futures	3273.97	3274.51	3272.88	3273.42	1211.0

> showing 50 of 14,383 rows — these rows as CSV

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