PREVIEW / futures_5min / 2019-09-22

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-09-22.parquet
  size:    59 KB
  rows:    3,173

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
2019-09-22 18:00:00	ES	Futures	3254.95	3264.19	3254.95	3258.21	7895.0
2019-09-22 18:05:00	ES	Futures	3258.49	3261.2	3257.94	3259.57	1574.0
2019-09-22 18:10:00	ES	Futures	3259.84	3260.66	3259.03	3260.39	1014.0
2019-09-22 18:15:00	ES	Futures	3260.66	3261.2	3259.57	3260.11	925.0
2019-09-22 18:20:00	ES	Futures	3260.11	3260.39	3258.76	3259.03	444.0
2019-09-22 18:25:00	ES	Futures	3259.03	3268.54	3258.76	3265.0	5298.0
2019-09-22 18:30:00	ES	Futures	3265.0	3266.63	3265.0	3265.28	1194.0
2019-09-22 18:35:00	ES	Futures	3265.28	3265.82	3263.65	3264.73	664.0
2019-09-22 18:40:00	ES	Futures	3264.46	3265.0	3264.19	3264.46	409.0
2019-09-22 18:45:00	ES	Futures	3264.46	3264.73	3263.92	3264.19	266.0
2019-09-22 18:50:00	ES	Futures	3263.92	3265.82	3262.83	3264.46	946.0
2019-09-22 18:55:00	ES	Futures	3264.46	3265.0	3263.92	3264.73	381.0
2019-09-22 19:00:00	ES	Futures	3264.73	3265.28	3263.92	3263.92	501.0
2019-09-22 19:05:00	ES	Futures	3264.19	3264.73	3263.92	3264.19	266.0
2019-09-22 19:10:00	ES	Futures	3264.46	3265.0	3264.19	3264.73	349.0
2019-09-22 19:15:00	ES	Futures	3264.73	3264.73	3263.92	3264.19	343.0
2019-09-22 19:20:00	ES	Futures	3264.19	3264.73	3263.92	3264.46	225.0
2019-09-22 19:25:00	ES	Futures	3263.92	3264.73	3263.92	3264.19	131.0
2019-09-22 19:30:00	ES	Futures	3264.46	3265.55	3264.19	3265.0	485.0
2019-09-22 19:35:00	ES	Futures	3264.73	3264.73	3263.1	3263.37	591.0
2019-09-22 19:40:00	ES	Futures	3263.37	3263.92	3263.1	3263.65	288.0
2019-09-22 19:45:00	ES	Futures	3263.65	3263.65	3262.29	3262.56	520.0
2019-09-22 19:50:00	ES	Futures	3262.83	3265.0	3262.83	3263.92	542.0
2019-09-22 19:55:00	ES	Futures	3263.92	3263.92	3262.29	3262.83	537.0
2019-09-22 20:00:00	ES	Futures	3262.83	3263.37	3261.47	3262.83	965.0
2019-09-22 20:05:00	ES	Futures	3262.56	3263.65	3262.29	3263.65	259.0
2019-09-22 20:10:00	ES	Futures	3263.37	3263.65	3262.56	3263.1	296.0
2019-09-22 20:15:00	ES	Futures	3262.83	3264.73	3262.83	3262.83	754.0
2019-09-22 20:20:00	ES	Futures	3262.56	3263.92	3262.56	3263.1	310.0
2019-09-22 20:25:00	ES	Futures	3263.1	3264.19	3263.1	3263.92	217.0
2019-09-22 20:30:00	ES	Futures	3263.92	3264.46	3263.92	3264.19	249.0
2019-09-22 20:35:00	ES	Futures	3264.19	3265.0	3263.92	3263.92	702.0
2019-09-22 20:40:00	ES	Futures	3263.92	3264.46	3263.65	3264.19	291.0
2019-09-22 20:45:00	ES	Futures	3264.19	3264.46	3263.92	3264.19	210.0
2019-09-22 20:50:00	ES	Futures	3263.92	3264.19	3263.65	3263.65	361.0
2019-09-22 20:55:00	ES	Futures	3263.92	3263.92	3263.1	3263.65	369.0
2019-09-22 21:00:00	ES	Futures	3263.65	3264.19	3263.37	3263.92	320.0
2019-09-22 21:05:00	ES	Futures	3263.92	3265.55	3263.65	3265.0	760.0
2019-09-22 21:10:00	ES	Futures	3264.73	3265.28	3264.19	3264.19	573.0
2019-09-22 21:15:00	ES	Futures	3264.19	3266.09	3263.92	3265.82	1189.0
2019-09-22 21:20:00	ES	Futures	3265.82	3265.82	3265.28	3265.82	460.0
2019-09-22 21:25:00	ES	Futures	3265.82	3266.36	3265.0	3265.28	907.0
2019-09-22 21:30:00	ES	Futures	3265.0	3265.0	3263.92	3264.46	672.0
2019-09-22 21:35:00	ES	Futures	3264.19	3264.73	3263.92	3264.19	223.0
2019-09-22 21:40:00	ES	Futures	3263.92	3264.73	3263.65	3264.46	391.0
2019-09-22 21:45:00	ES	Futures	3264.46	3264.73	3263.65	3264.19	236.0
2019-09-22 21:50:00	ES	Futures	3264.46	3264.46	3262.02	3262.29	581.0
2019-09-22 21:55:00	ES	Futures	3262.29	3262.29	3260.66	3260.66	1252.0
2019-09-22 22:00:00	ES	Futures	3260.66	3261.47	3258.76	3261.47	1711.0
2019-09-22 22:05:00	ES	Futures	3261.47	3262.56	3261.2	3261.74	693.0

> showing 50 of 3,173 rows — these rows as CSV

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